Details about Jani Luoto

Access statistics for papers by Jani Luoto.

Last updated 2015-12-01. Update your information in the RePEc Author Service.

Short-id: plu271

Working Papers

2015

1. Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (4)

2014

2. Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation?
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
3. Noncausal Bayesian Vector Autoregression
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (6)

2013

4. A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research

2012

5. Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Does Output Gap, Labour's Share or Unemployment Rate Drive Inflation?, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2014) View citations (3) (2014)

2011

6. Autoregression-Based Estimation of the New Keynesian Phillips Curve
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Autoregression-based estimation of the new Keynesian Phillips curve, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (14) (2013)

2010

7. Has U.S. Inflation Really Become Harder to Forecast?
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Has US inflation really become harder to forecast?, Economics Letters, Elsevier (2012) View citations (5) (2012)
8. Optimal Forecasting of Noncausal Autoregressive Time Series
   MPRA Paper, University Library of Munich, Germany View citations (11)
   See also Journal Article Optimal forecasting of noncausal autoregressive time series, International Journal of Forecasting, Elsevier (2012) View citations (45) (2012)

2009

9. Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models
   MPRA Paper, University Library of Munich, Germany View citations (5)
   See also Journal Article BAYESIAN MODEL SELECTION AND FORECASTING IN NONCAUSAL AUTOREGRESSIVE MODELS, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2012) View citations (23) (2012)

2008

10. A Naïve Sticky Information Model of Households’ Inflation Expectations
    MPRA Paper, University Library of Munich, Germany View citations (9)
    See also Journal Article A naïve sticky information model of households' inflation expectations, Journal of Economic Dynamics and Control, Elsevier (2009) View citations (28) (2009)

2007

11. Robustness of the Risk-Return Relationship in the U.S. Stock Market
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article Robustness of the risk-return relationship in the U.S. stock market, Finance Research Letters, Elsevier (2008) View citations (5) (2008)

2003

12. Growth, Institutions and Productivity: An empirical analysis using the Bayesian approach
    Research Reports, VATT Institute for Economic Research View citations (2)

Journal Articles

2014

1. Does Output Gap, Labour's Share or Unemployment Rate Drive Inflation?
   Oxford Bulletin of Economics and Statistics, 2014, 76, (5), 715-726 View citations (3)
   See also Working Paper Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?, MPRA Paper (2012) View citations (1) (2012)

2013

2. Autoregression-based estimation of the new Keynesian Phillips curve
   Journal of Economic Dynamics and Control, 2013, 37, (3), 561-570 View citations (14)
   See also Working Paper Autoregression-Based Estimation of the New Keynesian Phillips Curve, MPRA Paper (2011) View citations (2) (2011)

2012

3. BAYESIAN MODEL SELECTION AND FORECASTING IN NONCAUSAL AUTOREGRESSIVE MODELS
   Journal of Applied Econometrics, 2012, 27, (5), 812-830 View citations (23)
   See also Working Paper Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models, MPRA Paper (2009) View citations (5) (2009)
4. Has US inflation really become harder to forecast?
   Economics Letters, 2012, 115, (3), 383-386 View citations (5)
   See also Working Paper Has U.S. Inflation Really Become Harder to Forecast?, MPRA Paper (2010) View citations (1) (2010)
5. Optimal forecasting of noncausal autoregressive time series
   International Journal of Forecasting, 2012, 28, (3), 623-631 View citations (45)
   See also Working Paper Optimal Forecasting of Noncausal Autoregressive Time Series, MPRA Paper (2010) View citations (11) (2010)

2011

6. Aggregate infrastructure capital stock and long-run growth: Evidence from Finnish data
   Journal of Development Economics, 2011, 94, (2), 181-191 View citations (11)

2009

7. A naïve sticky information model of households' inflation expectations
   Journal of Economic Dynamics and Control, 2009, 33, (6), 1332-1344 View citations (28)
   See also Working Paper A Naïve Sticky Information Model of Households’ Inflation Expectations, MPRA Paper (2008) View citations (9) (2008)
8. Modelling the general public's inflation expectations using the Michigan survey data
   Applied Economics, 2009, 41, (10), 1311-1320 View citations (2)

2008

9. Robustness of the risk-return relationship in the U.S. stock market
   Finance Research Letters, 2008, 5, (2), 118-127 View citations (5)
   See also Working Paper Robustness of the Risk-Return Relationship in the U.S. Stock Market, MPRA Paper (2007) View citations (3) (2007)