Antti Ripatti
Personal Details
| First Name: | Antti |
| Middle Name: | |
| Last Name: | Ripatti |
| Suffix: | |
| RePEc Short-ID: | pri16 |
| [This author has chosen not to make the email address public] | |
| http://www.ripatti.net | |
| Economics PO Box 17 (Arkadiankatu 7) FIN-00014 University of Helsinki FINLAND | |
| +358505203679 | |
| Terminal Degree: | 1998 (from RePEc Genealogy) |
Affiliation
(32%) Politiikan ja Talouden Tutkimuksen Laitos
Valtiotieteellinen tiedekunta
Helsingin Yliopisto
Helsinki, Finlandhttp://www.helsinki.fi/politiikkajatalous/
RePEc:edi:valhefi (more details at EDIRC)
(32%) Helsinki Center for Economic Research (HECER)
Helsinki, Finlandhttp://www.hecer.fi/
RePEc:edi:hecerfi (more details at EDIRC)
(32%) Suomen Pankki
Helsinki, Finlandhttps://www.bof.fi/
RePEc:edi:bofgvfi (more details at EDIRC)
(4%) Helsinki Graduate School of Economics
Helsinki, Finlandhttps://www.helsinkigse.fi/
RePEc:edi:hgsehfi (more details at EDIRC)
Research output
Jump to: Working papers Articles BooksWorking papers
- 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.
- 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, vol. 21(4), pages 39-134, October.
- 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.
- Haavio, Markus & Ripatti, Antti & Takalo, Tuomas, 2016. "Saving Wall Street or main street," Bank of Finland Research Discussion Papers 12/2016, Bank of Finland.
- Haavio, Markus & Ripatti, Antti & Takalo, Tuomas, 2016. "Saving Wall Street or main street," Bank of Finland Research Discussion Papers 12/2016, Bank of Finland.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Ripatti, Antti & Saikkonen, Pentti, 1998. "Cointegrated vector autoregressive processes with continuous structural changes," Bank of Finland Research Discussion Papers 29/1998, 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.
- 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. "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, 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.
- 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.
- 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, 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.
repec:bof:bofrdp:1997_003 is not listed on IDEAS
repec:bof:bofrdp:1998_029 is not listed on IDEAS
repec:bof:bofrdp:2006_028 is not listed on IDEAS
repec:bof:bofrdp:1995_032 is not listed on IDEAS
repec:bof:bofrdp:2016_016 is not listed on IDEAS
repec:bof:bofrdp:2001_010 is not listed on IDEAS
Articles
- 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, vol. 21(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 8/2022, Bank of Finland.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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
- Ripatti, Antti, 1998. "Demand for money in inflation-targeting monetary policy," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm1998_013, December.
- Ripatti, Antti, 1998. "Demand for money in inflation-targeting monetary policy," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm1998_013, December.
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
- Haavio, Markus & Ripatti, Antti & Takalo, Tuomas, 2016.
"Saving Wall Street or main street,"
Bank of Finland Research Discussion Papers
12/2016, Bank of Finland.
Cited by:
- Silvo, Aino, 2018. "Information and credit cycles: Causes and consequences of financial instability," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number e52, December.
- Haavio, Markus & Ripatti, Antti & Takalo, Tuomas, 2016.
"Saving Wall Street or main street,"
Bank of Finland Research Discussion Papers
12/2016, Bank of Finland.
Cited by:
- Aino Silvo, 2019. "The Interaction of Monetary and Macroprudential Policies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 859-894, June.
- Silvo, Aino, 2018. "Information and credit cycles: Causes and consequences of financial instability," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number e52, December.
- Chang, Roberto & Fernández, Andrés & Gulan, Adam, 2017.
"Bond finance, bank credit, and aggregate fluctuations in an open economy,"
Journal of Monetary Economics, Elsevier, vol. 85(C), pages 90-109.
- Chang, Roberto & Fernández, Andrés & Gulan, Adam, 2016. "Bond finance, bank credit, and aggregate fluctuations in an open economy," Bank of Finland Research Discussion Papers 22/2016, Bank of Finland.
- Chang, Roberto & Fernandez, Andres & Gulan, Adam, 2016. "Bond Finance, Bank Credit, and Aggregate Fluctuations in an Open Economy," IDB Publications (Working Papers) 7805, Inter-American Development Bank.
- Roberto Chang & Andrés Fernández & Adam Gulan, 2016. "Bond Finance, Bank Credit, and Aggregate Fluctuations in an Open Economy," NBER Working Papers 22377, National Bureau of Economic Research, Inc.
- 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.
Cited by:
- Kinnunen, Helvi, 2008. "Government funds and demographic transition: alleviating ageing costs in a small open economy," Bank of Finland Research Discussion Papers 21/2008, Bank of Finland.
- 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.
Cited by:
- Dieppe, Alistair & Mourinho Félix, Ricardo & Marchiori, Luca & Grech, Owen & Albani, Maria & Lalouette, Laure & Kulikov, Dmitry & Papadopoulou, Niki & Sideris, Dimitris & Irac, Delphine & Gordo Mora, , 2015. "Public debt, population ageing and medium-term growth," Occasional Paper Series 165, European Central Bank.
