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Markku Lanne

Personal Details

First Name:Markku
Middle Name:
Last Name:Lanne
Suffix:
RePEc Short-ID:pla260
[This author has chosen not to make the email address public]
http://blogs.helsinki.fi/lanne/
Twitter: @markkulanne
Terminal Degree:1997 Politiikan ja Talouden Tutkimuksen Laitos; Valtiotieteellinen tiedekunta; Helsingin Yliopisto (from RePEc Genealogy)

Affiliation

Politiikan ja Talouden Tutkimuksen Laitos
Valtiotieteellinen tiedekunta
Helsingin Yliopisto

Helsinki, Finland
http://www.helsinki.fi/politiikkajatalous/
RePEc:edi:valhefi (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Markku Lanne & Jani Luoto, 2016. "Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression," CREATES Research Papers 2016-04, Department of Economics and Business Economics, Aarhus University.
  2. Markku Lanne & Jani Luoto, 2015. "Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints," CREATES Research Papers 2015-37, Department of Economics and Business Economics, Aarhus University.
  3. Markku Lanne & Mika Meitz & Pentti Saikkonen, 2015. "Identification and estimation of non-Gaussian structural vector autoregressions," CREATES Research Papers 2015-16, Department of Economics and Business Economics, Aarhus University.
  4. Markku Lanne & Henri Nyberg, 2015. "Nonlinear dynamic interrelationships between real activity and stock returns," CREATES Research Papers 2015-36, Department of Economics and Business Economics, Aarhus University.
  5. Markku Lanne & Jani Luoto, 2014. "Noncausal Bayesian Vector Autoregression," CREATES Research Papers 2014-07, Department of Economics and Business Economics, Aarhus University.
  6. Markku Lanne & Jani Luoto & Henri Nyberg, 2014. "Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation?," CREATES Research Papers 2014-26, Department of Economics and Business Economics, Aarhus University.
  7. Markku Lanne & Henri Nyberg, 2014. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," CREATES Research Papers 2014-17, Department of Economics and Business Economics, Aarhus University.
  8. Markku Lanne & Jani Luoto, 2013. "A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation," Discussion Papers of DIW Berlin 1285, DIW Berlin, German Institute for Economic Research.
  9. Markku Lanne, 2013. "Noncausality and Inflation Persistence," Discussion Papers of DIW Berlin 1286, DIW Berlin, German Institute for Economic Research.
  10. Lanne, Markku & Saikkonen, Pentti, 2012. "Supplementary appendix to "noncausal vector autoregression"," MPRA Paper 37732, University Library of Munich, Germany.
  11. Lanne, Markku & Luoto, Jani, 2012. "Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?," MPRA Paper 41820, University Library of Munich, Germany.
  12. Markku Lanne & Mika Meitz & Pentti Saikkonen, 2012. "Testing for Predictability in a Noninvertible ARMA Model," Koç University-TUSIAD Economic Research Forum Working Papers 1225, Koc University-TUSIAD Economic Research Forum.
  13. Lanne, Markku & Luoto, Jani, 2011. "Autoregression-Based Estimation of the New Keynesian Phillips Curve," MPRA Paper 29801, University Library of Munich, Germany.
  14. Lanne, Markku & Nyberg, Henri & Saarinen, Erkka, 2011. "Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison," MPRA Paper 30254, University Library of Munich, Germany.
  15. Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2010. "Optimal Forecasting of Noncausal Autoregressive Time Series," MPRA Paper 23648, University Library of Munich, Germany.
  16. Lanne, Markku & Saikkonen, Pentti, 2010. "Noncausal Vector Autoregression," MPRA Paper 23717, University Library of Munich, Germany.
  17. Ahoniemi, Katja & Lanne, Markku, 2010. "Realized volatility and overnight returns," Bank of Finland Research Discussion Papers 19/2010, Bank of Finland.
  18. Lanne, Markku & Luoto, Jani, 2010. "Has U.S. Inflation Really Become Harder to Forecast?," MPRA Paper 29992, University Library of Munich, Germany.
  19. Lanne, Markku & Saikkonen, Pentti, 2010. "Noncausal autoregressions for economic time series," MPRA Paper 32943, University Library of Munich, Germany.
  20. Laakkonen, Helinä & Lanne, Markku, 2009. "The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility," MPRA Paper 23718, University Library of Munich, Germany.
  21. Lanne, Markku & Saikkonen, Pentti, 2009. "GMM Estimation with Noncausal Instruments," MPRA Paper 23649, University Library of Munich, Germany.
  22. Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009. "Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models," MPRA Paper 23646, University Library of Munich, Germany.
  23. Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska, 2009. "Structural Vector Autoregressions with Markov Switching," Economics Working Papers ECO2009/06, European University Institute.
  24. Markku Lanne & Helmut Luetkepohl, 2008. "A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks," Economics Working Papers ECO2008/23, European University Institute.
