Publications
by members of
Helsinki Center for Economic Research (HECER)
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, Bank of Finland, number 8/2022.
- Markus Haavio & Antti Ripatti & Tuomas Takalo, 2025, "Public Funding of Banks and Firms in a Time of Crisis," International Journal of Central Banking, International Journal of Central Banking, volume 21, issue 4, pages 39-134, October.
2019
- Mika Meitz & Pentti Saikkonen, 2019, "Subgeometrically ergodic autoregressions," Papers, arXiv.org, number 1904.07089, Apr, revised Mar 2020.
- Meitz, Mika & Saikkonen, Pentti, 2022, "Subgeometrically Ergodic Autoregressions," Econometric Theory, Cambridge University Press, volume 38, issue 5, pages 959-985, October.
- Mika Meitz & Pentti Saikkonen, 2019, "Subgeometric ergodicity and $\beta$-mixing," Papers, arXiv.org, number 1904.07103, Apr, revised Apr 2019.
2018
- Mika Meitz & Daniel Preve & Pentti Saikkonen, 2018, "A mixture autoregressive model based on Student's $t$-distribution," Papers, arXiv.org, number 1805.04010, May.
- 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, volume 52, issue 2, pages 499-515, January, DOI: 10.1080/03610926.2021.1916531.
- Mika Meitz & Daniel Preve & Pentti Saikkonen, 2018, "A mixture autoregressive model based on Student’s t–distribution," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_013, Jun.
- Helmut Lütkepohl & Mika Meitz & Aleksei NetŠunajev & Pentti Saikkonen, 2018, "Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1764.
- Helmut Lütkepohl & Mika Meitz & Aleksei Netšunajev & Pentti Saikkonen, 2021, "Testing identification via heteroskedasticity in structural vector autoregressive models," The Econometrics Journal, Royal Economic Society, volume 24, issue 1, pages 1-22.
- 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, volume 24, issue 1, pages 1-22, DOI: 10.1093/ectj/utaa008.
2017
- Mika Meitz & Pentti Saikkonen, 2017, "Testing for observation-dependent regime switching in mixture autoregressive models," Papers, arXiv.org, number 1711.03959, Nov.
- Meitz, Mika & Saikkonen, Pentti, 2021, "Testing for observation-dependent regime switching in mixture autoregressive models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 601-624, DOI: 10.1016/j.jeconom.2020.04.048.
- Nyholm, Juho, 2017, "Residual-based diagnostic tests for noninvertible ARMA models," MPRA Paper, University Library of Munich, Germany, number 81033, Aug.
2016
- Kar, Ashim Kumar, 2016, "Aid and Human Development: Is There A Role for Good Policy Environment?," MPRA Paper, University Library of Munich, Germany, number 95433, revised 2018.
- Haavio, Markus & Ripatti, Antti & Takalo, Tuomas, 2016, "Saving Wall Street or main street," Bank of Finland Research Discussion Papers, Bank of Finland, number 12/2016.
- Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016, "The Aino 2.0 model," Bank of Finland Research Discussion Papers, Bank of Finland, number 16/2016.
2015
- Markku Lanne & Jani Luoto, 2015, "Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-37, Aug.
- Markku Lanne & Mika Meitz & Pentti Saikkonen, 2015, "Identification and estimation of non-Gaussian structural vector autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-16, Mar.
- Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2017, "Identification and estimation of non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 288-304, DOI: 10.1016/j.jeconom.2016.06.002.
- Sarlin, Peter & Laina, Patrizio & Nyholm, Juho, 2015, "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Working Paper Series, European Central Bank, number 1758, Feb.
- 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, volume 24, issue C, pages 18-35, DOI: 10.1016/j.rfe.2014.12.002.
- 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, EcoMod, number 8441, Jul.
2014
- Kumar Kar, Ashim & Bali Swain, Ranjula, 2014, "Competition, performance and portfolio quality in microfinance markets," Working Paper Series, Uppsala University, Department of Economics, number 2014:8, Oct.
