Browsing All of EconStor by Author Juselius, Mikael


Showing results 1 to 17 of 17
Year of PublicationTitleAuthor(s)
2008Testing the New Keynesian Model on U.S. and Euro Area DataJuselius, Mikael
2008Cointegration implications of linear rational expectation modelsJuselius, Mikael
2008Testing the New Keynesian Model on U.S. and Euro Area DataJuselius, Mikael
2009Do markup dynamics reflect fundamentals or changes in conduct?Juselius, Mikael; Kim, Moshe; Ringbom, Staffan
2016Monetary policy, the financial cycle and ultralow interest ratesJuselius, Mikael; Borio, Claudio; Disyatat, Piti; Drehmann, Mathias
2016Leverage dynamics and the burden of debtJuselius, Mikael; Drehmann, Mathias
2016The age-structure–inflation puzzleJuselius, Mikael; Takáts, Előd
2017Accounting for debt service: The painful legacy of credit boomsDrehmann, Mathias; Juselius, Mikael; Korinek, Anton
2017Why so low for so long? A long-term view of real interest ratesBorio, Claudio; Disyatat, Piti; Juselius, Mikael; Rungcharoenkitkul, Phurichai
2018Going with the flows: New borrowing, debt service and the transmission of credit boomsDrehmann, Mathias; Juselius, Mikael; Korinek, Anton
2018The enduring link between demography and inflationJuselius, Mikael; Takáts, Előd
2020Forecasting expected and unexpected lossesJuselius, Mikael; Tarashev, Nikola A.
2020Dealing with the costs of the COVID-19 pandemic – what are the fiscal options?Ambrocio, Gene; Juselius, Mikael
2021Could corporate credit losses turn out higher than expected?Juselius, Mikael; Tarashev, Nikola A.
2022When uncertainty decouples expected and unexpected lossesJuselius, Mikael; Tarashev, Nikola A.
2022The scarring effects of deep contractionsAikman, David; Drehmann, Mathias; Juselius, Mikael; Xing, Xiaochuan
2023Long-term debt propagation and real reversalsDrehmann, Mathias; Juselius, Mikael; Korinek, Anton