  25. Markku Lanne & Pentti Saikkonen, 2008. "Modeling Expectations with Noncausal Autoregressions," Economics Working Papers ECO2008/20, European University Institute.
  26. Laakkonen, Helinä & Lanne, Markku, 2008. "Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times," MPRA Paper 8296, University Library of Munich, Germany.
  27. Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008. "A Naïve Sticky Information Model of Households’ Inflation Expectations," MPRA Paper 8663, University Library of Munich, Germany.
  28. Markku Lanne & Helmut Lütkepohl, 2008. "Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis," CESifo Working Paper Series 2407, CESifo.
  29. Lanne, Markku & Ahoniemi, Katja, 2008. "Implied Volatility with Time-Varying Regime Probabilities," MPRA Paper 23721, University Library of Munich, Germany.
  30. Lanne, Markku, 2007. "The Properties of Market-Based and Survey Forecasts for Different Data Releases," MPRA Paper 3877, University Library of Munich, Germany.
  31. Ahoniemi, Katja & Lanne, Markku, 2007. "Joint Modeling of Call and Put Implied Volatility," MPRA Paper 6318, University Library of Munich, Germany.
  32. Lanne, Markku & Luoto, Jani, 2007. "Robustness of the Risk-Return Relationship in the U.S. Stock Market," MPRA Paper 3879, University Library of Munich, Germany.
  33. Markku Lanne & Helmut Lütkepohl, 2006. "Identifying Monetary Policy Shocks via Changes in Volatility," CESifo Working Paper Series 1744, CESifo.
  34. Markku Lanne, 2006. "Forecasting Realized Volatility by Decomposition," Economics Working Papers ECO2006/20, European University Institute.
  35. Markku Lanne & Helmut Lütkepohl, 2006. "Structural Vector Autoregressions with Nonnormal Residuals," CESifo Working Paper Series 1651, CESifo.
  36. Markku Lanne, 2006. "A Mixture Multiplicative Error Model for Realized Volatility," Economics Working Papers ECO2006/3, European University Institute.
  37. Markku Lanne & Timo Vesalay, 2005. "The Effect of a Transaction Tax on Exchange Rate Volatility," Economics Working Papers ECO2005/19, European University Institute.
  38. Markku Lanne & Pentti Saikkonen, 2005. "Modeling Conditional Skewness in Stock Returns," Economics Working Papers ECO2005/14, European University Institute.
  39. Lanne, Markku & Saikkonen, Pentti, 2005. "A Multivariate Generalized Orthogonal Factor GARCH Model," MPRA Paper 23714, University Library of Munich, Germany.
  40. Pentti Saikkonen & Markku Lanne, 2004. "A Skewed GARCH-in-Mean Model: An Application to U.S. Stock Returns," Econometric Society 2004 North American Summer Meetings 469, Econometric Society.
  41. Jokivuolle, Esa & Lanne, Markku, 2004. "Trading Nokia: the roles of the Helsinki vs the New York stock exchanges," Bank of Finland Research Discussion Papers 26/2004, Bank of Finland.
  42. Markku Lanne, 2004. "Nonlinear dynamics of interest rate and inflation," Macroeconomics 0405014, University Library of Munich, Germany.
  43. Markku Lanne & Matti Liski, 2003. "Trends and Breaks in per-capita Carbon Dioxide Emissions, 1870-2028," Working Papers 0302, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
  44. Lanne, Markku & Saikkonen, Pentti, 2002. "Nonlinear GARCH models for highly persistent volatility," SFB 373 Discussion Papers 2002,20, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  45. Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2002. "Comparison of Unit Root Tests for Time Series with Level Shifts," MPRA Paper 76035, University Library of Munich, Germany.
  46. Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2001. "Test procedures for unit roots in time series with level shifts at unknown time," SFB 373 Discussion Papers 2001,39, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  47. Lanne, Markku & Lütkepohl, Helmut, 2001. "Unit root tests for time series with level shifts: A comparison of different proposals," SFB 373 Discussion Papers 2001,5, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  48. Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2001. "Unit root tests in the presence of innovational outliers," SFB 373 Discussion Papers 2001,82, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  49. Markku Lanne & Pentti Saikkonen, 2001. "Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes," CeNDEF Workshop Papers, January 2001 PO5, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  50. Lanne, M., 2000. "Testing the Predictability of Stock Returns," University of Helsinki, Department of Economics 488, Department of Economics.
  51. Lanne, Markku & Saikkonen, Pentti, 2000. "Reducing size distortions of parametric stationarity tests," SFB 373 Discussion Papers 2000,12, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  52. Lanne, M. & Saikkonen, P., 2000. "Threshold Autoregression for Strongly Autocorrelated Time Series," University of Helsinki, Department of Economics 489, Department of Economics.
  53. Markku Lanne, 2000. "Testing The Expectations Hypothesis Of The Term Structure Of Interest Rates In The Presence Of A Potential Regime Shift," Computing in Economics and Finance 2000 294, Society for Computational Economics.

