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subject:"Asymmetrische Information"
~institution:"European University Institute / Department of Economics"
~institution:"Umeå universitet"
~person:"Lanne, Markku"
~subject:"Theory"
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Asymmetrische Information
Theory
Theorie
7
USA
5
United States
5
Autocorrelation
3
Autokorrelation
3
VAR model
3
VAR-Modell
3
Volatility
3
Volatilität
3
Exchange rate
2
Geldpolitik
2
Monetary policy
2
Schock
2
Shock
2
Statistical distribution
2
Statistische Verteilung
2
Wechselkurs
2
1946-2002
1
1965-1996
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ARCH model
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ARCH-Modell
1
Capital income
1
Causality analysis
1
Cointegration
1
Deutschland
1
Erwartungsbildung
1
Estimation
1
Expectation formation
1
Financial transactions tax
1
Finanztransaktionssteuer
1
Forecast
1
Geldmarkt
1
Germany
1
Inflation expectations
1
Inflationserwartung
1
Japan
1
Kapitaleinkommen
1
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7
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English
7
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Lanne, Markku
Löfgren, Karl-Gustaf
29
Aronsson, Thomas
26
Brännäs, Kurt
18
Licandro, Omar
14
Lütkepohl, Helmut
12
Maravall Herrero, Agustín
12
Johansson, Per-Olov
10
Zhang, Wei-Bin
10
Bergman, Mats A.
8
Karlsson, Niklas
8
Waldmann, Robert
8
Canova, Fabio
7
Saikkonen, Pentti
7
Salmon, Mark H.
7
Li, Chuan-Zhong
6
Sjögren, Tomas
6
Westin, Lars
6
Wikström, Magnus
6
Boucekkine, Raouf
5
Gallo, Giampiero M.
5
Gómez, Víctor
5
Martin, Stephen
5
Ravn, Morten O.
5
Vega-Redondo, Fernando
5
Østbye, Stein
5
Banerjee, Anindya
4
Brännlund, Runar
4
Corsetti, Giancarlo
4
Courty, Pascal
4
Ehrbeck, Tilman
4
Hinloopen, Jeroen
4
Marcellino, Massimiliano
4
Mizon, Grayham E.
4
Phlips, Louis
4
Ploeg, Frederick van der
4
Anagnostopoulos, Alexis
3
Bergkvist, Erik
3
De la Croix, David
3
DeLuna, Xavier
3
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European University Institute / Department of Economics
Umeå universitet
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
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EUI working paper / ECO
7
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ECONIS (ZBW)
7
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1
Modeling expectations with noncausal autoregressions
Lanne, Markku
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724325
Saved in:
2
A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724343
Saved in:
3
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
4
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
5
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
6
The effect of a transaction tax on exchange rate volatility
Lanne, Markku
(
contributor
);
Vesala, Timo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291437
Saved in:
7
Modeling conditional skewness in stock returns
Lanne, Markku
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003197857
Saved in:
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