← All authors Jani Luoto University of Helsinki (from arXiv:2604.22445, 2026) · OpenAlex
22 papers in scope · 21 published · 1 on the econ.EM arXiv · 281 citations · h-index 10 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Jonas E. Arias Juan Francisco Rubio-Ramírez Adam Rybarczyk Markku Lanne Matthew Read Minchul Shin Dan Zhu Emanuele Bacchiocchi Toru Kitagawa Christian Matthes Seulki Chung Nathan Schor Lukas Berend Joshua C. C. Chan James Mitchell Raffaella Giacomini Tony Chernis Xie Tian Florian Huber Gary Koop Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 22)
working paper 2026 · arXiv
Identifying structural vector autoregressions via non-Gaussianity of potentially dependent shocks
published 2026 · Econometrics Journal · 4 citations · first circulated 2023
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors
published 2024 · Journal of Applied Econometrics · 10 citations · first circulated 2021
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks
published 2022 · Journal of Business and Economic Statistics · 18 citations · first circulated 2021
Identification of Economic Shocks by Inequality Constraints in Bayesian Structural Vector Autoregression
published 2019 · Oxford Bulletin of Economics and Statistics · 31 citations
GMM Estimation of Non-Gaussian Structural Vector Autoregression
published 2019 · Journal of Business and Economic Statistics · 68 citations
A comment on ‘on inflation expectations in the NKPC model’
published 2018 · Empirical Economics
Data‐Driven Identification Constraints for DSGE Models
published 2017 · Oxford Bulletin of Economics and Statistics
A New Time‐Varying Parameter Autoregressive Model for U.S. Inflation Expectations
published 2017 · Journal of money credit and banking · 9 citations
Noncausal Bayesian Vector Autoregression
published 2016 · Journal of Applied Econometrics · 11 citations · first circulated 2014
Does Output Gap, Labour's Share or Unemployment Rate Drive Inflation?
published 2013 · Oxford Bulletin of Economics and Statistics · 10 citations · first circulated 2012
Autoregression-based estimation of the new Keynesian Phillips curve
published 2012 · Journal of Economic Dynamics and Control · 4 citations
Optimal forecasting of noncausal autoregressive time series
published 2012 · International Journal of Forecasting · 18 citations · first circulated 2010
Has US inflation really become harder to forecast?
published 2011 · Economics Letters · 7 citations · first circulated 2010
A Critique of the System Estimation Approach of Normalized CES Production Functions
published 2011 · Työväentutkimus Vuosikirja · 3 citations
with Arto Luoma
no link
BAYESIAN MODEL SELECTION AND FORECASTING IN NONCAUSAL AUTOREGRESSIVE MODELS
published 2010 · Journal of Applied Econometrics · 8 citations · first circulated 2009
Aggregate infrastructure capital stock and long-run growth: Evidence from Finnish data
published 2010 · Journal of Development Economics · 19 citations
The Aggregate Production Function of the Finnish Economy in the Twentieth Century
published 2010 · Southern Economic Journal · 12 citations
with Arto Luoma
A naïve sticky information model of households’ inflation expectations
published 2009 · Journal of Economic Dynamics and Control · 35 citations · first circulated 2008
Modelling the general public's inflation expectations using the Michigan survey data
published 2008 · Applied Economics · 6 citations
with Arto Luoma
Robustness of the risk–return relationship in the U.S. stock market
published 2008 · Finance research letters · 3 citations
Growth, Institutions and Productivity: An empirical analysis using the Bayesian approach
published 2003 · Kagoshima Daigaku Kogakubu Kenkyu Hokoku · 5 citations
with Arto Luoma, Erkki Siivonen
no link
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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