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The properties of market-based and survey forecasts for different data releases
Lanne, Markku (contributor) - 2007
Persistent link: https://www.econbiz.de/10003465751
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The relevance of accuracy for the impact of macroeconomic news on volatility
Laakkonen, Helinä; Lanne, Markku - 2009
Persistent link: https://www.econbiz.de/10003836433
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Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku; Luoma, Arto; Luoto, Jani - 2009
Persistent link: https://www.econbiz.de/10003884523
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GMM estimation with noncausal instruments
Lanne, Markku; Saikkonen, Pentti - 2009
Persistent link: https://www.econbiz.de/10003884526
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Robustness of the risk-return relationship in the U.S. stock market
Lanne, Markku (contributor); Luoto, Jani (contributor) - 2007
Persistent link: https://www.econbiz.de/10003465756
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Has US inflation really become harder to forecast?
Lanne, Markku; Luoto, Jani - 2010
Persistent link: https://www.econbiz.de/10008688504
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Optimal forecasting of noncausal autoregressive time series
Lanne, Markku; Luoto, Jani; Saikkonen, Pentti - 2010
Persistent link: https://www.econbiz.de/10003929220
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Autoregression-based estimation of the new Keynesian Phillips Curve
Lanne, Markku; Luoto, Jani - 2011
Persistent link: https://www.econbiz.de/10008905450
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Forecasting US macroeconomic and financial time series with noncausal AR models : a comparison
Lanne, Markku; Nyberg, Henri; Saarinen, Erkka - 2011
Persistent link: https://www.econbiz.de/10008905455
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Joint modeling of call and put implied volatility
Ahoniemi, Katja (contributor); Lanne, Markku (contributor) - 2007
Persistent link: https://www.econbiz.de/10003586159