Markku Lanne

Available identifiers

Publication	Date of Publication	Type
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks	2024-03-06	Paper
Noncausality and inflation persistence	2023-03-07	Paper
Identification and estimation of non-Gaussian structural vector autoregressions	2017-02-01	Paper
Identification and estimation of non-Gaussian structural vector autoregressions	2017-01-13	Paper
Autoregression-based estimation of the New Keynesian Phillips curve	2016-10-05	Paper
NONCAUSAL VECTOR AUTOREGRESSION	2013-08-22	Paper
Noncausal Autoregressions for Economic Time Series	2013-06-14	Paper
Why is it so difficult to uncover the risk-return tradeoff in stock returns?	2013-01-08	Paper
Structural Vector Autoregressions With Nonnormal Residuals	2010-10-11	Paper
Structural vector autoregressions with Markov switching	2010-02-09	Paper
A naïve sticky information model of households' inflation expectations	2009-12-07	Paper
https://portal.mardi4nfdi.de/entity/Q5386505	2008-05-14	Paper
Comparison of unit root tests for time series with level shifts	2007-05-29	Paper
Non‐linear GARCH models for highly persistent volatility	2005-11-08	Paper
Reducing size distortions of parametric stationarity tests	2004-03-16	Paper
Unit root tests for time series with level shifts: a comparison of different proposals.	2002-07-15	Paper

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