"Assessing U.S. aggregate fluctuations across time and frequencies"
(with Thomas Lubik and Christian Matthes), Bank of Finland Research Discussion Paper 05 / 2019
 
"Forecasting the equity risk premium with frequency-decomposed predictors
(with Gonçalo Faria), Bank of Finland Research Discussion Paper 01 /2017
 
"Testing the Q theory of investment in the frequency domain" (with Juha Kilponen),
Bank of Finland Research Discussion Paper 32 / 2016
 
"The Aino 2.0 model" (with Juha Kilponen, Seppo Orjasniemi and Antti Ripatti),
Bank of Finland Research Discussion Paper 16/2016, (POSTER), Dynare code available here

"Lumpy investment in sticky information general equilibrium", June 2013,
Bank of Finland Research Discussion Paper 16 / 2013 (POSTER)
 
 
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