Savi Virolainen

University of Helsinki

University of Helsinki

Helsinki, FIN-00014

Finland

  • University of Helsinki

SCHOLARLY PAPERS

2

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56

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Scholarly Papers (2)

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1.

A Gaussian Smooth Transition Vector Autoregressive Model: An Application to the Macroeconomic Effects of Severe Weather Shocks

Number of pages: 47 Posted: 27 Feb 2025
Markku Lanne and Savi Virolainen
University of Helsinki - Faculty of Social Sciences and University of Helsinki
Downloads 39 (952,725)

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smooth transition VAR, nonlinear SVAR, structural smooth transition vector autoregression, regime-switching

2.

Identification by Non-Gaussianity in Structural Threshold and Smooth Transition Vector Autoregressive Models

Number of pages: 56 Posted: 14 Jun 2024
Savi Virolainen
University of Helsinki
Downloads 17 (1,203,891)

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smooth transition vector autoregression, nonlinear SVAR, identification by non-Gaussianity, non-Gaussian SVAR