Søren Johansen

Søren Johansen ( born November 6, 1939 in Hellerup ) is a Danish statistician and economist.

Life and work

After Johansen 1958 finished his education at the Gymnasium, he studied Mathematical Statistics at the University of Copenhagen. Since his graduation in 1964, he is employed there. In 1974 he received his doctorate with a thesis on The imbedding problem- for Markov chains to Dr. phil. Since 1989 he teaches and conducts research as a professor. 1996 to 2001 he was professor of econometrics at the European University Institute in Florence. Longer stays abroad led him to the University of California, Berkeley (1965-1967), to the Imperial College London (1971-1972), at the ETH Zurich (1975 ), Oregon State University ( 1975), Stanford University ( 1984), Johns Hopkins University ( 1985), University of California, San Diego (1985 and 1989 ), Australian National University (1991 ), University of Helsinki ( 1991), University of New South Wales and Bond University (1994).

Johansen is concerned with mathematical statistics, probability theory and statistics in medicine, since 1983 also with econometrics, particularly with the theory of cointegration. In the period 1993 to 1996, he was the most cited European economist and from 1990 to 2000, the most frequently cited economists worldwide.

Awards

Memberships

Works

  • Functional relations, random coefficients, and nonlinear regression with application to kinetic data ( Lecture notes in statistics, vol 22). Springer, Berlin [ et al ] 1984, ISBN 3-540-90968-0
  • Likelihood -based inference in cointegrated vector autoregressive models. Oxford University Press, Oxford [ua ] 1995, ISBN 0-19-877449-4
  • Peter Reinhard Hansen: Workbook on cointegration. Oxford University Press, Oxford [ua ] 1998, ISBN 0 - 19-877608 -X
  • Statistical analysis of cointegration vectors. In: Journal of Economic Dynamics and Control. Volume 12, No. 2-3, 1988, pp. 231-254.
  • Katarina Juselius with: Maximum Likelihood Estimation and Inference on Cointegration. With Applications to the Demand for Money. In: Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford. Volume 52, No. 2, May 1990 pp. 169-210.
  • Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. In: Econometrica, Econometric Society. Volume 59, No. 6, November 1991, pp. 1551-1580.
  • Cointegration in partial systems and the efficiency of single- equation analysis. In: Journal of Econometrics. Volume 52, No. 3, June 1992, p 389-402.
  • A representation of vector autoregressive processes integrated of order 2 in: Econometric Theory. Volume 8, 1992, pp. 188-202
  • Katarina Juselius with: Structural tests in a multivariate cointegration analysis of the PPP and the UIP for UK .. In: Journal of Econometrics. Volume 53, 1992, pp. 211-244.
  • Katarina Juselius with: Identification of the long -run and the short-run structure on application to the ISLM model. In: Journal of Econometrics. Volume 63, No. 1, May 1994, pp. 7-36.
  • Identifying restrictions of linear equations with applications to simultaneous equations and cointegration. In: Journal of Econometrics. Volume 69, No. 1, September 1995, pp. 111-132.
  • Likelihood Analysis of the I ( 2) model. In: Scandinavian Journal of Statistics. Volume 24, No. 4, December 1997, pp. 433-462
  • With Ernst Schaumburg: Likelihood analysis of seasonal cointegration. In: Journal of Econometrics. Volume 88, No. 2, November 1998, pp. 301-339.
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