Henri Nyberg : Citation Profile

Are you Henri Nyberg?

10

H index

10

i10 index

433

Citations

RESEARCH PRODUCTION:

13

Articles

10

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 39
   Journals where Henri Nyberg has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 11 (2.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pny15
   Updated: 2023-05-27    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 (10)

GUPTA, RANGAN (10)

Wohar, Mark (10)

Christiansen, Charlotte (9)

Balcilar, Mehmet (9)

Caggiano, Giovanni (8)

Rodrigues, Paulo (8)

Castelnuovo, Efrem (8)

Pincheira, Pablo (7)

Feldkircher, Martin (6)

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 (2022 and 2021)

YearTitle of citing document
2021The rich, the poor, and the middle class: banking crises and income distribution. (2021). El Herradi, Mehdi ; Leroy, Aurelien. In: AMSE Working Papers. RePEc:aim:wpaimx:2136.

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2022Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2021Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). GAO, Jiti ; Liu, Fei ; Peng, Bin. In: Papers. RePEc:arx:papers:2012.03182.

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2021Economic Recession Prediction Using Deep Neural Network. (2021). Liu, Hongfu ; Xia, Steve Q ; Wang, Zihao. In: Papers. RePEc:arx:papers:2107.10980.

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2021Decoding Causality by Fictitious VAR Modeling. (2021). Hu, Xingwei. In: Papers. RePEc:arx:papers:2111.07465.

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2022Evaluation of the credibility of the Brazilian inflation targeting system using mixed causal-noncausal models. (2022). Hecq, Alain ; Voisin, Elisa ; Issler, Joao. In: Papers. RePEc:arx:papers:2205.00924.

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2022Topological Data Analysis Ball Mapper for Finance. (2022). Rudkin, Simon ; Qiu, Wanling ; Dlotko, Pawel. In: Papers. RePEc:arx:papers:2206.03622.

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2022Spectral estimation for mixed causal-noncausal autoregressive models. (2022). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2211.13830.

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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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2022The effects of financial crisis on income inequality. (2022). Nguyen, Thanh Cong. In: Development Policy Review. RePEc:bla:devpol:v:40:y:2022:i:6:n:e12600.

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2021Does Capital Account Liberalization Affect Income Inequality?. (2021). Li, Xiang ; Su, Dan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:377-410.

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2021The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869.

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2022Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks. (2022). Shinozaki, Yuji ; Koide, Yoshiyasu ; Hogen, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e14.

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2023.

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2022Efecto de la incertidumbre en las organizaciones del mercado accionario: una herramienta para la toma de decisiones y la inteligencia organizacional. (2022). Gonzales-Campo, Carlos Hernan ; Candelo-Viafara, Juan Manuel. In: Estudios Gerenciales. RePEc:col:000129:020062.

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2021Do macroprudential measures increase inequality? Evidence from the euro area household survey. (2021). Martin, Diego Vila ; Georgescu, Oana-Maria . In: Working Paper Series. RePEc:ecb:ecbwps:20212567.

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2021Interest rate trends in a global context. (2021). Tesar, Linda L ; Stolyarov, Dmitriy. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001218.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2021Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare. (2021). Grüning, Patrick ; Donadelli, Michael ; Gruning, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000607.

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2021What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133.

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2022Forecasting solar stock prices using tree-based machine learning classification: How important are silver prices?. (2022). Sadorsky, Perry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000572.

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2021Forecasting bubbles with mixed causal-noncausal autoregressive models. (2021). Hecq, Alain ; Voisin, Elisa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:29-45.

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2022Business cycles and redistribution: The role of government quality. (2022). Muinelo-Gallo, Leonel. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s0939362522000632.

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2021Maximizing the expected net present value in a project with uncertain cash flows. (2021). Ranjbar, Mohammad ; Davari, Morteza ; Peymankar, Mahboobeh. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:2:p:442-452.

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2022The non-linear trade-off between return and risk and its determinants. (2022). Salvador, Enrique ; Cotter, John. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:100-132.

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2022Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis. (2022). Pincheira, Pablo ; Hardy, Nicolas ; Jarsun, Nabil ; Bentancor, Andrea ; Pincheira-Brown, Pablo. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832100637x.

