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Group by: Date | Item ID
Number of items: 21.

2002

Lanne, Markku and Lütkepohl, Helmut and Saikkonen, Pentti (2002): Comparison of Unit Root Tests for Time Series with Level Shifts. Published in: Journal of Time Series Analysis , Vol. 23, (2002): pp. 667-685.

May 2005

Lanne, Markku and Saikkonen, Pentti (2005): A Multivariate Generalized Orthogonal Factor GARCH Model.

2007

Ahoniemi, Katja and Lanne, Markku (2007): Joint Modeling of Call and Put Implied Volatility. Published in:

Lanne, Markku (2007): The Properties of Market-Based and Survey Forecasts for Different Data Releases.

Lanne, Markku and Luoto, Jani (2007): Robustness of the Risk-Return Relationship in the U.S. Stock Market.

2008

Laakkonen, Helinä and Lanne, Markku (2008): Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times.

Lanne, Markku and Luoma, Arto and Luoto, Jani (2008): A Naïve Sticky Information Model of Households’ Inflation Expectations.

December 2008

Lanne, Markku and Ahoniemi, Katja (2008): Implied Volatility with Time-Varying Regime Probabilities.

May 2009

Lanne, Markku and Saikkonen, Pentti (2009): Modeling Expectations with Noncausal Autoregressions.

Laakkonen, Helinä and Lanne, Markku (2009): The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility.

September 2009

Lanne, Markku and Luoma, Arto and Luoto, Jani (2009): Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models.

Lanne, Markku and Saikkonen, Pentti (2009): GMM Estimation with Noncausal Instruments.

2010

Lanne, Markku and Luoto, Jani (2010): Has U.S. Inflation Really Become Harder to Forecast?

February 2010

Lanne, Markku and Luoto, Jani and Saikkonen, Pentti (2010): Optimal Forecasting of Noncausal Autoregressive Time Series.

April 2010

Lanne, Markku and Saikkonen, Pentti (2010): Noncausal Vector Autoregression.

August 2010

Lanne, Markku and Saikkonen, Pentti (2010): Noncausal autoregressions for economic time series.

March 2011

Lanne, Markku and Luoto, Jani (2011): Autoregression-Based Estimation of the New Keynesian Phillips Curve.

5 April 2011

Lanne, Markku and Nyberg, Henri and Saarinen, Erkka (2011): Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison.

2012

Lanne, Markku and Luoto, Jani (2012): Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation? Published in: HECER Discussion Papers No. 351 (2012)

Lanne, Markku and Saikkonen, Pentti (2012): Supplementary appendix to "noncausal vector autoregression".

Lanne, Markku and Meitz, Mika and Saikkonen, Pentti (2012): Testing for predictability in a noninvertible ARMA model.

This list was generated on Wed Oct 21 02:09:25 2020 CEST.
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