Henri Nyberg : Citation Profile

Are you Henri Nyberg?

10

H index

10

i10 index

471

Citations

RESEARCH PRODUCTION:

13

Articles

10

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 42
   Journals where Henri Nyberg has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 11 (2.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pny15
   Updated: 2024-04-18    RAS profile: 2023-02-12    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Henri Nyberg.

Is cited by:

Pönkä, Harri (22)

Hecq, Alain (11)

Wohar, Mark (10)

GUPTA, RANGAN (10)

Pellegrino, Giovanni (9)

Castelnuovo, Efrem (9)

Christiansen, Charlotte (9)

Balcilar, Mehmet (9)

Caggiano, Giovanni (8)

Pincheira, Pablo (8)

Rodrigues, Paulo (8)

Cites to:

Lanne, Markku (25)

Saikkonen, Pentti (22)

Taylor, Alan (18)

Timmermann, Allan (18)

Campbell, John (16)

Estrella, Arturo (15)

Pesaran, Mohammad (15)

Diebold, Francis (14)

Jorda, Oscar (13)

Potter, Simon (12)

Terrones, Marco (10)

Main data

Where Henri Nyberg has published?

Journals with more than one article published# docs
Economics Bulletin2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Henri Nyberg (2024 and 2023)

YearTitle of citing document
2023Bank Runs and Inequality. (2023). Sebastian, Monroy-Taborda. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4672.

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2023Inequality-Constrained Monetary Policy in a Financialized Economy. (2023). Fierro, Luca Eduardo. In: Working Papers. RePEc:anc:wpaper:474.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2024Inside the black box: Neural network-based real-time prediction of US recessions. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

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2023Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models. (2023). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2310.19543.

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2024Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023Does income inequality really matter for credit booms?. (2023). Challita, Sandra ; Naceur, Sami B ; Ayadi, Rym. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:1:n:e12208.

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2023Noncausal affine processes with applications to derivative pricing. (2023). Lu, Yang ; Gourieroux, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:766-796.

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2023.

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2023Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether. (2023). Ho, Pak ; Tang, Gabriel Shui. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002380.

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2023Binary response models for heterogeneous panel data with interactive fixed effects. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Liu, Fei. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1654-1679.

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2023Moments, shocks and spillovers in Markov-switching VAR models. (2023). Kole, Erik ; van Dijk, Dick. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001902.

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2023Income inequality, inflation and financial development. (2023). Lin, Shu-Chin ; Kim, Dong-Hyeon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:468-487.

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2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

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2023Agricultural carbon footprint, energy utilization and economic quality: What causes what, and where?. (2023). Zhao, Minjuan ; Kipperberg, Gorm ; Sauer, Johannes ; Khan, Sufyan Ullah ; Cui, YU. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pa:s036054422301280x.

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2023A central bankers’ sentiment index of global financial cycle. (2023). Liu, Wei ; Yu, Zhen ; Yang, Fuyu. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005330.

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2023Forecasting NFT coin prices using machine learning: Insights into feature significance and portfolio strategies. (2023). Sadorsky, Perry ; Henriques, Irene. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000996.

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2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

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2023Cross-country uncertainty spillovers: Evidence from international survey data. (2023). Beckmann, Joscha ; Schussler, Rainer ; Koop, Gary ; Davidson, Sharada Nia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001632.

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2023Asymmetric linkage between copper-cobalt productions and economic growth: Evidence from Republic Democratic of Congo. (2023). Hui, SU ; Wu, Qiaosheng ; Namahoro, Jean Pierre. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003410.

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2023Tail dependence and risk spillover effects between Chinas carbon market and energy markets. (2023). Dong, Xiuliang ; Man, Yuanyuan ; Liu, Jianing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:553-567.

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2023The motifs of risk transmission in multivariate time series: Application to commodity prices. (2023). Spelta, Alessandro ; Pagnottoni, Paolo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012122002609.

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2023Do Changes in Risk Perception Predict Systemic Banking Crises?. (2023). Roy, Saktinil. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:463-:d:1265770.

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2023Is There Any Pattern Regarding the Vulnerability of Smart Contracts in the Food Supply Chain to a Stressed Event? A Quantile Connectedness Investigation. (2023). Paparas, Dimitrios ; Ghosh, Bikramaditya. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:58-:d:1038318.

