Lanne, Markku and Saikkonen, Pentti (2005): A Multivariate Generalized Orthogonal Factor GARCH Model. Unpublished.
Lanne, Markku; Luoma, Arto and Luoto, Jani (2008): A Naïve Sticky Information Model of Households’ Inflation Expectations. Unpublished.
Laakkonen, Helinä and Lanne, Markku (2008): Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times. Unpublished.
Lanne, Markku and Luoto, Jani (2011): Autoregression-Based Estimation of the New Keynesian Phillips Curve. Unpublished.
Lanne, Markku; Luoma, Arto and Luoto, Jani (2009): Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models. Unpublished.
Lanne, Markku; Nyberg, Henri and Saarinen, Erkka (2011): Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison. Unpublished.
Lanne, Markku and Saikkonen, Pentti (2009): GMM Estimation with Noncausal Instruments. Unpublished.
Lanne, Markku and Luoto, Jani (2010): Has U.S. Inflation Really Become Harder to Forecast? Unpublished.
Lanne, Markku and Ahoniemi, Katja (2008): Implied Volatility with Time-Varying Regime Probabilities. Unpublished.
Ahoniemi, Katja and Lanne, Markku (2007): Joint Modeling of Call and Put Implied Volatility. Published in:
Lanne, Markku and Saikkonen, Pentti (2009): Modeling Expectations with Noncausal Autoregressions. Unpublished.
Lanne, Markku and Saikkonen, Pentti (2010): Noncausal autoregressions for economic time series. Unpublished.
Lanne, Markku and Saikkonen, Pentti (2010): Noncausal Vector Autoregression. Unpublished.
Lanne, Markku; Luoto, Jani and Saikkonen, Pentti (2010): Optimal Forecasting of Noncausal Autoregressive Time Series. Unpublished.
Lanne, Markku and Luoto, Jani (2007): Robustness of the Risk-Return Relationship in the U.S. Stock Market. Unpublished.
Lanne, Markku and Saikkonen, Pentti (2012): Supplementary appendix to "noncausal vector autoregression". Unpublished.
Lanne, Markku; Meitz, Mika and Saikkonen, Pentti (2012): Testing for predictability in a noninvertible ARMA model. Unpublished.
Lanne, Markku (2007): The Properties of Market-Based and Survey Forecasts for Different Data Releases. Unpublished.
Laakkonen, Helinä and Lanne, Markku (2009): The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility. Unpublished.
