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subject:"United States"
type_genre:"Article in journal"
~person:"Lanne, Markku"
~subject:"1953-1990"
~subject:"Autocorrelation"
~subject:"Exchange rate"
~subject:"Prognoseverfahren"
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United States
1953-1990
Autocorrelation
Exchange rate
Prognoseverfahren
Estimation
10
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10
USA
8
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6
Theory
6
Volatility
4
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Article in journal
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Lanne, Markku
Gupta, Rangan
100
Bahmani-Oskooee, Mohsen
74
Wohar, Mark E.
37
Pierdzioch, Christian
34
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
31
Ma, Feng
29
Hsing, Yu
28
McMillan, David G.
27
Zaremba, Adam
27
Narayan, Paresh Kumar
24
Balcilar, Mehmet
23
Wang, Yudong
22
Salisu, Afees A.
21
Zhang, Yaojie
21
Moosa, Imad A.
20
MacDonald, Ronald
19
Tiwari, Aviral Kumar
19
Apergēs, Nikolaos
18
Belke, Ansgar
18
Bollerslev, Tim
18
McAleer, Michael
18
Beckmann, Joscha
16
Marcellino, Massimiliano
16
Sarno, Lucio
16
Chang, Tsangyao
15
Cheung, Yin-Wong
15
Nonejad, Nima
15
Shahbaz, Muhammad
15
Bali, Turan G.
14
Heckman, James J.
14
Hegerty, Scott W.
14
Koopman, Siem Jan
14
Payne, James E.
14
Serletis, Apostolos
14
Chinn, Menzie David
13
Franses, Philip Hans
13
Jawadi, Fredj
13
Rahman, A. K. M. Matiur
13
Swanson, Norman R.
13
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The review of economics and statistics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of money, credit and banking : JMCB
1
The econometrics journal
1
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ECONIS (ZBW)
9
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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
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
A mixture mutliplicative error model for realized volatility
Lanne, Markku
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 594-616
Persistent link: https://www.econbiz.de/10003565744
Saved in:
5
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:
6
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:
7
Testing the predictability of stock returns
Lanne, Markku
- In:
The review of economics and statistics
84
(
2002
)
3
,
pp. 407-415
Persistent link: https://www.econbiz.de/10001691395
Saved in:
8
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:
9
Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
Lanne, Markku
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 393-398
Persistent link: https://www.econbiz.de/10001406148
Saved in:
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