Overview
Dennis W. Jansen is an economist at Texas A&M University whose research focuses on monetary economics, macroeconometrics, and applied time series. He co-authored the 1991 Federal Reserve Bank of St. Louis primer on cointegration that compared competing testing methodologies using U.S. money demand data.
Key Contributions / Features
- Cointegration primer (1991, with D.A. Dickey and D.L. Thornton): accessible three-way comparison of Engle-Granger, Stock-Watson, and Johansen tests applied to U.S. monetary aggregates (M1, M2, NM1M2, monetary base) over 1953.2–1988.4; demonstrates sensitivity to test choice and variable specification.
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