Details about Jari Hännikäinen

Access statistics for papers by Jari Hännikäinen.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: phn5

Working Papers

2017

1. What do the shadow rates tell us about future inflation?
   MPRA Paper, University Library of Munich, Germany View citations (4)

2016

2. Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks
   Working Papers, Tampere University, Faculty of Management and Business, Economics
   Also in MPRA Paper, University Library of Munich, Germany (2015) View citations (2)
   See also Journal Article Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks, Journal of Econometric Methods, De Gruyter (2017) (2017)
3. The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment
   Working Papers, Tampere University, Faculty of Management and Business, Economics
   Also in MPRA Paper, University Library of Munich, Germany (2016)
   See also Journal Article The shadow rate as a predictor of real activity and inflation: evidence from a data-rich environment, Applied Economics Letters, Taylor & Francis Journals (2017) View citations (4) (2017)
4. When does the yield curve contain predictive power? Evidence from a data-rich environment
   MPRA Paper, University Library of Munich, Germany View citations (1)
   Also in Working Papers, Tampere University, Faculty of Management and Business, Economics (2016) View citations (1)
   See also Journal Article When does the yield curve contain predictive power? Evidence from a data-rich environment, International Journal of Forecasting, Elsevier (2017) View citations (5) (2017)

2014

5. Multi-step forecasting in the presence of breaks
   Working Papers, Tampere University, Faculty of Management and Business, Economics
   Also in MPRA Paper, University Library of Munich, Germany (2014)
6. The mortgage spread as a predictor of real-time economic activity
   Working Papers, Tampere University, Faculty of Management and Business, Economics
   Also in MPRA Paper, University Library of Munich, Germany (2014)
7. Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads
   Working Papers, Tampere University, Faculty of Management and Business, Economics View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (1)
   See also Journal Article Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads, Review of Financial Economics, Elsevier (2015) View citations (8) (2015)

2013

8. Zero Lower Bound and Indicator Properties of Interest Rate Spreads
   Working Papers, Tampere University, Faculty of Management and Business, Economics

Journal Articles

2017

1. Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks
   Journal of Econometric Methods, 2017, 6, (1), 22
   See also Working Paper Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks, Working Papers (2016) (2016)
2. The shadow rate as a predictor of real activity and inflation: evidence from a data-rich environment
   Applied Economics Letters, 2017, 24, (8), 527-535 View citations (4)
   See also Working Paper The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment, Working Papers (2016) (2016)
3. When does the yield curve contain predictive power? Evidence from a data-rich environment
   International Journal of Forecasting, 2017, 33, (4), 1044-1064 View citations (5)
   See also Working Paper When does the yield curve contain predictive power? Evidence from a data-rich environment, MPRA Paper (2016) View citations (1) (2016)

2015

4. Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads
   Review of Financial Economics, 2015, 26, (C), 47-54 View citations (8)
   See also Working Paper Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads, Working Papers (2014) View citations (1) (2014)