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Lanne, Markku's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,064 |
Total
Citations
96 |
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1.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Saikkonen, Pentti
University of Helsinki - Department of Statistics
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323
(44,255)
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7
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nonlinear GARCH models, volatility persistence, exchange rates
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2.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies
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283
(51,471)
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5
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nonlinear models, interest rate, inflation, cointegration analysis
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3.
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Ahoniemi, Katja
Imperial College Business School Lanne, Markku
University of Helsinki - Department of Political and Economic Studies
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29 Nov 07
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Last Revised:
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27 Jul 08
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184
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5
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4.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Luetkepohl, Helmut
European University Institute
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178
(83,502)
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cointegration, Markov regime switching model, vector error correction model, structural vector autoregression, mixed normal distribution
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5.
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Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Saikkonen, Pentti
University of Helsinki - Department of Statistics
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Posted:
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05 Jul 01
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Last Revised:
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29 Jul 10
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171
(86,777)
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11
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Saikkonen, Pentti
University of Helsinki - Department of Statistics
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0
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Saikkonen, Pentti
University of Helsinki - Department of Statistics
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171
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11
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mixture model, volatility, interest rate
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6.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Vesala, Timo
University of Helsinki - Department of Political and Economic Studies
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144
(101,337)
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1
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transaction tax, exchange rates, volatility
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7.
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Ahoniemi, Katja
Imperial College Business School Lanne, Markku
University of Helsinki - Department of Political and Economic Studies
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| Posted: |
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19 Oct 11
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Last Revised:
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26 Mar 13
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127
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3
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8.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Luetkepohl, Helmut
European University Institute
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116
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9
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mixture normal distribution, cointegration, vector autoregressive process, vector error correction model, impulse responses
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9.
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Testing the Expectations Hypothesis of the Term Structure of Interest Rates in the Presence of a Potential Regime Shift
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies
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Posted:
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04 Oct 03
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Last Revised:
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30 Aug 09
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109
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1
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies
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84
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peso problem, TAR models, term structure of interest rates
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies
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25
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10.
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Ahoniemi, Katja
Imperial College Business School Lanne, Markku
University of Helsinki - Department of Political and Economic Studies
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| Posted: |
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25 Jul 08
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Last Revised:
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07 Jun 11
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93
(141,782)
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11.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Luetkepohl, Helmut
European University Institute
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90
(144,965)
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10
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monetary policy, structural vector autoregressive analysis, vector autoregressive
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12.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Saikkonen, Pentti
University of Helsinki - Department of Statistics
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57
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3
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elliptic distribution, fiscal foresight, maximum likelihood estimation, noncausal, nonfundamentalness, non-Gaussian, term structure of interest rates
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13.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Saikkonen, Pentti
University of Helsinki - Department of Statistics
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35
(230,461)
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2
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Noncausal autoregressive model, forward-looking dynamics, inflation dynamics
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14.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Luoma, Arto
University of Tampere Luoto, Jani
University of Helsinki
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30
(242,871)
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1
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noncausality, autoregression, Bayesian model selection, forecasting
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15.
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Saikkonen, Pentti
University of Helsinki - Department of Statistics Lanne, Markku
University of Helsinki - Department of Political and Economic Studies
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28
(248,492)
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2
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noncausal autoregression, instrumental variables, test of overidentifying restrictions
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16.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Saikkonen, Pentti
University of Helsinki - Department of Statistics
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26
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1
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17.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Luoto, Jani
University of Helsinki Saikkonen, Pentti
University of Helsinki - Department of Statistics
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24
(261,051)
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3
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Noncausal autoregression, density forecast, inflation
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18.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Luetkepohl, Helmut
European University Institute Saikkonen, Pentti
University of Helsinki - Department of Statistics
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24
(261,051)
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30
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19.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Luoto, Jani
University of Helsinki
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12
(303,224)
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20.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies
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7
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21.
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Lanne, Markku
University of Helsinki - Department of Political and Economic Studies Saikkonen, Pentti
University of Helsinki - Department of Statistics
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3
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2
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