- Christian Dreger & Manuel Artís & Rosina Moreno & Raúl Ramos & Jordi Suriñach, 2007. "Study on the feasibility of a tool to measure the macroeconomic impact of structural reforms," European Economy - Economic Papers 2008 - 2015 272, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Muhammad Rahman, 2008. "Demographic Uncertainty and Welfare in a Life-Cycle Model Under Alternative Public Pension Systems," CAEPR Working Papers 2008-024, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Tim Schwarzmüller & Nikolai Stähler, 2013.
"Reforming the labor market and improving competitiveness: an analysis for Spain using FiMod,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 4(4), pages 437-471, November.
- Schwarzmüller, Tim & Stähler, Nikolai, 2011. "Reforming the labor market and improving competitiveness: An analysis for Spain using FiMod," Discussion Paper Series 1: Economic Studies 2011,28, Deutsche Bundesbank.
- Obstbaum, Meri & Oinonen, Sami & Pönkä, Harri & Vanhala, Juuso & Vilmi, Lauri, 2023. "Transmission of recent shocks in a labour-DSGE model with wage rigidity," BoF Economics Review 1/2023, Bank of Finland.
- Vanda Almeida & Gabriela Castro & Ricardo Mourinho Félix & José R. Maria, 2013.
"Fiscal Consolidation in a Small Euro-Area Economy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(4), pages 1-38, December.
- Gabriela Castro & José R. Maria, 2011. "Fiscal consolidation in a small euro area economy," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Gabriela Castro & José R. Maria & Vanda Almeida, 2011. "Fiscal Consolidation in a Small Euro Area Economy," Working Papers w201105, Banco de Portugal, Economics and Research Department.
- Gulan, Adam, 2018. "Paradise lost? A brief history of DSGE macroeconomics," Bank of Finland Research Discussion Papers 22/2018, Bank of Finland.
- McAdam, Peter & Straub, Roland & Coenen, Günter, 2007.
"Tax reform and labour-market performance in the euro area: a simulation-based analysis using the New Area-Wide Model,"
Working Paper Series
747, European Central Bank.
- Coenen, Günter & McAdam, Peter & Straub, Roland, 2008. "Tax reform and labour-market performance in the euro area: A simulation-based analysis using the New Area-Wide Model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2543-2583, August.
- Gabriela Castro & José R. Maria & Paulo Júlio, 2013. "Inside PESSOA -A Detailed Description of the Model," Working Papers w201316, Banco de Portugal, Economics and Research Department.
- Gabriela Castro & José R. Maria, 2010. "Fiscal Stimulus in a Small Euro Area Economy," Working Papers w201016, Banco de Portugal, Economics and Research Department.
- 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.
- Janos Varga & Werner Roeger & Jan in’t Veld, 2014.
"Growth effects of structural reforms in Southern Europe: the case of Greece, Italy, Spain and Portugal,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(2), pages 323-363, May.
- Janos Varga & Werner Roeger & Jan in 't Veld, 2013. "Growth Effects of Structural Reforms in Southern Europe: The case of Greece, Italy, Spain and Portugal," European Economy - Economic Papers 2008 - 2015 511, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Mourinho Félix, Ricardo & Almeida, Vanda & Castro, Gabriela, 2008.
"Improving competition in the non-tradable goods and labour markets: the Portuguese case,"
MPRA Paper
13945, University Library of Munich, Germany.
- Vanda Almeida & Gabriela Castro & Ricardo Félix, 2010. "Improving competition in the non-tradable goods and labour markets: the Portuguese case," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 9(3), pages 163-193, December.
- Gabriela Castro, 2008. "Improving Competition in the Non-Tradable Goods and Labour Markets: The Portuguese Case," Working Papers w200816, Banco de Portugal, Economics and Research Department.
- Francesca D'Auria & Andrea Pagano & Marco Ratto & Janos Varga, 2009. "A comparison of structural reform scenarios across the EU member states - Simulation-based analysis using the QUEST model with endogenous growth," European Economy - Economic Papers 2008 - 2015 392, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Martin Seneca, 2010. "A DSGE model for Iceland," Economics wp50, Department of Economics, Central bank of Iceland.
- Gabriela Castro & José R. Maria & Paulo Júlio & Ricardo Mourinho Félix, 2015.
"Unpleasant debt dynamics: Can fiscal consolidations raise debt ratios?,"
Working Papers
w201501, Banco de Portugal, Economics and Research Department.
- Castro, Gabriela & Félix, Ricardo M. & Júlio, Paulo & Maria, José R., 2015. "Unpleasant debt dynamics: Can fiscal consolidations raise debt ratios?," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 276-294.
- 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.
- Koskinen Hannu & Vilmunen Jouko, 2017. "Implications for Aggregate Inflation of Sectoral Asymmetries : Generalizing Woodford," Working Papers 1716, Tampere University, Faculty of Management and Business, Economics.
- Annabelle Mourougane & Lukas Vogel, 2008.
"Speed of Adjustment to Selected Labour Market and Tax Reforms,"
OECD Economics Department Working Papers
647, OECD Publishing.
- Annabelle Mourougane & Lukas Vogel, 2009. "Speed of Adjustment to Selected Labour Market and Tax Reforms," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 51(4), pages 500-519, December.
- José Alves, 2018. "A DSGE Model to Evaluate the Macroeconomic Impacts of Taxation," Working Papers REM 2018/62, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Markku Lehmus, 2009. "Labour Taxation and Employment: An Analysis with a Macroeconomic Model for the Finnish Economy," Working Papers 249, Työn ja talouden tutkimus LABORE, The Labour Institute for Economic Research LABORE.
