Post Walrasian Macroeconomics: Confronting the Economic Model with the Data

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Macroeconomic Policy in DSGE and Agent-Based Models (2012, unknown): “…of the structural model (with all the problems described above) without testing the potential misspecification of the underlying statistical model (see also Johansen, 2006; Juselius 14An exception is Curdia et al. (2011) where shocks are drawn from a Student-t distribution. and Franchi, 2007)15.”
Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate (2010, methodology): “Treating the process as I(1) is likely to yield unreliable inference (see Johansen, 2006b and Juselius, 2008) as one (or two) very persistent components in the data would be treated as stationary.”