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person:"Lanne, Markku"
subject:"Zeitreihenanalyse"
~subject:"Autokorrelation"
~subject:"Zins"
~type_genre:"Aufsatz in Zeitschrift"
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Lanne, Markku
Gil-Alaña, Luis A.
83
Caporale, Guglielmo Maria
43
Gupta, Rangan
34
Chang, Tsangyao
27
Tiwari, Aviral Kumar
24
Moosa, Imad A.
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Bahmani-Oskooee, Mohsen
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Narayan, Paresh Kumar
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Österholm, Pär
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Salisu, Afees A.
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Todorov, Viktor
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9
Koop, Gary
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Ma, Feng
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McAleer, Michael
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Yaya, OlaOluwa S.
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of money, credit and banking : JMCB
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
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
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:
4
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:
5
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:
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