1995 …2021
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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.

Keywords

  • 511 Economics

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

Publications 1995 2018

A comment on 'on inflation expectations in the NKPC model'

Lanne, M. & Luoto, J. P., 25 Oct 2018, In : Empirical Economics.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File

Data-Driven Identification Constraints for DSGE Models

Lanne, M. & Luoto, J. P., 2018, In : Oxford Bulletin of Economics and Statistics. 80, 2, p. 236-258 23 p.

Research output: Contribution to journalArticleScientificpeer-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 journalArticleScientificpeer-review

Effectiveness of economic policy: Assessment based on nonnormalities

Puonti, P. J., 25 Aug 2017, Helsinki: Helsinki Center of Economic Research. 94 p.

Research output: ThesisDoctoral ThesisCollection of Articles

Open Access

Identification and Estimation of Non-Gaussian Structural Vector Autoregressions

Lanne, M., Meitz, M. & Saikkonen, P., Feb 2017, In : Journal of Econometrics. 196, 2, p. 288-304 17 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File

Projects 2008 2021

Prizes

Alfred Kordelinin säätiön kannustuspalkinto

Markku Juhani Lanne (Recipient), 6 Nov 2011

Prize: Prizes and awards

Hyvän opetuksen palkinto

Markku Juhani Lanne (Recipient), 2014

Prize: Prizes and awards

Activities 2004 2018

Research seminar / De Nederlandsche Bank

Markku Lanne (Speaker: Presenter)
13 Feb 2018

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

24th Annual Conference on Computing in Economics and Finance

Markku Lanne (Speaker: Presenter)
19 Jun 201821 Jun 2018

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

Post Doctoral Mentor

Markku Lanne (Supervisor)
1 Apr 2018 → …

Activity: Examination typesPost doctoral mentor

Supervisor of Doctoral Thesis

Markku Lanne (Supervisor)
1 Sep 2018 → …

Activity: Examination typesSupervisor or co-supervisor of doctoral thesis

Workshop in Structural VAR Models

Markku Lanne (Speaker: Presenter)
23 May 201824 May 2018

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