Articles

  1. Markku Lanne & Keyan Liu & Jani Luoto, 2023. "Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1341-1351, October.
  2. Markku Lanne & Jani Luoto, 2021. "GMM Estimation of Non-Gaussian Structural Vector Autoregression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 69-81, January.
  3. Markku Lanne & Jani Luoto, 2020. "Identification of Economic Shocks by Inequality Constraints in Bayesian Structural Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 425-452, April.
  4. Markku Lanne & Jani Luoto, 2019. "A comment on ‘on inflation expectations in the NKPC model’," Empirical Economics, Springer, vol. 57(6), pages 1865-1867, December.
  5. Markku Lanne & Jani Luoto, 2018. "Data†Driven Identification Constraints for DSGE Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(2), pages 236-258, April.
  6. Markku Lanne & Jani Luoto, 2017. "A New Time‐Varying Parameter Autoregressive Model for U.S. Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(5), pages 969-995, August.
  7. Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2017. "Identification and estimation of non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, vol. 196(2), pages 288-304.
  8. Markku Lanne & Henri Nyberg, 2016. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(4), pages 595-603, August.
  9. Markku Lanne & Jani Luoto, 2016. "Noncausal Bayesian Vector Autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1392-1406, November.
  10. Lanne Markku, 2015. "Noncausality and inflation persistence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(4), pages 469-481, September.
  11. Markku Lanne & Jani Luoto, 2014. "Does Output Gap, Labour's Share or Unemployment Rate Drive Inflation?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(5), pages 715-726, October.
  12. Lanne, Markku & Luoto, Jani, 2013. "Autoregression-based estimation of the new Keynesian Phillips curve," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 561-570.
  13. Markku Lanne & Mika Meitz & Pentti Saikkonen, 2013. "Testing for Linear and Nonlinear Predictability of Stock Returns," Journal of Financial Econometrics, Oxford University Press, vol. 11(4), pages 682-705, September.
  14. Lanne, Markku & Saikkonen, Pentti, 2013. "Noncausal Vector Autoregression," Econometric Theory, Cambridge University Press, vol. 29(3), pages 447-481, June.
  15. HelinÄ LaakkOnen & Markku Lanne, 2013. "The Relevance Of Accuracy For The Impact Of Macroeconomic News On Exchange Rate Volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(4), pages 339-351, October.
  16. Ahoniemi, Katja & Lanne, Markku, 2013. "Overnight stock returns and realized volatility," International Journal of Forecasting, Elsevier, vol. 29(4), pages 592-604.
  17. Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2012. "Optimal forecasting of noncausal autoregressive time series," International Journal of Forecasting, Elsevier, vol. 28(3), pages 623-631.
  18. Henri Nyberg & Markku Lanne & Erkka Saarinen, 2012. "Does noncausality help in forecasting economic time series?," Economics Bulletin, AccessEcon, vol. 32(4), pages 2849-2859.
  19. Lanne, Markku & Luoto, Jani, 2012. "Has US inflation really become harder to forecast?," Economics Letters, Elsevier, vol. 115(3), pages 383-386.
  20. Markku Lanne & Arto Luoma & Jani Luoto, 2012. "Bayesian Model Selection And Forecasting In Noncausal Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 812-830, August.
  21. Lanne Markku & Saikkonen Pentti, 2011. "Noncausal Autoregressions for Economic Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-32, October.
  22. Markku Lanne & Pentti Saikkonen, 2011. "GMM Estimation with Non‐causal Instruments," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(5), pages 581-592, October.
  23. Lanne, Markku & Lütkepohl, Helmut, 2010. "Structural Vector Autoregressions With Nonnormal Residuals," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 159-168.
  24. Lanne, Markku & Lütkepohl, Helmut & Maciejowska, Katarzyna, 2010. "Structural vector autoregressions with Markov switching," Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 121-131, February.
  25. Markku Lanne & Timo Vesala, 2010. "The effect of a transaction tax on exchange rate volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 123-133.
  26. Ahoniemi, Katja & Lanne, Markku, 2009. "Joint modeling of call and put implied volatility," International Journal of Forecasting, Elsevier, vol. 25(2), pages 239-258.
