Identification and estimation of non-Gaussian structural vector autoregressions von Lanne, Markku, Meitz, Mika, Saikkonen, Pentti

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GMM Estimation of Non-Gaussian Structural Vector Autoregression von Lanne, Markku, Luoto, Jani

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NONCAUSAL VECTOR AUTOREGRESSION von Lanne, Markku, Saikkonen, Pentti

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Identifying Monetary Policy Shocks via Changes in Volatility von LANNE, MARKKU, LÜTKEPOHL, HELMUT

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Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models von Lanne, Markku, Nyberg, Henri

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Identification of Economic Shocks by Inequality Constraints in Bayesian Structural Vector Autoregression von Lanne, Markku, Luoto, Jani

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Trends and Breaks in Per-Capita Carbon Dioxide Emissions, 1870-2028 von Lanne, Markku, Liski, Matti

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Statistically identified structural VAR model with potentially skewed and fat‐tailed errors von Anttonen, Jetro, Lanne, Markku, Luoto, Jani

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Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks von Lanne, Markku, Liu, Keyan, Luoto, Jani

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A New Time-Varying Parameter Autoregressive Model for U.S. Inflation Expectations von LANNE, MARKKU, LUOTO, JANI

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Overnight stock returns and realized volatility von Ahoniemi, Katja, Lanne, Markku

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A comment on ‘on inflation expectations in the NKPC model’ von Lanne, Markku, Luoto, Jani

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Data‐Driven Identification Constraints for DSGE Models von Lanne, Markku, Luoto, Jani

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Noncausal Bayesian Vector Autoregression von Lanne, Markku, Luoto, Jani

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Noncausality and inflation persistence von Lanne, Markku

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A Multivariate Generalized Orthogonal Factor GARCH Model von Lanne, Markku, Saikkonen, Pentti

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Autoregression-based estimation of the new Keynesian Phillips curve von Lanne, Markku, Luoto, Jani

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Noncausal Autoregressions for Economic Time Series von Lanne, Markku, Saikkonen, Pentti

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Structural vector autoregressions with Markov switching von Lanne, Markku, Lütkepohl, Helmut, Maciejowska, Katarzyna

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Optimal forecasting of noncausal autoregressive time series von Lanne, Markku, Luoto, Jani, Saikkonen, Pentti

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