Henri Nyberg
Personal Details
First Name: | Henri |
Middle Name: | |
Last Name: | Nyberg |
Suffix: | |
RePEc Short-ID: | pny15 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/nyberghenri/ | |
Terminal Degree: | 2010 Politiikan ja Talouden Tutkimuksen Laitos; Valtiotieteellinen tiedekunta; Helsingin Yliopisto (from RePEc Genealogy) |
Affiliation
Turun yliopisto, Matematiikan ja tilastotieteen laitos (University of Turku, Department of Mathematics and Statistics)
http://www.utu.fi/en/units/sci/units/math/Pages/home.aspxFinland, Turku
Research output
Jump to: Working papers ArticlesWorking papers
- Kim Ristolainen & Tomi Roukka & Henri Nyberg, 2021.
"A Thousand Words Tell More Than Just Numbers: Financial Crises and Historical Headlines,"
Discussion Papers
149, Aboa Centre for Economics.
- Ristolainen, Kim & Roukka, Tomi & Nyberg, Henri, 2024. "A thousand words tell more than just numbers: Financial crises and historical headlines," Journal of Financial Stability, Elsevier, vol. 70(C).
- Henri Nyberg & Harri Pönkä, 2015.
"International Sign Predictability of Stock Returns: The Role of the United States,"
CREATES Research Papers
2015-20, Department of Economics and Business Economics, Aarhus University.
- Nyberg, Henri & Pönkä, Harri, 2016. "International sign predictability of stock returns: The role of the United States," Economic Modelling, Elsevier, vol. 58(C), pages 323-338.
- Markku Lanne & Henri Nyberg, 2015. "Nonlinear dynamic interrelationships between real activity and stock returns," CREATES Research Papers 2015-36, Department of Economics and Business Economics, Aarhus University.
- Markku Lanne & Jani Luoto & Henri Nyberg, 2014. "Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation?," CREATES Research Papers 2014-26, Department of Economics and Business Economics, Aarhus University.
- Markku Lanne & Henri Nyberg, 2014.
"Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models,"
CREATES Research Papers
2014-17, Department of Economics and Business Economics, Aarhus University.
- Markku Lanne & Henri Nyberg, 2016. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(4), pages 595-603, August.
- Karolin Kirschenmann & Tuomas Malinen & Henri Nyberg, 2014. "The risk of financial crises: Is it in real or financial factors?," Working Papers 336, ECINEQ, Society for the Study of Economic Inequality.
- Nyberg, Henri & Saikkonen, Pentti, 2012.
"Forecasting with a noncausal VAR model,"
Bank of Finland Research Discussion Papers
33/2012, Bank of Finland.
- Nyberg, Henri & Saikkonen, Pentti, 2014. "Forecasting with a noncausal VAR model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 536-555.
- Nyberg, Henri & Saikkonen, Pentti, 2012.
"Forecasting with a noncausal VAR model,"
Bank of Finland Research Discussion Papers
33/2012, Bank of Finland.
- Nyberg, Henri & Saikkonen, Pentti, 2014. "Forecasting with a noncausal VAR model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 536-555.
- Lanne, Markku & Nyberg, Henri & Saarinen, Erkka, 2011. "Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison," MPRA Paper 30254, University Library of Munich, Germany.
- Nyberg, Henri, 2010. "QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles," MPRA Paper 23724, University Library of Munich, Germany.
Articles
- Henri Nyberg, 2018. "Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(1), pages 1-15, January.
- Lof, Matthijs & Nyberg, Henri, 2017. "Noncausality and the commodity currency hypothesis," Energy Economics, Elsevier, vol. 65(C), pages 424-433.
- Nyberg, Henri & Pönkä, Harri, 2016.
"International sign predictability of stock returns: The role of the United States,"
Economic Modelling, Elsevier, vol. 58(C), pages 323-338.
- Henri Nyberg & Harri Pönkä, 2015. "International Sign Predictability of Stock Returns: The Role of the United States," CREATES Research Papers 2015-20, Department of Economics and Business Economics, Aarhus University.
- Kirschenmann, Karolin & Malinen, Tuomas & Nyberg, Henri, 2016. "The risk of financial crises: Is there a role for income inequality?," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 161-180.
- Markku Lanne & Henri Nyberg, 2016.
"Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(4), pages 595-603, August.
- Markku Lanne & Henri Nyberg, 2014. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," CREATES Research Papers 2014-17, Department of Economics and Business Economics, Aarhus University.
- Nyberg, Henri & Saikkonen, Pentti, 2014.
"Forecasting with a noncausal VAR model,"
Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 536-555.
- Nyberg, Henri & Saikkonen, Pentti, 2012. "Forecasting with a noncausal VAR model," Bank of Finland Research Discussion Papers 33/2012, Bank of Finland.
- Nyberg, Henri, 2014. "A Bivariate Autoregressive Probit Model: Business Cycle Linkages And Transmission Of Recession Probabilities," Macroeconomic Dynamics, Cambridge University Press, vol. 18(4), pages 838-862, June.
- Nyberg, Henri, 2013. "Predicting bear and bull stock markets with dynamic binary time series models," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3351-3363.
- Nyberg, Henri, 2012. "Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(1), pages 137-158, February.
- Henri Nyberg & Markku Lanne & Erkka Saarinen, 2012. "Does noncausality help in forecasting economic time series?," Economics Bulletin, AccessEcon, vol. 32(4), pages 2849-2859.
- Nyberg, Henri, 2011. "Forecasting the direction of the US stock market with dynamic binary probit models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 561-578, April.
- Henri Nyberg, 2010. "Dynamic probit models and financial variables in recession forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 215-230.
- Henri Nyberg, 2010. "Testing an autoregressive structure in binary time series models," Economics Bulletin, AccessEcon, vol. 30(2), pages 1460-1473.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (5) 2010-07-17 2012-12-06 2014-06-28 2015-05-22 2015-08-30. Author is listed
- NEP-MAC: Macroeconomics (4) 2011-04-30 2014-08-16 2014-09-05 2015-08-30
- NEP-ETS: Econometric Time Series (3) 2010-07-17 2011-04-30 2014-06-28
- NEP-FOR: Forecasting (3) 2011-04-30 2014-06-28 2015-05-22
- NEP-RMG: Risk Management (3) 2010-07-17 2014-08-16 2015-05-22
- NEP-CBA: Central Banking (2) 2014-08-16 2014-09-05
- NEP-ORE: Operations Research (2) 2012-12-06 2014-06-28
- NEP-BEC: Business Economics (1) 2010-07-17
- NEP-BIG: Big Data (1) 2021-11-29
- NEP-CFN: Corporate Finance (1) 2015-05-22
- NEP-FDG: Financial Development and Growth (1) 2021-11-29
- NEP-FMK: Financial Markets (1) 2015-08-30
- NEP-GER: German Papers (1) 2015-08-30
- NEP-HIS: Business, Economic and Financial History (1) 2021-11-29
- NEP-MON: Monetary Economics (1) 2014-09-05
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Henri Nyberg should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.