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2008

Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models

Meitz, M. & Saikkonen, P., 2008, In : Econometric Theory. 24, 5, p. 1291-1320 30 p.

Research output: Contribution to journalArticleScientificpeer-review

Identifying monetary policy shocks via changes in volatility

Lanne, M. & Lutkepohl, H., 2008, In : Journal of Money, Credit & Banking. 40, 6, p. 1131-1149 19 p.

Research output: Contribution to journalArticleScientificpeer-review

Predicting U.S. recessions with dynamic binary response models

Saikkonen, P. & Kauppi, H., 2008, In : Review of Economics and Statistics. 90, p. 777-791 15 p.

Research output: Contribution to journalArticleScientificpeer-review

Robustness of the risk-return relationship in the U.S. stock market

Lanne, M. & Luoto, J., 2008, In : Finance research letters. 5, 2, p. 118-127 10 p.

Research output: Contribution to journalArticleScientificpeer-review

Stability of nonlinear AR-GARCH models

Meitz, M. & Saikkonen, P., 2008, In : Journal of Time Series Analysis. 29, 3, p. 453-475 23 p.

Research output: Contribution to journalArticleScientificpeer-review

Stability of regime switching error correction models under linear cointegration

Saikkonen, P., 2008, In : Econometric Theory. 24, 1, p. 294-318 25 p.

Research output: Contribution to journalArticleScientificpeer-review

Testing for the cointegrating rank of a VAR process with level shift and trend break

Trenkler, C., Saikkonen, P. & Lutkepohl, H., Mar 2008, In : Journal of Time Series Analysis. 29, 2, p. 331-358 28 p.

Research output: Contribution to journalArticleScientificpeer-review

Testing for the cointregrating rank of a VAR process with level shift and trend break

Trenkler, C., Saikkonen, P. & Lutkepohl, H., 2008, In : Journal of Time Series Analysis. 29, 2, p. 331-358 28 p.

Research output: Contribution to journalArticleScientificpeer-review

2009

A naive naïve information model of household inflation expectations

Lanne, M., Luoma, A. & Luoto, J., 2009, In : Journal of Economic Dynamics & Control. 33, 6, p. 1332-1344 13 p.

Research output: Contribution to journalArticleScientificpeer-review

Ennustajien tappiofunktiot ja BKT-ennusteiden rationaalisuus

Lanne, M., 2009, In : Kansantaloudellinen Aikakauskirja. 103, 4, p. 416-421 6 p.

Research output: Contribution to journalArticleScientificpeer-review

Joint modeling of call and put implied volatility

Ahoniemi, K. & Lanne, M., 2009, In : International Journal of Forecasting. 25, 2, p. 239-258 20 p.

Research output: Contribution to journalArticleScientificpeer-review

Properties of market-based and survey macroeconomic forecast for different data releases

Lanne, M., 2009, In : Economics Bulletin. 29, 3, p. 2227-2236 10 p.

Research output: Contribution to journalArticleScientificpeer-review

Suomen kansantalouden suhdanneindeksi

Lanne, M. & Nyberg, H., 2009, In : Kansantaloudellinen Aikakauskirja. 105, 4, p. 422-432 11 p.

Research output: Contribution to journalArticleScientificpeer-review

Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term

Demetrescu, M., Lütkepohl, H. & Saikkonen, P., 2009, In : Econometrics Journal. 12, 3, p. 414-435 22 p.

Research output: Contribution to journalArticleScientificpeer-review

Toimitusjohtajan sukupuolen vaikutus yrityksen tunnuslukuihin

Pönkä, A. H. M., 1 Jun 2009, In : Majakka. 01/2009, p. 4-22 18 p.

Research output: Contribution to journalArticleScientific

2010

A note on the geometric ergodicity of a nonlinear AR-ARCH model

Meitz, M. & Saikkonen, P., 2010, In : Statistics & Probability Letters. 80, 7-8, p. 631-638 8 p.