  27. Markku Lanne, 2009. "Properties of Market-Based and Survey Macroeconomic Forecasts for Different Data Releases," Economics Bulletin, AccessEcon, vol. 29(3), pages 2231-2240.
  28. Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009. "A naïve sticky information model of households' inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1332-1344, June.
  29. Laakkonen Helinä & Lanne Markku, 2009. "Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(1), pages 1-38, December.
  30. Lanne, Markku & Luoto, Jani, 2008. "Robustness of the risk-return relationship in the U.S. stock market," Finance Research Letters, Elsevier, vol. 5(2), pages 118-127, June.
  31. Markku Lanne & Helmut L‹Tkepohl, 2008. "Identifying Monetary Policy Shocks via Changes in Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1131-1149, September.
  32. Lanne, Markku, 2007. "Forecasting realized exchange rate volatility by decomposition," International Journal of Forecasting, Elsevier, vol. 23(2), pages 307-320.
  33. Markku Lanne & Saikkonen Pentti, 2007. "Modeling Conditional Skewness in Stock Returns," The European Journal of Finance, Taylor & Francis Journals, vol. 13(8), pages 691-704.
  34. Lanne, Markku & Saikkonen, Pentti, 2007. "A Multivariate Generalized Orthogonal Factor GARCH Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 61-75, January.
  35. Lanne, Markku & Saikkonen, Pentti, 2006. "Why is it so difficult to uncover the risk-return tradeoff in stock returns?," Economics Letters, Elsevier, vol. 92(1), pages 118-125, July.
  36. Markku Lanne, 2006. "Nonlinear dynamics of interest rate and inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1157-1168.
  37. Markku Lanne, 2006. "A Mixture Multiplicative Error Model for Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 594-616.
  38. Markku Lanne & Pentti Saikkonen, 2005. "Non-linear GARCH models for highly persistent volatility," Econometrics Journal, Royal Economic Society, vol. 8(2), pages 251-276, July.
  39. Markku Lanne and Matti Liski, 2004. "Trends and Breaks in Per-Capita Carbon Dioxide Emissions, 1870-2028," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4), pages 41-66.
  40. Markku Lanne, 2003. "Testing the Expectations Hypothesis of the Term Structure of Interest Rates in the Presence of a Potential Regime Shift," Manchester School, University of Manchester, vol. 71(s1), pages 54-67, September.
  41. Markku Lanne & Pentti Saikkonen, 2003. "Reducing size distortions of parametric stationarity tests," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(4), pages 423-439, July.
  42. Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2003. "Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(1), pages 91-115, February.
  43. Markku Lanne & Pentti Saikkonen, 2003. "Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes," Journal of Financial Econometrics, Oxford University Press, vol. 1(1), pages 96-125.
  44. Markku Lanne, 2002. "Testing The Predictability Of Stock Returns," The Review of Economics and Statistics, MIT Press, vol. 84(3), pages 407-415, August.
  45. Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2002. "Comparison of unit root tests for time series with level shifts," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(6), pages 667-685, November.
  46. Lanne, Markku & Saikkonen, Pentti, 2002. "Threshold Autoregressions for Strongly Autocorrelated Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 282-289, April.
  47. Lanne, Markku & Lutkepohl, Helmut, 2002. "Unit root tests for time series with level shifts: a comparison of different proposals," Economics Letters, Elsevier, vol. 75(1), pages 109-114, March.
  48. Markku Lanne, 2001. "Near unit root and the relationship between inflation and interest rates: A reexamination of the Fisher effect," Empirical Economics, Springer, vol. 26(2), pages 357-366.
  49. Markku Lanne, 2000. "Near unit roots, cointegration, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 513-529.
  50. Markku Lanne, 1999. "Near Unit Roots And The Predictive Power Of Yield Spreads For Changes In Long-Term Interest Rates," The Review of Economics and Statistics, MIT Press, vol. 81(3), pages 393-398, August.
  51. Markku Lanne, 1995. "Co-integration and the term structure of Finnish short-term interest rates," Finnish Economic Papers, Finnish Economic Association, vol. 8(1), pages 3-16, Spring.

