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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
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2
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
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3
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
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4
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
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5
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
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6
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
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7
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
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8
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
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9
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
Saved in:
10
Statistical identification of economic shocks by signs in structural vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Essays in honour of Fabio Canova
,
(pp. 165-175)
.
2022
Persistent link: https://www.econbiz.de/10013445154
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