Markku Lanne

2.4k total citations
67 papers, 1.3k citations indexed

About

Markku Lanne is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Markku Lanne has authored 67 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 51 papers in General Economics, Econometrics and Finance, 51 papers in Economics and Econometrics and 33 papers in Finance. Recurrent topics in Markku Lanne's work include Monetary Policy and Economic Impact (51 papers), Market Dynamics and Volatility (39 papers) and Financial Risk and Volatility Modeling (25 papers). Markku Lanne is often cited by papers focused on Monetary Policy and Economic Impact (51 papers), Market Dynamics and Volatility (39 papers) and Financial Risk and Volatility Modeling (25 papers). Markku Lanne collaborates with scholars based in Finland, United States and Germany. Markku Lanne's co-authors include Helmut Lütkepohl, Pentti Saikkonen, Matti Liski, Katarzyna Maciejowska, Timo Vesala, Henri Nyberg, Esa Jokivuolle, Johannes Van Biesebroeck, Mika Meitz and Antti Kauhanen and has published in prestigious journals such as The Review of Economics and Statistics, Journal of Business and Economic Statistics and Journal of money credit and banking.

In The Last Decade

Markku Lanne

62 papers receiving 1.2k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Markku Lanne Finland 19 983 744 690 101 101 67 1.3k
Sung K. Ahn United States 18 770 0.8× 774 1.0× 501 0.7× 65 0.6× 62 0.6× 51 1.2k
John C. Nankervis United Kingdom 18 905 0.9× 759 1.0× 720 1.0× 182 1.8× 54 0.5× 35 1.4k
Zacharias Psaradakis United Kingdom 18 894 0.9× 678 0.9× 638 0.9× 73 0.7× 86 0.9× 63 1.2k
Lynda Khalaf Canada 17 518 0.5× 418 0.6× 312 0.5× 89 0.9× 61 0.6× 58 872
Raffaella Giacomini United Kingdom 16 981 1.0× 859 1.2× 648 0.9× 297 2.9× 76 0.8× 33 1.5k
Craig Hiemstra United States 5 1.2k 1.2× 451 0.6× 737 1.1× 157 1.6× 145 1.4× 9 1.5k
Daniel F. Waggoner United States 23 1.8k 1.9× 1.9k 2.6× 1.1k 1.5× 107 1.1× 172 1.7× 53 2.5k
Jouchi Nakajima Japan 15 663 0.7× 350 0.5× 530 0.8× 143 1.4× 95 0.9× 37 1.1k
Giuseppe Cavaliere Italy 19 835 0.8× 761 1.0× 703 1.0× 65 0.6× 32 0.3× 86 1.2k
Zhongjun Qu United States 14 775 0.8× 603 0.8× 545 0.8× 64 0.6× 55 0.5× 29 1.2k

Countries citing papers authored by Markku Lanne

Since Specialization
Citations

This map shows the geographic impact of Markku Lanne's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Markku Lanne with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Markku Lanne more than expected).

Fields of papers citing papers by Markku Lanne

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Markku Lanne. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Markku Lanne. The network helps show where Markku Lanne may publish in the future.

Co-authorship network of co-authors of Markku Lanne

This figure shows the co-authorship network connecting the top 25 collaborators of Markku Lanne. A scholar is included among the top collaborators of Markku Lanne based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Markku Lanne. Markku Lanne is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Lanne, Markku, et al.. (2025). A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks. Journal of Economic Dynamics and Control. 178. 105162–105162.
2.
Lanne, Markku, et al.. (2024). Statistically identified structural VAR model with potentially skewed and fat‐tailed errors. Journal of Applied Econometrics. 39(3). 422–437. 1 indexed citations
3.
Lanne, Markku, et al.. (2023). Bayesian Inference on Fully and Partially Identified Structural Vector Autoregressions. SSRN Electronic Journal. 3 indexed citations
4.
Lanne, Markku, et al.. (2016). Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression. RePEc: Research Papers in Economics. 6 indexed citations
5.
Lanne, Markku, et al.. (2015). Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints. RePEc: Research Papers in Economics. 2 indexed citations
6.
Lanne, Markku. (2014). Noncausality and inflation persistence. Studies in Nonlinear Dynamics and Econometrics. 19(4). 469–481. 2 indexed citations
7.
Lanne, Markku, et al.. (2012). Does Noncausality Help in Forecasting Economic Time Series?. Työväentutkimus Vuosikirja. 15 indexed citations
8.
Lanne, Markku. (2009). Properties of Market-Based and Survey Macroeconomic Forecasts for Different Data Releases. Economics bulletin. 29(3). 2231–2240. 5 indexed citations
9.
Lanne, Markku, et al.. (2009). The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 1 indexed citations
10.
Saikkonen, Pentti & Markku Lanne. (2009). GMM Estimation with Noncausal Instruments. SSRN Electronic Journal. 2 indexed citations
11.
Lanne, Markku & Pentti Saikkonen. (2009). Noncausal Vector Autoregression. SSRN Electronic Journal. 8 indexed citations
12.
Lanne, Markku, et al.. (2009). A naïve sticky information model of households’ inflation expectations. Journal of Economic Dynamics and Control. 33(6). 1332–1344. 26 indexed citations
13.
Lanne, Markku & Helmut Lütkepohl. (2008). A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks. Cadmus - EUI Research Repository (European University Institute). 7 indexed citations
14.
Lanne, Markku, et al.. (2008). Implied Volatility with Time-Varying Regime Probabilities. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich).
15.
Lanne, Markku & Pentti Saikkonen. (2008). Modeling Expectations with Noncausal Autoregressions. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 5 indexed citations
16.
Lanne, Markku & Timo Vesala. (2006). The Effect of a Transaction Tax on Exchange Rate Volatility. SSRN Electronic Journal. 15 indexed citations
17.
Lanne, Markku. (2006). Nonlinear dynamics of interest rate and inflation. Journal of Applied Econometrics. 21(8). 1157–1168. 39 indexed citations
18.
Lanne, Markku & Pentti Saikkonen. (2003). Reducing size distortions of parametric stationarity tests. Journal of Time Series Analysis. 24(4). 423–439. 8 indexed citations
19.
Lanne, Markku & Helmut Lütkepohl. (2002). Unit root tests for time series with level shifts: a comparison of different proposals. Economics Letters. 75(1). 109–114. 17 indexed citations
20.
Lanne, Markku. (2001). Near unit root and the relationship between inflation and interest rates: A reexamination of the Fisher effect. Empirical Economics. 26(2). 357–366. 35 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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