Markku Lanne

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  • Home
  • Research by Topic
    • Noncausal and Noninvertible Time Series
    • Unit Root and Stationarity Tests
    • Near Unit Roots
    • Structural VAR
    • Volatility Modeling
    • Empirical Finance
    • Nonlinear Time Series Models
    • Other Research
  • Publications
  • Working Papers
  • Teaching
    • Advanced Econometrics II
    • Topics in Macroeconometrics

Near Unit Roots

Publications

  • Lanne, M. (2002). Testing the Predictability of Stock Returns, Review of Economics and Statistics 84, 407 – 415.
  • Lanne, M. (2001). Near Unit Root and the Relationship between Inflation and Interest Rates: A Reexamination of the Fisher Effect, Empirical Economics 26, 357 – 366.
  • Lanne, M. (2000). Near Unit Roots, Cointegration and the Term Structure of Interest Rates, Journal of Applied Econometrics 15, 513 – 529.
  • Lanne, M. (1999). Near Unit Roots and the Predictive Power of Yield Spreads for Changes in Long-Term Interest Rates, Review of Economics and Statistics 81, 393 – 398.