AD Scientific Index
 Open Nav
Login Login Pricing & Plans Pricing & Plans
Markku Lanne

Markku Lanne

University of Helsinki - Helsinki / Finland
Economics & Econometrics / Economics
AD Scientific Index ID: 1657693
Helsingin yliopisto
person_outline Markku Lanne's MOST POPULAR ARTICLES
1-) Comparison of unit root tests for time series with level shifts Journal of time series analysis 23 (6), 667-685, 2002
2-) Structural vector autoregressions with Markov switching Journal of Economic Dynamics and Control 34 (2), 121-131, 2010
3-) Identification and estimation of non-Gaussian structural vector autoregressions Journal of Econometrics 196 (2), 288-304, 2017
4-) Identifying monetary policy shocks via changes in volatility Journal of Money, Credit and Banking 40 (6), 1131-1149, 2008
5-) Generalized forecast error variance decomposition for linear and nonlinear multivariate models Oxford Bulletin of Economics and Statistics 78 (4), 595-603, 2016