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Lanne, Markku - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 469-481

Persistent link: https://www.econbiz.de/10011339417

The effect of a transaction tax on exchange rate volatility

Lanne, Markku; Vesala, Timo - In: International Journal of Finance & Economics 15 (2010) 2, pp. 123-133

We argue that a transaction tax is likely to amplify, not dampen, volatility in foreign exchange markets. Our argument stems from the decentralized trading practice and the presumable discrepancy between 'informed' and 'uninformed' traders' valuations. Given that the informed valuations are...

Persistent link: https://www.econbiz.de/10008541276

Noncausal autoregressions for economic time series

Lanne, Markku; Saikkonen, Pentti - In: Journal of time series econometrics 3 (2011) 3, pp. 1-30

Persistent link: https://www.econbiz.de/10009623566

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

Data-driven identification constraints for DSGE models

Lanne, Markku; Luoto, Jani - In: Oxford bulletin of economics and statistics 80 (2018) 2, pp. 236-258

Persistent link: https://www.econbiz.de/10011969529

Noncausal Bayesian vector autoregression

Lanne, Markku; Luoto, Jani - In: Journal of applied econometrics 31 (2016) 7, pp. 1392-1406

Persistent link: https://www.econbiz.de/10011687545

Generalized forecast error variance decomposition for linear and nonlinear multivariate models

Lanne, Markku; Nyberg, Henri - In: Oxford bulletin of economics and statistics 78 (2016) 4, pp. 595-603

Persistent link: https://www.econbiz.de/10011579054

Identification and estimation of non-Gaussian structural vector autoregressions

Lanne, Markku; Meitz, Mika; Saikkonen, Pentti - In: Journal of econometrics 196 (2017) 2, pp. 288-304

Persistent link: https://www.econbiz.de/10011818296

A comment on "on inflation expectations in the NKPC model"

Lanne, Markku; Luoto, Jani - In: Empirical economics : a journal of the Institute for … 57 (2019) 6, pp. 1865-1867

Persistent link: https://www.econbiz.de/10012215900

GMM estimation of non-Gaussian structural vector autoregression

Lanne, Markku; Luoto, Jani - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 69-81

Persistent link: https://www.econbiz.de/10012424500