Financial and Macroeconometrics

Email[email protected]

Postal address
Finland

Markku Lanne
- markku.lannehelsinkifi
- Economics - Professor
- Financial and Macroeconometrics
- Doctoral Programme in Economics - Supervisor for doctoral programme
Person: UH , U4 Research and teaching staff
19952024
Jani Luoto
- jani.luotohelsinkifi
- 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
20092024
Mika Meitz
- mika.meitzhelsinkifi
- 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
20132023
Pentti Saikkonen
- pentti.saikkonenhelsinkifi
- Department of Mathematics and Statistics - Prof. emer.
- Financial and Macroeconometrics
- Doctoral Programme in Economics - Supervisor for doctoral programme
- Doctoral Programme in Mathematics and Statistics - Supervisor for doctoral programme
Person: UH
20022023

7 Finished

Identifiability and Estimation in Structural Vector Autoregressive Moving Average Time Series Models
Funovits, B. & Koistinen, J.
01/12/2018 → 31/12/2020
Project: University of Helsinki Three-Year Research Project
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
Epälineaariset ja ei-normaaliset aikasarjamallit ja niiden makrotaloudelliset ja rahoitussovellukset
Lanne, M.
01/01/2014 → 31/08/2017
Project: Research project
Ei-normaaliset aikasarjamallit ja niiden makrotaloudelliset ja rahoitussovellukset
Lanne, M.
01/01/2011 → 31/12/2013
Project: Research project
Rahoitus- ja makroekonometria sekä makrotalouden ja rahoitusmarkkinoiden väliset yhteydet
Lanne, M.
28/10/2010 → 31/12/2011
Project: Research project

Statistically identified structural VAR model with potentially skewed and fat-tailed errors
Anttonen, J. J., Lanne, M. & Luoto, J., 13 Feb 2024, In: Journal of Applied Econometrics. 16 p.
Research output: Contribution to journal › Article › Scientific › peer-review

Open Access
File
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 Access
File
Bayesian Inference on Fully and Partially Identified Structural Vector Autoregressions
Anttonen, J., Lanne, M. & Luoto, J., 2023, Social Sciences Research Network (SSRN), 74 p.
Research output: Working paper › Scientific

Open Access
Identifying Structural Vector Autoregressions Via Non-Gaussianity of Potentially Dependent Structural Shocks
Lanne, M., Liu, K. & Luoto, J., 2023, Social Sciences Research Network (SSRN).
Research output: Working paper › Scientific

Open Access
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks
Lanne, M., Liu, K. & Luoto, J., 2023, In: Journal of Business and Economic Statistics. 41, 4, p. 1341-1351 11 p.
Research output: Contribution to journal › Article › Scientific › peer-review

Open Access

Supervisor of Doctoral Thesis
Markku Lanne (Supervisor), Henri Nyberg (Supervisor) & Mika Meitz (Supervisor)
1 Sept 2023 → …
Activity: Examination types › Supervisor or co-supervisor of doctoral thesis
Supervision of Doctoral Thesis
Jani Luoto (Supervisor) & Markku Lanne (Supervisor)
1 Sept 2023 → …
Activity: Examination types › Supervisor or co-supervisor of doctoral thesis
16th International Conference on Computational and Financial Econometrics
Markku Lanne (Attendee)
18 Dec 2022
Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars
Pre-examiner of Doctoral Thesis
Markku Lanne (Pre-examiner)
12 Mar 2021 → 11 May 2021
Activity: Examination types › Pre-examiner of doctoral thesis
Econometric Theory (Journal)
Pentti Saikkonen (Reviewer)
1 Jan 2020 → 31 Dec 2020
Activity: Publication peer-review and editorial work types › Editor of research journal

Alfred Kordelinin säätiön kannustuspalkinto
Lanne, Markku (Recipient), 6 Nov 2011
Prize: Prizes and awards