Henri Nyberg

University of Turku

Turku, 20014

Finland

  • University of Turku

SCHOLARLY PAPERS

11

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1,044

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13

CROSSREF CITATIONS

9

Scholarly Papers (11)

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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 237 (180,527)
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
Karolin Kirschenmann, Tuomas Malinen and Henri Nyberg
ZEW – Leibniz Centre for European Economic Research, HECER, University of Helsinki and University of Turku
Downloads 222 (192,112)
Citation 1

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

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 160 (256,483)

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financial crisis, text data, leading indicators, topic model

4.

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 109 (342,453)

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utility maximization, return predictability, machine learning, gradient boosting

5.

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 77 (424,903)

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

6.

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

Number of pages: 27 Posted: 16 Jun 2022 Last Revised: 28 Jul 2022
Visa Kuntze, Markku Lanne and Henri Nyberg
University of Turku, University of Helsinki - Faculty of Social Sciences and University of Turku
Downloads 34 (605,788)

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

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 20 (702,417)

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

8.

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 19 (710,375)

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

9.

Similarity-Based Recession Prediction in Different Interest Rate Environments

Number of pages: 52 Posted: 25 Jul 2022
Visa Kuntze, Henri Nyberg and Samuel Rauhala
University of Turku, University of Turku and University of Turku
Downloads 11 (780,851)

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Nonparametrics, yield curve, term spread, interest rates

10.

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 8 (810,467)
Citation 12

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11.

Discount Rates and Cash Flows: A Local Projection Approach

Number of pages: 74 Posted: 22 May 2019
Matthijs Lof and Henri Nyberg
Aalto University and University of Turku
Downloads 147

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dividend yield, decomposition, dividend growth, local projections