- Disdier, Anne-Célia & Head, Keith, 2008.
"The Puzzling Persistence of the Distance Effect on Bilateral Trade,"
Conference papers
331805, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Anne-Celia Disdier & Keith Head, 2004. "The Puzzling Persistence of the Distance Effect on Bilateral Trade," Development Working Papers 186, Centro Studi Luca d'Agliano, University of Milano.
- Anne-Célia Disdier & Keith Head, 2008. "The puzzling persistence of the distance effect on bilateral trade," Post-Print hal-01172854, HAL.
- Anne-Célia Disdier & Keith Head, 2008. "The Puzzling Persistence of the Distance Effect on Bilateral Trade," The Review of Economics and Statistics, MIT Press, vol. 90(1), pages 37-48, February.
- Copaciu, Mihai & Nalban, Valeriu & Bulete, Cristian, 2015. "R.E.M. 2.0, An estimated DSGE model for Romania," Dynare Working Papers 48, CEPREMAP.
- Annabelle Mourougane & Lukas Vogel, 2008. "Short-Term Distributional Effects of Structural Reforms: Selected Simulations in a DGSE Framework," OECD Economics Department Working Papers 648, OECD Publishing.
- Eilev Jansen, 2013.
"Wealth effects on consumption in financial crises: the case of Norway,"
Empirical Economics, Springer, vol. 45(2), pages 873-904, October.
- Eilev S. Jansen, 2010. "Wealth effects on consumption in financial crises: the case of Norway," Discussion Papers 616, Statistics Norway, Research Department.
- Koskinen Hannu & Vilmunen Jouko, 2018. "Implications for Aggregate Inflation of Sectoral Asymmetries: An Empirical Implication," Working Papers 1818, Tampere University, Faculty of Management and Business, Economics.
- 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.
Cited by:
- Mourinho Félix, Ricardo & Almeida, Vanda & Castro, Gabriela, 2008.
"Improving competition in the non-tradable goods and labour markets: the Portuguese case,"
MPRA Paper
13945, University Library of Munich, Germany.
- Vanda Almeida & Gabriela Castro & Ricardo Félix, 2010. "Improving competition in the non-tradable goods and labour markets: the Portuguese case," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 9(3), pages 163-193, December.
- Gabriela Castro, 2008. "Improving Competition in the Non-Tradable Goods and Labour Markets: The Portuguese Case," Working Papers w200816, Banco de Portugal, Economics and Research Department.
- 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.
- Ippei Fujiwara & Yuki Teranishi, 2007.
"A Dynamic New Keynesian Life-Cycle Model: Societal Ageing, Demographics and Monetary Policy,"
IMES Discussion Paper Series
07-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
- Fujiwara, Ippei & Teranishi, Yuki, 2008. "A dynamic new Keynesian life-cycle model: Societal aging, demographics, and monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2398-2427, August.
- Mourinho Félix, Ricardo & Almeida, Vanda & Castro, Gabriela, 2008.
"Improving competition in the non-tradable goods and labour markets: the Portuguese case,"
MPRA Paper
13945, University Library of Munich, Germany.
- 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.
Cited by:
- Obstbaum, Meri & Oinonen, Sami & Pönkä, Harri & Vanhala, Juuso & Vilmi, Lauri, 2023. "Transmission of recent shocks in a labour-DSGE model with wage rigidity," BoF Economics Review 1/2023, Bank of Finland.
- Gulan, Adam, 2018. "Paradise lost? A brief history of DSGE macroeconomics," Bank of Finland Research Discussion Papers 22/2018, Bank of Finland.
- 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.
Cited by:
- Wenhan Ren & Jing Ni & Wen Jiao & Yan Li, 2023. "Explore the key factors of sustainable development: A bibliometric and visual analysis of technological progress," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(1), pages 492-509, February.
- 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.
- 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.
Cited by:
- Juan Carlos Parra‐Alvarez & Olaf Posch & Andreas Schrimpf, 2022.
"Peso problems in the estimation of the C‐CAPM,"
Quantitative Economics, Econometric Society, vol. 13(1), pages 259-313, January.
- Schrimpf, Paul & Parra-Alvarez, Juan Carlos & Posch, Olaf, 2021. "Peso Problems in the Estimation of the C-CAPM," CEPR Discussion Papers 16299, C.E.P.R. Discussion Papers.
- Lanne, Markku, 1999.
"Testing the expectations hypothesis of the term structure of interest rates in the presence of a potential regime shift,"
Bank of Finland Research Discussion Papers
20/1999, Bank of Finland.
- 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.
- 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.
- Julliard, Christian & Ghosh, Anisha, 2008.
"Can rare events explain the equity premium puzzle?,"
LSE Research Online Documents on Economics
4808, London School of Economics and Political Science, LSE Library.
- Julliard, Christian & Ghosh, Anisha, 2012. "Can Rare Events Explain the Equity Premium Puzzle?," CEPR Discussion Papers 8899, C.E.P.R. Discussion Papers.
- Anisha Ghosh & Christian Julliard, 2008. "Can Rare Events Explain the Equity Premium Puzzle?," 2008 Meeting Papers 1090, Society for Economic Dynamics.
- Anisha Ghosh & Christian Julliard, 2008. "Can Rare Events Explain the Equity Premium Puzzle?," FMG Discussion Papers dp610, Financial Markets Group.
