//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"EUI working paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modeling Expectations with Non...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
USA
8
United States
8
VAR model
7
VAR-Modell
7
Cointegration
6
Kointegration
6
Autocorrelation
4
Autokorrelation
4
Schock
4
Shock
4
Volatility
4
Volatilität
4
Exchange rate
3
Markov chain
3
Markov-Kette
3
Wechselkurs
3
ARCH model
2
ARCH-Modell
2
Econometric model
2
Erwartungsbildung
2
Estimation
2
Expectation formation
2
Forecast
2
Geldpolitik
2
Monetary policy
2
Prognose
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Ökonometrisches Modell
2
1946-2002
1
1948-2000
1
1965-1996
1
1995-2005
1
Arbeitslosigkeit
1
Business cycle
1
Börsenkurs
1
Capital income
1
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Language
All
English
15
Author
All
Lanne, Markku
10
Lütkepohl, Helmut
9
Saikkonen, Pentti
7
Trenkler, Carsten
2
Brüggermann, Ralf
1
Demetrescu, Matei
1
Maciejowska, Katarzyna
1
Meitz, Mika
1
Vesala, Timo
1
more ...
less ...
Institution
All
European University Institute / Department of Economics
13
European University Institute / Department of Law
2
Published in...
All
EUI working paper
Econometric theory
36
Discussion papers / Helsinki Center of Economic Research : discussion paper
22
Discussion papers of interdisciplinary research project 373
21
SFB 373 Discussion Paper
21
SFB 373 Discussion Papers
21
Econometric Theory
20
MPRA Paper
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
18
Economics Working Papers / Department of Economics, European University Institute
15
Journal of econometrics
14
Bank of Finland research discussion papers
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Research Discussion Papers / Suomen Pankki
10
Economics letters
9
The econometrics journal
9
Bank of Finland Research Discussion Paper
7
CREATES research paper
7
International journal of forecasting
7
Journal of Econometrics
7
Journal of applied econometrics
7
Journal of economic dynamics & control
7
CESifo Working Paper Series
6
Discussion papers / Department of Economics, University of Helsinki
6
Oxford bulletin of economics and statistics
6
The review of economics and statistics
6
Bank of Finland Discussion Papers
5
Bank of Finland Research Discussion Papers
5
CREATES Research Papers
5
Economics Letters
5
Journal of Business & Economic Statistics
5
Econometrics Journal
4
International Journal of Forecasting
4
Journal of Time Series Analysis
4
Koç University - TÜSİAD Economic Research Forum working paper series
4
Koç University-TUSIAD Economic Research Forum Working Papers
4
Oxford Bulletin of Economics and Statistics
4
SSE/EFI Working Paper Series in Economics and Finance
4
Working Paper
4
CESifo Working Paper
3
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling expectations with noncausal autoregressions
Lanne, Markku
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724325
Saved in:
2
Modeling conditional skewness in stock returns
Lanne, Markku
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003197857
Saved in:
3
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
4
Forecasting realized volatility by decomposition
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338294
Saved in:
5
Stock prices and economic fluctuations : a Markov switching structural vector autoregressive analysis
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003787630
Saved in:
6
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
7
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
-
2009
Persistent link: https://www.econbiz.de/10003825416
Saved in:
8
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:
9
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->