Henri Nyberg

University of Turku

Turku, 20014

Finland

  • University of Turku

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 42,434

SSRN RANKINGS

Top 42,434

in Total Papers Downloads

2,558

TOTAL CITATIONS

5

Scholarly Papers (16)

Actions:
Email selected abstracts
1.

Predicting Winner and Loser Stocks: A Classification Approach

Number of pages: 50 Posted: 29 Feb 2024 Last Revised: 28 Feb 2025
Roope Rihtamo, Matthijs Lof and Henri Nyberg
University of Turku, Aalto University and University of Turku
Downloads 636 (90,916)

Abstract:

Loading...

cross-sectional forecasting, momentum, reversal, seasonality, multinomial logit model

2.

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 344 (188,881)
Citation 2

Abstract:

Loading...

Commodity prices, exchange rates, noncausal autoregression, nonlinearity

3.

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 297 (221,270)
Citation 1

Abstract:

Loading...

financial crisis, text data, leading indicators, topic model

4.

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

Number of pages: 36 Posted: 08 Nov 2014
Karolin Kirschenmann, Tuomas Malinen and Henri Nyberg
ZEW – Leibniz Centre for European Economic Research, GnS Economics and University of Turku
Downloads 248 (266,188)
Citation 1

Abstract:

Loading...

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

5.

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 195 (335,172)

Abstract:

Loading...

utility maximization, return predictability, machine learning, gradient boosting

6.

Similarity-Based Recession Prediction in Different Interest Rate Environments

Number of pages: 52 Posted: 25 Jul 2022 Last Revised: 08 Mar 2023
Visa Kuntze, Henri Nyberg and Samuel Rauhala
University of Turku, University of Turku and University of Turku
Downloads 126 (485,443)

Abstract:

Loading...

Nonparametrics, yield curve, term spread, interest rates

7.

Nonparametric Impulse Response Analysis in Changing Macroeconomic Conditions

Number of pages: 30 Posted: 09 Aug 2021 Last Revised: 31 May 2023
Henri Nyberg and Markku Lanne
University of Turku and University of Helsinki - Faculty of Social Sciences
Downloads 119 (507,310)

Abstract:

Loading...

Machine learning, nearest neighbors, generalized impulse response function, similarity, structural vector autoregression

8.

Similarity-Augmented Structural Vector Autoregression: The Effects of Forward Guidance Shocks in Different Monetary Policy Conditions

Number of pages: 31 Posted: 16 Jun 2022 Last Revised: 02 Feb 2023
Visa Kuntze, Markku Lanne and Henri Nyberg
University of Turku, University of Helsinki - Faculty of Social Sciences and University of Turku
Downloads 108 (545,645)
Citation 1

Abstract:

Loading...

Similarity, structural vector autoregression, nearest neighbours, time-varying parameters

9.

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 98 (585,028)

Abstract:

Loading...

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

10.

It’s sad but true: Emotions and trustworthiness of information

Number of pages: 44 Posted: 09 Feb 2024
Marja-Liisa Halko, Juho Halonen, Marita Laukkanen, Henri Nyberg and Mikko Salmela
University of Helsinki, University of Helsinki - Faculty of Arts, VATT Institute for Economic Research, Finland, University of Turku and University of Copenhagen - Copenhagen University
Downloads 91 (613,233)

Abstract:

Loading...

Trust, Emotions, Political Ideologies, Polarization, Self-Serving Bias, Decision-Making, Experiment

11.

A Structural Vector Autoregression Containing Positive-Valued Components

Number of pages: 19 Posted: 27 Dec 2022
Henri Nyberg and Samuel Rauhala
University of Turku and University of Turku
Downloads 80 (662,711)

Abstract:

Loading...

Nonlinearity, impulse response analysis, forecast error variance decomposition, monetary policy, shadow rate

12.

Coincident Economic Activity Index for the Finnish Economy

Number of pages: 12 Posted: 06 Apr 2022
Henri Nyberg, Antti Fredriksson and Jani Sainio
University of Turku, University of Turku - Turku School of Economics and affiliation not provided to SSRN
Downloads 70 (714,430)

Abstract:

Loading...

Coincident index, Business cycle, Dynamic factor model, Finnish economy

13.

Risk-Return Relation in Stock Returns under Economic Constraints

Number of pages: 56 Posted: 28 Sep 2022
Henri Nyberg
University of Turku
Downloads 69 (720,073)

Abstract:

Loading...

Nonlinearity, ICAPM, risk aversion, non-nested model

14.

Weighted embedding and outlier detection of metric space data

Number of pages: 31 Posted: 28 May 2024
Lauri Heinonen, Henri Nyberg and Joni Virta
University of Turku - Department of Mathematics and Statistics, University of Turku and University of Turku - Department of Mathematics and Statistics
Downloads 40 (933,920)

Abstract:

Loading...

Distance matrix, kernel method, multidimensional scaling, principal component analysis MSC Classification: 62H25

15.

Discount Rates and Cash Flows: A Local Projection Approach

Journal of Banking and Finance, Forthcoming
Number of pages: 79 Posted: 22 May 2019 Last Revised: 07 Mar 2024
Matthijs Lof and Henri Nyberg
Aalto University and University of Turku
Downloads 20 (1,157,377)

Abstract:

Loading...

dividend yield, decomposition, dividend growth, local projections

16.

Similarity-based path forecasting of U.S. recession periods *

Number of pages: 16 Posted: 13 Dec 2024
Visa Kuntze, Samuel Rauhala and Henri Nyberg
University of Turku, University of Turku and University of Turku
Downloads 17 (1,194,213)

Abstract:

Loading...

Nonparametrics, yield curve, term spread, interest rates JEL classification: C14, C25, C53, E32, E43