Research output: Contribution to journalArticleScientificpeer-review

Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times

Laakkonen, H. & Lanne, M., 2010, In : Studies in Nonlinear Dynamics and Econometrics (Online). 14, 1, p. Article 5 38 p.

Research output: Contribution to journalArticleScientificpeer-review

Dynamic Probit Models and Financial Variables in Recession Forecasting

Nyberg, H., 2010, In : Journal of Forecasting. 29, 1-2, p. 215-230 16 p.

Research output: Contribution to journalArticleScientificpeer-review

Modelling the impact of varicella vaccination on varicella and zoster

Karhunen, M., Leino, T., Salo, H., Davidkin, I., Kilpi, T. & Auranen, K., 2010, In : Epidemiology and Infection. 138, 4, p. 469-481 13 p.

Research output: Contribution to journalArticleScientificpeer-review

Structural vector autoregressions with Markov switching

Lanne, M., Lutkepohl, H. & Maciejowska, K., 2010, In : Journal of Economic Dynamics & Control. 34, p. 121-131 11 p.

Research output: Contribution to journalArticleScientificpeer-review

Structural Vector Autoregressions With Nonnormal Residuals

Lanne, M. & Luetkepohl, H., 2010, In : Journal of Business and Economic Statistics. 28, p. 159-168 10 p.

Research output: Contribution to journalArticleScientificpeer-review

Testing an autoregressive structure in binary time series models

Nyberg, H., 2010, In : Economics Bulletin. 30, 2, p. 1460-1473

Research output: Contribution to journalArticleScientificpeer-review

Tests for nonlinear cointegration

Choi, I. & Saikkonen, P., 2010, In : Econometric Theory. 26, 3, p. 682-709 18 p.

Research output: Contribution to journalArticleScientificpeer-review

The Aggregate Production Function of the Finnish Economy in the Twentieth Century

Luoma, A. & Luoto, J., 2010, In : Southern Economic Journal. 76, 3, p. 723-737 15 p.

Research output: Contribution to journalArticleScientificpeer-review

The effect of a transaction tax on exchange rate volatility

Lanne, M. & Vesala, T., 2010, In : International Journal of Finance and Economics. 15, p. 123-133 11 p.

Research output: Contribution to journalArticleScientificpeer-review

Tutkimuksia binääristen aikasarjamallien käytöstä soveltavassa makrotaloustieteessä ja rahoituksen tutkimuksessa

Nyberg, H., 2010, In : Kansantaloudellinen Aikakauskirja. 106, 3, p. 338-341 4 p.

Research output: Contribution to journalArticleScientificpeer-review

2011

A Critique of the System Estimation Approach of Normalized CES Production Functions

Luoto, J. & Luoma, A., 2011, In : HECER discussion papers. 336, p. 1-25

Research output: Contribution to journalArticleScientific

Aggregate infrastructure capital stock and long-run growth: Evidence from Finnish data

Luoto, J., 2011, In : Journal of Development Economics. 94, 2, p. 181-191 11 p.

Research output: Contribution to journalArticleScientificpeer-review

A new method to uncover signatures of divergent and stabilizing selection in quantitative traits

Ovaskainen, O., Zheng, C., Karhunen, M., Cano Arias, J. M. & Merilä, J., 2011, In : Genetics. 189, 2, p. 621-632 12 p.

Research output: Contribution to journalArticleScientificpeer-review

Autoregression-based estimation of the new Keynesian Phillips curve

Lanne, M. & Luoto, J., 2011, In : HECER discussion papers. 321, p. 1-25

Research output: Contribution to journalArticleScientific

Dynamics of a sex-linked deleterious mutation in populations subject to sex reversal

Karhunen, M., 2011, In : PLoS One. 6, 10, p. e25362 9 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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Forecasting the Direction of the US Stock Market with Dynamic Binary Probit Models

Nyberg, H., 2011, In : International Journal of Forecasting. 27, 2, p. 561-578 17 p.

