Research output per year
Research output per year
Personal profile
Fields of Science
- 511 Economics
International and National Collaboration
Publications and projects within past five years.
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Statistically identified structural VAR model with potentially skewed and fat-tailed errors
Anttonen, J. J., Lanne, M. & Luoto, J., 13 Feb 2024, In: Journal of Applied Econometrics. 16 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile -
Bayesian Inference on Fully and Partially Identified Structural Vector Autoregressions
Anttonen, J., Lanne, M. & Luoto, J., 2023, Social Sciences Research Network (SSRN), 74 p.Research output: Working paper › Scientific
Open Access -
Identifying Structural Vector Autoregressions Via Non-Gaussianity of Potentially Dependent Structural Shocks
Lanne, M., Liu, K. & Luoto, J., 2023, Social Sciences Research Network (SSRN).Research output: Working paper › Scientific
Open Access -
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks
Lanne, M., Liu, K. & Luoto, J., 2 Oct 2023, In: Journal of Business and Economic Statistics. 41, 4, p. 1341-1351 11 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access -
Statistical Identification of Economic Shocks by Signs in Structural Vector Autoregression
Lanne, M. & Luoto, J., 16 Sept 2022, Essays in Honour of Fabio Canova: Advances in Econometrics . Dolado , J. J., Gambetti, L. & Matthes, C. (eds.). Emerald Group Publishing Limited, Vol. Volume 44A. p. 165-175 11 p. (Essays in Honour of Fabio Canova; no. 44A).Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review
Open AccessFile
Projects
- 1 Finished
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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
Activities
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Supervision of Doctoral Thesis
Luoto, J. (Supervisor) & Lanne, M. (Supervisor)
1 Sept 2023 → …Activity: Examination types › Supervisor or co-supervisor of doctoral thesis
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North American Summer Meeting of the Econometric Society
Luoto, J. (Speaker: Presenter)
16 Jun 2016 → 19 Jun 2016Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars
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International Association for Applied Econometrics Annual Conference
Luoto, J. (Speaker: Presenter)
25 Jun 2016Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars
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NBER-NSF Time Series Conference
Luoto, J. (Poster Presentation)
26 Sept 2014 → 27 Sept 2014Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars
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NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics
Luoto, J. (Speaker: Presenter)
2 May 2014 → 3 May 2014Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars