Henri Nyberg

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Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model

Henri Nyberg, Henri Nyberg, 2018 .

A Qualitative Response VAR Model: An Application to Joint Dynamics of U.S. Interest Rates and Business Cycle

Henri Nyberg, 2013 .

Forecasting with a Noncausal VAR Model

Pentti Saikkonen, Henri Nyberg, P. Saikkonen, 2012 .

Does noncausality help in forecasting economic time series

Henri Nyberg, Markku Lanne, Markku Lanne, 2012 .

Noncausality and the Commodity Currency Hypothesis

Henri Nyberg, Matthijs Lof, 2017 .

Noncausality and the Commodity Currency Hypothesis

Henri Nyberg, Matthijs Lof, 2015 .

Dynamic Probit Models and Financial Variables in Recession Forecasting

Henri Nyberg, Henri Nyberg, 2010 .

Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison

Markku Lanne, Henri Nyberg, Erkka Saarinen, 2011 .

Risk-Return Trade-off in International Stock Returns: Skewness and Business Cycles

Christos S. Savva, Henri Nyberg, 2022, Econometrics and Statistics.

Employee perceptions of flexible working agreements: An investigation of the dark sides of teleworking

Henri Nyberg, 2019 .

The risk of financial crises: Is it in real or financial factors?

Karolin Kirschenmann, Henri Nyberg, Tuomas Malinen, 2014 .

Forecasting with a Noncausal VAR Model

Pentti Saikkonen, Henri Nyberg, P. Saikkonen, 2012, Comput. Stat. Data Anal..

Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models

Henri Nyberg, Markku Lanne, Markku Lanne, 2014 .

Discount Rates and Cash Flows: A Local Projection Approach

Henri Nyberg, Matthijs Lof, 2019, SSRN Electronic Journal.

Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation

Markku Lanne, Henri Nyberg, Jani Luoto, 2014 .

Forecasting the direction of the US stock market with dynamic binary probit models

Henri Nyberg, Henri Nyberg, 2011 .

Nonparametric Impulse Response Analysis in Changing Macroeconomic Conditions

Markku Lanne, Henri Nyberg, 2021 .

Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle

Henri Nyberg, 2011, Journal of Financial and Quantitative Analysis.

A Multinomial Logit-based Statistical Test of Association Football Betting Market Efficiency

Henri Nyberg, 2014 .

The risk of financial crises: Is there a role for income inequality?

Karolin Kirschenmann, Henri Nyberg, Tuomas Malinen, 2016 .

QR-GARCH-M model for risk-return tradeoff in U.S. stock returns and business cycles

Henri Nyberg, 2010 .

International Sign Predictability of Stock Returns: The Role of the United States

Henri Nyberg, Harri Pönkä, 2016 .

Studies on Binary Time Series Models with Applications to Empirical Macroeconomics and Finance

Henri Nyberg, Henri Nyberg, 2010 .

Predicting bear and bull stock markets with dynamic binary time series models

Henri Nyberg, Henri Nyberg, 2013 .

The Risk of Financial Crises: Does it Involve Real or Financial Factors?

Karolin Kirschenmann, Henri Nyberg, Tuomas Malinen, 2014 .

A Bivariate Autoregressive Probit Model : Predicting U.S. Business Cycle and Growth Rate Cycle Recessions

Henri Nyberg, 2009 .

A BIVARIATE AUTOREGRESSIVE PROBIT MODEL: BUSINESS CYCLE LINKAGES AND TRANSMISSION OF RECESSION PROBABILITIES

Henri Nyberg, 2013, Macroeconomic Dynamics.

Moving Forward from Predictive Regressions: Boosting Asset Allocation Decisions

Henri Nyberg, Lauri Nevasalmi, Henri Nyberg, 2020 .