Søren Johansen

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Søren Glud Johansen (born November 6, 1939 in Hellerup ) is a Danish statistician and economist .

Live and act

After Johansen finished his high school education in 1958, he studied mathematical statistics at the University of Copenhagen . He has been employed there since completing his studies in 1964. In 1974 he received his doctorate with the dissertation The embedding problem for Markov chains for Dr. phil. Since 1989 he has been teaching and researching there as a professor. From 1996 to 2001 he was Professor of Econometrics at the European University Institute in Florence . Long stays abroad took him to the University of California, Berkeley (1965–1967), Imperial College London (1971–1972), ETH Zurich (1975), Oregon State University (1975), Stanford University (1984), Johns Hopkins University (1985), University of California, San Diego (1985 and 1989), Australian National University (1991), University of Helsinki (1991), University of New South Wales and Bond University (1994).

Johansen deals with mathematical statistics , probability theory and statistics in medicine, since 1983 also with econometrics , especially with the theory of cointegration . From 1993 to 1996 he was the most cited European economist and from 1990 to 2000 the most cited economist in the world. Since 2019 the media group Clarivate has counted him among the favorites for a Nobel Prize ( Clarivate Citation Laureates ).

Awards

  • 1967 Gold Medal from the University of Copenhagen for the work An application of extreme points methods in probability
  • 1997 Award for Outstanding Research (Dir. Ib Henriksens Fund)

Memberships

Works

Books
  • Functional relations, random coefficients, and nonlinear regression with application to kinetic data (Lecture notes in statistics, Volume 22). Springer, Berlin [a. a.] 1984, ISBN 3-540-90968-0
  • Likelihood-based inference in cointegrated vector autoregressive models. Oxford University Press, Oxford [u. a.] 1995, ISBN 0-19-877449-4
  • with Peter Reinhard Hansen: Workbook on cointegration. Oxford University Press, Oxford [u. a.] 1998, ISBN 0-19-877608-X
Article (selection)
  • Statistical analysis of cointegration vectors. In: Journal of Economic Dynamics and Control. Vol. 12, No. 2-3, 1988, pp. 231-254.
  • with Katarina Juselius : Maximum Likelihood Estimation and Inference on Cointegration. With Applications to the Demand for Money. In: Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford. Vol. 52, No. 2, May 1990, pp. 169-210.
  • Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. In: Econometrica, Econometric Society. Vol. 59, No. 6, November 1991, pp. 1551-1580.
  • Cointegration in partial systems and the efficiency of single equation analysis. In: Journal of Econometrics. Vol. 52, No. 3, June 1992, pp. 389-402.
  • A representation of vector autoregressive processes integrated of order 2. In: Econometric Theory . Volume 8, 1992, pp. 188-202
  • with Katarina Juselius: Structural tests in a multivariate cointegration analysis of the PPP and the UIP for UK. In: Journal of Econometrics. Volume 53, 1992, pp. 211-244.
  • with Katarina Juselius: Identification of the long-run and the short-run structure an application to the ISLM model. In: Journal of Econometrics. Vol. 63, No. 1, July 1994, pp. 7-36.
  • Identifying restrictions of linear equations with applications to simultaneous equations and cointegration. In: Journal of Econometrics. Volume 69, No. 1, September 1995, pp. 111-132.
  • Likelihood Analysis of the I (2) Model. In: Scandinavian Journal of Statistics. Volume 24, No. 4, December 1997, pp. 433-462
  • with Ernst Schaumburg: Likelihood analysis of seasonal cointegration. In: Journal of Econometrics. Volume 88, No. 2, November 1998, pp. 301-339.

literature

  • Mark Blaug and Howard R. Vane (Eds.): Who's who in economics . 4th edition, Elgar, Cheltenham and Northampton 2003, ISBN 1-84064-992-5 , p. 417

Web links

Individual evidence

  1. ↑ Søren Johansen in the Mathematics Genealogy Project (English)Template: MathGenealogyProject / Maintenance / id used
  2. ↑ Reiner Eichenberger and Bruno S. Frey : Europe's Eminent Economists. A quantitative analysis. IEW - Working Papers iewwp057, Institute for Empirical Research in Economics ( online )
  3. ^ Tom Coupé: Revealed Performances. Worldwide Rankings of Economists and Economics Departments, 1990–2000. In: Journal of the European Economic Association. Volume 1, No. 6, December 2003, pp. 1309–1345, doi : 10.1162 / 154247603322752557 ( pdf of a more detailed version ( memento of the original from June 14, 2011 in the Internet Archive ) Info: The archive link was inserted automatically and has not yet been checked . Please check the original and archive link according to the instructions and then remove this note. , Html of the Top 1000 ( Memento of the original from June 14, 2011 in the Internet Archive ) Info: The archive link was inserted automatically and has not yet been checked. Please check the original and Archive link according to instructions and then remove this note. ) @1@ 2Template: Webachiv / IABot / homepages.ulb.ac.be @1@ 2Template: Webachiv / IABot / homepages.ulb.ac.be
  4. ^ Membership directory: Søren Johansen. Academia Europaea, accessed on August 23, 2017 .
  5. ^ Members: Søren Johansen. The Royal Danish Academy of Sciences and Letters, accessed August 23, 2017 .
personal data
SURNAME Johansen, Søren
ALTERNATIVE NAMES Johansen, Søren Glud
BRIEF DESCRIPTION Danish statistician and economist
DATE OF BIRTH November 6, 1939
PLACE OF BIRTH Hellerup , Denmark