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Henri Nyberg

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
RePEc Short-ID:pny15
[This author has chosen not to make the email address public]
Helsinki, Finland

: +358 9 191 8897
+358 9 191 8877
P.O. Box 54 (Unioninkatu 37), FIN-00014 University of Helsinki
RePEc:edi:valhefi (more details at EDIRC)
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  1. Henri Nyberg & Harri Pönkä, 2015. "International Sign Predictability of Stock Returns: The Role of the United States," CREATES Research Papers 2015-20, Department of Economics and Business Economics, Aarhus University.
  2. Markku Lanne & Henri Nyberg, 2015. "Nonlinear dynamic interrelationships between real activity and stock returns," CREATES Research Papers 2015-36, Department of Economics and Business Economics, Aarhus University.
  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. Markku Lanne & Henri Nyberg, 2014. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," CREATES Research Papers 2014-17, Department of Economics and Business Economics, Aarhus University.
  5. Markku Lanne & Jani Luoto & Henri Nyberg, 2014. "Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation?," CREATES Research Papers 2014-26, Department of Economics and Business Economics, Aarhus University.
  6. Nyberg, Henri & Saikkonen, Pentti, 2012. "Forecasting with a noncausal VAR model," Research Discussion Papers 33/2012, Bank of Finland.
  7. 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.
  8. 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. Kirschenmann, Karolin & Malinen, Tuomas & Nyberg, Henri, 2016. "The risk of financial crises: Is there a role for income inequality?," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 161-180.
  2. Markku Lanne & Henri Nyberg, 2016. "Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(4), pages 595-603, 08.
  3. Nyberg, Henri & Pönkä, Harri, 2016. "International sign predictability of stock returns: The role of the United States," Economic Modelling, Elsevier, vol. 58(C), pages 323-338.
  4. Nyberg, Henri & Saikkonen, Pentti, 2014. "Forecasting with a noncausal VAR model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 536-555.
  5. 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.
  6. 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.
  7. Henri Nyberg & Markku Lanne & Erkka Saarinen, 2012. "Does noncausality help in forecasting economic time series?," Economics Bulletin, AccessEcon, vol. 32(4), pages 2849-2859.
  8. 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.
  9. 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.
  10. 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.
  11. Henri Nyberg, 2010. "Testing an autoregressive structure in binary time series models," Economics Bulletin, AccessEcon, vol. 30(2), pages 1460-1473.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (5) 2010-07-17 2012-12-06 2014-06-28 2015-05-22 2015-08-30. Author is listed
  2. NEP-ETS: Econometric Time Series (4) 2010-07-17 2011-04-30 2012-12-06 2014-06-28. Author is listed
  3. NEP-MAC: Macroeconomics (4) 2011-04-30 2014-08-16 2014-09-05 2015-08-30. Author is listed
  4. NEP-FOR: Forecasting (3) 2011-04-30 2014-06-28 2015-05-22. Author is listed
  5. NEP-RMG: Risk Management (3) 2010-07-17 2014-08-16 2015-05-22. Author is listed
  6. NEP-CBA: Central Banking (2) 2014-08-16 2014-09-05. Author is listed
  7. NEP-ORE: Operations Research (2) 2012-12-06 2014-06-28. Author is listed
  8. NEP-BEC: Business Economics (1) 2010-07-17
  9. NEP-CFN: Corporate Finance (1) 2015-05-22
  10. NEP-FMK: Financial Markets (1) 2015-08-30
  11. NEP-GER: German Papers (1) 2015-08-30
  12. NEP-MON: Monetary Economics (1) 2014-09-05

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