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Henri Nyberg

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This is information that was supplied by Henri Nyberg in registering through RePEc. If you are Henri Nyberg , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Henri
Middle Name:
Last Name: Nyberg
Suffix:

RePEc Short-ID: pny15

Email: [This author has chosen not to make the email address public]
Homepage: http://blogs.helsinki.fi/hknyberg/
Postal Address:
Phone:

Affiliation

Politiikan ja Talouden Tutkimuksen Laitos
Valtiotieteellinen tiedekunta
Helsingin Yliopisto
Location: Helsinki, Finland
Homepage: http://www.helsinki.fi/politiikkajatalous/
Email:
Phone: +358 9 191 8897
Fax: +358 9 191 8877
Postal: P.O. Box 54 (Unioninkatu 37), FIN-00014 University of Helsinki
Handle: RePEc:edi:valhefi (more details at EDIRC)

Works

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Working papers

  1. Markku Lanne & Henri Nyberg, 2014. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," CREATES Research Papers 2014-17, School of Economics and Management, University of Aarhus.
  2. Nyberg , Henri & Saikkonen, Pentti, 2012. "Forecasting with a noncausal VAR model," Research Discussion Papers 33/2012, Bank of Finland.
  3. Lanne, Markku & Nyberg, Henri & Saarinen, Erkka, 2011. "Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison," MPRA Paper 30254, University Library of Munich, Germany.
  4. Nyberg, Henri, 2010. "QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles," MPRA Paper 23724, University Library of Munich, Germany.

Articles

  1. Nyberg, Henri & Saikkonen, Pentti, 2014. "Forecasting with a noncausal VAR model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 536-555.
  2. Nyberg, Henri, 2013. "Predicting bear and bull stock markets with dynamic binary time series models," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3351-3363.
  3. Nyberg, Henri, 2012. "Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(01), pages 137-158, February.
  4. Henri Nyberg & Markku Lanne & Erkka Saarinen, 2012. "Does noncausality help in forecasting economic time series?," Economics Bulletin, AccessEcon, vol. 32(4), pages 2849-2859.
  5. Nyberg, Henri, 2011. "Forecasting the direction of the US stock market with dynamic binary probit models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 561-578, April.
  6. Henri Nyberg, 2010. "Testing an autoregressive structure in binary time series models," Economics Bulletin, AccessEcon, vol. 30(2), pages 1460-1473.
  7. Henri Nyberg, 2010. "Dynamic probit models and financial variables in recession forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 215-230.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2010-07-17. Author is listed
  2. NEP-ECM: Econometrics (3) 2010-07-17 2012-12-06 2014-06-28. Author is listed
  3. NEP-ETS: Econometric Time Series (4) 2010-07-17 2011-04-30 2012-12-06 2014-06-28. Author is listed
  4. NEP-FOR: Forecasting (3) 2011-04-30 2012-12-06 2014-06-28. Author is listed
  5. NEP-MAC: Macroeconomics (1) 2011-04-30. Author is listed
  6. NEP-ORE: Operations Research (2) 2012-12-06 2014-06-28. Author is listed
  7. NEP-RMG: Risk Management (1) 2010-07-17. Author is listed

Statistics

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Co-authorship network on CollEc

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