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