20062016
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Personal profile

Keywords

  • 511 Economics

International and National Collaboration Publications and projects within past five years.

Publications 2006 2016

Gaussian mixture vector autoregression

Kalliovirta, L. K., Meitz, M. H. & Saikkonen, P. J., Jun 2016, In : Journal of Econometrics. 192, 2, p. 485-498 14 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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A GAUSSIAN MIXTURE AUTOREGRESSIVE MODEL FOR UNIVARIATE TIME SERIES

Kalliovirta, L., Meitz, M. & Saikkonen, P., Mar 2015, In : Journal of Time Series Analysis. 36, 2, p. 247-266 20 p.

Research output: Contribution to journalArticleScientificpeer-review

Gaussian mixture vector autoregression

Kalliovirta, L., Meitz, M. & Saikkonen, P., Nov 2014, In : HECER discussion papers. 386, p. 1-37 37 p.

Research output: Contribution to journalArticleScientific

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

Nonlinearity and cross-country dependence of income inequality

Malinen, T. & Kalliovirta, L., 2014, In : Social Science Research Network. 30 p.

Research output: Contribution to journalArticleScientific

Activities 2005 2015

  • 41 Organisation and participation in conferences, workshops, courses, seminars
  • 11 Peer review of manuscripts
  • 7 Membership or other role in national/international committee, council, board
  • 2 Academic visit to other institution

The B.E. Journal of Macroeconomics (Journal)

Leena Kalliovirta (Reviewer)
26 Apr 2015

Activity: Publication peer-review and editorial work typesPeer review of manuscripts

Time Series Econometrics Seminar

Leena Kalliovirta (Speaker: Presenter)
10 Mar 2014

Activity: Participating in or organising an event typesOrganisation and participation in conferences, workshops, courses, seminars

Journal of Econometrics (Journal)

Leena Kalliovirta (Reviewer)
26 Oct 2014

Activity: Publication peer-review and editorial work typesPeer review of manuscripts

Econometrics Journal (Journal)

Leena Kalliovirta (Reviewer)
5 Oct 2014

Activity: Publication peer-review and editorial work typesPeer review of manuscripts

Journal of Empirical Finance (Journal)

Leena Kalliovirta (Reviewer)
17 May 2014

Activity: Publication peer-review and editorial work typesPeer review of manuscripts