Seuraa
Henri Nyberg
Henri Nyberg
University of Turku (Department of Mathematics and Statistics)
Vahvistettu sähköpostiosoite verkkotunnuksessa utu.fi - Kotisivu
Nimike
Viittaukset
Viittaukset
Vuosi
Dynamic probit models and financial variables in recession forecasting
H Nyberg
Journal of Forecasting 29 (1‐2), 215-230, 2010
2202010
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
1642016
Forecasting the direction of the US stock market with dynamic binary probit models
H Nyberg
International Journal of Forecasting 27 (2), 561-578, 2011
1322011
Risk-return tradeoff in US stock returns over the business cycle
H Nyberg
Journal of Financial and Quantitative Analysis 47 (01), 137-158, 2012
952012
Predicting bear and bull stock markets with dynamic binary time series models
H Nyberg
Journal of Banking & Finance 37 (9), 3351-3363, 2013
942013
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
832016
International sign predictability of stock returns: The role of the United States
H Nyberg, H Pönkä
Economic Modelling 58, 323-338, 2016
552016
Noncausality and the Commodity Currency Hypothesis
M Lof, H Nyberg
Available at SSRN 2597815, 2015
442015
A bivariate autoregressive probit model: Business cycle linkages and transmission of recession probabilities
H Nyberg
Macroeconomic Dynamics 18 (4), 838-862, 2014
342014
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
332014
Forecasting with a Noncausal VAR model
H Nyberg, P Saikkonen
Research Discussion Papers, Bank of Finland, 2012
332012
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model
H Nyberg
Journal of Forecasting, 2017
232017
Generalized forecast error variance decomposition for linear and nonlinear multivariate models
M Lanne, H Nyberg
CREATES Research Papers, 2014
232014
Studies on binary time series models with applications to empirical macroeconomics and finance
H Nyberg
Helsingin yliopisto, 2010
162010
A Multinomial Logit-based Statistical Test of Association Football Betting Market Efficiency
H Nyberg
HECER–Helsinki Center of Economic Research, 2014
152014
QR-GARCH-M Model for Risk-Return Tradeoff in US Stock Returns and Business Cycles
H Nyberg
Munich Personal RePEc Archive, MPRA Paper, 2010
72010
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
32015
Is the Quantity Theory of Money Useful in Forecasting US Inflation?
M Lanne, J Luoto, H Nyberg
CREATES Research Paper, 2014
32014
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Artikkelit 1–20