Lanne, M., and J. Luoto (2021). GMM Estimation of Non-Gaussian Structural Vector Autoregression, Journal of Business and Economic Statistics 39, 69 – 81.
Lanne, M., and J. Luoto (2020). Identification of Economic Shocks by Inequality Constraints in Bayesian Structural Vector Autoregression, Oxford Bulletin of Economics and Statistics 82, 425 – 452.
Lanne, M., and J. Luoto (2019). A Comment on ‘On Inflation Expectations in the NKPC Model. Empirical Economics 57, 1865 – 1867.
Lanne, M., and J. Luoto (2017). Data-Driven Identification Constraints for DSGE Models. Oxford Bulletin of Economics and Statistics 80, 236 – 258.
Lanne, M., and J. Luoto (2017). A New Time-Varying Parameter Autoregressive Model for U.S. Inflation Expectations, Journal of Money, Credit and Banking 49, 969 – 995.
Lanne, M., and J. Luoto (2016). Noncausal Bayesian Vector Autoregression. Journal of Applied Econometrics 31, 1392 – 1406.
Lanne, M., and J. Luoto (2014). Does Output Gap, Labour’s Share or Unemployment Rate Drive Inflation? Oxford Bulletin of Economics and Statistics 76, 715 – 726.
Lanne, M., and J. Luoto (2013). Autoregression-Based Estimation of the New Keynesian Phillips Curve. Journal of Economic Dynamics and Control 37, 561 – 570.
Lanne, M., A. Luoma and J. Luoto (2012). Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models. Journal of Applied Econometrics 27, 812 – 830.
Lanne, M., J. Luoto, and P. Saikkonen (2012). Optimal Forecasting of Noncausal Autoregressive Time Series. International Journal of Forecasting 28 , 623 – 631.
Lanne, M., and J. Luoto (2012). Has U.S. Inflation Really Become Harder to Forecast? Economics Letters 115, 383 – 386.
Luoto, J. (2011). Aggregate Infrastructure Capital Stock and Long-Run Growth: Evidence from Finnish Data. Journal of Development Economics 94, 181 – 191.
Luoma, A. and J. Luoto. (2010). The Aggregate Production Function of the Finnish Economy in the 20th Century. Southern Economic Journal 76, 723 – 737.
Lanne, M., A. Luoma and J. Luoto (2009). A Naïve Sticky Information Model of Households’ Inflation Expectations. Journal of Economic Dynamics and Control 33, 1332 – 1344.
Luoma, A. and J. Luoto. (2009). Modeling the general public’s inflation expectations using the Michigan survey data. Applied Economics 41, 1311 – 1320.
Lanne, M. and J. Luoto. (2008). Robustness of the risk-return relationship in the U.S. stock market. Finance Research Letters 5, 118 – 127.
Luoma, A. and J. Luoto. (2008). Bayesian two-stage regression with parametric heteroskedasticity. Advances in Econometrics: Bayesian Econometrics 23, 309 – 328.