Publications
by members of
Helsinki Center for Economic Research (HECER)
Helsinki, Finland
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Books |
Working papers
2022
- Haavio, Markus & Ripatti, Antti & Takalo, Tuomas, 2022. "Public funding of banks and firms in a time of crisis," Bank of Finland Research Discussion Papers 8/2022, Bank of Finland.
2019
- Mika Meitz & Pentti Saikkonen, 2019.
"Subgeometrically ergodic autoregressions,"
Papers
1904.07089, arXiv.org, revised Mar 2020.
- Meitz, Mika & Saikkonen, Pentti, 2022. "Subgeometrically Ergodic Autoregressions," Econometric Theory, Cambridge University Press, vol. 38(5), pages 959-985, October.
- Mika Meitz & Pentti Saikkonen, 2019. "Subgeometric ergodicity and $\beta$-mixing," Papers 1904.07103, arXiv.org, revised Apr 2019.
2018
- Mika Meitz & Daniel Preve & Pentti Saikkonen, 2018.
"A mixture autoregressive model based on Student's $t$-distribution,"
Papers
1805.04010, arXiv.org.
- Mika Meitz & Daniel Preve & Pentti Saikkonen, 2023. "A mixture autoregressive model based on Student’s t–distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(2), pages 499-515, January.
- Mika Meitz & Daniel Preve & Pentti Saikkonen, 2018. "A mixture autoregressive model based on Student’s t–distribution," GRU Working Paper Series GRU_2018_013, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Helmut Lütkepohl & Mika Meitz & Aleksei NetŠunajev & Pentti Saikkonen, 2018.
"Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models,"
Discussion Papers of DIW Berlin
1764, DIW Berlin, German Institute for Economic Research.
- Lütkepohl, Helmut & Meitz, Mika & Netšunajev, Aleksei & Saikkonen, Pentti, 2021. "Testing identification via heteroskedasticity in structural vector autoregressive models," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 24(1), pages 1-22.
- Helmut Lütkepohl & Mika Meitz & Aleksei Netšunajev & Pentti Saikkonen, 2021. "Testing identification via heteroskedasticity in structural vector autoregressive models," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 1-22.
2017
- Mika Meitz & Pentti Saikkonen, 2017.
"Testing for observation-dependent regime switching in mixture autoregressive models,"
Papers
1711.03959, arXiv.org.
- Meitz, Mika & Saikkonen, Pentti, 2021. "Testing for observation-dependent regime switching in mixture autoregressive models," Journal of Econometrics, Elsevier, vol. 222(1), pages 601-624.
- Nyholm, Juho, 2017. "Residual-based diagnostic tests for noninvertible ARMA models," MPRA Paper 81033, University Library of Munich, Germany.
2016
- Haavio, Markus & Ripatti, Antti & Takalo, Tuomas, 2016. "Saving Wall Street or main street," Bank of Finland Research Discussion Papers 12/2016, Bank of Finland.
- Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Bank of Finland Research Discussion Papers 16/2016, Bank of Finland.
- Kar, Ashim Kumar, 2016. "Aid and Human Development: Is There A Role for Good Policy Environment?," MPRA Paper 95433, University Library of Munich, Germany, revised 2018.
2015
- Fabio Verona & Juha Kilponen & Seppo Orjasniemi & Antti Ripatti, 2015. "Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo," EcoMod2015 8441, EcoMod.
- 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.
- 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.
- 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.
- Sarlin, Peter & Laina, Patrizio & Nyholm, Juho, 2015.
"Leading indicators of systemic banking crises: Finland in a panel of EU countries,"
Working Paper Series
1758, European Central Bank.
- Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Review of Financial Economics, Elsevier, vol. 24(C), pages 18-35.
2014
- Kumar Kar, Ashim & Bali Swain, Ranjula, 2014.
"Competition, performance and portfolio quality in microfinance markets,"
Working Paper Series
2014:8, Uppsala University, Department of Economics.
- Ashim Kumar Kar & Ranjula Bali Swain, 2018. "Competition, Performance and Portfolio Quality in Microfinance Markets," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 30(5), pages 842-870, December.
