Concepedia

Markku Lanne

ML

47

Publications

2.2K

Citations

27

H-Index

1999

Active since

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 business, economics, and finance.

Top concepts

BusinessFinanceEconomicsMacroeconomicsStatisticsEconometricsEngineeringFinancial EconomicsTime Series EconometricsEconomic Analysis

Publications per year

1999–2022

46

Publications

47

Structural vector autoregressions with Markov switching

Markku Lanne, Helmut Lütkepohl, Katarzyna Maciejowska · Journal of Economic Dynamics and Control · 2009 · 221 citations

Hidden Markov Model, Markov Kernel, Stochastic Dynamical System +2

Identifying Monetary Policy Shocks via Changes in Volatility

Markku Lanne, Helmut Lütkepohl · Journal of money credit and banking · 2008 · 165 citations · Full text

Volatility Modeling, Macroeconomic Forecasting, Economic Fluctuation +16

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 · 123 citations

Economics, Test Procedures, Level Shifts +10

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

Markku Lanne, Matti Liski · The Energy Journal · 2004 · 120 citations

Engineering, Greenhouse Gas Emission, Applied Econometrics +21

Testing the Predictability of Stock Returns

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

Economics, Economic Forecasting, Financial Economics +12

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