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2021Investigating the effect of climate uncertainty on global commodity markets. (2021). Nam, Kyungsik. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000281.

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2021Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries. (2021). USMAN, OJONUGWA ; Balcilar, Mehmet ; Wohar, Mark E ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001547.

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2021Direction-of-change forecasting in commodity futures markets. (2021). Quinn, Barry ; Papailias, Fotis ; Liu, Jiadong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100020x.

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2022US Stock return predictability with high dimensional models. (2022). Salisu, Afees ; Tchankam, Jean Paul. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002646.

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2022Stock market reactions to COVID-19 lockdown: A global analysis. (2022). Rieger, Marc Oliver ; Matschke, Xenia ; Scherf, Matthias. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321003019.

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2022What drives the systemic banking crises in advanced economies?. (2022). Roy, Saktinil. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000485.

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2021Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?. (2021). Li, Youwei ; Waterworth, James ; Vigne, Samuel A ; Pantelous, Athanasios A ; Hamill, Philip A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000196.

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2022When central bank research meets Google search: A sentiment index of global financial stress. (2022). Stolbov, Mikhail ; Karminsky, Alexander ; Shchepeleva, Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001640.

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2021Modeling and predicting U.S. recessions using machine learning techniques. (2021). Vrontos, Ioannis D ; Galakis, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:647-671.

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2021Return signal momentum. (2021). Thomakos, Dimitrios ; Liu, Jiadong ; Papailias, Fotis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:124:y:2021:i:c:s0378426621000212.

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2021The effects of inequality in the 1997–98 Asian crisis and the 2008–09 global tsunami: The case of five Asian economies. (2021). Lei, Chun Kwok ; Tam, Pui Sun ; Gu, Xinhua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s026156062030262x.

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2022The rich, poor, and middle class: Banking crises and income distribution. (2022). Leroy, Aurelien ; el Herradi, Mehdi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000985.

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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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2021Asymmetric effects of uncertainty shocks: Normal times and financial disruptions are different. (2021). Nalban, Valeriu ; Smdu, Andra. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:69:y:2021:i:c:s0164070421000379.

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2021Forecasting aluminum prices with commodity currencies. (2021). Pincheira, Pablo ; Hardy, Nicolas. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721000829.

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2022China’s urban construction investment bond: Contextualising a financial tool for local government. (2022). Xia, Senmao ; Coffman, Dmaris ; Zhang, Fangzhu ; Ye, Zhen ; Zhu, Zhonghua ; Wang, Zhifeng. In: Land Use Policy. RePEc:eee:lauspo:v:112:y:2022:i:c:s0264837719324810.

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2022Recessions and the stock market. (2022). Kroencke, Tim. In: Journal of Monetary Economics. RePEc:eee:moneco:v:131:y:2022:i:c:p:61-77.

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2021US government shutdowns and Indonesian stock market. (2021). Nguyen, Dat ; Sasongko, Aryo ; Anglingkusumo, Reza ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000287.

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2022Time-varying monetary policy shocks and the dynamics of Chinese commodity prices. (2022). Yang, MO ; Cao, Jin ; Yi, Heling ; Lyu, Yongjian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001317.

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2022Does the yield curve signal recessions? New evidence from an international panel data analysis. (2022). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:9-22.

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2021Impact of energy intensity, renewable energy, and economic growth on CO2 emissions: Evidence from Africa across regions and income levels. (2021). Wu, Q ; Namahoro, J P ; Xue, S ; Zhou, N. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:147:y:2021:i:c:s1364032121005207.

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2022Accounting for real exchange rates in emerging economies: The role of commodity prices. (2022). Yepez, Carlos ; Dzikpe, Francis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:476-492.

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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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2022Identifying bull and bear market regimes with a robust rule-based method. (2022). Zegado, Piotr. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002245.

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2021Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality. (2021). GUPTA, RANGAN ; Balcilar, Mehmet ; Pierdzioch, Christian ; Berisha, Edmond. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:57:y:2021:i:c:p:87-92.