- Markku Lanne & Jani Luoto, 2014.
"Noncausal Bayesian Vector Autoregression,"
CREATES Research Papers
2014-07, Department of Economics and Business Economics, Aarhus University.
- Markku Lanne & Jani Luoto, 2016. "Noncausal Bayesian Vector Autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1392-1406, November.
- 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.
2013
- 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.
2012
- Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2012.
"Testing for predictability in a noninvertible ARMA model,"
MPRA Paper
37151, University Library of Munich, Germany.
- 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.
- Mika Meitz & Pentti Saikkonen, 2012.
"Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity,"
Koç University-TUSIAD Economic Research Forum Working Papers
1226, Koc University-TUSIAD Economic Research Forum.
- Meitz, Mika & Saikkonen, Pentti, 2013. "Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 227-255.
- Kohonen, Anssi, 2012. "On detection of volatility spillovers in simultaneously open stock markets," MPRA Paper 37504, University Library of Munich, Germany.
- Kohonen, Anssi, 2012.
"Transmission of Government Default Risk in the Eurozone,"
MPRA Paper
43823, University Library of Munich, Germany.
- Kohonen, Anssi, 2014. "Transmission of government default risk in the eurozone," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 71-85.
- Lanne, Markku & Luoto, Jani, 2012.
"Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?,"
MPRA Paper
41820, University Library of Munich, Germany.
- 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.
2011
- Lanne, Markku & Luoto, Jani, 2011.
"Autoregression-Based Estimation of the New Keynesian Phillips Curve,"
MPRA Paper
29801, University Library of Munich, Germany.
- 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.
- Klaus Kultti & Mats Godenhielm, 2011.
"Directed search with endogenous capacity,"
2011 Meeting Papers
1025, Society for Economic Dynamics.
- Godenhielm Mats & Kultti Klaus, 2015. "Directed Search with Endogenous Capacity," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 15(2), pages 211-249, July.
2010
- Mika Meitz & Pentti Saikkonen, 2010.
"A note on the geometric ergodicity of a nonlinear AR–ARCH model,"
Koç University-TUSIAD Economic Research Forum Working Papers
1003, Koc University-TUSIAD Economic Research Forum.
- Meitz, Mika & Saikkonen, Pentti, 2010. "A note on the geometric ergodicity of a nonlinear AR-ARCH model," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 631-638, April.
- , & Terviö, Marko, 2010.
"Income Distribution and Housing Prices: An Assignment Model Approach,"
CEPR Discussion Papers
7945, C.E.P.R. Discussion Papers.
- Määttänen, Niku & Terviö, Marko, 2014. "Income distribution and housing prices: An assignment model approach," Journal of Economic Theory, Elsevier, vol. 151(C), pages 381-410.
- Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2010.
"Optimal Forecasting of Noncausal Autoregressive Time Series,"
MPRA Paper
23648, University Library of Munich, Germany.
- 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.
- Lanne, Markku & Luoto, Jani, 2010.
"Has U.S. Inflation Really Become Harder to Forecast?,"
MPRA Paper
29992, University Library of Munich, Germany.
- Lanne, Markku & Luoto, Jani, 2012. "Has US inflation really become harder to forecast?," Economics Letters, Elsevier, vol. 115(3), pages 383-386.
2009
- Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009.
"Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models,"
MPRA Paper
23646, University Library of Munich, Germany.
- 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.
2008
- Kilponen, Juha & Kinnunen, Helvi & Ripatti, Antti, 2008.
"Population Ageing in a Small Open Economy - Some Policy Experiments With a Tractable General Equilibrium Model,"
Conference papers
331801, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Kilponen, Juha & Kinnunen, Helvi & Ripatti, Antti, 2006. "Population ageing in a small open economy: some policy experiments with a tractable general equilibrium model," Bank of Finland Research Discussion Papers 28/2006, Bank of Finland.
- Mika Meitz & Pentti Saikkonen, 2008.
"Parameter estimation in nonlinear AR-GARCH models,"
Economics Series Working Papers
396, University of Oxford, Department of Economics.
- Meitz, Mika & Saikkonen, Pentti, 2011. "Parameter Estimation In Nonlinear Ar–Garch Models," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1236-1278, December.
