Markku Lanne

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A Gaussian smooth transition vector autoregressive model: an application to the macroeconomic effects of severe weather shocks Journal of Economic Dynamics & Control	2025-12-02	Paper
GMM Estimation of Non-Gaussian Structural Vector Autoregression Journal of Business and Economic Statistics	2024-10-11	Paper
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks Journal of Business and Economic Statistics	2024-03-06	Paper
Noncausality and inflation persistence Studies in Nonlinear Dynamics & Econometrics	2023-03-07	Paper
Identification and estimation of non-Gaussian structural vector autoregressions Journal of Econometrics	2017-02-01	Paper
Identification and estimation of non-Gaussian structural vector autoregressions Journal of Econometrics	2017-01-13	Paper
Autoregression-based estimation of the New Keynesian Phillips curve Journal of Economic Dynamics and Control	2016-10-05	Paper
Noncausal vector autoregression Econometric Theory	2013-08-22	Paper
Noncausal autoregressions for economic time series Journal of Time Series Econometrics	2013-06-14	Paper
Why is it so difficult to uncover the risk-return tradeoff in stock returns? Economics Letters	2013-01-08	Paper
Structural Vector Autoregressions With Nonnormal Residuals Journal of Business and Economic Statistics	2010-10-11	Paper
Structural vector autoregressions with Markov switching Journal of Economic Dynamics and Control	2010-02-09	Paper
A naïve sticky information model of households' inflation expectations Journal of Economic Dynamics and Control	2009-12-07	Paper
scientific article; zbMATH DE number 5274712 (Why is no real title available?)	2008-05-14	Paper
Comparison of unit root tests for time series with level shifts Journal of Time Series Analysis	2007-05-29	Paper
Non‐linear GARCH models for highly persistent volatility Econometrics Journal	2005-11-08	Paper
Reducing size distortions of parametric stationarity tests Journal of Time Series Analysis	2004-03-16	Paper
Unit root tests for time series with level shifts: a comparison of different proposals. Economics Letters	2002-07-15	Paper

Research outcomes over time

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