Publications

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2014

A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks

Lanne, M. & Lütkepohl, H., 2014, Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays is Honour of Professor Seppo Pynnönen. Knif, J. & Pape, B. (eds.). Vaasa: University of Vaasa, p. 137-152 (Acta Wasaensia; no. 296)(Acta Wasaensia. Statistics; no. 7).

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Open Access

MODELING THE EURO–USD EXCHANGE RATE WITH THE GAUSSIAN MIXTURE AUTOREGRESSIVE MODEL

Kalliovirta, L., Meitz, M. & Saikkonen, P., 2014, Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen . Knif, J. & Pape, B. (eds.). Vaasa: University of Vaasa, p. 171-194 23 p. (Acta Wasaensia ; vol. 296)(Acta Wasaensia. Statistics; vol. 7).

Research output: Chapter in Book/Report/Conference proceedingChapterScientific

2011

Diagnostic Tests Based on Quantile Residuals for Nonlinear Time Series Models

Kalliovirta, L., 28 Feb 2011, The Yearbook of the Finnish Statistical Society 2010. Helsinki: Suomen tilastoseura, Vol. 2011. p. 81-82 2 p.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

2010

QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles

Nyberg, H., 2010, Suomen tilastoseuran vuosikirja. Helsinki: Suomen tilastoseura, p. 90-92 3 p.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Suomen kansantalouden suhdannetilanteen mittaaminen kuukausitasolla

Lanne, M. & Nyberg, H., 2010, Suomen tilastoseuran vuosikirja 2009. Helsinki: Suomen tilastoseura, p. 55-64 10 p.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

2009

Kotitalouksien inflaatio-odotukset

Luoto, J., 2009, Suomen tilastoseuran vuosikirja 2009. Helsinki: Suomen tilastoseura, p. 52-64 13 p.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review