Research output: Contribution to journalArticleScientificpeer-review

GMM estimation with non-causal instruments

Lanne, M. & Saikkonen, P., 2011, In : Oxford Bulletin of Economics and Statistics. 73, p. 581-592

Research output: Contribution to journalArticleScientificpeer-review

Noncausal autoregressions for economic time series

Lanne, M. & Saikkonen, P., 2011, In : Journal of Time Series Econometrics. 3, 3

Research output: Contribution to journalArticleScientificpeer-review

Parameter estimation in nonlinear AR-GARCH models

Meitz, M. & Saikkonen, P., 2011, In : Econometric Theory. 27, 6, p. 1236–1278 43 p.

Research output: Contribution to journalArticleScientificpeer-review

2012

Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models

Lanne, M., Luoma, A. & Luoto, J., 2012, In : Journal of Applied Econometrics. 27, 5, p. 812-830 19 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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Does Noncausality Help in Forecasting Economic Time Series?

Lanne, M., Nyberg, H. & Saarinen, E., Oct 2012, In : Economics Bulletin. 32, 4, p. 2849-2859 11 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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Estimating population-level coancestry coefficients by an admixture F model

Karhunen, M. & Ovaskainen, O., 2012, In : Genetics. 192, 2, p. 609-617 9 p.

Research output: Contribution to journalArticleScientificpeer-review

Has U.S. Inflation Really Become Harder to Forecast?

Lanne, M. & Luoto, J., 2012, In : Economics Letters. 115, 3, p. 383-386 4 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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Liittovaltio olisi Suomelle paras ratkaisu

Kohonen, A., 13 Dec 2012, In : Helsingin Sanomat.

Research output: Contribution to journalArticleGeneral public

Misspecification Tests Based on Quantile Residuals

Kalliovirta, L., Jun 2012, In : Econometrics Journal. 15, 2, p. 358-393 36 p.

Research output: Contribution to journalArticleScientificpeer-review

On detection of volatility spillovers in simultaneously open stock markets

Kohonen, A., 2012, In : HECER discussion papers. 346, p. 1-28

Research output: Contribution to journalArticleScientific

Optimal forecasting of noncausal autoregressive time series

Lanne, M., Luoto, J. & Saikkonen, P., 2012, In : International Journal of Forecasting. 28, 3, p. 623-631 9 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File

Risk-Return Tradeoff in U.S. Stock Returns Over the Business Cycle

Nyberg, H., Feb 2012, In : Journal of Financial and Quantitative Analysis. 47, 1, p. 137-158 22 p.

Research output: Contribution to journalArticleScientificpeer-review

Testing for Predictability in a Noninvertible ARMA Model

Lanne, M., Saikkonen, P. & Meitz, M., 2012, In : HECER discussion papers. 351, 33 p.

Research output: Contribution to journalArticleScientific

Open Access

Transmission of Government Default Risk in the Eurozone

Kohonen, A., 2012, In : HECER discussion papers. 359, p. 1-29

Research output: Contribution to journalArticleScientific

2013

A Bivariate Autoregressive Probit Model: Business Cycle Linkages and Transmission of Recession Probabilities

Nyberg, H., 2013, In : Macroeconomic Dynamics. 18, 4, p. 838-862 25 p.

Research output: Contribution to journalArticleScientificpeer-review

A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U. S. Inflation

Lanne, M. & Luoto, J., 2013, In : DIW Discussion Papers. 1285, p. 1-39

Research output: Contribution to journalArticleScientific

Open Access

A Qualitative Response VAR model: An Application to Joint dynamics of U.S. Interest Rates and Business Cycle

Nyberg, H., Jun 2013, In : HECER discussion papers. 369, p. 1-29 29 p.

Research output: Contribution to journalArticleScientific