- Lanne, M., and J. Luoto (2016). Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression, CREATES Research Paper 2016-4.
- Lanne, M., and H. Nyberg (2015). Nonlinear Dynamic Interrelationships between Real Activity and Stock Returns, CREATES Research Paper 2015-36.
- Lanne, M., J. Luoto, and H. Nyberg (2014). Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? CREATES Research Paper 2014-26.
- Lanne, M., H. Nyberg, and E. Saarinen (2011). Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison HECER Discussion Paper 319.
- Lanne, M., and P. Saikkonen (2010). Noncausal Vector Autoregression. HECER Discussion Paper 293.
- Ahoniemi, K., and M. Lanne (2008). Implied Volatility with Time-Varying Regime Probabilities. HECER Discussion Paper 246.
- Lanne, M., and H. Lütkepohl (2008). Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis. CESifo Working Paper 2407.