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Jari Hännikäinen
(Jari Haennikaeinen)

Personal Details

First Name:Jari
Middle Name:
Last Name:Haennikaeinen
Suffix:
RePEc Short-ID:phn5
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http://www.uta.fi/jkk/yhteystiedot/kauppatiede/hannikainen.html

Affiliation

Kansantaloustieteen laitos
Johtamisen ja talouden tiedekunta
Tampereen Yliopisto

Tampere, Finland
https://www.tuni.fi/fi/tutustu-meihin/taloustiede
RePEc:edi:tlutafi (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kuusela, Annika & Hännikäinen, Jari, 2017. "What do the shadow rates tell us about future inflation?," MPRA Paper 80542, University Library of Munich, Germany.
  2. Hännikäinen, Jari, 2016. "The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment," MPRA Paper 71432, University Library of Munich, Germany.
  3. Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
  4. Hännikäinen, Jari, 2015. "Selection of an estimation window in the presence of data revisions and recent structural breaks," MPRA Paper 66759, University Library of Munich, Germany.
  5. Hännikäinen, Jari, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," MPRA Paper 56737, University Library of Munich, Germany.
  6. Hännikäinen, Jari, 2014. "Multi-step forecasting in the presence of breaks," MPRA Paper 55816, University Library of Munich, Germany.
  7. Hännikäinen, Jari, 2014. "The mortgage spread as a predictor of real-time economic activity," MPRA Paper 58360, University Library of Munich, Germany.
  8. Jari Hännikäinen, 2013. "Zero Lower Bound and Indicator Properties of Interest Rate Spreads," Working Papers 1390, Tampere University, School of Management and Business, Economics.

Articles

  1. Hännikäinen, Jari, 2017. "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1044-1064.
  2. Jari Hännikäinen, 2017. "The shadow rate as a predictor of real activity and inflation: evidence from a data-rich environment," Applied Economics Letters, Taylor & Francis Journals, vol. 24(8), pages 527-535, May.
  3. Hännikäinen Jari, 2017. "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
  4. Hännikäinen, Jari, 2015. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Review of Financial Economics, Elsevier, vol. 26(C), pages 47-54.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Kuusela, Annika & Hännikäinen, Jari, 2017. "What do the shadow rates tell us about future inflation?," MPRA Paper 80542, University Library of Munich, Germany.

    Cited by:

    1. Rémi Odry & Roman Mestre, 2021. "Monetary Policy and Business Cycle Synchronization in Europe," EconomiX Working Papers 2021-19, University of Paris Nanterre, EconomiX.
    2. Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2021. "The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20," CESifo Working Paper Series 9299, CESifo.

  2. Hännikäinen, Jari, 2014. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," MPRA Paper 56737, University Library of Munich, Germany.

    Cited by:

    1. Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.

Articles

  1. Hännikäinen, Jari, 2015. "Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads," Review of Financial Economics, Elsevier, vol. 26(C), pages 47-54.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 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-FOR: Forecasting (11) 2014-05-09 2014-06-22 2014-11-17 2015-06-20 2015-06-20 2015-06-20 2015-06-20 2015-09-26 2016-04-09 2016-11-27 2017-08-06. Author is listed
  2. NEP-MAC: Macroeconomics (10) 2014-06-22 2014-11-17 2015-06-20 2015-06-20 2015-06-20 2016-04-09 2016-05-21 2016-11-13 2016-11-13 2017-08-06. Author is listed
  3. NEP-MON: Monetary Economics (5) 2014-06-22 2015-06-20 2016-05-21 2016-11-13 2017-08-06. Author is listed
  4. NEP-CBA: Central Banking (3) 2014-06-22 2015-06-20 2015-06-20
  5. NEP-ETS: Econometric Time Series (3) 2014-05-09 2015-06-20 2015-09-26
  6. NEP-ECM: Econometrics (2) 2015-06-20 2016-11-27
  7. NEP-ORE: Operations Research (2) 2014-05-09 2015-06-20
  8. NEP-URE: Urban & Real Estate Economics (2) 2014-11-17 2015-06-20

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