E-LIB Suche - Ergebnisse für: Lanne, Markku

1

Statistically identified structural VAR model with potentia..:

Anttonen, Jetro ; Lanne, Markku ; Luoto, Jani
Journal of Applied Econometrics. 39 (2024) 3 - p. 422-437 , 2024

Link: https://doi.org/10.1002/..

2

Identifying Structural Vector Autoregression via Leptokurti..:

Lanne, Markku ; Liu, Keyan ; Luoto, Jani
Journal of Business & Economic Statistics. 41 (2022) 4 - p. 1341-1351 , 2022

Link: https://doi.org/10.1080/..

3

Identification of Economic Shocks by Inequality Constraints..:

Lanne, Markku ; Luoto, Jani
Oxford Bulletin of Economics and Statistics. 82 (2019) 2 - p. 425-452 , 2019

Link: https://doi.org/10.1111/..

4

GMM Estimation of Non-Gaussian Structural Vector Autoregres..:

Lanne, Markku ; Luoto, Jani
Journal of Business & Economic Statistics. 39 (2019) 1 - p. 69-81 , 2019

Link: https://doi.org/10.1080/..

5

A comment on 'on inflation expectations in the NKPC model':

Lanne, Markku ; Luoto, Jani
Empirical Economics. , 2018

Link: https://doi.org/10.1007/..

6

Data‐Driven Identification Constraints for DSGE Models:

Lanne, Markku ; Luoto, Jani
Oxford Bulletin of Economics and Statistics. 80 (2017) 2 - p. 236-258 , 2017

Link: https://doi.org/10.1111/..

7

A New Time‐Varying Parameter Autoregressive Model for U.S. ..:

LANNE, MARKKU ; LUOTO, JANI
Journal of Money, Credit and Banking. 49 (2017) 5 - p. 969-995 , 2017

Link: https://doi.org/10.1111/..

8

A New Time-Varying Parameter Autoregressive Model for U.S. ..:

LANNE, MARKKU ; LUOTO, JANI
Journal of Money, Credit and Banking. 49 (2017) 5 - p. 969-995 , 2017

Link: https://www.jstor.org/st..

9

Identification and estimation of non-Gaussian structural ve..:

Lanne, Markku ; Meitz, Mika ; Saikkonen, Pentti
Journal of Econometrics. 196 (2017) 2 - p. 288-304 , 2017

Link: https://doi.org/10.1016/..

10

Noncausal Bayesian Vector Autoregression:

Lanne, Markku ; Luoto, Jani
Journal of Applied Econometrics. 31 (2016) 7 - p. 1392-1406 , 2016

Link: https://doi.org/10.1002/..

11

Generalized Forecast Error Variance Decomposition for Linea..:

Lanne, Markku ; Nyberg, Henri
Oxford Bulletin of Economics and Statistics. 78 (2016) 4 - p. 595-603 , 2016

Link: https://doi.org/10.1111/..

12

Noncausality and inflation persistence:

Lanne, Markku
Studies in Nonlinear Dynamics & Econometrics. 19 (2014) 4 - p. 469-481 , 2014

Link: https://doi.org/10.1515/..

13

Does Output Gap, Labour's Share or Unemployment Rate Drive ..:

Lanne, Markku ; Luoto, Jani
Oxford Bulletin of Economics and Statistics. 76 (2013) 5 - p. 715-726 , 2013

Link: https://doi.org/10.1111/..

14

THE RELEVANCE OF ACCURACY FOR THE IMPACT OF MACROECONOMIC N..:

LaakkOnen, HelinÄ ; Lanne, Markku
International Journal of Finance & Economics. 18 (2013) 4 - p. 339-351 , 2013

Link: https://doi.org/10.1002/..

15

NONCAUSAL VECTOR AUTOREGRESSION:

Lanne, Markku ; Saikkonen, Pentti
Econometric Theory. 29 (2013) 3 - p. 447-481 , 2013

Link: http://dx.doi.org/10.101..