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2023Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS. (2023). Goutte, Stéphane ; Gana, Marjene ; Ahmed, Ayedi ; Guesmi, Khaled. In: Working Papers. RePEc:hal:wpaper:halshs-04068651.

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2023Inequality-Constrained Monetary Policy in a Financialized Economy. (2023). Russo, Alberto ; Giri, Federico ; Fierro, Luca Eduardo. In: Working Papers. RePEc:jau:wpaper:2023/02.

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2023When a correction turns into a bear market: What explains the depth of the stock market drawdown? A discretionary global macro approach. (2023). Jackson, Dave ; Tokic, Damir. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00306-3.

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2023Forecasting binary outcomes in soccer. (2023). Mattera, Raffaele. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-021-04224-8.

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2023Can deep neural networks outperform Fama-MacBeth regression and other supervised learning approaches in stock returns prediction with asset-pricing factors?. (2023). Li, Yu-Hsien ; Teng, Huei-Wen. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-023-00076-y.

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2023Industry return lead-lag relationships between the US and other major countries. (2023). Sebastio, Helder ; Silva, Nuno ; Monteiro, Ana. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1.

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2023Return direction forecasting: a conditional autoregressive shape model with beta density. (2023). Fan, Pengying ; Sun, Yuying ; Xie, Haibin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00489-z.

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2023Inequality-Constrained Monetary Policy in a Financialized Economy. (2023). Russo, Alberto ; Giri, Federico ; Fierro, Luca Eduardo. In: LEM Papers Series. RePEc:ssa:lemwps:2023/05.

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2023A panel threshold VAR with stochastic volatility-in-mean model: an application to the effects of financial and uncertainty shocks in emerging economies. (2023). Soave, Gian Paulo. In: Applied Economics. RePEc:taf:applec:v:55:y:2023:i:4:p:397-431.

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2023UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION. (2023). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:2:p:577-606.

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2023Connectedness between G10 currencies: Searching for the causal structure. (2023). Heinlein, Reinhold ; Bettendorf, Timo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3938-3959.

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2023Forecasting base metal prices with exchange rate expectations. (2023). Pincheira, Pablo ; Hardy, Nicolas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2341-2362.

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2023Historical Patterns of Inequality and Productivity around Financial Crises. (2023). Paul, Pascal. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:7:p:1641-1665.

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Works by Henri Nyberg:

YearTitleTypeCited
2014Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper99
2016Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models.(2016) In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 99		article
2014Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2015International Sign Predictability of Stock Returns: The Role of the United States In: CREATES Research Papers.
[Full Text][Citation analysis]		paper28
2016International sign predictability of stock returns: The role of the United States.(2016) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2015Nonlinear dynamic interrelationships between real activity and stock returns In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2012Forecasting with a noncausal VAR model In: Research Discussion Papers.
[Full Text][Citation analysis]		paper2
2012Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article40
2014A BIVARIATE AUTOREGRESSIVE PROBIT MODEL: BUSINESS CYCLE LINKAGES AND TRANSMISSION OF RECESSION PROBABILITIES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article14
2010Testing an autoregressive structure in binary time series models In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2012Does noncausality help in forecasting economic time series? In: Economics Bulletin.
[Full Text][Citation analysis]		article17
2014Forecasting with a noncausal VAR model In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article8
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2017Noncausality and the commodity currency hypothesis In: Energy Economics.
[Full Text][Citation analysis]		article22
2011Forecasting the direction of the US stock market with dynamic binary probit models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article56
2013Predicting bear and bull stock markets with dynamic binary time series models In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article44
2016The risk of financial crises: Is there a role for income inequality? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article46
2014The risk of financial crises: Is it in real or financial factors? In: Working Papers.
[Full Text][Citation analysis]		paper3
2010Dynamic probit models and financial variables in recession forecasting In: Journal of Forecasting.
[Full Text][Citation analysis]		article85
2010QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2011Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2021A Thousand Words Tell More Than Just Numbers: Financial Crises and Historical Headlines In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2018Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model In: Journal of Forecasting.
[Full Text][Citation analysis]		article3

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