Henri Nyberg

University of Turku

Turku, 20014

Finland

SCHOLARLY PAPERS

8

DOWNLOADS

788

SSRN CITATIONS
Rank 36,156

SSRN RANKINGS

Top 36,156

in Total Papers Citations

13

CROSSREF CITATIONS

9

Scholarly Papers (8)

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 222 (175,649)
Citation 2

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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
ZEW – Leibniz Centre for European Economic Research, HECER, University of Helsinki and University of Turku
Downloads 219 (177,923)
Citation 1

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

3.

Discount Rates and Cash Flows: A Local Projection Approach

Number of pages: 73 Posted: 22 May 2019 Last Revised: 17 Jun 2021
Matthijs Lof and Henri Nyberg
Aalto University and University of Turku
Downloads 120 (296,018)

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volatility decomposition, dividend growth, local projections

4.

A Thousand Words Tell More Than Just Numbers: Financial Crises and Historical Headlines

Number of pages: 46 Posted: 14 Nov 2021
Kim Ristolainen, Tomi Roukka and Henri Nyberg
University of Turku, University of Turku and University of Turku
Downloads 75 (400,365)

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financial crisis, text data, leading indicators, topic model

5.

Forecasting with a Noncausal VAR Model

Number of pages: 43 Posted: 10 Nov 2012
Henri Nyberg and Pentti Saikkonen
University of Turku and University of Helsinki - Department of Statistics
Downloads 75 (397,341)

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

6.

Moving Forward from Predictive Regressions: Boosting Asset Allocation Decisions

Number of pages: 73 Posted: 02 Jul 2020 Last Revised: 01 Feb 2021
Lauri Nevasalmi and Henri Nyberg
University of Turku and University of Turku
Downloads 72 (406,499)

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utility maximization, return predictability, machine learning, gradient boosting

7.

Nonparametric Impulse Response Analysis in Changing Macroeconomic Conditions

Number of pages: 29 Posted: 09 Aug 2021
Henri Nyberg and Markku Lanne
University of Turku and University of Helsinki - Faculty of Social Sciences
Downloads 5 (764,563)

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Nonparametrics, nearest neighbors, generalized impulse response function, similarity, structural vector autoregression

8.

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 - Faculty of Social Sciences and University of Turku
Downloads 0 (818,422)
Citation 12
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