- Mika Meitz & Pentti Saikkonen, 2008. "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers ECO2008/25, European University Institute.
- Mika Meitz & Pentti Saikkonen, 2010. "Parameter estimation in nonlinear AR–GARCH models," Koç University-TUSIAD Economic Research Forum Working Papers 1002, Koc University-TUSIAD Economic Research Forum.
- Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," CREATES Research Papers 2008-30, Department of Economics and Business Economics, Aarhus University.
- Ernesto Dal Bó & Marko Terviö, 2008.
"Self-Esteem, Moral Capital, and Wrongdoing,"
NBER Working Papers
14508, National Bureau of Economic Research, Inc.
- Ernesto Dal Bó & Marko Terviö, 2013. "Self-Esteem, Moral Capital, And Wrongdoing," Journal of the European Economic Association, European Economic Association, vol. 11(3), pages 599-663, June.
- Marko Tervio & Ernesto Dal Bo, 2008. "Self-esteem, Moral Capital, and Wrongdoing," 2008 Meeting Papers 245, Society for Economic Dynamics.
- Marko Terviö & Pauli Murto, 2008. "Exit Options and Dividend Policy under Liquidity Constraints," 2008 Meeting Papers 798, Society for Economic Dynamics.
- Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008.
"A Naïve Sticky Information Model of Households’ Inflation Expectations,"
MPRA Paper
8663, University Library of Munich, Germany.
- 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.
2007
- 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.
- 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.
2006
- Kilponen, Juha & Ripatti, Antti, 2006. "Labour and product market competition in a small open economy – Simulation results using a DGE model of the Finnish economy," Bank of Finland Research Discussion Papers 5/2006, Bank of Finland.
- Juha Kilponen & Helvi Kinnunen & Antti Ripatti, 2006. "Demographic Uncertainty and Labour Market Imperfections in Small Open Economy," Computing in Economics and Finance 2006 227, Society for Computational Economics.
- Meitz, Mika & Saikkonen, Pentti, 2006.
"Stability of nonlinear AR-GARCH models,"
SSE/EFI Working Paper Series in Economics and Finance
632, Stockholm School of Economics.
- Mika Meitz & Pentti Saikkonen, 2008. "Stability of nonlinear AR‐GARCH models," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(3), pages 453-475, May.
- Mika Meitz & Pentti Saikkonen & University of Helsinki, 2007. "Stability of nonlinear AR-GARCH models," Economics Series Working Papers 328, University of Oxford, Department of Economics.
- MEITZ, Mika & SAIKKONEN, Pentti, 2006. "Stability of nonlinear AR-GARCH models," LIDAM Discussion Papers CORE 2006078, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Tervio, Marko, 2006. "Career-Hopping: Learning and Turnover in an Imperfect Labor Market," Institute for Research on Labor and Employment, Working Paper Series qt7jq2v066, Institute of Industrial Relations, UC Berkeley.
2005
- Meitz, Mika, 2005.
"A necessary and sufficient condition for the strict stationarity of a family of GARCH processes,"
SSE/EFI Working Paper Series in Economics and Finance
601, Stockholm School of Economics.
- Meitz, Mika, 2006. "A Necessary And Sufficient Condition For The Strict Stationarity Of A Family Of Garch Processes," Econometric Theory, Cambridge University Press, vol. 22(5), pages 985-988, October.
- Tervio, Marko, 2005. "Overworked and Overpaid: The Costs of Learning by Doing," Institute for Research on Labor and Employment, Working Paper Series qt0d838888, Institute of Industrial Relations, UC Berkeley.
2004
- Meitz, Mika & Teräsvirta, Timo, 2004.
"Evaluating models of autoregressive conditional duration,"
SSE/EFI Working Paper Series in Economics and Finance
557, Stockholm School of Economics, revised 13 Dec 2004.
- Meitz, Mika & Terasvirta, Timo, 2006. "Evaluating Models of Autoregressive Conditional Duration," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 104-124, January.
- Meitz, Mika & Saikkonen, Pentti, 2004.
"Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models,"
SSE/EFI Working Paper Series in Economics and Finance
573, Stockholm School of Economics, revised 20 Apr 2007.
- Meitz, Mika & Saikkonen, Pentti, 2008. "Ergodicity, Mixing, And Existence Of Moments Of A Class Of Markov Models With Applications To Garch And Acd Models," Econometric Theory, Cambridge University Press, vol. 24(5), pages 1291-1320, October.
- Mika Meitz & Pentti Saikkonen & University of Helsinki, 2007. "Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models," Economics Series Working Papers 327, University of Oxford, Department of Economics.
2003
- Tervio, Marko, 2003. "Mediocrity in Talent Markets," Institute for Research on Labor and Employment, Working Paper Series qt7411j2vx, Institute of Industrial Relations, UC Berkeley.
- Luoma, Arto & Luoto, Jani & Siivonen, Erkki, 2003. "Growth, Institutions and Productivity: An empirical analysis using the Bayesian approach," Research Reports 104, VATT Institute for Economic Research.
2001
- Ripatti, Antti & Vilmunen, Jouko, 2001. "Declining labour share: Evidence of a change in the underlying production technology," Bank of Finland Research Discussion Papers 10/2001, Bank of Finland.
2000
- Douglas A. Irwin & Marko Tervio, 2000.
"Does Trade Raise Income? Evidence from the Twentieth Century,"
NBER Working Papers
7745, National Bureau of Economic Research, Inc.
- Irwin, Douglas A. & Tervio, Marko, 2002. "Does trade raise income?: Evidence from the twentieth century," Journal of International Economics, Elsevier, vol. 58(1), pages 1-18, October.
1999
- Saikkonen, Pentti & Ripatti, Antti, 1999.
"On the estimation of Euler equations in the presence of a potential regime shift,"
Bank of Finland Research Discussion Papers
6/1999, Bank of Finland.
- Pentti Saikkonen & Antti Ripatti, 2000. "On the Estimation of Euler Equations in the Presence of a Potential Regime Shift," Manchester School, University of Manchester, vol. 68(s1), pages 92-121.
1998
- Ripatti, Antti & Saikkonen, Pentti, 1998. "Cointegrated vector autoregressive processes with continuous structural changes," Bank of Finland Research Discussion Papers 29/1998, Bank of Finland.
1997
- Ripatti, Antti, 1997. "Inflation targeting and the role of money in a model with sticky prices and sticky money," Bank of Finland Research Discussion Papers 17/1997, Bank of Finland.
- Ripatti, Antti, 1997. "Limited and full information estimation of the rational expectations demand for the money model: application to Finnish M1," Bank of Finland Research Discussion Papers 3/1997, Bank of Finland.
1996
- Ripatti, Antti, 1996.
"Stability of the demand for M1 and harmonized M3 in Finland,"
Bank of Finland Research Discussion Papers
18/1996, Bank of Finland.
- Antti Ripatti, 1998. "Stability of the demand for M1 and harmonized M3 in Finland," Empirical Economics, Springer, vol. 23(3), pages 317-337.
1995
- Ripatti, Antti, 1995. "Leading inflation indicators in Finland: pairwise analysis of Granger-causality and cointegration," Bank of Finland Research Discussion Papers 24/1995, Bank of Finland.
- Ripatti, Antti & Vilmunen, Jouko, 1995. "Relative prices and monetary policy information variables: Long run evidence from Finland," Bank of Finland Research Discussion Papers 32/1995, Bank of Finland.
Journal articles
2021
- Lütkepohl, Helmut & Meitz, Mika & Netšunajev, Aleksei & Saikkonen, Pentti, 2021.
"Testing identification via heteroskedasticity in structural vector autoregressive models,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 24(1), pages 1-22.
- Helmut Lütkepohl & Mika Meitz & Aleksei Netšunajev & Pentti Saikkonen, 2021. "Testing identification via heteroskedasticity in structural vector autoregressive models," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 1-22.
- Helmut Lütkepohl & Mika Meitz & Aleksei NetŠunajev & Pentti Saikkonen, 2018. "Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models," Discussion Papers of DIW Berlin 1764, DIW Berlin, German Institute for Economic Research.
