| Dynamic probit models and financial variables in recession forecasting H Nyberg Journal of Forecasting 29 (1‐2), 215-230, 2010 | 218 | 2010 |
| Generalized forecast error variance decomposition for linear and nonlinear multivariate models M Lanne, H Nyberg Oxford Bulletin of Economics and Statistics 78 (4), 595-603, 2016 | 159 | 2016 |
| Forecasting the direction of the US stock market with dynamic binary probit models H Nyberg International Journal of Forecasting 27 (2), 561-578, 2011 | 132 | 2011 |
| Predicting bear and bull stock markets with dynamic binary time series models H Nyberg Journal of Banking & Finance 37 (9), 3351-3363, 2013 | 94 | 2013 |
| Risk-return tradeoff in US stock returns over the business cycle H Nyberg Journal of Financial and Quantitative Analysis 47 (01), 137-158, 2012 | 91 | 2012 |
| The risk of financial crises: Is there a role for income inequality? K Kirschenmann, T Malinen, H Nyberg Journal of International Money and Finance 68, 161-180, 2016 | 80 | 2016 |
| International sign predictability of stock returns: The role of the United States H Nyberg, H Pönkä Economic Modelling 58, 323-338, 2016 | 53 | 2016 |
| Noncausality and the Commodity Currency Hypothesis M Lof, H Nyberg Available at SSRN 2597815, 2015 | 43 | 2015 |
| A bivariate autoregressive probit model: Business cycle linkages and transmission of recession probabilities H Nyberg Macroeconomic Dynamics 18 (4), 838-862, 2014 | 34 | 2014 |
| Does noncausality help in forecasting economic time series? H Nyberg, M Lanne, E Saarinen Economics Bulletin 32 (4), 2849-2859, 2012 | 34* | 2012 |
| Forecasting with a noncausal VAR model H Nyberg, P Saikkonen Computational Statistics & Data Analysis 76, 536-555, 2014 | 33 | 2014 |
| Forecasting with a Noncausal VAR model H Nyberg, P Saikkonen Research Discussion Papers, Bank of Finland, 2012 | 33 | 2012 |
| Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model H Nyberg Journal of Forecasting, 2017 | 23 | 2017 |
| Generalized forecast error variance decomposition for linear and nonlinear multivariate models M Lanne, H Nyberg CREATES Research Papers, 2014 | 23 | 2014 |
| Studies on binary time series models with applications to empirical macroeconomics and finance H Nyberg Helsingin yliopisto, 2010 | 16 | 2010 |
| A Multinomial Logit-based Statistical Test of Association Football Betting Market Efficiency H Nyberg HECER–Helsinki Center of Economic Research, 2014 | 15 | 2014 |
| QR-GARCH-M Model for Risk-Return Tradeoff in US Stock Returns and Business Cycles H Nyberg Munich Personal RePEc Archive, MPRA Paper, 2010 | 7 | 2010 |
| Forecasting US Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison H Nyberg, M Lanne, E Saarinen Helsinki Center of Economic Research, 2011 | 6* | 2011 |
| Nonlinear dynamic interrelationships between real activity and stock returns M Lanne, H Nyberg CREATES Research Papers, 2015 | 3 | 2015 |
| Is the Quantity Theory of Money Useful in Forecasting US Inflation? M Lanne, J Luoto, H Nyberg CREATES Research Paper, 2014 | 3 | 2014 |