- 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), volume 30, issue 5, pages 842-870, December, DOI: 10.1057/s41287-018-0135-6.
- Markku Lanne & Jani Luoto, 2014, "Noncausal Bayesian Vector Autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-07, Mar.
- Markku Lanne & Jani Luoto, 2016, "Noncausal Bayesian Vector Autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 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, Department of Economics and Business Economics, Aarhus University, number 2014-26, Aug.
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, DIW Berlin, German Institute for Economic Research, number 1285.
2012
- Kohonen, Anssi, 2012, "On detection of volatility spillovers in simultaneously open stock markets," MPRA Paper, University Library of Munich, Germany, number 37504, Mar.
- Kohonen, Anssi, 2012, "Transmission of Government Default Risk in the Eurozone," MPRA Paper, University Library of Munich, Germany, number 43823, Dec.
- Kohonen, Anssi, 2014, "Transmission of government default risk in the eurozone," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 71-85, DOI: 10.1016/j.jimonfin.2014.04.006.
- Lanne, Markku & Luoto, Jani, 2012, "Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?," MPRA Paper, University Library of Munich, Germany, number 41820.
- 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, volume 76, issue 5, pages 715-726, October.
- Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2012, "Testing for predictability in a noninvertible ARMA model," MPRA Paper, University Library of Munich, Germany, number 37151.
- Markku Lanne & Mika Meitz & Pentti Saikkonen, 2012, "Testing for Predictability in a Noninvertible ARMA Model," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1225, Sep.
- 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, Koc University-TUSIAD Economic Research Forum, number 1226, Sep.
- Meitz, Mika & Saikkonen, Pentti, 2013, "Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity," Journal of Multivariate Analysis, Elsevier, volume 114, issue C, pages 227-255, DOI: 10.1016/j.jmva.2012.07.015.
2011
- Klaus Kultti & Mats Godenhielm, 2011, "Directed search with endogenous capacity," 2011 Meeting Papers, Society for Economic Dynamics, number 1025.
- Godenhielm Mats & Kultti Klaus, 2015, "Directed Search with Endogenous Capacity," The B.E. Journal of Theoretical Economics, De Gruyter, volume 15, issue 2, pages 211-249, July, DOI: 10.1515/bejte-2014-0006.
- Lanne, Markku & Luoto, Jani, 2011, "Autoregression-Based Estimation of the New Keynesian Phillips Curve," MPRA Paper, University Library of Munich, Germany, number 29801, Mar.
- Lanne, Markku & Luoto, Jani, 2013, "Autoregression-based estimation of the new Keynesian Phillips curve," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 3, pages 561-570, DOI: 10.1016/j.jedc.2012.09.008.
2010
- Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2010, "Optimal Forecasting of Noncausal Autoregressive Time Series," MPRA Paper, University Library of Munich, Germany, number 23648, Feb.
- Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2012, "Optimal forecasting of noncausal autoregressive time series," International Journal of Forecasting, Elsevier, volume 28, issue 3, pages 623-631, DOI: 10.1016/j.ijforecast.2011.08.003.
- Lanne, Markku & Luoto, Jani, 2010, "Has U.S. Inflation Really Become Harder to Forecast?," MPRA Paper, University Library of Munich, Germany, number 29992.
- Lanne, Markku & Luoto, Jani, 2012, "Has US inflation really become harder to forecast?," Economics Letters, Elsevier, volume 115, issue 3, pages 383-386, DOI: 10.1016/j.econlet.2011.12.088.
- 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, Koc University-TUSIAD Economic Research Forum, number 1003, Jan.
- Meitz, Mika & Saikkonen, Pentti, 2010, "A note on the geometric ergodicity of a nonlinear AR-ARCH model," Statistics & Probability Letters, Elsevier, volume 80, issue 7-8, pages 631-638, April.
- , & Terviö, Marko, 2010, "Income Distribution and Housing Prices: An Assignment Model Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 7945, Aug.
