A Conversation with Katarina Juselius

Abstract

This article was prepared for the Special Issue ‘Celebrated Econometricians: Katarina Juselius and Søren Johansen’ of Econometrics. It is based on material recorded on 30–31 October 2018 in Copenhagen. It explores Katarina Juselius’ research, and discusses inter alia the following issues: equilibrium; short and long-run behaviour; common trends; adjustment; integral and proportional control mechanisms; model building and model comparison; breaks, crisis, learning; univariate versus multivariate modelling; mentoring and the gender gap in Econometrics.