Articoli di "LANNE, Markku"

Articolo Anno: 2009

Structural Vector Autoregressions with Markov Switching

LUETKEPOHL, Helmut - LANNE, Markku - MACIEJOWSKA, Katarzyna

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 6, pp. 1-20

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Articolo Anno: 2008

Modeling Expectations with Noncausal Autoregressions

LANNE, Markku - SAIKKONEN, Pentti

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 20, pp. 1-42

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Articolo Anno: 2008

A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks

LUETKEPOHL, Helmut - LANNE, Markku

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 23, pp. 1-16

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Articolo Anno: 2008

Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis

LUETKEPOHL, Helmut - LANNE, Markku

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 29, pp. 1-14

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Articolo Anno: 2006

Forecasting Realized Volatility by Decomposition

LANNE, Markku

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 20, pp. 1-23

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Articolo Anno: 2006

A Mixture Multiplicative Error Model for Realized Volatility

LANNE, Markku

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 3, pp. 1-32

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Articolo Anno: 2005

The effect of a transaction tax on exchange rate volatility

LANNE, Markku - Vesala, Timo

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 19, pp. 1-19

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Articolo Anno: 2005

Modeling Conditional Skewness in Stock Returns

LANNE, Markku - SAIKKONEN, Pentti

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 14, pp. 1-22

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Articolo Anno: 2005

Structural Vector Autoregressions with Nonnormal Residuals

LUETKEPOHL, Helmut - LANNE, Markku

In: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers , n. 25, pp. 1-26

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