Chapters

  1. Markku Lanne & Jani Luoto, 2022. "Statistical Identification of Economic Shocks by Signs in Structural Vector Autoregression," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 165-175, Emerald Group Publishing Limited.
    RePEc:eme:aeco11:s0731-90532022000044a006 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors
  12. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  17. h-index
  18. Number of Registered Citing Authors
  19. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  20. Number of Journal Pages, Weighted by Simple Impact Factor
  21. Number of Journal Pages, Weighted by Number of Authors
  22. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  23. Wu-Index
  24. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 41 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (27) 2001-09-10 2004-05-16 2004-10-30 2006-02-12 2006-02-12 2006-05-20 2006-09-11 2007-12-19 2008-04-29 2008-06-13 2008-06-13 2009-01-17 2009-02-28 2010-07-17 2010-07-17 2010-07-17 2010-07-17 2011-04-09 2012-03-14 2012-10-20 2013-03-30 2014-04-05 2014-06-28 2015-04-19 2015-08-30 2016-02-04 2016-03-06. Author is listed
  2. NEP-ETS: Econometric Time Series (27) 2001-09-10 2004-10-30 2006-02-12 2006-02-12 2006-04-08 2006-05-20 2006-09-11 2006-09-11 2007-12-19 2008-04-29 2008-06-13 2009-01-17 2009-02-28 2010-07-17 2010-07-17 2010-07-17 2010-07-17 2011-04-30 2012-03-14 2012-04-10 2012-09-30 2013-03-30 2013-03-30 2014-04-05 2014-06-28 2015-04-19 2016-02-04. Author is listed
  3. NEP-CBA: Central Banking (13) 2006-08-05 2006-09-11 2006-09-11 2008-04-29 2008-05-10 2008-06-13 2008-06-13 2009-01-17 2009-02-28 2010-07-17 2010-07-17 2011-04-09 2014-09-05. Author is listed
  4. NEP-MAC: Macroeconomics (13) 2006-02-12 2006-08-05 2006-09-11 2007-07-13 2008-04-29 2008-05-10 2008-06-13 2011-04-09 2011-04-30 2012-10-20 2014-04-05 2014-09-05 2015-08-30. Author is listed
  5. NEP-FOR: Forecasting (12) 2006-05-20 2006-09-11 2007-07-13 2007-12-19 2010-07-17 2010-07-17 2011-04-30 2012-03-14 2012-09-30 2014-04-05 2014-06-28 2016-03-06. Author is listed
  6. NEP-FMK: Financial Markets (7) 2006-02-12 2006-05-20 2006-09-11 2006-09-11 2007-07-13 2008-04-21 2015-08-30. Author is listed
  7. NEP-MON: Monetary Economics (7) 2004-05-16 2006-08-05 2006-09-11 2008-06-13 2013-03-30 2013-03-30 2014-09-05. Author is listed
  8. NEP-FIN: Finance (5) 2004-10-30 2006-02-12 2006-05-20 2006-09-11 2006-09-11. Author is listed
  9. NEP-ORE: Operations Research (5) 2009-02-28 2010-07-17 2010-07-17 2010-07-17 2014-06-28. Author is listed
  10. NEP-RMG: Risk Management (4) 2004-10-30 2006-02-12 2007-07-13 2008-04-21
  11. NEP-IFN: International Finance (3) 2006-09-11 2006-09-11 2008-04-21
  12. NEP-MST: Market Microstructure (3) 2006-09-11 2006-09-11 2008-04-21
  13. NEP-BEC: Business Economics (1) 2009-01-17
  14. NEP-CFN: Corporate Finance (1) 2006-02-12
  15. NEP-DGE: Dynamic General Equilibrium (1) 2016-03-06
  16. NEP-GER: German Papers (1) 2015-08-30
  17. NEP-OPM: Open Economy Macroeconomics (1) 2008-04-21
  18. NEP-PBE: Public Economics (1) 2006-09-11

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