Projects per year
International and National Collaboration
Publications and projects within past five years.
Profiles
Bernd Funovits
- Economics - Postdoctoral Researcher
- Financial and Macroeconometrics
Person: UH, Teaching and research personnel
Markku Lanne
- Economics
- Financial and Macroeconometrics
- Common Matters of the Faculty of Social Sciences - Professor
- Doctoral Programme in Economics - Supervisor for doctoral programme
Person: UH, Teaching and research personnel
Annika Lindblad
- Financial and Macroeconometrics
- Academic Disciplines of the Faculty of Social Sciences - Grant-funded researcher
- Doctoral Programme in Economics
Person: Visiting scholar, UH
Jani Luoto
- Economics - Associate professor
- Financial and Macroeconometrics
- Doctoral Programme in Economics - Supervisor for doctoral programme
Person: UH, Teaching and research personnel
Projects 2008 2021
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 2008 2019
GMM Estimation of Non-Gaussian Structural Vector Autoregression
Lanne, M. & Luoto, J., 18 Jul 2019, In : Journal of Business and Economic Statistics. 13 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
Identification of Economic Shocks by Inequality Constraints in Bayesian Structural Vector Autoregression
Lanne, M. & Luoto, J., 2019, In : Oxford Bulletin of Economics and Statistics.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
The role of oil prices on the Russian business cycle
Pönkä, A. H. M. & Zheng, Y., 27 Apr 2019, In : Research in International Business and Finance. 50, p. 70-78 9 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
File
A comment on 'on inflation expectations in the NKPC model'
Lanne, M. & Luoto, J. P., 25 Oct 2018, In : Empirical Economics.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
File
Data-Driven Identification Constraints for DSGE Models
Lanne, M. & Luoto, J. P., Apr 2018, In : Oxford Bulletin of Economics and Statistics. 80, 2, p. 236-258 23 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
File
Activities 2004 2019
National Audit Office Finland (Valtiontalouden tarkastusvirasto) (External organisation)
Markku Lanne (Expert member)1 Jan 2019 → 31 Dec 2020
Activity: Membership types › Membership or other role in public Finnish or international organization
Kansantaloustieteen päivät
Harri Pönkä (Attendee)7 Feb 2019 → 9 Feb 2019
Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars
Supervisor of Doctoral Thesis
Markku Lanne (Supervisor)1 Jan 2019 → …
Activity: Examination types › Supervisor or co-supervisor of doctoral thesis
Finnish Academy of Science and Letters (External organisation)
Markku Lanne (Secretary)1 Jan 2019 → …
Activity: Membership types › Membership or other role in national/international committee, council, board
Forecasting the Finnish Business Cycle
Harri Pönkä (Speaker)6 Aug 2019
Activity: Talk or presentation types › Invited talk
Prizes
Alfred Kordelinin säätiön kannustuspalkinto
Markku Lanne (Recipient), 6 Nov 2011
Prize: Prizes and awards