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Henri Nyberg

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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:
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)
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  1. Markku Lanne & Jani Luoto & Henri Nyberg, 2014. "Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation?," CREATES Research Papers 2014-26, School of Economics and Management, University of Aarhus.
  2. 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.
  3. Karolin Kirschenmann & Tuomas Malinen & Henri Nyberg, 2014. "The risk of financial crises: Is it in real or financial factors?," Working Papers 336, ECINEQ, Society for the Study of Economic Inequality.
  4. Nyberg , Henri & Saikkonen, Pentti, 2012. "Forecasting with a noncausal VAR model," Research Discussion Papers 33/2012, Bank of Finland.
  5. 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.
  6. 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.
  1. Nyberg, Henri, 2014. "A Bivariate Autoregressive Probit Model: Business Cycle Linkages And Transmission Of Recession Probabilities," Macroeconomic Dynamics, Cambridge University Press, vol. 18(04), pages 838-862, June.
  2. Nyberg, Henri & Saikkonen, Pentti, 2014. "Forecasting with a noncausal VAR model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 536-555.
  3. 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.
  4. 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, April.
  5. Henri Nyberg & Markku Lanne & Erkka Saarinen, 2012. "Does noncausality help in forecasting economic time series?," Economics Bulletin, AccessEcon, vol. 32(4), pages 2849-2859.
  6. 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.
  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.
  8. Henri Nyberg, 2010. "Testing an autoregressive structure in binary time series models," Economics Bulletin, AccessEcon, vol. 30(2), pages 1460-1473.
6 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
  2. NEP-CBA: Central Banking (2) 2014-08-16 2014-09-05. Author is listed
  3. NEP-ECM: Econometrics (3) 2010-07-17 2012-12-06 2014-06-28. Author is listed
  4. NEP-ETS: Econometric Time Series (4) 2010-07-17 2011-04-30 2012-12-06 2014-06-28. Author is listed
  5. NEP-FOR: Forecasting (3) 2011-04-30 2012-12-06 2014-06-28. Author is listed
  6. NEP-MAC: Macroeconomics (3) 2011-04-30 2014-08-16 2014-09-05. Author is listed
  7. NEP-MON: Monetary Economics (1) 2014-09-05
  8. NEP-ORE: Operations Research (2) 2012-12-06 2014-06-28. Author is listed
  9. NEP-RMG: Risk Management (2) 2010-07-17 2014-08-16. Author is listed
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