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A nai͏̈ve sticky information model of household's inflation expectations
Lanne, Markku (contributor); Luoma, Arto (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003693578
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Asymmetric news effects on volatility : good vs. bad news in good vs. bad times
Laakkonen, Helina (contributor); Lanne, Markku (contributor) - 2008
Persistent link: https://www.econbiz.de/10003666187
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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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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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Data-driven identification constraints for DSGE models
Lanne, Markku; Luoto, Jani - In: Oxford bulletin of economics and statistics 80 (2018) 2, pp. 236-258
Persistent link: https://www.econbiz.de/10011969529
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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
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Noncausal Bayesian vector autoregression
Lanne, Markku; Luoto, Jani - In: Journal of applied econometrics 31 (2016) 7, pp. 1392-1406
Persistent link: https://www.econbiz.de/10011687545
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Generalized forecast error variance decomposition for linear and nonlinear multivariate models
Lanne, Markku; Nyberg, Henri - In: Oxford bulletin of economics and statistics 78 (2016) 4, pp. 595-603
Persistent link: https://www.econbiz.de/10011579054
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Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku; Meitz, Mika; Saikkonen, Pentti - In: Journal of econometrics 196 (2017) 2, pp. 288-304
Persistent link: https://www.econbiz.de/10011818296