Concepedia

Markku Lanne

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Publications

48

Citations

2.2K

H-Index

27

Active since

1999

Affiliations

University of Helsinki(Current)

University of Jyväskylä

Statistics Finland

Humboldt-Universität zu Berlin

European University Institute

Markku Lanne is an author at University of Helsinki specializing in economics, econometrics, and time series analysis.

Publications per year

1999–2024

47

Publications

48

Structural vector autoregressions with Markov switching

Markku Lanne, Helmut Lütkepohl, Katarzyna Maciejowska · Journal of Economic Dynamics and Control · 2009 · 225 citations

Engineering, Biostatistics, Stochastic Processes +9

Identifying Monetary Policy Shocks via Changes in Volatility

Markku Lanne, Helmut Lütkepohl · Journal of money credit and banking · 2008 · 166 citations · Full text

Social Sciences, Economics, Financial Economics +9

Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time*

Markku Lanne, Helmut Lütkepohl, Pentti Saikkonen · Oxford Bulletin of Economics and Statistics · 2003 · 124 citations

Social Sciences, Economics, Econometrics +13

Trends and Breaks in Per-Capita Carbon Dioxide Emissions, 1870-2028

Markku Lanne, Matti Liski · The Energy Journal · 2004 · 122 citations

Social Sciences, Economics, Environmental Sciences +14

Testing the Predictability of Stock Returns

Markku Lanne · The Review of Economics and Statistics · 2002 · 118 citations

Computing, Economics, Finance +17

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