- Määttänen, Niku & Terviö, Marko, 2014, "Income distribution and housing prices: An assignment model approach," Journal of Economic Theory, Elsevier, volume 151, issue C, pages 381-410, DOI: 10.1016/j.jet.2014.01.003.
2009
- Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009, "Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 23646, Sep.
- Markku Lanne & Arto Luoma & Jani Luoto, 2012, "Bayesian Model Selection And Forecasting In Noncausal Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 5, pages 812-830, August.
2008
- Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008, "A Naïve Sticky Information Model of Households’ Inflation Expectations," MPRA Paper, University Library of Munich, Germany, number 8663.
- Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009, "A naïve sticky information model of households' inflation expectations," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 6, pages 1332-1344, June.
- Mika Meitz & Pentti Saikkonen, 2008, "Parameter estimation in nonlinear AR-GARCH models," Economics Series Working Papers, University of Oxford, Department of Economics, number 396, Jun.
- Meitz, Mika & Saikkonen, Pentti, 2011, "Parameter Estimation In Nonlinear Ar–Garch Models," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1236-1278, December.
- Mika Meitz & Pentti Saikkonen, 2008, "Parameter estimation in nonlinear AR-GARCH models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-30, Jun.
- Mika Meitz & Pentti Saikkonen, 2008, "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers, European University Institute, number ECO2008/25.
- Mika Meitz & Pentti Saikkonen, 2010, "Parameter estimation in nonlinear AR–GARCH models," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1002, Jan.
- 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, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331801.
- 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, Bank of Finland, number 28/2006.
- Ernesto Dal Bó & Marko Tervio, 2008, "Self-Esteem, Moral Capital, and Wrongdoing," NBER Working Papers, National Bureau of Economic Research, Inc, number 14508, Nov.
- Ernesto Dal Bó & Marko Terviö, 2013, "Self-Esteem, Moral Capital, And Wrongdoing," Journal of the European Economic Association, European Economic Association, volume 11, issue 3, pages 599-663, June.
- Marko Tervio & Ernesto Dal Bo, 2008, "Self-esteem, Moral Capital, and Wrongdoing," 2008 Meeting Papers, Society for Economic Dynamics, number 245.
- Marko Terviö & Pauli Murto, 2008, "Exit Options and Dividend Policy under Liquidity Constraints," 2008 Meeting Papers, Society for Economic Dynamics, number 798.
2007
- Lanne, Markku & Luoto, Jani, 2007, "Robustness of the Risk-Return Relationship in the U.S. Stock Market," MPRA Paper, University Library of Munich, Germany, number 3879.
- Lanne, Markku & Luoto, Jani, 2008, "Robustness of the risk-return relationship in the U.S. stock market," Finance Research Letters, Elsevier, volume 5, issue 2, pages 118-127, June.
2006
- Meitz, Mika & Saikkonen, Pentti, 2006, "Stability of nonlinear AR-GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 632, Jun.
- Mika Meitz & Pentti Saikkonen, 2008, "Stability of nonlinear AR‐GARCH models," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 3, pages 453-475, May, DOI: 10.1111/j.1467-9892.2007.00562.x.
- MEITZ, Mika & SAIKKONEN, Pentti, 2006, "Stability of nonlinear AR-GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006078, Sep.
- Mika Meitz & Pentti Saikkonen & University of Helsinki, 2007, "Stability of nonlinear AR-GARCH models," Economics Series Working Papers, University of Oxford, Department of Economics, number 328, May.
- Juha Kilponen & Helvi Kinnunen & Antti Ripatti, 2006, "Demographic Uncertainty and Labour Market Imperfections in Small Open Economy," Computing in Economics and Finance 2006, Society for Computational Economics, number 227, Jul.
- 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, Bank of Finland, number 5/2006.
- Tervio, Marko, 2006, "Career-Hopping: Learning and Turnover in an Imperfect Labor Market," Institute for Research on Labor and Employment, Working Paper Series, Institute of Industrial Relations, UC Berkeley, number qt7jq2v066, Mar.