- Meitz, Mika & Saikkonen, Pentti, 2021.
"Testing for observation-dependent regime switching in mixture autoregressive models,"
Journal of Econometrics, Elsevier, vol. 222(1), pages 601-624.
- Mika Meitz & Pentti Saikkonen, 2017. "Testing for observation-dependent regime switching in mixture autoregressive models," Papers 1711.03959, arXiv.org.
2018
- Ashim Kumar Kar & Ranjula Bali Swain, 2018. "Are microfinance markets monopolistic?," Applied Economics, Taylor & Francis Journals, vol. 50(1), pages 1-14, January.
- Kar, Ashim Kumar & Rahman, Sanzidur, 2018. "Changes in total factor productivity and efficiency of microfinance institutions in the developing world: A non-parametric approach," Economic Analysis and Policy, Elsevier, vol. 60(C), pages 103-118.
- Ashim Kumar Kar & Ranjula Bali Swain, 2018.
"Competition, Performance and Portfolio Quality in Microfinance Markets,"
The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 30(5), pages 842-870, December.
- Kumar Kar, Ashim & Bali Swain, Ranjula, 2014. "Competition, performance and portfolio quality in microfinance markets," Working Paper Series 2014:8, Uppsala University, Department of Economics.
2017
- 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.
- 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.
- Ashim Kumar Kar, 2017. "Income Smoothing, Capital Management and Provisioning Behaviour of Microfinance Institutions: A Study Using Global Panel Data," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 29(1), pages 108-126, January.
2016
- Kalliovirta, Leena & Meitz, Mika & Saikkonen, Pentti, 2016. "Gaussian mixture vector autoregression," Journal of Econometrics, Elsevier, vol. 192(2), pages 485-498.
- Ashim Kumar Kar, 2016. "Measuring competition in microfinance markets: a new approach," International Review of Applied Economics, Taylor & Francis Journals, vol. 30(4), pages 423-440, July.
2015
- Leena Kalliovirta & Mika Meitz & Pentti Saikkonen, 2015. "A Gaussian Mixture Autoregressive Model for Univariate Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(2), pages 247-266, March.
- Godenhielm Mats & Kultti Klaus, 2015.
"Directed Search with Endogenous Capacity,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 15(2), pages 211-249, July.
- Klaus Kultti & Mats Godenhielm, 2011. "Directed search with endogenous capacity," 2011 Meeting Papers 1025, Society for Economic Dynamics.
- Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2015.
"Leading indicators of systemic banking crises: Finland in a panel of EU countries,"
Review of Financial Economics, Elsevier, vol. 24(C), pages 18-35.
- Sarlin, Peter & Laina, Patrizio & Nyholm, Juho, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Working Paper Series 1758, European Central Bank.
2014
- Ashim Kumar Kar & Ranjula Bali Swain, 2014. "Interest Rates and Financial Performance of Microfinance Institutions: Recent Global Evidence," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 26(1), pages 87-106, January.
- Kohonen, Anssi, 2014.
"Transmission of government default risk in the eurozone,"
Journal of International Money and Finance, Elsevier, vol. 47(C), pages 71-85.
- Kohonen, Anssi, 2012. "Transmission of Government Default Risk in the Eurozone," MPRA Paper 43823, University Library of Munich, Germany.
- 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.
- Lanne, Markku & Luoto, Jani, 2012. "Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?," MPRA Paper 41820, University Library of Munich, Germany.
2013
- Meitz, Mika & Saikkonen, Pentti, 2013.
"Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity,"
Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 227-255.
- Mika Meitz & Pentti Saikkonen, 2012. "Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity," Koç University-TUSIAD Economic Research Forum Working Papers 1226, Koc University-TUSIAD Economic Research Forum.
- 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.
- Ashim Kumar Kar, 2013. "Mission drift in microfinance: are the concerns really worrying? Recent cross-country results," International Review of Applied Economics, Taylor & Francis Journals, vol. 27(1), pages 44-60, January.
- Kohonen, Anssi, 2013. "On detection of volatility spillovers in overlapping stock markets," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 140-158.
- 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.
