Søren Johansen
University of Copenhagen
Søren Johansen is a Danish statistician and econometrician who is known for his contributions to the theory of cointegration. He is currently a professor at the Department of Economics, University of Copenhagen and in the Center for Research in Econometric Analysis of Time Series (CREATES) of the Aarhus University. He has previously held positions at the Department of Statistics, University of Copenhagen, and the European University Institute in Florence.
Read biography ↓Biography, research & contributions
Søren Johansen is a Danish statistician and econometrician who is known for his contributions to the theory of cointegration. He is currently a professor at the Department of Economics, University of Copenhagen and in the Center for Research in Econometric Analysis of Time Series (CREATES) of the Aarhus University. He has previously held positions at the Department of Statistics, University of Copenhagen, and the European University Institute in Florence.
Affiliation
University of Copenhagen
Top Publications
- Statistical analysis of cointegration vectors (1988) - 16,939 citations
- MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990) - 14,174 citations
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991) - 11,287 citations
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995) - 5,394 citations
- Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992) - 1,684 citations
At a glance
- Full name
- Søren Johansen
- ORCID
- 0000-0002-9285-8236
- OpenAlex ID
- https://openalex.org/A5033404536
Research interests
- Monetary Policy and Economic Impact, Diverse Scientific and Economic Studies, Statistical and numerical algorithms, Advanced Statistical Methods and Models, Financial Risk and Volatility Modeling
Research topics
Education
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Selected research & further reading
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See the source-linked reading and original works in the research guide above.
Citation & publication trends
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Source: OpenAlex · Retrieved 2026-10-07. Metrics are database-specific and are not a scientific ranking.
Most-cited linked publications
Publications matched across ORCID and OpenAlex. Citation counts are source-specific.
- Statistical analysis of cointegration vectors ↗1988 · Journal of Economic Dynamics and Control16,939OpenAlex citations
- MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY ↗1990 · Oxford Bulletin of Economics and Statistics14,174OpenAlex citations
- 11,287OpenAlex citations
- 5,394OpenAlex citations
- Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK ↗1992 · Journal of Econometrics1,684OpenAlex citations
Recent linked publications
Publications matched across ORCID and OpenAlex. Citation counts are source-specific.
- Statistical analysis of cointegration vectors ↗1988 · Journal of Economic Dynamics and Control
- MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY ↗1990 · Oxford Bulletin of Economics and Statistics
- Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK ↗1992 · Journal of Econometrics
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Awards & honors
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Sign in to claim this profileSources & data information
Editorial review: 2026-10-07 · Last data update: 2026-10-07 23:02:00
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