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, Stockholm School of Economics, number 601, Jul.
- Meitz, Mika, 2006, "A Necessary And Sufficient Condition For The Strict Stationarity Of A Family Of Garch Processes," Econometric Theory, Cambridge University Press, volume 22, issue 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, Institute of Industrial Relations, UC Berkeley, number qt0d838888, Apr.
2004
- Meitz, Mika & Teräsvirta, Timo, 2004, "Evaluating models of autoregressive conditional duration," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 557, Mar, revised 13 Dec 2004.
- Meitz, Mika & Terasvirta, Timo, 2006, "Evaluating Models of Autoregressive Conditional Duration," Journal of Business & Economic Statistics, American Statistical Association, volume 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, Stockholm School of Economics, number 573, Oct, 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, volume 24, issue 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, University of Oxford, Department of Economics, number 327, May.
2003
- Luoma, Arto & Luoto, Jani & Siivonen, Erkki, 2003, "Growth, Institutions and Productivity: An empirical analysis using the Bayesian approach," Research Reports, VATT Institute for Economic Research, number 104.
- Tervio, Marko, 2003, "Mediocrity in Talent Markets," Institute for Research on Labor and Employment, Working Paper Series, Institute of Industrial Relations, UC Berkeley, number qt7411j2vx, Nov.
2001
- Ripatti, Antti & Vilmunen, Jouko, 2001, "Declining labour share: Evidence of a change in the underlying production technology," Bank of Finland Research Discussion Papers, Bank of Finland, number 10/2001.
2000
- Douglas A. Irwin & Marko Tervio, 2000, "Does Trade Raise Income? Evidence from the Twentieth Century," NBER Working Papers, National Bureau of Economic Research, Inc, number 7745, Jun.
- Irwin, Douglas A. & Tervio, Marko, 2002, "Does trade raise income?: Evidence from the twentieth century," Journal of International Economics, Elsevier, volume 58, issue 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, Bank of Finland, number 6/1999.
- Pentti Saikkonen & Antti Ripatti, 2000, "On the Estimation of Euler Equations in the Presence of a Potential Regime Shift," Manchester School, University of Manchester, volume 68, issue s1, pages 92-121, DOI: 10.1111/1467-9957.68.s1.6.
1998
- Ripatti, Antti & Saikkonen, Pentti, 1998, "Cointegrated vector autoregressive processes with continuous structural changes," Bank of Finland Research Discussion Papers, Bank of Finland, number 29/1998.
1997
- 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, Bank of Finland, number 3/1997.
- 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, Bank of Finland, number 17/1997.
1996
- Ripatti, Antti, 1996, "Stability of the demand for M1 and harmonized M3 in Finland," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/1996.
- Antti Ripatti, 1998, "Stability of the demand for M1 and harmonized M3 in Finland," Empirical Economics, Springer, volume 23, issue 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, Bank of Finland, number 24/1995.
- Ripatti, Antti & Vilmunen, Jouko, 1995, "Relative prices and monetary policy information variables: Long run evidence from Finland," Bank of Finland Research Discussion Papers, Bank of Finland, number 32/1995.
Journal articles
2025
- Markus Haavio & Antti Ripatti & Tuomas Takalo, 2025, "Public Funding of Banks and Firms in a Time of Crisis," International Journal of Central Banking, International Journal of Central Banking, volume 21, issue 4, pages 39-134, October.
- Haavio, Markus & Ripatti, Antti & Takalo, Tuomas, 2022, "Public funding of banks and firms in a time of crisis," Bank of Finland Research Discussion Papers, Bank of Finland, number 8/2022.
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, volume 24, issue 1, pages 1-22, DOI: 10.1093/ectj/utaa008.
- Helmut Lütkepohl & Mika Meitz & Aleksei Netšunajev & Pentti Saikkonen, 2021, "Testing identification via heteroskedasticity in structural vector autoregressive models," The Econometrics Journal, Royal Economic Society, volume 24, issue 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, DIW Berlin, German Institute for Economic Research, number 1764.