- Christian Julliard & Anisha Ghosh, 2012. "Can Rare Events Explain the Equity Premium Puzzle?," The Review of Financial Studies, Society for Financial Studies, vol. 25(10), pages 3037-3076.
- Daniel G. Swaine, 2001. "Are taste and technology parameters stable? a test of \"deep\" parameter stability in real business cycle models of the U.S. economy," Working Papers 01-05, Federal Reserve Bank of Boston.
- Hing Chan & Kai Woo, 2006. "Bubbles detection for inter-war European hyperinflation: A threshold cointegration approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 30(2), pages 169-185, June.
- 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.
Cited by:
- Juan Carlos Parra‐Alvarez & Olaf Posch & Andreas Schrimpf, 2022.
"Peso problems in the estimation of the C‐CAPM,"
Quantitative Economics, Econometric Society, vol. 13(1), pages 259-313, January.
- Schrimpf, Paul & Parra-Alvarez, Juan Carlos & Posch, Olaf, 2021. "Peso Problems in the Estimation of the C-CAPM," CEPR Discussion Papers 16299, C.E.P.R. Discussion Papers.
- Lanne, Markku, 1999.
"Testing the expectations hypothesis of the term structure of interest rates in the presence of a potential regime shift,"
Bank of Finland Research Discussion Papers
20/1999, Bank of Finland.
- 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.
- 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.
- Julliard, Christian & Ghosh, Anisha, 2008.
"Can rare events explain the equity premium puzzle?,"
LSE Research Online Documents on Economics
4808, London School of Economics and Political Science, LSE Library.
- Julliard, Christian & Ghosh, Anisha, 2012. "Can Rare Events Explain the Equity Premium Puzzle?," CEPR Discussion Papers 8899, C.E.P.R. Discussion Papers.
- Anisha Ghosh & Christian Julliard, 2008. "Can Rare Events Explain the Equity Premium Puzzle?," 2008 Meeting Papers 1090, Society for Economic Dynamics.
- Anisha Ghosh & Christian Julliard, 2008. "Can Rare Events Explain the Equity Premium Puzzle?," FMG Discussion Papers dp610, Financial Markets Group.
- Christian Julliard & Anisha Ghosh, 2012. "Can Rare Events Explain the Equity Premium Puzzle?," The Review of Financial Studies, Society for Financial Studies, vol. 25(10), pages 3037-3076.
- Jack Strauss & Mark E. Wohar, 2007. "Domestic‐Foreign Interest Rate Differentials: Near Unit Roots and Symmetric Threshold Models," Southern Economic Journal, John Wiley & Sons, vol. 73(3), pages 814-829, January.
- Daniel G. Swaine, 2001. "Are taste and technology parameters stable? a test of \"deep\" parameter stability in real business cycle models of the U.S. economy," Working Papers 01-05, Federal Reserve Bank of Boston.
- Hing Chan & Kai Woo, 2006. "Bubbles detection for inter-war European hyperinflation: A threshold cointegration approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 30(2), pages 169-185, June.
- 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.
Cited by:
- Frank Browne & Gabriel Fagan & Jerome Henry, 2005.
"Money Demand in EU Countries: A Survey,"
Macroeconomics
0503004, University Library of Munich, Germany.
- Browne, F.X. & Fagan, G. & Henry, J., 1997. "Money Demand in EU Countries : A Survey," Papers 7, European Monetary Institute.
- Christian Bordes & Hélène Chevrou-Séverac & Velayoudom Marimoutou, 2001. "Une Europe monétaire à plusieurs vitesses ?. La demande de monnaie dans les grands pays de la zone euro (1979-1999)," Economie & Prévision, La Documentation Française, vol. 147(1), pages 51-71.
- Budina, Nina & Maliszewski, Wojciech & de Menil, Georges & Turlea, Geomina, 2006.
"Money, inflation and output in Romania, 1992-2000,"
Journal of International Money and Finance, Elsevier, vol. 25(2), pages 330-347, March.
- Nina Budina & Wojtek Maliszewski & Georges de Menil & Geomina Turlea, 2002. "Money, Inflation and output in Romania, 1992-2000," DELTA Working Papers 2002-15, DELTA (Ecole normale supérieure).
- Nina Budina & Wojciech Maliszewski & Georges de Menil & Geomina Turlea, 2006. "Money, inflation and output in Romania, 1992-2000," Post-Print halshs-00754167, HAL.
- Inagaki, Kazuyuki, 2009. "Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments," Economic Modelling, Elsevier, vol. 26(1), pages 147-154, January.
- Martin Melecky, 2001. "Stabilita dlouhodobe poptavky po siroce definovanych penezich v otevrene ekonomice: pripad CR 1994-2000," Archive of Monetary Policy Division Working Papers 2001/38, Czech National Bank.
- Thórarinn G. Pétursson, 2001.
"The representative household's demand for money in a cointegrated VAR model,"
Economics
wp12, Department of Economics, Central bank of Iceland.
- Thórarinn G. Pétursson, 2000. "The representative household’s demand for money in a cointegrated VAR model," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 162-176.
- Błażejowski, Marcin & Kufel, Paweł & Kufel, Tadeusz & Kwiatkowski, Jacek & Osińska, Magdalena, 2018. "Model selection for modeling the demand for narrow money in transitional economies," MPRA Paper 90458, University Library of Munich, Germany.
