Søren Johansen (born 6 November 1939) is a Danish statistician and econometrician who is known for his contributions to the theory of

cointegration In econometrics, cointegration is a statistical property describing a long-term, stable relationship between two or more time series variables, even if those variables themselves are individually non-stationary (i.e., they have trends). This means ...

. 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 Aarhus University (, abbreviated AU) is a public research university. Its main campus is located in Aarhus, Denmark. It is the second largest and second oldest university in Denmark. The university is part of the Coimbra Group, the Guild, and Ut ...

. He has previously held positions at the Department of Statistics, University of Copenhagen, and the

European University Institute The European University Institute (EUI) is an international postgraduate and post-doctoral research-intensive university and an intergovernmental organisation with juridical personality, established by its founding member states to contribu ...

in Florence.

Biography

Early life

Johansen was born in 1939 in

Denmark Denmark is a Nordic countries, Nordic country in Northern Europe. It is the metropole and most populous constituent of the Kingdom of Denmark,, . also known as the Danish Realm, a constitutionally unitary state that includes the Autonomous a ...

Academic life

Johansen graduated from the University of Copenhagen in mathematical statistics. He began his academic career at the University of Copenhagen, Institute of Mathematical Statistics in 1964 and was promoted to full professor in 1989. In 1967 he obtained the Gold medal from University of Copenhagen for the thesis "An application of extreme points methods in probability" and in 1974, he became dr. phil. with the thesis "The embedding problem for Markov chains". Johansen visited

UCSD The University of California, San Diego (UC San Diego in communications material, formerly and colloquially UCSD) is a public land-grant research university in San Diego, California, United States. Established in 1960 near the pre-existing ...

where he interacted with

Robert Engle Robert Fry Engle III (born November 10, 1942) is an American economist and statistician. He won the 2003 Nobel Memorial Prize in Economic Sciences, sharing the award with Clive Granger, "for methods of analyzing economic time series with time-va ...

and

Clive Granger Sir Clive William John Granger (; 4 September 1934 – 27 May 2009) was a British econometrician known for his contributions to nonlinear time series analysis. He taught in Britain, at the University of Nottingham and in the United States, at t ...

during the years that the theory on cointegration was taking shape. In the period 1996-2001 he held a Chair in Econometrics at the European University Institute. According to some rankings he was the most cited researcher in the world in economic journals. Johansen is married to Katarina Juselius, who is also a professor at the University of Copenhagen and was ranked as the eighth most cited economist in the world from 1990 to 2000 (Johansen was first among this list). Juselius is the author of "The Cointegrated VAR Model: Methodology and Application" (2006) from Oxford University Press.

Honours and awards

*1967 Gold medal from University of Copenhagen for the thesis "An application of extreme points methods in probability" *1997 Dir. Ib Henriksens Fund Award, for outstanding research.

Publications

* * *

References

External links

Home page
at University of Copenhagen {{DEFAULTSORT:Johansen, Soren Academic staff of the University of Copenhagen Academic staff of the European University Institute University of Copenhagen alumni Econometricians Fellows of the Econometric Society Time series econometricians Danish statisticians 1939 births Living people