Markku Lanne
Impact in
-
- Monetary Policy and Economic Impact
- Finance top 1%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Global Financial Crisis and Policies
Papers in
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- Monetary Policy and Economic Impact 51
- Finance 33
- Financial Risk and Volatility Modeling 25
- Financial Markets and Investment Strategies 13
- Stochastic processes and financial applications 5
- Co-authors
- Helmut LütkepohlPentti SaikkonenMatti LiskiKatarzyna MaciejowskaTimo VesalaHenri NybergEsa JokivuolleJohannes Van Biesebroeck
- Journals
- Journal of Applied Econometrics (4 papers)Journal of Business and Economic Statistics (4 papers)International Journal of Forecasting (3 papers)Economics Letters (3 papers)Journal of Economic Dynamics and Control (3 papers)
- Partner nations
- FinlandUnited StatesGermany
In The Last Decade
Markku Lanne
62 papers receiving 1.2k citations
Peers
Comparison fields: 5 of 64
- General Economics, Econometrics and Finance 744
- Finance 690
- Economics and Econometrics 983
- Statistics and Probability 95
- Management Science and Operations Research 101
Countries citing papers authored by Markku Lanne
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
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
The 16 scholars most cited alongside Markku Lanne, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 0 | |
| 2 | 2024 | 1 | |
| 3 | 2023 | 3 | |
| 4 | Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression | 2016 | 6 |
| 5 | Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints | 2015 | 2 |
| 6 | 2014 | 2 | |
| 7 | Does Noncausality Help in Forecasting Economic Time Series? | 2012 | 15 |
| 8 | Properties of Market-Based and Survey Macroeconomic Forecasts for Different Data Releases | 2009 | 5 |
| 9 | The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility | 2009 | 1 |
| 10 | 2009 | 2 | |
| 11 | 2009 | 8 | |
| 12 | 2009 | 26 | |
| 13 | A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks | 2008 | 7 |
| 14 | Implied Volatility with Time-Varying Regime Probabilities | 2008 | 0 |
| 15 | Modeling Expectations with Noncausal Autoregressions | 2008 | 5 |
| 16 | 2006 | 15 | |
| 17 | 2006 | 39 | |
| 18 | 2003 | 8 | |
| 19 | 2002 | 17 | |
| 20 | 2001 | 35 |
About Markku Lanne
Markku Lanne is a scholar working on General Economics, Econometrics and Finance, Finance, Economics and Econometrics, Statistics and Probability and Management Science and Operations Research, having authored 67 papers that have together received 1.3k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (51 papers), Market Dynamics and Volatility (39 papers), Financial Risk and Volatility Modeling (25 papers), Financial Markets and Investment Strategies (13 papers), Economic theories and models (8 papers), Italy: Economic History and Contemporary Issues (7 papers), Stochastic processes and financial applications (5 papers) and Complex Systems and Time Series Analysis (4 papers). The work is most often cited by research in General Economics, Econometrics and Finance (744 citations), Finance (690 citations), Economics and Econometrics (983 citations), Statistics and Probability (95 citations) and Management Science and Operations Research (101 citations). Markku Lanne has collaborated with scholars based in Finland, United States and Germany. Frequent 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. Their work appears in journals such as Journal of Applied Econometrics, Journal of Business and Economic Statistics, International Journal of Forecasting, Economics Letters and Journal of Economic Dynamics and Control.
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.