- Felmingham, B. & Zhang, Q., 2000. "The Long Run Demand for Broad Money in Australia Subject to Regime Shifts," Papers 2000-07, Tasmania - Department of Economics.
- Christian Bordes & Hélène Chevrou-Séverac & Vêlayoudom Marimoutou, 2001. "Une Europe monétaire à plusieurs vitesses ? La demande de monnaie dans les grands pays de la zone euro (1979-1999)," Économie et Prévision, Programme National Persée, vol. 147(1), pages 51-71.
- Magdalena Osinska & Marcin Blazejowski & Pawel Kufel & Tadeusz Kufel & Jacek Kwiatkowski, 2020. "Narrow Money Demand in Indonesia and in Other Transitional Economies – Model Selection and Forecasting," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1291-1311.
- Martin Melecký, 2002. "Analýza diskrepancí v poptávce po penìzích domácností a firem v ÈR 1994-2000 (èást I: domácnosti)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 52(7-8), pages 428-449, July.
- Amir Kia, 2002. "Interest Free and Interest-Bearing Money Demand: Policy Invariance and Stability," Working Papers 0214, Economic Research Forum, revised 09 May 2002.
- Kia, Amir & Darrat, Ali F., 2007. "Modeling money demand under the profit-sharing banking scheme: Some evidence on policy invariance and long-run stability," Global Finance Journal, Elsevier, vol. 18(1), pages 104-123.
- 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.
Cited by:
- Frank Browne & Gabriel Fagan & Jerome Henry, 2005.
"Money Demand in EU Countries: A Survey,"
Macroeconomics
0503004, University Library of Munich, Germany.
- Browne, F.X. & Fagan, G. & Henry, J., 1997. "Money Demand in EU Countries : A Survey," Papers 7, European Monetary Institute.
- Budina, Nina & Maliszewski, Wojciech & de Menil, Georges & Turlea, Geomina, 2006.
"Money, inflation and output in Romania, 1992-2000,"
Journal of International Money and Finance, Elsevier, vol. 25(2), pages 330-347, March.
- Nina Budina & Wojtek Maliszewski & Georges de Menil & Geomina Turlea, 2002. "Money, Inflation and output in Romania, 1992-2000," DELTA Working Papers 2002-15, DELTA (Ecole normale supérieure).
- Nina Budina & Wojciech Maliszewski & Georges de Menil & Geomina Turlea, 2006. "Money, inflation and output in Romania, 1992-2000," Post-Print halshs-00754167, HAL.
- Inagaki, Kazuyuki, 2009. "Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments," Economic Modelling, Elsevier, vol. 26(1), pages 147-154, January.
- Martin Melecky, 2001. "Stabilita dlouhodobe poptavky po siroce definovanych penezich v otevrene ekonomice: pripad CR 1994-2000," Archive of Monetary Policy Division Working Papers 2001/38, Czech National Bank.
- Thórarinn G. Pétursson, 2001.
"The representative household's demand for money in a cointegrated VAR model,"
Economics
wp12, Department of Economics, Central bank of Iceland.
- Thórarinn G. Pétursson, 2000. "The representative household’s demand for money in a cointegrated VAR model," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 162-176.
- Błażejowski, Marcin & Kufel, Paweł & Kufel, Tadeusz & Kwiatkowski, Jacek & Osińska, Magdalena, 2018. "Model selection for modeling the demand for narrow money in transitional economies," MPRA Paper 90458, University Library of Munich, Germany.
- Felmingham, B. & Zhang, Q., 2000. "The Long Run Demand for Broad Money in Australia Subject to Regime Shifts," Papers 2000-07, Tasmania - Department of Economics.
- Magdalena Osinska & Marcin Blazejowski & Pawel Kufel & Tadeusz Kufel & Jacek Kwiatkowski, 2020. "Narrow Money Demand in Indonesia and in Other Transitional Economies – Model Selection and Forecasting," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1291-1311.
- Martin Melecký, 2002. "Analýza diskrepancí v poptávce po penìzích domácností a firem v ÈR 1994-2000 (èást I: domácnosti)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 52(7-8), pages 428-449, July.
- Amir Kia, 2002. "Interest Free and Interest-Bearing Money Demand: Policy Invariance and Stability," Working Papers 0214, Economic Research Forum, revised 09 May 2002.
- Kia, Amir & Darrat, Ali F., 2007. "Modeling money demand under the profit-sharing banking scheme: Some evidence on policy invariance and long-run stability," Global Finance Journal, Elsevier, vol. 18(1), pages 104-123.
- 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.
Cited by:
- Deimante Teresiene & Greta Keliuotyte-Staniuleniene & Yiyi Liao & Rasa Kanapickiene & Ruihui Pu & Siyan Hu & Xiao-Guang Yue, 2021. "The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators," JRFM, MDPI, vol. 14(4), pages 1-23, April.
- Hilpinen, Jorma, 1995. "Compilation of early warning indicators for foreign trade employing a cut-off survey," Bank of Finland Research Discussion Papers 25/1995, Bank of Finland.
- Sierimo, Carolina & Virén, Matti, 1995. "Financial factors and the macroeconomy," Bank of Finland Research Discussion Papers 34/1995, Bank of Finland.
- Junttila, Juha, 2001. "Structural breaks, ARIMA model and Finnish inflation forecasts," International Journal of Forecasting, Elsevier, vol. 17(2), pages 203-230.