- Lanne, Markku & Luoto, Jani, 2011. "Autoregression-Based Estimation of the New Keynesian Phillips Curve," MPRA Paper 29801, University Library of Munich, Germany.
2012
- Ashim Kumar Kar, 2012. "Does capital and financing structure have any relevance to the performance of microfinance institutions?," International Review of Applied Economics, Taylor & Francis Journals, vol. 26(3), pages 329-348, March.
- 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.
- Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2010. "Optimal Forecasting of Noncausal Autoregressive Time Series," MPRA Paper 23648, University Library of Munich, Germany.
- Lanne, Markku & Luoto, Jani, 2012.
"Has US inflation really become harder to forecast?,"
Economics Letters, Elsevier, vol. 115(3), pages 383-386.
- Lanne, Markku & Luoto, Jani, 2010. "Has U.S. Inflation Really Become Harder to Forecast?," MPRA Paper 29992, University Library of Munich, Germany.
- 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.
- Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009. "Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models," MPRA Paper 23646, University Library of Munich, Germany.
2011
- Meitz, Mika & Saikkonen, Pentti, 2011.
"Parameter Estimation In Nonlinear Ar–Garch Models,"
Econometric Theory, Cambridge University Press, vol. 27(6), pages 1236-1278, December.
- Mika Meitz & Pentti Saikkonen, 2008. "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers ECO2008/25, European University Institute.
- Mika Meitz & Pentti Saikkonen, 2010. "Parameter estimation in nonlinear AR–GARCH models," Koç University-TUSIAD Economic Research Forum Working Papers 1002, Koc University-TUSIAD Economic Research Forum.
- Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," Economics Series Working Papers 396, University of Oxford, Department of Economics.
- Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," CREATES Research Papers 2008-30, Department of Economics and Business Economics, Aarhus University.
- Marko Terviö, 2011. "Divisions within Academia: Evidence from Faculty Hiring and Placement," The Review of Economics and Statistics, MIT Press, vol. 93(3), pages 1053-1062, August.
- Luoto, Jani, 2011. "Aggregate infrastructure capital stock and long-run growth: Evidence from Finnish data," Journal of Development Economics, Elsevier, vol. 94(2), pages 181-191, March.
2010
- Meitz, Mika & Saikkonen, Pentti, 2010.
"A note on the geometric ergodicity of a nonlinear AR-ARCH model,"
Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 631-638, April.
- Mika Meitz & Pentti Saikkonen, 2010. "A note on the geometric ergodicity of a nonlinear AR–ARCH model," Koç University-TUSIAD Economic Research Forum Working Papers 1003, Koc University-TUSIAD Economic Research Forum.
2009
- Arto Luoma & Jani Luoto, 2009. "Modelling the general public's inflation expectations using the Michigan survey data," Applied Economics, Taylor & Francis Journals, vol. 41(10), pages 1311-1320.
- 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.
- Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008. "A Naïve Sticky Information Model of Households’ Inflation Expectations," MPRA Paper 8663, University Library of Munich, Germany.
2008
- Ripatti, Antti, 2008. "'A dynamic new Keynesian life-cycle model: Societal aging, demographics, and monetary policy' by Ippei Fujiwara and Yuki Teranishi. A comment," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2507-2511, August.
- Mika Meitz & Pentti Saikkonen, 2008.
"Stability of nonlinear AR‐GARCH models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 29(3), pages 453-475, May.
- Mika Meitz & Pentti Saikkonen & University of Helsinki, 2007. "Stability of nonlinear AR-GARCH models," Economics Series Working Papers 328, University of Oxford, Department of Economics.
- Meitz, Mika & Saikkonen, Pentti, 2006. "Stability of nonlinear AR-GARCH models," SSE/EFI Working Paper Series in Economics and Finance 632, Stockholm School of Economics.
- MEITZ, Mika & SAIKKONEN, Pentti, 2006. "Stability of nonlinear AR-GARCH models," LIDAM Discussion Papers CORE 2006078, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Meitz, Mika & Saikkonen, Pentti, 2008.
"Ergodicity, Mixing, And Existence Of Moments Of A Class Of Markov Models With Applications To Garch And Acd Models,"
Econometric Theory, Cambridge University Press, vol. 24(5), pages 1291-1320, October.
