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Person
ISNI: 
0000 0000 5331 9518
Name: 
Lanne, M.
Lanne, Markku
Lanne, Markku Juhani
Creation class: 
article
txt
Creation role: 
author
Related names: 
Ahoniemi, Katja
Helsingin Yliopisto / Valtiotieteellinen tiedekunta / Politiikan ja Talouden Tutkimuksen Laitos
Helsinki Center for Economic Research (HECER)
Jokivuolle, Esa
Lütkepohl, Helmut
Laakkonen, Helinä
Laakkonen, Helinä
Lanne, M.
LANNE, MARKKU
Liski, Markku Lanne and Matti
Luetkepohl, Helmut
Luoma, Arto
Luoto, Jani
Lütkepohl, Helmut
Maciejowska, Katarzyna
Markku Lanne, Helmut Luetkepohl
Meitz, Mika
Nyberg, Henri
Pentti, Saikkonen
Saarinen, Erkka
Saikkonen, P.
Saikkonen, Pentti
Vesala, Timo
Vesalay, Timo
Titles: 
Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times
Autoregression-based estimation of the new Keynesian Phillips curve
Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models
Co-integration and the term structure of Finnish short-term interest rates
Comparison of unit root tests for time series with level shifts
Does noncausality help in forecasting economic time series?
Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?
effect of a transaction tax on exchange rate volatility, The
Essays on inference in time series models with near unit roots: Applications to interest rates
Forecasting realized exchange rate volatility by decomposition
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison
GMM Estimation with Non‐causal Instruments
GMM Estimation with Noncausal Instruments
Has U.S. Inflation Really Become Harder to Forecast?
Has US inflation really become harder to forecast?
Identifying Monetary Policy Shocks via Changes in Volatility
Identifying Monetary Policy Shocks viaChanges in Volatility
Implied Volatility with Time-Varying Regime Probabilities
Joint modeling of call and put implied volatility
Mixture Multiplicative Error Model for Realized Volatility, A
Modeling Conditional Skewness in Stock Returns
Modeling Expectations with Noncausal Autoregressions
Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
Modeling the US short-term interest rate by mixture autoregressive processes
Multivariate Generalized Orthogonal Factor GARCH Model, A
naïve sticky information model of households' inflation expectations, A
Near unit root and the relationship between inflation and interest rates: A reexamination of the Fisher effect
Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
Near unit roots, cointegration, and the term structure of interest rates
Non-linear GARCH models for highly persistent volatility
Noncausal autoregressions for economic time series
Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation, A
Noncausal vector autoregression
Noncausality and Inflation Persistence
Nonlinear dynamics of interest rate and inflation
Nonlinear GARCH models for highly persistent volatility
Optimal forecasting of noncausal autoregressive time series
Properties of Market-Based and Survey Forecasts for Different Data Releases, The
Properties of Market-Based and Survey Macroeconomic Forecasts for Different Data Releases
Realized volatility and overnight returns
Reducing size distortions of parametric stationarity tests
Relevance of Accuracy for the Impact of Macroeconomic News on Volatility, The
Robustness of the risk-return relationship in the U.S. stock market
Skewed GARCH-in-Mean Model: An Application to U.S. Stock Returns, A
Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks, A
Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis
Stock Prices and Economic Fluctuations:A Markov Switching Structural VectorAutoregressive Analysis
Structural vector autoregressions with Markov switching
Structural Vector Autoregressions with Nonnormal Residuals
Supplementary appendix to "noncausal vector autoregression"
Test procedure for unit roots in time series with level shifts at unknown times
Test procedures for unit roots in time series with level shifts at unknown time
Testing for predictability in a noninvertible ARMA model
Testing the expectations bypothesis of the term structure of interest rates in the presence of a potential regime shift, 1999:
Testing the expectations hypothesis of the term structure of interest rates in the presence of a potential regime shift
Testing the predictability of stock returns
Threshold Autoregression for Strongly Autocorrelated Time Series.
Threshold autoregressions for strongly autocorrelated time series
Trading Nokia: The roles of the Helsinki vs the New York stock exchanges
Trends and Breaks in Per-Capita Carbon Dioxide Emissions, 1870-2028
Unit root tests for time series with level shifts: a comparison of different proposals
Unit root tests in the presence of innovational outliers
Why is it so difficult to uncover the risk-return tradeoff in stock returns?
Contributed to or performed: 
BANK OF FINLAND DISCUSSION PAPERS
Notes: 
Sources: 
OPENL
ZETO