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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 2019

GMM Estimation of Non-Gaussian Structural Vector Autoregression

Lanne, M. & Luoto, J., 2019, (Accepted/In press) In : Journal of Business and Economic Statistics.

Research output: Contribution to journalArticleScientificpeer-review

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., Apr 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

Projects 2008 2021

Prizes

Alfred Kordelinin säätiön kannustuspalkinto

Markku Lanne (Recipient), 6 Nov 2011

Prize: Prizes and awards

Hyvän opetuksen palkinto

Markku Lanne (Recipient), 2014

Prize: Prizes and awards

Activities 2004 2019

National Audit Office Finland (Valtiontalouden tarkastusvirasto) (External organisation)

Markku Lanne (Expert member)
1 Jan 201931 Dec 2020

Activity: Membership typesMembership or other role in public Finnish or international organization

Supervisor of Doctoral Thesis

Markku Lanne (Supervisor)
1 Jan 2019 → …

Activity: Examination typesSupervisor or co-supervisor of doctoral thesis

Finnish Academy of Science and Letters (External organisation)

Markku Lanne (Secretary)
1 Jan 2019 → …

Activity: Membership typesMembership or other role in national/international committee, council, board

10th Nordic Econometric Meeting

Markku Lanne (Speaker: Presenter)
23 May 201926 May 2019

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