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
Collaborations and top research areas from the last five years
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Identifying structural vector autoregressions via non-Gaussianity of potentially dependent shocks
Lanne, M., Liu, K. & Luoto, J., 28 Apr 2026, In: Econometrics Journal. 21 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile -
A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks
Lanne, M. & Virolainen, S., Sept 2025, In: Journal of Economic Dynamics & Control. 178, 23 p., 105162.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile -
Statistically identified structural VAR model with potentially skewed and fat-tailed errors
Anttonen, J. J., Lanne, M. & Luoto, J., 13 Feb 2024, In: Journal of Applied Econometrics. 16 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile -
Bayesian Inference on Fully and Partially Identified Structural Vector Autoregressions
Anttonen, J., Lanne, M. & Luoto, J., 2023, Social Sciences Research Network (SSRN), 74 p.Research output: Working paper › Scientific
Open Access -
Identifying Structural Vector Autoregressions Via Non-Gaussianity of Potentially Dependent Structural Shocks
Lanne, M., Liu, K. & Luoto, J., 2023, Social Sciences Research Network (SSRN).Research output: Working paper › Scientific
Open Access
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Ei-normaalisten aikasarjojen rakenteellinen analyysi: sovelluksia ilmastoon ja makrotalouteen
Lanne, M. (Project manager), Bose, T. (Participant), Liu, K. (Participant) & Virolainen, S. (Participant)
01/09/2022 → 31/08/2026
Project: Research Council of Finland: Academy Project
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Structural Analysis of Non-Gaussian Macroeconomic and Financial Time Series
Lanne, M. (Project manager), Saikkonen, P. (Principal Investigator), Meitz, M. (Principal Investigator), Luoto, J. (Principal Investigator), Funovits, B. (Project manager) & Palmén, O. (Participant)
01/09/2017 → 31/08/2021
Project: Research project
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Epälineaariset ja ei-normaaliset aikasarjamallit ja niiden makrotaloudelliset ja rahoitussovellukset
Lanne, M. (Project manager)
01/01/2014 → 31/08/2017
Project: Research project
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Ei-normaaliset aikasarjamallit ja niiden makrotaloudelliset ja rahoitussovellukset
Lanne, M. (Project manager)
01/01/2011 → 31/12/2013
Project: Research project
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Rahoitus- ja makroekonometria sekä makrotalouden ja rahoitusmarkkinoiden väliset yhteydet
Lanne, M. (Project manager)
28/10/2010 → 31/12/2011
Project: Research project
Prizes
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Alfred Kordelinin säätiön kannustuspalkinto
Lanne, M. (Recipient), 6 Nov 2011
Prize: Prizes and awards
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Activities
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Econometrics Seminar
Lanne, M. (Speaker: Presenter)
29 Apr 2026Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars
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13th Nordic Econometric Meeting
Lanne, M. (Chair of organizing committee)
1 Jun 2026 → 3 Jun 2026Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars
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Supervisor of Doctoral Thesis
Lanne, M. (Supervisor)
1 Jan 2025 → …Activity: Examination types › Supervisor or co-supervisor of doctoral thesis
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13th Annual Conference of the International Association for Applied Econometrics
Lanne, M. (Speaker: Presenter)
27 Jun 2025Activity: Participating in or organising an event types › Organisation and participation in conferences, workshops, courses, seminars
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Pre-examiner of Doctoral Thesis
Lanne, M. (Pre-examiner)
10 Jun 2025 → 11 Aug 2025Activity: Examination types › Pre-examiner of doctoral thesis