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person:"Lanne, Markku"
subject:"Zeitreihenanalyse"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Business cycle"
~type_genre:"Aufsatz in Zeitschrift"
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Lanne, Markku
Gil-Alaña, Luis A.
86
Gupta, Rangan
52
Caporale, Guglielmo Maria
48
Tiwari, Aviral Kumar
31
Chang, Tsangyao
27
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14
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14
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Miller, Stephen M.
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12
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Nonejad, Nima
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11
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of money, credit and banking : JMCB
1
The econometrics journal
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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
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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
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:
5
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:
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