- Meitz, Mika & Saikkonen, Pentti, 2021, "Testing for observation-dependent regime switching in mixture autoregressive models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 601-624, DOI: 10.1016/j.jeconom.2020.04.048.
- Mika Meitz & Pentti Saikkonen, 2017, "Testing for observation-dependent regime switching in mixture autoregressive models," Papers, arXiv.org, number 1711.03959, Nov.
2018
- Ashim Kumar Kar & Ranjula Bali Swain, 2018, "Are microfinance markets monopolistic?," Applied Economics, Taylor & Francis Journals, volume 50, issue 1, pages 1-14, January, DOI: 10.1080/00036846.2017.1310999.
- 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, volume 60, issue C, pages 103-118, DOI: 10.1016/j.eap.2018.09.012.
- 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), volume 30, issue 5, pages 842-870, December, DOI: 10.1057/s41287-018-0135-6.
- Kumar Kar, Ashim & Bali Swain, Ranjula, 2014, "Competition, performance and portfolio quality in microfinance markets," Working Paper Series, Uppsala University, Department of Economics, number 2014:8, Oct.
2017
- 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), volume 29, issue 1, pages 108-126, January, DOI: 10.1057/ejdr.2015.81.
- Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2017, "Identification and estimation of non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, volume 196, issue 2, pages 288-304, DOI: 10.1016/j.jeconom.2016.06.002.
- Markku Lanne & Mika Meitz & Pentti Saikkonen, 2015, "Identification and estimation of non-Gaussian structural vector autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-16, Mar.
2016
- Ashim Kumar Kar, 2016, "Measuring competition in microfinance markets: a new approach," International Review of Applied Economics, Taylor & Francis Journals, volume 30, issue 4, pages 423-440, July, DOI: 10.1080/02692171.2015.1106445.
- Kalliovirta, Leena & Meitz, Mika & Saikkonen, Pentti, 2016, "Gaussian mixture vector autoregression," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 485-498, DOI: 10.1016/j.jeconom.2016.02.012.
2015
- Godenhielm Mats & Kultti Klaus, 2015, "Directed Search with Endogenous Capacity," The B.E. Journal of Theoretical Economics, De Gruyter, volume 15, issue 2, pages 211-249, July, DOI: 10.1515/bejte-2014-0006.
- Klaus Kultti & Mats Godenhielm, 2011, "Directed search with endogenous capacity," 2011 Meeting Papers, Society for Economic Dynamics, number 1025.
- Leena Kalliovirta & Mika Meitz & Pentti Saikkonen, 2015, "A Gaussian Mixture Autoregressive Model for Univariate Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 2, pages 247-266, March.
- 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, volume 24, issue C, pages 18-35, DOI: 10.1016/j.rfe.2014.12.002.
- Sarlin, Peter & Laina, Patrizio & Nyholm, Juho, 2015, "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Working Paper Series, European Central Bank, number 1758, Feb.
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), volume 26, issue 1, pages 87-106, January.
- Kohonen, Anssi, 2014, "Transmission of government default risk in the eurozone," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 71-85, DOI: 10.1016/j.jimonfin.2014.04.006.
- Kohonen, Anssi, 2012, "Transmission of Government Default Risk in the Eurozone," MPRA Paper, University Library of Munich, Germany, number 43823, Dec.
- 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, volume 76, issue 5, pages 715-726, October.
- Lanne, Markku & Luoto, Jani, 2012, "Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?," MPRA Paper, University Library of Munich, Germany, number 41820.
2013
- 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, volume 27, issue 1, pages 44-60, January, DOI: 10.1080/02692171.2012.700701.
- Kohonen, Anssi, 2013, "On detection of volatility spillovers in overlapping stock markets," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 140-158, DOI: 10.1016/j.jempfin.2013.04.005.
