Browsing All of EconStor by Author Lanne, Markku
Showing results 1 to 19 of 19
| Year of Publication | Title | Author(s) |
| 1999 | Testing the expectations hypothesis of the term structure of interest rates in the presence of a potential regime shift | Lanne, Markku |
| 1999 | Comparison of unit root tests for time series with level shifts | Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti |
| 2000 | Reducing size distortions of parametric stationarity tests | Lanne, Markku; Saikkonen, Pentti |
| 2000 | Modeling the US short-term interest rate by mixture autoregressive processes | Lanne, Markku; Saikkonen, Pentti |
| 2001 | Test procedures for unit roots in time series with level shifts at unknown time | Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti |
| 2001 | Unit root tests in the presence of innovational outliers | Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti |
| 2001 | Unit root tests for time series with level shifts: A comparison of different proposals | Lanne, Markku; Lütkepohl, Helmut |
| 2002 | Nonlinear dynamics of interest rate and inflation | Lanne, Markku |
| 2002 | Nonlinear GARCH models for highly persistent volatility | Lanne, Markku; Saikkonen, Pentti |
| 2004 | Trading Nokia: the roles of the Helsinki vs the New York stock exchanges | Jokivuolle, Esa; Lanne, Markku |
| 2006 | Identifying monetary policy shocks via changes in volatility | Lanne, Markku; Lütkepohl, Helmut |
| 2006 | Structural vector autoregressions with nonnormal residuals | Lanne, Markku; Lütkepohl, Helmut |
| 2006 | The effect of a transaction tax on exchange rate volatility | Lanne, Markku; Vesala, Timo |
| 2008 | Stock prices and economic fluctuations: a Markov switching structural vector autoregressive analysis | Lanne, Markku; Luetkepohl, Helmut |
| 2009 | Noncausal vector autoregression | Lanne, Markku; Saikkonen, Pentti |
| 2010 | Realized volatility and overnight returns | Ahoniemi, Katja; Lanne, Markku |
| 2012 | Testing for Predictability in a Noninvertible ARMA Model | Lanne, Markku; Meitz, Mika; Saikkonen, Pentti |
| 2013 | Noncausality and inflation persistence | Lanne, Markku |
| 2013 | A noncausal autoregressive model with time-varying parameters: An application to US inflation | Lanne, Markku; Luoto, Jani |
