Projects per year
International and National Collaboration
Publications and projects within past five years.
Profiles
Bernd Funovits
- Economics - Postdoctoral Researcher
- Financial and Macroeconometrics
Person: U2 Teaching and research staff, UH
Markku Lanne
- Faculty of Social Sciences - Professor
- Economics
- Financial and Macroeconometrics
- Doctoral Programme in Economics - Supervisor for doctoral programme
Person: UH, U4 Research and teaching staff
Jani Luoto
- Economics - Professor
- Financial and Macroeconometrics
- Doctoral Programme in Economics - Supervisor for doctoral programme
Person: UH, U4 Research and teaching staff
Mika Meitz
- Economics - Professor
- Financial and Macroeconometrics
- Doctoral Programme in Economics - Supervisor for doctoral programme
Person: UH, U4 Research and teaching staff
Projects
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
Structural Analysis of Non-Gaussian Macroeconomic and Financial Time Series
Lanne, M., Saikkonen, P., Meitz, M., Luoto, J., Funovits, B. & Palmen, O.
01/09/2017 → 31/08/2021
Project: Research project
Epälineaariset ja ei-normaaliset aikasarjamallit ja niiden makrotaloudelliset ja rahoitussovellukset
01/01/2014 → 31/08/2017
Project: Research project
Ei-normaaliset aikasarjamallit ja niiden makrotaloudelliset ja rahoitussovellukset
01/01/2011 → 31/12/2013
Project: Research project
Rahoitus- ja makroekonometria sekä makrotalouden ja rahoitusmarkkinoiden väliset yhteydet
28/10/2010 → 31/12/2011
Project: Research project
Publications
Identification of Economic Shocks by Inequality Constraints in Bayesian Structural Vector Autoregression
Lanne, M. & Luoto, J., Apr 2020, In : Oxford Bulletin of Economics and Statistics. 82 , 2, p. 425-452 28 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
File
Inflation Dynamics of Financial Shocks
Palmén, O., 5 Jun 2020, In : arXiv.org . 15 p.Research output: Contribution to journal › Article › Scientific
Sovereign Default Risk and Credit Supply: Evidence from the Euro Area
Palmén, O., 5 Jun 2020, In : arXiv.org . 24 p.Research output: Contribution to journal › Article › Scientific
Sovereign Default Risk and Credit Supply: Evidence from the Euro Area
Palmen, O., 2020, In : Journal of International Money and Finance.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
Stationarity and ergodicity of vector STAR models
Kheifets, I. L. & Saikkonen, P. J., 2020, In : Econometric reviews.. 39, 4, p. 407-414 8 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
File
Activities
GMM estimation of non-Gaussian structural vector autoregression
Markku Lanne (Speaker)4 Mar 2020
Activity: Talk or presentation types › Invited talk
Examiner of Doctoral Thesis
Markku Lanne (Pre-examiner)24 Jun 2020 → 6 Aug 2020
Activity: Examination types › Pre-examiner of doctoral thesis
Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus University
Markku Lanne (Visiting researcher)18 Feb 2020 → 6 Mar 2020
Activity: Visiting an external institution types › Academic visit to other institution
10th Nordic Econometric Meeting
Markku Lanne (Speaker: Presenter)23 May 2019 → 26 May 2019
Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars
Invited Seminar, Koc University
Mika Meitz (Speaker: Presenter)Dec 2019
Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars
Prizes
Alfred Kordelinin säätiön kannustuspalkinto
Markku Lanne (Recipient), 6 Nov 2011
Prize: Prizes and awards