- Lanne, Markku & Luoto, Jani, 2013, "Autoregression-based estimation of the new Keynesian Phillips curve," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 3, pages 561-570, DOI: 10.1016/j.jedc.2012.09.008.
- Lanne, Markku & Luoto, Jani, 2011, "Autoregression-Based Estimation of the New Keynesian Phillips Curve," MPRA Paper, University Library of Munich, Germany, number 29801, Mar.
- Meitz, Mika & Saikkonen, Pentti, 2013, "Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity," Journal of Multivariate Analysis, Elsevier, volume 114, issue C, pages 227-255, DOI: 10.1016/j.jmva.2012.07.015.
- 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, Koc University-TUSIAD Economic Research Forum, number 1226, Sep.
- Markku Lanne & Mika Meitz & Pentti Saikkonen, 2013, "Testing for Linear and Nonlinear Predictability of Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 4, pages 682-705, September.
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, volume 26, issue 3, pages 329-348, March, DOI: 10.1080/02692171.2011.580267.
- Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2012, "Optimal forecasting of noncausal autoregressive time series," International Journal of Forecasting, Elsevier, volume 28, issue 3, pages 623-631, DOI: 10.1016/j.ijforecast.2011.08.003.
- Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2010, "Optimal Forecasting of Noncausal Autoregressive Time Series," MPRA Paper, University Library of Munich, Germany, number 23648, Feb.
- Lanne, Markku & Luoto, Jani, 2012, "Has US inflation really become harder to forecast?," Economics Letters, Elsevier, volume 115, issue 3, pages 383-386, DOI: 10.1016/j.econlet.2011.12.088.
- Lanne, Markku & Luoto, Jani, 2010, "Has U.S. Inflation Really Become Harder to Forecast?," MPRA Paper, University Library of Munich, Germany, number 29992.
- Markku Lanne & Arto Luoma & Jani Luoto, 2012, "Bayesian Model Selection And Forecasting In Noncausal Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 5, pages 812-830, August.
- Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009, "Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 23646, Sep.
2011
- Luoto, Jani, 2011, "Aggregate infrastructure capital stock and long-run growth: Evidence from Finnish data," Journal of Development Economics, Elsevier, volume 94, issue 2, pages 181-191, March.
- Meitz, Mika & Saikkonen, Pentti, 2011, "Parameter Estimation In Nonlinear Ar–Garch Models," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1236-1278, December.
- Mika Meitz & Pentti Saikkonen, 2008, "Parameter estimation in nonlinear AR-GARCH models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-30, Jun.
- Mika Meitz & Pentti Saikkonen, 2008, "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers, European University Institute, number ECO2008/25.
- Mika Meitz & Pentti Saikkonen, 2010, "Parameter estimation in nonlinear AR–GARCH models," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1002, Jan.
- Mika Meitz & Pentti Saikkonen, 2008, "Parameter estimation in nonlinear AR-GARCH models," Economics Series Working Papers, University of Oxford, Department of Economics, number 396, Jun.
- Marko Terviö, 2011, "Divisions within Academia: Evidence from Faculty Hiring and Placement," The Review of Economics and Statistics, MIT Press, volume 93, issue 3, pages 1053-1062, August.
2010
- Meitz, Mika & Saikkonen, Pentti, 2010, "A note on the geometric ergodicity of a nonlinear AR-ARCH model," Statistics & Probability Letters, Elsevier, volume 80, issue 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, Koc University-TUSIAD Economic Research Forum, number 1003, Jan.
2009
- Arto Luoma & Jani Luoto, 2009, "Modelling the general public's inflation expectations using the Michigan survey data," Applied Economics, Taylor & Francis Journals, volume 41, issue 10, pages 1311-1320, DOI: 10.1080/00036840701604339.
- Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009, "A naïve sticky information model of households' inflation expectations," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 6, pages 1332-1344, June.
