WebMarkku Lanne & Helmut Luetkepohl, 2005. "Structural Vector Autoregressions with Nonnormal Residuals," Economics Working Papers ECO2005/25, European University Institute. Markku Lanne & Helmut Lütkepohl, 2006. "Structural Vector Autoregressions with Nonnormal Residuals," CESifo Working Paper Series 1651, CESifo. WebDec 29, 2000 · Markku Lanne. [email protected]; Research Unit on Economic Structures and Growth, Department of Economics, PO Box 54 (Unioninkatu 37), FIN-00014, University of Helsinki, Finland. Department of Economics, PO Box 54 (Unioninkatu 37), FIN-00014, University of Helsinki, FinlandSearch for more papers by this author.
Asymmetric News Effects on Volatility: Good vs. Bad News in …
WebAdmissions and education Admissions and education Search programmes and courses Apply to bachelor's and master's programmes WebSep 1, 2015 · JEL classification: C22; C51; E31 Corresponding author: Markku Lanne, Department of Political and Economic Studies, University of Helsinki, P.O. Box 17 (Arkadiankatu 7), Helsinki 00014, Finland, Tel.: +358294128731, Fax: +358294128736, e-mail: [email protected] Acknowledgments fiction ficlets
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WebAug 1, 2011 · Markku Lanne, Jani Luoto Economics 2016 Sign-identified structural vector autoregressive (SVAR) models have recently become popular. However, the conventional approach to sign restrictions only yields set identification, and implicitly… 18 PDF Inference for Structural Impulse Responses in Svar-Garch Models S. B. Bruder Economics, … WebJan 1, 2012 · Markku Lanne Department of Economics, University of Helsinki, P.O. Box 17 (Arkadiankatu 7), FI-00014 Finland & Helmut Lütkepohl Department of Economics, European University Institute, Via della Piazzola 43, I-50133 Firenze, Italy . Pages 159-168 Received 01 Jun 2006. WebLanne, M., and J. Luoto (2024). Identification of Economic Shocks by Inequality Constraints in Bayesian Structural Vector Autoregression, Oxford Bulletin of Economics and Statistics 82, 425 – 452. Lanne, M., and J. Luoto (2024). A Comment on ‘On Inflation Expectations in the NKPC Model. Empirical Economics 57, 1865 – 1867. fiction feast