Rankings / Candidate
Katarina Juselius
University of Copenhagen · Econometrics
Currently #11, tier Field, score 14.3, named by 1 source.Score history: 100.0, 25.0, 14.3
The work. The cointegrated VAR as an applied research program: the 1990 Johansen-Juselius paper on money demand and a career of pushing the method into real macro data.
The case for. She made Johansen's mathematics usable by applied economists, and her book on the cointegrated VAR is the standard practitioner's reference.
The case against. The 2003 prize already covered cointegration, and a joint prize with Johansen is the only route. Born in 1943.
The KmikeyM angle. Juselius argues you should let the data speak before imposing theory on it, which is roughly what a shareholder market does to a person's plans.
What the sources say
- Clarivate alumni (prior years) named Katarina Juselius: named in 2019: for contributions to econometrics and cointegration analysis (heat 100) Preseason: the Clarivate alumni pool