Working Papers

Anttonen, J., M. Lanne, and J. Luoto (2021). Statistically identified SVAR model with potentially skewed and fat-tailed errors. Available at SSRN: https://ssrn.com/abstract=3925575 or http://dx.doi.org/10.2139/ssrn.3925575.

Lanne, M. and K. Liu, and J. Luoto (2021), Identifying Structural Vector Autoregression via Large Economic Shocks. Available at SSRN: https://ssrn.com/abstract=3910532 or http://dx.doi.org/10.2139/ssrn.3910532

Lanne, M. and J. Luoto, (2018). Useful Prior Information in Sign-Identified Structural Vector Autoregression: Replication of Baumeister and Hamilton (2015), Unpublished Manuscript.

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