Articles
- 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.
Cited by:
- Dániel Baksa & Zsuzsa Munkácsi, 2019.
"More Gray, More Volatile? Aging and (Optimal) Monetary Policy,"
Bank of Lithuania Working Paper Series
67, Bank of Lithuania.
- Baksa, Dániel & Munkácsi, Zsuzsa, 2020. "More Gray, More Volatile? Aging and (Optimal) Monetary Policy," Dynare Working Papers 58, CEPREMAP.
- Daniel Baksa & Zsuzsa Munkacsi, 2019. "More Gray, More Volatile? Aging and (Optimal) Monetary Policy," IMF Working Papers 2019/198, International Monetary Fund.
- Dániel Baksa & Zsuzsa Munkácsi, 2019.
"More Gray, More Volatile? Aging and (Optimal) Monetary Policy,"
Bank of Lithuania Working Paper Series
67, Bank of Lithuania.
- 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.
Cited by:
- Sánchez, Marcelo, 2010. "Wage restraint and monetary union," Economic Modelling, Elsevier, vol. 27(1), pages 134-142, January.
- Tamminen, Saara & Tuomaala, Eljas, 2012. "Variation in price and substitution elasticities between sectors – A microdata analysis," Working Papers 34, VATT Institute for Economic Research.
- Aamer S. Abu-Qarn & Suleiman Abu-Bader, 2009. "Getting Income Shares Right," Economic Development Quarterly, , vol. 23(3), pages 254-266, August.
- Jeroen Klijs & Jack Peerlings & Wim Heijman, 2017. "Introducing labour productivity changes into models used for economic impact analysis in tourism," Tourism Economics, , vol. 23(3), pages 561-576, May.
- Growiec, Jakub & PeterMcAdam & Muck, Jakub, 2018.
"On the optimal labor income share,"
Working Paper Series
2142, European Central Bank.
- Jakub Growiec & Peter McAdam & Jakub Mućk, 2021. "On the Optimal Labor Income Share," International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-52, October.
- Jakub Growiec & Peter McAdam & Jakub Muck, 2018. "On the Optimal Labor Income Share," KAE Working Papers 2018-031, Warsaw School of Economics, Collegium of Economic Analysis.
- Jakub Growiec & Peter McAdam & Jakub Mućk, 2019. "On the optimal labor income share," NBP Working Papers 311, Narodowy Bank Polski.
- Peter McAdam & Jakub Muck & Jakub Growiec, 2015.
"Endogenous Labor Share Cycles: Theory and Evidence,"
2015 Meeting Papers
62, Society for Economic Dynamics.
- Jakub Growiec & Peter McAdam & Jakub Muck, 2016. "Endogenous Labor Share Cycles: Theory and Evidence," KAE Working Papers 2016-015, Warsaw School of Economics, Collegium of Economic Analysis.
- McAdam, Peter & Muck, Jakub & Growiec, Jakub, 2015. "Endogenous labor share cycles: theory and evidence," Working Paper Series 1765, European Central Bank.
- Growiec, Jakub & McAdam, Peter & Mućk, Jakub, 2018. "Endogenous labor share cycles: Theory and evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 74-93.
- Bengtsson, Erik & Waldenström, Daniel, 2015.
"Capital Shares and Income inequality: Evidence from the Long Run,"
IZA Discussion Papers
9581, Institute of Labor Economics (IZA).
- Bengtsson, Erik & Waldenström, Daniel, 2018. "Capital Shares and Income Inequality: Evidence from the Long Run," The Journal of Economic History, Cambridge University Press, vol. 78(3), pages 712-743, September.
- Waldenstrom, Daniel & Bengtsson, Erik, 2015. "Capital shares and income inequality: Evidence from the long run," CEPR Discussion Papers 11022, C.E.P.R. Discussion Papers.
- Erik Bengtsson & Daniel Waldenstršm, 2016. "Capital shares and income inequality: Evidence from the long run," Working Papers 0092, European Historical Economics Society (EHES).
- López, Ramón & Islam, Asif, 2011. "Fiscal spending for economic growth in the presence of imperfect markets," CEPR Discussion Papers 8709, C.E.P.R. Discussion Papers.
- Francesco VENTURINI, 2006.
"The Long-Run Impact of ICT,"
Working Papers
254, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Francesco Venturini, 2009. "The long-run impact of ICT," Empirical Economics, Springer, vol. 37(3), pages 497-515, December.
- Michal Antoszewski, 2017.
"Panel estimation of sectoral substitution elasticities for CES production functions,"
EcoMod2017
10160, EcoMod.
- Michal Antoszewski, 2017. "Panel estimation of sectoral substitution elasticities for CES production functions," MF Working Papers 28, Ministry of Finance in Poland.
- Werner Holzl, 2010. "Was there a Marxian bias in Austrian manufacturing? Evidence on the direction of technical change, 1978-1994," International Review of Applied Economics, Taylor & Francis Journals, vol. 24(1), pages 35-56.
- Kuusi, Tero, 2018. "Does the structural budget balance guide fiscal policy pro-cyclically? Evidence from the Finnish Great Depression of the 1990s," MPRA Paper 84829, University Library of Munich, Germany.
- Disdier, Anne-Célia & Head, Keith, 2008.
