Financial and Macroeconometrics

Identifiability and Estimation in Structural Vector Autoregressive Moving Average Time Series Models
Funovits, B. (Principal Investigator) & Koistinen, J. (Participant)
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. (Project manager), Saikkonen, P. (Principal Investigator), Meitz, M. (Principal Investigator), Luoto, J. (Principal Investigator), Funovits, B. (Project manager) & Palmén, O. (Participant)
01/09/2017 → 31/08/2021
Project: Research project
Epälineaariset ja ei-normaaliset aikasarjamallit ja niiden makrotaloudelliset ja rahoitussovellukset
Lanne, M. (Project manager)
01/01/2014 → 31/08/2017
Project: Research project
Ei-normaaliset aikasarjamallit ja niiden makrotaloudelliset ja rahoitussovellukset
Lanne, M. (Project manager)
01/01/2011 → 31/12/2013
Project: Research project
Rahoitus- ja makroekonometria sekä makrotalouden ja rahoitusmarkkinoiden väliset yhteydet
Lanne, M. (Project manager)
28/10/2010 → 31/12/2011
Project: Research project

Bayesian inference on fully and partially identified potentially non-Gaussian structural vector autoregressions
Anttonen, J. J., Lanne, M. & Luoto, J., 2026, In: Empirical Economics. 71, 2, 28 p., 24.
Research output: Contribution to journal › Article › Scientific › peer-review

Open Access
File
Identifying structural vector autoregressions via non-Gaussianity of potentially dependent shocks
Lanne, M., Liu, K. & Luoto, J., 28 Apr 2026, In: Econometrics Journal. 21 p.
Research output: Contribution to journal › Article › Scientific › peer-review

Open Access
File
A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks
Lanne, M. & Virolainen, S., Sept 2025, In: Journal of Economic Dynamics & Control. 178, 23 p., 105162.
Research output: Contribution to journal › Article › Scientific › peer-review

Open Access
File
Essays in macroeconometrics under noninvertibility
Koistinen, J., 2025, Helsinki: University of Helsinki. 156 p.
Research output: Thesis › Doctoral Thesis › Collection of Articles

Open Access
Essays on non-Gaussian structural vector autoregressions
Liu, K., 2025, Helsinki: University of Helsinki. 172 p.
Research output: Thesis › Doctoral Thesis › Collection of Articles

Open Access

Universitat Pompeu Fabra
Meitz, M. (Visiting researcher)
4 Mar 2025 → 29 May 2025
Activity: Visiting an external institution types › Academic visit to other institution
Supervision of Doctoral Thesis
Luoto, J. (Supervisor) & Lanne, M. (Supervisor)
1 Sept 2023 → …
Activity: Examination types › Supervisor or co-supervisor of doctoral thesis
Supervisor of Doctoral Thesis
Lanne, M. (Supervisor), Nyberg, H. (Supervisor) & Meitz, M. (Supervisor)
1 Sept 2023 → …
Activity: Examination types › Supervisor or co-supervisor of doctoral thesis
16th International Conference on Computational and Financial Econometrics
Lanne, M. (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
Lanne, M. (Pre-examiner)
12 Mar 2021 → 11 May 2021
Activity: Examination types › Pre-examiner of doctoral thesis

Collaborations and top research areas from the last five years