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subject:"United States"
type_genre:"Article in journal"
~person:"Lanne, Markku"
~subject:"1953-1990"
~subject:"Wechselkurs"
~type_genre:"Sammlung"
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United States
1953-1990
Wechselkurs
Estimation
11
Schätzung
11
USA
9
Theorie
6
Theory
6
Time series analysis
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
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3
Yield curve
3
Zinsstruktur
3
ARCH model
2
ARCH-Modell
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noncausal autoregression
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1928-1996
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1952-1991
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1970-2012
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Ankündigungseffekt
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Article
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Article in journal
Sammlung
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13
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Lanne, Markku
Bahmani-Oskooee, Mohsen
74
Gupta, Rangan
66
Gil-Alaña, Luis A.
33
Caporale, Guglielmo Maria
30
Hsing, Yu
27
Wohar, Mark E.
27
MacDonald, Ronald
19
Tiwari, Aviral Kumar
19
Belke, Ansgar
17
Apergēs, Nikolaos
16
Balcilar, Mehmet
16
Sarno, Lucio
16
Heckman, James J.
15
Hegerty, Scott W.
15
Pierdzioch, Christian
15
Beckmann, Joscha
14
Cheung, Yin-Wong
14
Moosa, Imad A.
14
Payne, James E.
14
Salisu, Afees A.
14
Serletis, Apostolos
14
Chang, Tsangyao
13
Rahman, A. K. M. Matiur
13
Arize, Augustine Chuck
12
Cebula, Richard J.
12
Chinn, Menzie David
12
Neumark, David
12
Bollerslev, Tim
11
Reitz, Stefan
11
Shahbaz, Muhammad
11
Baharumshah, Ahmad Zubaidi
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Hammoudeh, Shawkat
10
Harvey, Hanafiah
10
Miller, Stephen M.
10
Mustafa, Muhammad
10
Rashid, Abdul
10
Bali, Turan G.
9
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The review of economics and statistics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of money, credit and banking : JMCB
1
Research reports
1
The econometrics journal
1
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ECONIS (ZBW)
10
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1
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
2
Noncausality and inflation persistence
Lanne, Markku
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 469-481
Persistent link: https://www.econbiz.de/10011339417
Saved in:
3
Asymmetric news effects on exchange rate volatility : good vs. bad news in good vs. bad times
Laakkonen, Helinä
;
Lanne, Markku
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009514127
Saved in:
4
A mixture mutliplicative error model for realized volatility
Lanne, Markku
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 594-616
Persistent link: https://www.econbiz.de/10003565744
Saved in:
5
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
Saved in:
6
Modeling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 96-125
Persistent link: https://www.econbiz.de/10002220969
Saved in:
7
Testing the predictability of stock returns
Lanne, Markku
- In:
The review of economics and statistics
84
(
2002
)
3
,
pp. 407-415
Persistent link: https://www.econbiz.de/10001691395
Saved in:
8
Near unit root and the relationship between inflation and interest rates : a reexamination of the Fisher effect
Lanne, Markku
- In:
Empirical economics : a journal of the Institute for …
26
(
2001
)
2
,
pp. 357-366
Persistent link: https://www.econbiz.de/10001579620
Saved in:
9
Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
Lanne, Markku
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 393-398
Persistent link: https://www.econbiz.de/10001406148
Saved in:
10
Essays on inference in time series models with near unit roots : applications to interest rates
Lanne, Markku
-
1997
Persistent link: https://www.econbiz.de/10000974874
Saved in:
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