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Henri Nyberg

Observed name: Nyberg, Henri
Institution: University of Turku
ORCID: 0000-0002-9160-1818
Observed ORCID: 0000-0002-9160-1818
OpenAlex ID: A5031386429
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models
2016 · Markku Lanne, Henri Nyberg · Oxford Bulletin of Economics and Statistics · 187
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Dynamic probit models and financial variables in recession forecasting
2009 · Henri Nyberg · Journal of Forecasting · 158
Forecasting the direction of the US stock market with dynamic binary probit models
2010 · Henri Nyberg · International Journal of Forecasting · 96
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle
2011 · Henri Nyberg · Journal of Financial and Quantitative Analysis · 78
Predicting bear and bull stock markets with dynamic binary time series models
2013 · Henri Nyberg · Journal of Banking & Finance · 75
The Risk of Financial Crises: Does it Involve Real or Financial Factors?
2014 · Karolin Kirschenmann, Tuomas Malinen, et al. · Journal of International Money and Finance · 65
International sign predictability of stock returns: The role of the United States
2016 · Henri Nyberg, Harri Pönkä · Economic Modelling · 44
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Noncausality and the Commodity Currency Hypothesis
2015 · Matthijs Lof, Henri Nyberg · Energy Economics · 41
Forecasting with a noncausal VAR model
2013 · Henri Nyberg, Pentti Saikkonen · Computational Statistics & Data Analysis · 29
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model
2017 · Henri Nyberg · Journal of Forecasting · 24
A Bivariate Autoregressive Probit Model: Business Cycle Linkages and Transmission of Recession Probabilities
2013 · Henri Nyberg · Macroeconomic Dynamics · 22
Does Noncausality Help in Forecasting Economic Time Series
2012 · Markku Lanne, Henri Nyberg, et al. · Työväentutkimus Vuosikirja · 19
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Nonlinear dynamic interrelationships between real activity and stock returns
2015 · Markku Lanne, Henri Nyberg · RePEc: Research Papers in Economics · 10
Discount rates and cash flows: A local projection approach
2024 · Matthijs Lof, Henri Nyberg · Journal of Banking & Finance · 9
A Thousand Words Tell More Than Just Numbers: Financial Crises and Historical Headlines
2021 · Kim Ristolainen, Tomi Roukka, et al. · Journal of Financial Stability · 7
Studies on Binary Time Series Models with Applications to Empirical Macroeconomics and Finance
2010 · Henri Nyberg · Työväentutkimus Vuosikirja · 7
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles
2010 · Henri Nyberg · Munich Personal RePEc Archive (Ludwig Maximilian University of Munich) · 6
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Risk-return trade-off in international stock returns: Skewness and business cycles
2023 · Henri Nyberg, Christos S. Savva · Econometrics and Statistics · 3
A Multinomial Logit-based Statistical Test of Association Football Betting Market Efficiency
2014 · Henri Nyberg · Työväentutkimus Vuosikirja · 3
A Qualitative Response VAR Model: An Application to Joint Dynamics of U.S. Interest Rates and Business Cycle
2013 · Henri Nyberg · Työväentutkimus Vuosikirja · 2
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Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison
2011 · Markku Lanne, Henri Nyberg, et al. · RePEc: Research Papers in Economics · 2
Testing an autoregressive structure in binary time series models
2008 · Henri Nyberg · RePEc: Research Papers in Economics · 2
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Similarity-Augmented Structural Vector Autoregression: The Effects of Forward Guidance Shocks in Different Monetary Policy Conditions
2022 · Visa Kuntze, Markku Lanne, et al. · SSRN Electronic Journal · 1
Nonparametric Impulse Response Analysis in Changing Macroeconomic Conditions
2021 · Henri Nyberg, Markku Lanne · SSRN Electronic Journal · 1
Moving Forward from Predictive Regressions: Boosting Asset Allocation Decisions
2020 · Lauri Nevasalmi, Henri Nyberg · SSRN Electronic Journal · 1
Works count: 46
Citation count: 894
H-index: 12
I10-index: 13
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