- Lanne, Markku & Luoma, Arto & Luoto, Jani, 2008, "A Naïve Sticky Information Model of Households’ Inflation Expectations," MPRA Paper, University Library of Munich, Germany, number 8663.
2008
- Mats Godenhielm & Klaus Kultti, 2008, "In a Herd? Herding with costly observation and an unknown number of predecessors," Finnish Economic Papers, Finnish Economic Association, volume 21, issue 2, pages 95-103, Autumn.
- Lanne, Markku & Luoto, Jani, 2008, "Robustness of the risk-return relationship in the U.S. stock market," Finance Research Letters, Elsevier, volume 5, issue 2, pages 118-127, June.
- Lanne, Markku & Luoto, Jani, 2007, "Robustness of the Risk-Return Relationship in the U.S. Stock Market," MPRA Paper, University Library of Munich, Germany, number 3879.
- Mika Meitz & Pentti Saikkonen, 2008, "Stability of nonlinear AR‐GARCH models," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 3, pages 453-475, May, DOI: 10.1111/j.1467-9892.2007.00562.x.
- MEITZ, Mika & SAIKKONEN, Pentti, 2006, "Stability of nonlinear AR-GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006078, Sep.
- Meitz, Mika & Saikkonen, Pentti, 2006, "Stability of nonlinear AR-GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 632, Jun.
- Mika Meitz & Pentti Saikkonen & University of Helsinki, 2007, "Stability of nonlinear AR-GARCH models," Economics Series Working Papers, University of Oxford, Department of Economics, number 328, May.
- 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, volume 24, issue 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, Stockholm School of Economics, number 573, Oct, 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, University of Oxford, Department of Economics, number 327, May.
- 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, volume 32, issue 8, pages 2507-2511, August.
- Marko Tervio, 2008, "The Difference That CEOs Make: An Assignment Model Approach," American Economic Review, American Economic Association, volume 98, issue 3, pages 642-668, June.
2006
- Meitz, Mika & Terasvirta, Timo, 2006, "Evaluating Models of Autoregressive Conditional Duration," Journal of Business & Economic Statistics, American Statistical Association, volume 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, Stockholm School of Economics, number 557, Mar, 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, volume 22, issue 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, Stockholm School of Economics, number 601, Jul.
- 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, volume 6, issue 1, pages 1-20, April, DOI: 10.2202/1534-5998.1328.
- Marko Terviö, 2006, "Transfer Fee Regulations and Player Development," Journal of the European Economic Association, MIT Press, volume 4, issue 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, volume 58, issue 1, pages 1-18, October.
- Douglas A. Irwin & Marko Tervio, 2000, "Does Trade Raise Income? Evidence from the Twentieth Century," NBER Working Papers, National Bureau of Economic Research, Inc, number 7745, Jun.
2001
- Ripatti, Antti & , Pentti, 2001, "Vector Autoregressive Processes With Nonlinear Time Trends In Cointegrating Relations," Macroeconomic Dynamics, Cambridge University Press, volume 5, issue 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, volume 68, issue s1, pages 92-121, DOI: 10.1111/1467-9957.68.s1.6.
- 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, Bank of Finland, number 6/1999.
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, volume 17, issue 2, pages 195-204, April.
1998
- Antti Ripatti, 1998, "Stability of the demand for M1 and harmonized M3 in Finland," Empirical Economics, Springer, volume 23, issue 3, pages 317-337.
- Ripatti, Antti, 1996, "Stability of the demand for M1 and harmonized M3 in Finland," Bank of Finland Research Discussion Papers, Bank of Finland, number 18/1996.
Books
2014
- Haldrup, Niels & Meitz, Mika & Saikkonen, Pentti (ed.), 2014, "Essays in Nonlinear Time Series Econometrics," OUP Catalogue, Oxford University Press, number 9780199679959, ISBN: ARRAY(0x816bf8c0).
1998
- Ripatti, Antti, 1998, "Demand for money in inflation-targeting monetary policy," Bank of Finland Scientific Monographs, Bank of Finland, number sm1998_013, December.
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