"The Puzzling Persistence of the Distance Effect on Bilateral Trade,"
Conference papers
331805, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Anne-Celia Disdier & Keith Head, 2004. "The Puzzling Persistence of the Distance Effect on Bilateral Trade," Development Working Papers 186, Centro Studi Luca d'Agliano, University of Milano.
- Anne-Célia Disdier & Keith Head, 2008. "The puzzling persistence of the distance effect on bilateral trade," Post-Print hal-01172854, HAL.
- Anne-Célia Disdier & Keith Head, 2008. "The Puzzling Persistence of the Distance Effect on Bilateral Trade," The Review of Economics and Statistics, MIT Press, vol. 90(1), pages 37-48, February.
- Małgorzata Gawrycka & Aneta Sobiechowska-Ziegert & Anna Szymczak, 2012. "The Impact of Technological and Structural Changes in the National Economy on the Labour-Capital Relations," Contemporary Economics, Vizja University, vol. 6(1), March.
- Honkatukia, Juha, 2013. "The VATTAGE Regional Model VERM - A Dynamic, Regional, Applied General Equilibrium Model of the Finn," Research Reports 171, VATT Institute for Economic Research.
- Jakub Mućk & Peter McAdam & Jakub Growiec, 2018. "Will The “True” Labor Share Stand Up? An Applied Survey On Labor Share Measures," Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 961-984, September.
- Sánchez, Marcelo, 2009. "National prices and wage setting in a currency union," Working Paper Series 1058, European Central Bank.
- Mello, Marcelo de Albuquerque e, 2017. "Another Look at Panel Estimates of the Elasticity of Substitution between Capital and Labor," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 37(2), November.
- 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.
Cited by:
- Sébastien Morin, 2004. "Ruptures structurelles sur les marchés action et obligataire américains : preuve empirique à partir de la méthode de Saikkönen," Economie & Prévision, La Documentation Française, vol. 166(5), pages 87-98.
- Calza, Alessandro & Manrique, Marta & Sousa, Joao, 2006. "Credit in the euro area: An empirical investigation using aggregate data," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(2), pages 211-226, May.
- Christina Anderl & Guglielmo Maria Caporale, 2021. "Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations," CESifo Working Paper Series 9027, CESifo.
- He, Changli & Teräsvirta, Timo & González, Andres, 2002.
"Testing parameter constancy in stationary vector autoregressive models against continuous change,"
SSE/EFI Working Paper Series in Economics and Finance
507, Stockholm School of Economics, revised 11 Jul 2005.
- Changli He & Timo Terasvirta & Andres Gonzalez, 2009. "Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 225-245.
- Sébastien Morin, 2004. "Ruptures structurelles sur les marchés action et obligataire américains : preuve empirique à partir de la méthode de Saikkönen," Économie et Prévision, Programme National Persée, vol. 166(5), pages 87-98.
- Hannu KOSKINEN, 2010. "Modelling of Structural Changes in Demand for Money Cointegration Relations," EcoMod2004 330600082, EcoMod.
- Holt, Matthew T. & Teräsvirta, Timo, 2020.
"Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis,"
Journal of Econometrics, Elsevier, vol. 214(1), pages 198-215.
- Matthew T. Holt & Timo Teräsvirta, 2017. "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers 2017-05, Department of Economics and Business Economics, Aarhus University.
- Christina Anderl & Guglielmo Maria Caporale, 2022. "Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations," Open Economies Review, Springer, vol. 33(4), pages 705-749, September.
- Hannu Koskinen, 2004. "Modelling of Structural Changes in Demand for Money Cointegration Relations," Finnish Economic Papers, Finnish Economic Association, vol. 17(2), pages 63-72, Autumn.
- Juhl, Ted & Xiao, Zhijie, 2005. "A nonparametric test for changing trends," Journal of Econometrics, Elsevier, vol. 127(2), pages 179-199, August.
- Marçal, Emerson Fernandes & Pereira, Pedro L. Valls, 2012. "Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break," Textos para discussão 314, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- He, Changli & Sandberg, Rickard, 2005. "Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed," SSE/EFI Working Paper Series in Economics and Finance 581, Stockholm School of Economics, revised 18 Feb 2005.
- 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.
See citations under working paper version above.
- 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.
- 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.
Cited by:
- Santos, João & Domingos, Tiago & Sousa, Tânia & St. Aubyn, Miguel, 2018. "Useful Exergy Is Key in Obtaining Plausible Aggregate Production Functions and Recognizing the Role of Energy in Economic Growth: Portugal 1960–2009," Ecological Economics, Elsevier, vol. 148(C), pages 103-120.
- Mauricio, Jose Alberto, 2006. "Exact maximum likelihood estimation of partially nonstationary vector ARMA models," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3644-3662, August.
- Kerry Patterson & Michael A. Thornton, 2013. "A review of econometric concepts and methods for empirical macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 2, pages 4-42, Edward Elgar Publishing.
- 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.
- Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M., 2005.
"Bayesian approaches to cointegratrion,"
Econometric Institute Research Papers
EI 2005-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani, 2004. "Bayesian Approaches to Cointegration," Discussion Papers in Economics 04/27, Division of Economics, School of Business, University of Leicester.
- Rodney Strachan & Herman K. van Dijk, "undated".
"Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan,"
MRG Discussion Paper Series
1407, School of Economics, University of Queensland, Australia.