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2021Countercyclical Fluctuations in Uncertainty are Endogenous. (2021). Throckmorton, Nathaniel A ; Richter, Alexander W ; Plante, Michael D ; Bernstein, Joshua. In: Working Papers. RePEc:fip:feddwp:92899.

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2022Green Finance, Chemical Fertilizer Use and Carbon Emissions from Agricultural Production. (2022). Song, Yuting ; Zhao, Shuang ; Guo, Lili ; Li, Houjian ; Tang, Mengqian. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:3:p:313-:d:755278.

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2022Impact of Population Aging and Renewable Energy Consumption on Agricultural Green Total Factor Productivity in Rural China: Evidence from Panel VAR Approach. (2022). Tang, Mengqian ; Zhou, Xiaolei ; Li, Houjian ; Guo, Lili. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:5:p:715-:d:818509.

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2022The Corporate Economic Performance of Environmentally Eligible Firms Nexus Climate Change: An Empirical Research in a Bayesian VAR Framework. (2022). Zopounidis, Constantin ; Sariannidis, Nikolaos ; Niklis, Dimitrios ; Zafeiriou, Eleni ; Tsioptsia, Kyriaki-Argyro. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:19:p:7266-:d:932623.

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2021The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model. (2021). Zhang, Dan ; Seip, Knut Lehre. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:25-436:d:564333.

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2022.

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2022.

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2021Sticky Stock Market Analysts. (2021). Lorenz, Marco ; Judek, Jan Rene ; Filiz, Ibrahim ; Spiwoks, Markus. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:593-:d:698283.

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2021A Random Forests Approach to Predicting Clean Energy Stock Prices. (2021). Sadorsky, Perry. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:48-:d:486224.

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2021Predicting Gold and Silver Price Direction Using Tree-Based Classifiers. (2021). Sadorsky, Perry. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:198-:d:546254.

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2022Mean Reversions in Major Developed Stock Markets: Recent Evidence from Unit Root, Spectral and Abnormal Return Studies. (2022). Chen, Clara Chia-Sheng ; Li, Wei-Xuan ; Nguyen, James. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:162-:d:785500.

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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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2022The rich, poor, and middle class: Banking crises and income distribution. (2022). Leroy, Aurelien ; el Herradi, Mehdi. In: Post-Print. RePEc:hal:journl:hal-03770620.

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2021The rich, the poor, and the middle class: banking crises and income distribution. (2021). El Herradi, Mehdi ; Leroy, Aurelien. In: Working Papers. RePEc:hal:wpaper:halshs-03269859.

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2021Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies. (2021). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin ; Wohar, Mark E ; Aygun, Gurcan. In: IZA Discussion Papers. RePEc:iza:izadps:dp14420.

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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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2021Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics. (2021). Rodrigues, Paulo ; Nicolau, Joo ; Cruz, Joo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09324-2.

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2021Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms. (2021). Chevallier, Julien ; Zhang, Lyuyuan ; Zhu, Bangzhu. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-019-09966-z.

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2021Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach. (2021). Jüppner, Marcus ; Paradiso, Antonio ; Juppner, Marcus ; Donadelli, Michael ; Schlag, Christian. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10031-3.

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2022A New Bootstrapped Hybrid Artificial Neural Network Approach for Time Series Forecasting. (2022). Fildes, Robert ; Eriolu, Erol. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:4:d:10.1007_s10614-020-10073-7.

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2021Monthly Financial and Economic Uncertainty Index (IMIFE) for the Colombian Economy. (2021). Candelo Viáfara, Juan Manuel ; Candelo-Viafara, Juan Manuel. In: Lecturas de Economía. RePEc:lde:journl:y:2021:i:95:p:85-104.

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2022Regional Integration and Decoupling in the Asia Pacific: A Bayesian Panel VAR Approach. (2022). Davidson, Sharada Nia. In: IMF Economic Review. RePEc:pal:imfecr:v:70:y:2022:i:4:d:10.1057_s41308-022-00174-8.

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2022Financial bubbles and income inequality. (2022). Brett, Craig ; Sarkar, Saikat. In: MPRA Paper. RePEc:pra:mprapa:112070.

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2022Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?. (2022). Perry, Sadorsky ; Abul, Basher Syed. In: MPRA Paper. RePEc:pra:mprapa:113293.

