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.
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 journal › Article › Scientific › peer-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 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
Effectiveness of economic policy: Assessment based on nonnormalities
Puonti, P. J., 25 Aug 2017, Helsinki: Helsinki Center of Economic Research. 94 p.Research output: Thesis › Doctoral Thesis › Collection 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 journal › Article › Scientific › peer-review
Open Access
File
Projects 2008 2021
Structural Analysis of Non-Gaussian Macroeconomic and Financial Time Series
Lanne, M. J., Saikkonen, P. J., Meitz, M. H., Luoto, J. P., Funovits, B. & Palmen, O. M.
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 Juhani Lanne (Recipient), 6 Nov 2011
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 types › Organisation and participation in conferences, workshops, courses, seminars
24th Annual Conference on Computing in Economics and Finance
Markku Lanne (Speaker: Presenter)19 Jun 2018 → 21 Jun 2018
Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars
Post Doctoral Mentor
Markku Lanne (Supervisor)1 Apr 2018 → …
Activity: Examination types › Post doctoral mentor
Supervisor of Doctoral Thesis
Markku Lanne (Supervisor)1 Sep 2018 → …
Activity: Examination types › Supervisor or co-supervisor of doctoral thesis
Workshop in Structural VAR Models
Markku Lanne (Speaker: Presenter)23 May 2018 → 24 May 2018
Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars