Projects per year
International and National Collaboration
Publications and projects within past five years.
Profiles
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Markku Lanne
- Economics
- Faculty of Social Sciences - Professor
- Financial and Macroeconometrics
- Doctoral Programme in Economics - Supervisor for doctoral programme
Person: UH , U4 Research and teaching staff
-
Jani Luoto
- Faculty Common Matters (Faculty of Social Sciences) - Title of Docent
- Economics - Professor
- Financial and Macroeconometrics
- Doctoral Programme in Economics - Supervisor for doctoral programme
Person: UH , U4 Research and teaching staff
-
Mika Meitz
- Faculty Common Matters (Faculty of Social Sciences) - Title of Docent
- Economics - Professor
- Financial and Macroeconometrics
- Doctoral Programme in Economics - Supervisor for doctoral programme
Person: UH , U4 Research and teaching staff
Projects
- 7 Finished
-
Identifiability and Estimation in Structural Vector Autoregressive Moving Average Time Series Models
01/12/2018 → 31/12/2020
Project: University of Helsinki Three-Year Research Project
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Structural Analysis of Non-Gaussian Macroeconomic and Financial Time Series
Lanne, M., Saikkonen, P., Meitz, M., Luoto, J., Funovits, B. & Palmén, O.
01/09/2017 → 31/08/2021
Project: Research project
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Epälineaariset ja ei-normaaliset aikasarjamallit ja niiden makrotaloudelliset ja rahoitussovellukset
01/01/2014 → 31/08/2017
Project: Research project
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Ei-normaaliset aikasarjamallit ja niiden makrotaloudelliset ja rahoitussovellukset
01/01/2011 → 31/12/2013
Project: Research project
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Rahoitus- ja makroekonometria sekä makrotalouden ja rahoitusmarkkinoiden väliset yhteydet
28/10/2010 → 31/12/2011
Project: Research project
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A mixture autoregressive model based on Student's t-distribution
Meitz, M., Preve, D. & Saikkonen, P., 17 Jan 2023, In: Communications in Statistics: Theory and Methods. 52, 2, p. 499-515 17 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile -
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks
Lanne, M., Liu, K. & Luoto, J., 13 Oct 2022, (E-pub ahead of print) In: Journal of Business and Economic Statistics.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Statistical Identification of Economic Shocks by Signs in Structural Vector Autoregression
Lanne, M. & Luoto, J., 16 Sep 2022, Essays in Honour of Fabio Canova: Advances in Econometrics . Dolado, J. J., Gambetti, L. & Matthes, C. (eds.). Emerald Group Publishing Limited, Vol. Volume 44A. p. 165-175 11 p. (Essays in Honour of Fabio Canova; no. 44A).Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review
Open AccessFile -
Subgeometrically ergodic autoregressions
Meitz, M. & Saikkonen, P., 2022, In: Econometric Theory. 38, 5, p. 959-985 27 p.Research output: Contribution to journal › Article › Scientific › peer-review
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GMM Estimation of Non-Gaussian Structural Vector Autoregression
Lanne, M. & Luoto, J., 2 Jan 2021, In: Journal of Business and Economic Statistics. 39, 1, p. 69-81 13 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
Activities
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16th International Conference on Computational and Financial Econometrics
Markku Lanne (Attendee)
18 Dec 2022Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars
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Pre-examiner of Doctoral Thesis
Markku Lanne (Pre-examiner)
12 Mar 2021 → 11 May 2021Activity: Examination types › Pre-examiner of doctoral thesis
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International Journal of Central Banking (Journal)
Mika Meitz (Reviewer)
May 2020Activity: Publication peer-review and editorial work types › Peer review of manuscripts
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Identification and Estimation of Possibly Non-Invertible Structural VARMA Models: WHF Parametrization
Bernd Funovits (Speaker)
19 Dec 2020Activity: Talk or presentation types › Oral presentation
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Identification and Estimation of Possibly Non-Invertible Structural VARMA Models: WHF Parametrization
Bernd Funovits (Speaker)
28 Jan 2020Activity: Talk or presentation types › Invited talk
Prizes
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Alfred Kordelinin säätiön kannustuspalkinto
Lanne, Markku (Recipient), 6 Nov 2011
Prize: Prizes and awards