Department of Economics - Professor Markku Lanne http://www.valt.helsinki.fi/blogs/lanne/ 2010-07-04T17:50+02:00 Optimal Forecasting of Noncausal Autoregressive Time Series http://www.valt.helsinki.fi/blogs/lanne/post-103.htm 2010-02-19T11:08+02:00 http://www.valt.helsinki.fi/blogs/lanne/post-103.htm#comments Implied Volatility with Time-Varying Regime Probabilities mixture mem model multiplicative error model mixture model exchange rate volatility http://www.valt.helsinki.fi/blogs/lanne/post-101.htm 2010-01-08T08:36+02:00 http://www.valt.helsinki.fi/blogs/lanne/post-101.htm#comments Kansantalouden tilinpito ja taloustilastot (KA6g, 5 op) http://www.valt.helsinki.fi/blogs/lanne/post-87.htm 2009-12-07T09:50+02:00 http://www.valt.helsinki.fi/blogs/lanne/post-87.htm#comments Macroeconometrics (Y1/E1, 5op) http://www.valt.helsinki.fi/blogs/lanne/post-78.htm 2009-10-07T11:54+02:00 http://www.valt.helsinki.fi/blogs/lanne/post-78.htm#comments GMM Estimation with Noncausal Instruments generalized method of moments overidentifying restrictions j-test noncausal autoregression instrumental variable http://www.valt.helsinki.fi/blogs/lanne/post-99.htm 2009-09-30T16:14+02:00 http://www.valt.helsinki.fi/blogs/lanne/post-99.htm#comments Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models noncausal autoregression posterior density predictive density posterior model probability inflation expectations http://www.valt.helsinki.fi/blogs/lanne/post-97.htm 2009-09-30T16:10+02:00 http://www.valt.helsinki.fi/blogs/lanne/post-97.htm#comments Properties of Market-Based and Survey Macroeconomic Forecasts for Different Data Releases macroeconomic option data vintage data revision first-release data http://www.valt.helsinki.fi/blogs/lanne/post-64.htm 2009-09-09T08:14+02:00 http://www.valt.helsinki.fi/blogs/lanne/post-64.htm#comments Structural Vector Autoregressions with Markov Switching heteroskedasticity inflation unemployment gdp interest rate macroeconomic model overidentifying restrictions identification http://www.valt.helsinki.fi/blogs/lanne/post-92.htm 2009-08-17T08:14+02:00 http://www.valt.helsinki.fi/blogs/lanne/post-92.htm#comments Noncausal Vector Autoregression non-gaussian model identification elliptical distribution nonfundamentalness expectations hypothesis term structure of interest rates fiscal foresight expectations http://www.valt.helsinki.fi/blogs/lanne/post-94.htm 2009-08-13T11:33+02:00 http://www.valt.helsinki.fi/blogs/lanne/post-94.htm#comments Empirical Asset Pricing http://www.valt.helsinki.fi/blogs/lanne/post-72.htm 2009-06-26T09:06+02:00 http://www.valt.helsinki.fi/blogs/lanne/post-72.htm#comments