Research Output per year
Personal profile
Curriculum vitae
Description of research and teaching
Markku Lanne is professor of economics at the University of Helsinki since August 2010. Previously he was professor of empirical macroeconomics at the University of Helsinki (2007–2010) and professor of economics and finance at the University of Jyväskylä (2003–2007). He is adjunct professor (docent) of econometrics at the University of Helsinki since 2001 and adjunct professor of financial econometrics at Aalto University since 2008. He has also held visiting positions at the University of California, San Diego; Humboldt University, Berlin; European University Institute; the Bank of Finland; German Economic Research Institute, Berlin, and Aarhus University. His research and teaching are related to time series econometrics, in particular, its macroeconomic and financial applications.
Fields of Science
- 511 Economics
International and National Collaboration
Publications and projects within past five years.
Publications
Identification of Economic Shocks by Inequality Constraints in Bayesian Structural Vector Autoregression
Lanne, M. & Luoto, J., Apr 2020, In : Oxford Bulletin of Economics and Statistics. 82 , 2, p. 425-452 28 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
A comment on 'on inflation expectations in the NKPC model'
Lanne, M. & Luoto, J. P., Dec 2019, In : Empirical Economics. 57, 6, p. 1865-1867 3 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
File
GMM Estimation of Non-Gaussian Structural Vector Autoregression
Lanne, M. & Luoto, J., 18 Jul 2019, In : Journal of Business and Economic Statistics. 13 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
File
Data-Driven Identification Constraints for DSGE Models
Lanne, M. & Luoto, J. P., Apr 2018, In : Oxford Bulletin of Economics and Statistics. 80, 2, p. 236-258 23 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
File
A New Time-Varying Parameter Autoregressive Model for U.S. Inflation Expectations
Lanne, M. & Luoto, J. P., 2017, In : Journal of Money, Credit & Banking. 49, 5, p. 969 - 995 27 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
File
Projects
Structural Analysis of Non-Gaussian Macroeconomic and Financial Time Series
Lanne, M., Saikkonen, P., Meitz, M., Luoto, J., Funovits, B. & Palmen, O.
01/09/2017 → 31/08/2021
Project: Research project
Epälineaariset ja ei-normaaliset aikasarjamallit ja niiden makrotaloudelliset ja rahoitussovellukset
01/01/2014 → 31/08/2017
Project: Research project
Ei-normaaliset aikasarjamallit ja niiden makrotaloudelliset ja rahoitussovellukset
01/01/2011 → 31/12/2013
Project: Research project
Rahoitus- ja makroekonometria sekä makrotalouden ja rahoitusmarkkinoiden väliset yhteydet
28/10/2010 → 31/12/2011
Project: Research project
Prizes
Alfred Kordelinin säätiön kannustuspalkinto
Markku Lanne (Recipient), 6 Nov 2011
Prize: Prizes and awards
Activities
GMM estimation of non-Gaussian structural vector autoregression
Markku Lanne (Speaker)4 Mar 2020
Activity: Talk or presentation types › Invited talk
2nd Bielefeld-Dortmund Summer School 2019
Markku Lanne (Speaker: Presenter)12 Sep 2019
Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars
Finnish Academy of Science and Letters (External organisation)
Markku Lanne (Secretary)1 Jan 2019 → …
Activity: Membership types › Membership or other role in national/international committee, council, board
Supervisor of Doctoral Thesis
Markku Lanne (Supervisor)1 Jan 2019 → …
Activity: Examination types › Supervisor or co-supervisor of doctoral thesis
National Audit Office Finland (Valtiontalouden tarkastusvirasto) (External organisation)
Markku Lanne (Expert member)1 Jan 2019 → 31 Dec 2020
Activity: Membership types › Membership or other role in public Finnish or international organization