- Meitz, Mika & Saikkonen, Pentti, 2004. "Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models," SSE/EFI Working Paper Series in Economics and Finance 573, Stockholm School of Economics, revised 20 Apr 2007.
- Mika Meitz & Pentti Saikkonen & University of Helsinki, 2007. "Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models," Economics Series Working Papers 327, University of Oxford, Department of Economics.
- Marko Tervio, 2008. "The Difference That CEOs Make: An Assignment Model Approach," American Economic Review, American Economic Association, vol. 98(3), pages 642-668, June.
- 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.
- 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.
- Mats Godenhielm & Klaus Kultti, 2008. "In a Herd? Herding with costly observation and an unknown number of predecessors," Finnish Economic Papers, Finnish Economic Association, vol. 21(2), pages 95-103, Autumn.
2006
- Jalava Jukka & Pohjola Matti & Ripatti Antti & Vilmunen Jouko, 2006. "Biased Technical Change and Capital-Labour Substitution in Finland, 1902-2003," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(1), pages 1-20, April.
- Meitz, Mika & Terasvirta, Timo, 2006.
"Evaluating Models of Autoregressive Conditional Duration,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 104-124, January.
- Meitz, Mika & Teräsvirta, Timo, 2004. "Evaluating models of autoregressive conditional duration," SSE/EFI Working Paper Series in Economics and Finance 557, Stockholm School of Economics, revised 13 Dec 2004.
- Meitz, Mika, 2006.
"A Necessary And Sufficient Condition For The Strict Stationarity Of A Family Of Garch Processes,"
Econometric Theory, Cambridge University Press, vol. 22(5), pages 985-988, October.
- Meitz, Mika, 2005. "A necessary and sufficient condition for the strict stationarity of a family of GARCH processes," SSE/EFI Working Paper Series in Economics and Finance 601, Stockholm School of Economics.
- Marko Terviö, 2006. "Transfer Fee Regulations and Player Development," Journal of the European Economic Association, MIT Press, vol. 4(5), pages 957-987, September.
2002
- Irwin, Douglas A. & Tervio, Marko, 2002.
"Does trade raise income?: Evidence from the twentieth century,"
Journal of International Economics, Elsevier, vol. 58(1), pages 1-18, October.
- Douglas A. Irwin & Marko Tervio, 2000. "Does Trade Raise Income? Evidence from the Twentieth Century," NBER Working Papers 7745, National Bureau of Economic Research, Inc.
2001
- Ripatti, Antti & , Pentti, 2001. "Vector Autoregressive Processes With Nonlinear Time Trends In Cointegrating Relations," Macroeconomic Dynamics, Cambridge University Press, vol. 5(4), pages 577-597, September.
2000
- Pentti Saikkonen & Antti Ripatti, 2000.
"On the Estimation of Euler Equations in the Presence of a Potential Regime Shift,"
Manchester School, University of Manchester, vol. 68(s1), pages 92-121.
- Saikkonen, Pentti & Ripatti, Antti, 1999. "On the estimation of Euler equations in the presence of a potential regime shift," Bank of Finland Research Discussion Papers 6/1999, Bank of Finland.
1999
- Luukkonen, Ritva & Ripatti, Antti & Saikkonen, Pentti, 1999. "Testing for a Valid Normalization of Cointegrating Vectors in Vector Autoregressive Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(2), pages 195-204, April.
1998
- Antti Ripatti, 1998.
"Stability of the demand for M1 and harmonized M3 in Finland,"
Empirical Economics, Springer, vol. 23(3), pages 317-337.
- Ripatti, Antti, 1996. "Stability of the demand for M1 and harmonized M3 in Finland," Bank of Finland Research Discussion Papers 18/1996, Bank of Finland.
Books
2014
- Haldrup, Niels & Meitz, Mika & Saikkonen, Pentti (ed.), 2014. "Essays in Nonlinear Time Series Econometrics," OUP Catalogue, Oxford University Press, number 9780199679959, December.
1998
- Ripatti, Antti, 1998. "Demand for money in inflation-targeting monetary policy," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm1998_013, March.