Henri Nyberg

University of Turku

Turku, 20014

Finland

Tampere University

Tampere, FIN-33101

Finland

SCHOLARLY PAPERS

5

DOWNLOADS

507

SSRN CITATIONS
Rank 44,690

SSRN RANKINGS

Top 44,690

in Total Papers Citations

2

CROSSREF CITATIONS

9

Scholarly Papers (5)

1.

Noncausality and the Commodity Currency Hypothesis

Energy Economics, 65, 424-433, (2017)
Number of pages: 20 Posted: 24 Apr 2015 Last Revised: 02 Sep 2018
Matthijs Lof and Henri Nyberg
Aalto University and University of Turku
Downloads 208 (147,299)

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Commodity prices, exchange rates, noncausal autoregression, nonlinearity

2.

The Risk of Financial Crises: Does it Involve Real or Financial Factors?

Number of pages: 36 Posted: 08 Nov 2014
Centre for European Economic Research (ZEW), HECER, University of Helsinki and University of Turku
Downloads 196 (155,826)
Citation 1

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bank loans, income inequality, fixed effects logit, out-of-sample

3.

Forecasting with a Noncausal VAR Model

Bank of Finland Research Discussion Paper No. 33/2012
Number of pages: 43 Posted: 10 Nov 2012
Henri Nyberg and Pentti Saikkonen
University of Turku and University of Helsinki - Department of Statistics
Downloads 71 (329,024)

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noncausal vector autoregression, forecasting, simulation, importance sampling, inflation

4.

Discount Rates and Cash Flows: A Local Projection Approach

Number of pages: 71 Posted: 22 May 2019 Last Revised: 01 Oct 2019
Matthijs Lof and Henri Nyberg
Aalto University and University of Turku
Downloads 32 (461,169)

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volatility decomposition, dividend growth, local projections, LASSO

5.

Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models

Oxford Bulletin of Economics and Statistics, Vol. 78, Issue 4, pp. 595-603, 2016
Number of pages: 9 Posted: 06 Jul 2016
Markku Lanne and Henri Nyberg
University of Helsinki - Department of Political and Economic Studies and University of Turku
Downloads 0 (673,781)
Citation 2
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