Pentti Saikkonen
Impact in
-
- Monetary Policy and Economic Impact
- Finance top 0.2%
- Financial Risk and Volatility Modeling
- Global Financial Crisis and Policies
Papers in
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- Monetary Policy and Economic Impact 58
- Finance 61
- Financial Risk and Volatility Modeling 59
- Co-authors
- Helmut LütkepohlRitva LuukkonenTimo TeräsvirtaMarkku LanneIn ChoiHeikki KauppiCarsten TrenklerMika Meitz
In The Last Decade
Pentti Saikkonen
91 papers receiving 4.3k citations
Hit Papers
Peers
Comparison fields: 5 of 104
- General Economics, Econometrics and Finance 2.9k
- Finance 1.9k
- Economics and Econometrics 3.5k
- Statistics and Probability 530
- Renewable Energy, Sustainability and the Environment 432
Countries citing papers authored by Pentti Saikkonen
This map shows the geographic impact of Pentti Saikkonen'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 Pentti Saikkonen with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Pentti Saikkonen more than expected).
Fields of papers citing papers by Pentti Saikkonen
This network shows the impact of papers produced by Pentti Saikkonen. 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 Pentti Saikkonen. The network helps show where Pentti Saikkonen may publish in the future.
Co-authorship network
The 15 scholars most cited alongside Pentti Saikkonen, 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 | 2023 | 0 | |
| 2 | 2021 | 2 | |
| 3 | 2016 | 25 | |
| 4 | 2010 | 4 | |
| 5 | 2009 | 2 | |
| 6 | 2009 | 8 | |
| 7 | Modeling Expectations with Noncausal Autoregressions | 2008 | 5 |
| 8 | STABILITY OF MIXTURES OF VECTOR AUTOREGRESSIONS WITH AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY | 2007 | 16 |
| 9 | 2006 | 6 | |
| 10 | Testing Linearity in Cointegrating Smooth Transition Regressions | 2004 | 12 |
| 11 | Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time | 2000 | 1 |
| 12 | 1999 | 9 | |
| 13 | 1999 | 5 | |
| 14 | A Review of Systems Cointegration Tests | 1998 | 5 |
| 15 | 1995 | 1 | |
| 16 | 1993 | 25 | |
| 17 | Asymptotically Efficient Estimation of Cointegration Regressions Hit paper breakdown → | 1991 | 885 |
| 18 | 1988 | 0 | |
| 19 | Testing linearity in univariate, time series models | 1988 | 78 |
| 20 | 1986 | 1 |
About Pentti Saikkonen
Pentti Saikkonen is a scholar working on General Economics, Econometrics and Finance, Finance, Statistics and Probability, Economics and Econometrics and Management Science and Operations Research, having authored 94 papers that have together received 4.7k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (59 papers), Monetary Policy and Economic Impact (58 papers), Market Dynamics and Volatility (35 papers), Statistical Methods and Inference (18 papers), Advanced Statistical Methods and Models (14 papers), Statistical Distribution Estimation and Applications (8 papers), Economic theories and models (8 papers) and Bayesian Methods and Mixture Models (7 papers). The work is most often cited by research in General Economics, Econometrics and Finance (2.9k citations), Finance (1.9k citations), Economics and Econometrics (3.5k citations), Statistics and Probability (530 citations) and Renewable Energy, Sustainability and the Environment (432 citations). Pentti Saikkonen has collaborated with scholars based in Finland, Germany and Italy. Frequent co-authors include Helmut Lütkepohl, Ritva Luukkonen, Timo Teräsvirta, Markku Lanne, In Choi, Heikki Kauppi, Carsten Trenkler, Mika Meitz, Kirstin Hubrich and Ralf Brüggemann. Their work appears in journals such as Econometric Theory, Journal of Econometrics, Journal of Time Series Analysis, Econometrics Journal and Journal of Business and Economic Statistics.
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.