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).
- 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.
- 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 & 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.
- 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.
- 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.
- 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, 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 & 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, 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
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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 8 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 (4) 2010-07-17 2014-06-28 2015-05-22 2015-08-30
- 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-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
- NEP-ORE: Operations Research (1) 2014-06-28
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