- Strachan, R.W. & van Dijk, H.K., 2007. "Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan," Econometric Institute Research Papers EI 2007-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Strachan, Rodney W. & Inder, Brett, 2004. "Bayesian analysis of the error correction model," Journal of Econometrics, Elsevier, vol. 123(2), pages 307-325, December.
- She, Rui & Ling, Shiqing, 2020. "Inference in heavy-tailed vector error correction models," Journal of Econometrics, Elsevier, vol. 214(2), pages 433-450.
- Jaroslava Hlouskova & Martin Wagner, 2009.
"Finite Sample Correction Factors for Panel Cointegration Tests,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 851-881, December.
- Hlouskova, Jaroslava & Wagner, Martin, 2009. "Finite Sample Correction Factors for Panel Cointegration Tests," Economics Series 244, Institute for Advanced Studies.
- Bertocco Giancarlo, 2006. "Are banks special? A note on Tobin’s theory of financial intermediaries," Economics and Quantitative Methods qf0605, Department of Economics, University of Insubria.
- Paolo Paruolo, 2006.
"The Likelihood Ratio Test for the Rank of a Cointegration Submatrix,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 921-948, December.
- Paruolo Paolo, 2004. "The likelihood ratio test for the rank of a cointegration submatrix," Economics and Quantitative Methods qf04024, Department of Economics, University of Insubria.
- Holtemöller, Oliver, 2002. "Money and banks: Some theory and empirical evidence for Germany," SFB 373 Discussion Papers 2002,17, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Kurita, Takamitsu, 2020. "Normalising cointegrating relationships subject to long-run exclusion," Economics Letters, Elsevier, vol. 192(C).
- Javier Hualde & Javier Gómez Biscarri, 2015.
"Regression-based analysis of cointegration systems,"
Working Papers
780, Barcelona School of Economics.
- Gomez-Biscarri, Javier & Hualde, Javier, 2015. "Regression-based analysis of cointegration systems," Journal of Econometrics, Elsevier, vol. 186(1), pages 32-50.
- Antti Ripatti, 1998.
"Stability of the demand for M1 and harmonized M3 in Finland,"
Empirical Economics, Springer, vol. 23(3), pages 317-337.
See citations under working paper version above.
- 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
- Ripatti, Antti, 1998.
"Demand for money in inflation-targeting monetary policy,"
Bank of Finland Scientific Monographs,
Bank of Finland, volume 0, number sm1998_013, December.
Cited by:
- Leinonen, Harry (ed.), 2007. "Simulation studies of liquidity needs, risks and efficiency in payment networks: Proceedings from the Bank of Finland Payment and Settlement System Seminars 2005-2006," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2007_039, December.
- Christian Bordes & Hélène Chevrou-Séverac & Velayoudom Marimoutou, 2001. "Une Europe monétaire à plusieurs vitesses ?. La demande de monnaie dans les grands pays de la zone euro (1979-1999)," Economie & Prévision, La Documentation Française, vol. 147(1), pages 51-71.
- Itkonen, Juha V.A., 2015. "Essays on the economics of climate change and networks," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2015_049, December.
- Hannu KOSKINEN, 2010. "Modelling of Structural Changes in Demand for Money Cointegration Relations," EcoMod2004 330600082, EcoMod.
- Willman, Alpo, 2003. "Consumption, habit persistence, imperfect information and the lifetime budget constraint," Working Paper Series 251, European Central Bank.
- Christian Bordes & Hélène Chevrou-Séverac & Vêlayoudom Marimoutou, 2001. "Une Europe monétaire à plusieurs vitesses ? La demande de monnaie dans les grands pays de la zone euro (1979-1999)," Économie et Prévision, Programme National Persée, vol. 147(1), pages 51-71.
- Hannu Koskinen, 2004. "Modelling of Structural Changes in Demand for Money Cointegration Relations," Finnish Economic Papers, Finnish Economic Association, vol. 17(2), pages 63-72, Autumn.
- Lauri Kajanoja, 2004. "Money as an indicator variable for monetary policy when money demand is forward looking," Macroeconomics 0405003, University Library of Munich, Germany.
- Kauko, Karlo, 2005. "The demand for money market mutual funds," Bank of Finland Research Discussion Papers 14/2005, Bank of Finland.
- Hellqvist, Matti & Laine, Tatu (ed.), 2012. "Diagnostics for the financial markets: computational studies of payment system: Simulator Seminar Proceedings 2009-2011," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2012_045, December.
- Ripatti, Antti, 1998.
"Demand for money in inflation-targeting monetary policy,"
Bank of Finland Scientific Monographs,
Bank of Finland, volume 0, number sm1998_013, December.
Cited by:
- Kauko, Karlo, 2005. "The demand for money market mutual funds," Bank of Finland Research Discussion Papers 14/2005, Bank of Finland.
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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 6 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.- NEP-MAC: Macroeconomics (5) 2006-07-15 2007-01-28 2016-06-09 2016-06-18 2017-04-09. Author is listed
- NEP-DGE: Dynamic General Equilibrium (4) 2006-07-15 2016-06-09 2016-06-18 2017-04-09
- NEP-BAN: Banking (1) 2016-06-09
- NEP-CFN: Corporate Finance (1) 2023-01-02
- NEP-CMP: Computational Economics (1) 2016-06-18
- NEP-FDG: Financial Development and Growth (1) 2023-01-02
- NEP-PBE: Public Economics (1) 2006-07-15
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