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2022Inequality-Constrained Monetary Policy in a Financialized Economy. (2022). Russo, Alberto ; Giri, Federico ; Fierro, Luca Eduardo. In: MPRA Paper. RePEc:pra:mprapa:115741.

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2022Complementarity and Macroeconomic Uncertainty. (). Throckmorton, Nathaniel ; Richter, Alexander ; Plante, Michael ; Atkinson, Tyler. In: Review of Economic Dynamics. RePEc:red:issued:21-53.

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2022The Trend is Your Friend: A Note on An Ensemble Learning Approach to Finding It. (2022). Chang, Tzu-Pu ; Chou, Po-Ching. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:9:y:2022:i:1:p:19-25.

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2022Intergenerational income distribution before and after the great recession: winners and losers. (2022). Chybalski, Filip. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:49:y:2022:i:3:d:10.1007_s40622-022-00325-w.

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2022Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies. (2022). Wohar, Mark E ; Aygun, Gurcan ; Ozdemir, Huseyin ; Balcilar, Mehmet. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:4:d:10.1007_s00181-021-02198-x.

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2022The Effect of Urbanization and Industrialization on Income Inequality: An Analysis Based on the Method of Moments Quantile Regression. (2022). Tiwari, Aviral ; Khalfaoui, Rabeh ; Attiaoui, Imed ; Ali, Ibrahim Mohamed. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:161:y:2022:i:1:d:10.1007_s11205-021-02812-6.

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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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2022Moments, Shocks and Spillovers in Markov-switching VAR Models. (2022). van Dijk, Dick ; Kole, Erik. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210080.

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2022The non-linear trade-off between return and risk and its determinants. (2022). Salvador, Enrique ; Cotter, John. In: Working Papers. RePEc:ucd:wpaper:202203.

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2022Investment momentum: A two?dimensional behavioural strategy. (2022). Zheng, Liyi ; Zhao, Huainan ; Xu, Fangming. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1191-1207.

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2022Detecting crisis vulnerability using yield spread interconnectedness. (2022). Alvarado, Fernando Garcia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3864-3880.

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2021Directional news impact curve. (2021). Anatolyev, Stanislav. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:94-107.

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2021Forecast performance and bubble analysis in noncausal MAR(1, 1) processes. (2021). Jasiak, Joann ; Gourieroux, Christian ; Hencic, Andrew. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:2:p:301-326.

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2021Convolution?based filtering and forecasting: An application to WTI crude oil prices. (2021). Tong, Michelle ; Jasiak, Joann ; Gourieroux, Christian. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:7:p:1230-1244.

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2022Recession forecasting with high?dimensional data. (2022). Nevasalmi, Lauri. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:4:p:752-764.

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2022Business Cycles across Space and Time. (2022). Owyang, Michael ; Soques, Daniel ; Francis, Neville. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:4:p:921-952.

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2021Equity premium predictability over the business cycle. (2021). Stein, Tobias ; Monch, Emanuel. In: Discussion Papers. RePEc:zbw:bubdps:252021.

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2021High-dimensional statistical learning techniques for time-varying limit order book networks. (2021). Schienle, Melanie ; Hardle, Wolfgang ; Chen, Shi. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021015.

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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]		paper87
2016Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models.(2016) In: Oxford Bulletin of Economics and Statistics.
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This paper has another version. Agregated cites: 87		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]		paper23
2016International sign predictability of stock returns: The role of the United States.(2016) In: Economic Modelling.
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This paper has another version. Agregated cites: 23		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]		article39
2014A BIVARIATE AUTOREGRESSIVE PROBIT MODEL: BUSINESS CYCLE LINKAGES AND TRANSMISSION OF RECESSION PROBABILITIES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article13
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]		article7
.() In: .
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This paper has another version. Agregated cites: 7		paper
2017Noncausality and the commodity currency hypothesis In: Energy Economics.
[Full Text][Citation analysis]		article19
2011Forecasting the direction of the US stock market with dynamic binary probit models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article51
2013Predicting bear and bull stock markets with dynamic binary time series models In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article42
2016The risk of financial crises: Is there a role for income inequality? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article40
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]		article83
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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