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Is the quantity theory of money useful in forecasting US infl ation?
Lanne, Markku; Luoto, Jani; Nyberg, Henri - 2014
Persistent link: https://www.econbiz.de/10010394573
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Data-driven inference on sign restrictions in Bayesian structural vector autoregression
Lanne, Markku; Luoto, Jani - 2016
Persistent link: https://www.econbiz.de/10011421768
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Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku; Meitz, Mika; Saikkonen, Pentti - 2015
Persistent link: https://www.econbiz.de/10010514606
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Estimation of DSGE models under diffuse priors and data-driven identification constraints
Lanne, Markku; Luoto, Jani - 2015
Persistent link: https://www.econbiz.de/10011327710
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Nonlinear dynamic interrelationships between real activity and stock returns
Lanne, Markku; Nyberg, Henri - 2015
Persistent link: https://www.econbiz.de/10011327712
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Generalized forecast error variance decomposition for linear and nonlinear multivariate models
Lanne, Markku; Nyberg, Henri - 2014
Persistent link: https://www.econbiz.de/10010358974
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Noncausal Bayesian vector autoregression
Lanne, Markku; Luoto, Jani - 2014
Persistent link: https://www.econbiz.de/10010256309