Henri Nyberg

University of Turku

Turku, 20014

Finland

Tampere University

Tampere, FIN-33101

Finland

SCHOLARLY PAPERS

6

DOWNLOADS

605

SSRN CITATIONS
Rank 40,006

SSRN RANKINGS

Top 40,006

in Total Papers Citations

8

CROSSREF CITATIONS

9

Scholarly Papers (6)

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 212 (160,550)
Citation 1

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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 209 (162,736)
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

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
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 81 (336,456)

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volatility decomposition, dividend growth, local projections, LASSO

4.

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 72 (359,974)

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

5.

Moving Forward from Predictive Regressions: Boosting Asset Allocation Decisions

Number of pages: 72 Posted: 02 Jul 2020
Lauri Nevasalmi and Henri Nyberg
University of Turku and University of Turku
Downloads 31 (512,772)

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utility maximization, return predictability, machine learning, gradient boosting

6.

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 (739,267)
Citation 7
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