Publications
- Lanne, M. (2006). Nonlinear Dynamics of Interest Rate and Inflation, Journal of Applied Econometrics 21, 1157 – 1168. (working paper version)
- Lanne, M., and P. Saikkonen (2002). Threshold Autoregressions for Strongly Autocorrelated Time Series, Journal of Business and Economic Statistics 28, 282 – 289.