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Nonlinear Dynamics of Interest...
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Lanne, Markku
28
Saikkonen, Pentti
8
Luoto, Jani
6
Luoma, Arto
3
Lütkepohl, Helmut
3
Ahoniemi, Katja
2
Pentti, Saikkonen
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Liski, Matti
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Journal of economic dynamics & control
4
Economics letters
3
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of applied econometrics
2
The European journal of finance
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The review of economics and statistics
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of money, credit and banking : JMCB
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Oxford bulletin of economics and statistics
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Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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OLC EcoSci
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USB Cologne (EcoSocSci)
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Nonlinear dynamics of interest rate and inflation
Lanne, Markku
- In:
Journal of applied econometrics
21
(
2006
)
8
,
pp. 1157-1168
Persistent link: https://www.econbiz.de/10007395423
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2
Non-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251
Persistent link: https://www.econbiz.de/10007434436
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3
Optimal stalling when bargaining
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 101-121
Persistent link: https://www.econbiz.de/10008348364
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4
A Prior for Impulse Responses in Bayesian Structural VAR Models
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 115-128
Persistent link: https://www.econbiz.de/10008371882
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5
Threshold Autoregressions for Strongly Autocorrelated Time Series
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 282-289
Persistent link: https://www.econbiz.de/10008216402
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6
A Multivariate Generalized Orthogonal Factor GARCH
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
1
,
pp. 61-75
Persistent link: https://www.econbiz.de/10008222097
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7
Joint modeling of call and put implied volatility
Ahoniemi, Katja
;
Lanne, Markku
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 239-258
Persistent link: https://www.econbiz.de/10008231951
Saved in:
8
A naïve sticky information model of households’ inflation expectations
Lanne, Markku
;
Luoma, Arto
;
Luoto, Jani
- In:
Journal of economic dynamics & control
33
(
2009
)
6
,
pp. 1332-1344
Persistent link: https://www.econbiz.de/10008245023
Saved in:
9
Modeling Conditional Skewness in Stock Returns
Lanne, Markku
;
Pentti, Saikkonen
- In:
The European journal of finance
13
(
2007
)
7-8
,
pp. 691-704
Persistent link: https://www.econbiz.de/10007902816
Saved in:
10
Modeling Conditional Skewness in Stock Returns
Lanne, Markku
;
Pentti, Saikkonen
- In:
The European journal of finance
13
(
2007
)
8
,
pp. 691-704
Persistent link: https://www.econbiz.de/10007881652
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