10
H index
10
i10 index
530
Citations
| 10 H index 10 i10 index 530 Citations RESEARCH PRODUCTION: 13 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Economics Bulletin | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2024 | Inside the black box: Neural network-based real-time prediction of US recessions. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571. Full description at Econpapers || Download paper |
2024 | Estimation and Inference for a Class of Generalized Hierarchical Models. (2024). GAO, Jiti ; Yan, Yayi ; Dong, Chaohua ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789. Full description at Econpapers || Download paper |
2024 | Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
2024 | Warfare Ignited Price Contagion Dynamics in Early Modern Europe. (2024). Jobbova, Eva ; Holm, Poul ; Esmaili, Emile ; Puma, Michael J ; Ludlow, Francis. In: Papers. RePEc:arx:papers:2411.18978. Full description at Econpapers || Download paper |
2025 | Sequential Monte Carlo for Noncausal Processes. (2025). Cubadda, Gianluca ; Grassi, Stefano ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2501.03945. Full description at Econpapers || Download paper |
2025 | Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials. (2025). Lee, Quinlan. In: Papers. RePEc:arx:papers:2503.11416. Full description at Econpapers || Download paper |
2025 | Regularized Generalized Covariance (RGCov) Estimator. (2025). Hecq, Alain ; Neyazi, Aryan Manafi ; Jasiak, Joann ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2504.18678. Full description at Econpapers || Download paper |
2025 | Systemic Risk in the European Insurance Sector. (2025). Borri, Nicola ; Bonaccolto, Giovanni ; di Giorgio, Giorgio ; Consiglio, Andrea. In: Papers. RePEc:arx:papers:2505.02635. Full description at Econpapers || Download paper |
2025 | Bubble Detection with Application to Green Bubbles: A Noncausal Approach. (2025). Hecq, Alain ; Neyazi, Aryan Manafi ; Giancaterini, Francesco ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2505.14911. Full description at Econpapers || Download paper |
2025 | Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier. (2025). Michaillat, Pascal. In: Papers. RePEc:arx:papers:2506.09664. Full description at Econpapers || Download paper |
2024 | Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483. Full description at Econpapers || Download paper |
2024 | Inflation and wealth inequality. (2024). Lin, Shu-Chin ; Kim, Dong-Hyeon. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:893-907. Full description at Econpapers || Download paper |
2024 | Income inequality and household debt: A U.S. state-level spatial analysis. (2024). Vijverberg, Chu-Ping C. In: Economic Modelling. RePEc:eee:ecmode:v:138:y:2024:i:c:s0264999324001287. Full description at Econpapers || Download paper |
2024 | Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets. (2024). Lau, Wee Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001037. Full description at Econpapers || Download paper |
2025 | Inference in mixed causal and noncausal models with generalized Student’s t-distributions. (2025). Hecq, Alain ; Giancaterini, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:1-12. Full description at Econpapers || Download paper |
2024 | Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116. Full description at Econpapers || Download paper |
2024 | Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762. Full description at Econpapers || Download paper |
2024 | Food, energy, and water nexus: A study on interconnectedness and trade-offs. (2024). Vo, Xuan Vinh ; Gubareva, Mariya ; Paparas, Dimitrios ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002299. Full description at Econpapers || Download paper |
2024 | Unveiling the Yin and Yang of expansionary monetary policy: Differential impact on inequality in China based on a national-level survey. (2024). Gao, Bei ; Wu, Xingwang ; Yang, Xiaojun ; Miao, Haoran. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010754. Full description at Econpapers || Download paper |
2024 | Public debt determinants: A time-varying analysis of core and peripheral Euro area countries. (2024). di Serio, Mario. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011309. Full description at Econpapers || Download paper |
2024 | International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445. Full description at Econpapers || Download paper |
2024 | A state-dependent international CAPM for partially integrated markets: Using local and US risk factors. (2024). Tajaddini, Reza ; Hematizadeh, Roksana. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000954. Full description at Econpapers || Download paper |
2024 | Predicting recessions using VIX–yield curve cycles. (2024). Hansen, Anne Lundgaard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:409-422. Full description at Econpapers || Download paper |
2024 | A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices. (2024). Muzzioli, Silvia ; Campisi, Giovanni ; de Baets, Bernard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:869-880. Full description at Econpapers || Download paper |
2024 | State-dependent intertemporal risk-return tradeoff: Further evidence. (2024). Chelikani, Surya ; Nam, Kiseok ; Marks, Joseph M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s0148619524000031. Full description at Econpapers || Download paper |
2024 | Unpacking the relation between media sentiment and house prices: A topic modeling approach. (2024). Sokolyk, Tatyana ; Biktimirov, Ernest N ; Ayanso, Anteneh. In: Journal of Housing Economics. RePEc:eee:jhouse:v:66:y:2024:i:c:s1051137724000445. Full description at Econpapers || Download paper |
2024 | A short term credibility index for central banks under inflation targeting: An application to Brazil. (2024). Issler, João ; Hecq, Alain ; Voisin, Elisa. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000445. Full description at Econpapers || Download paper |
2025 | Not all banking crises are alike: Assessing their distributional impacts relative to pre-crisis credit gaps. (2025). Ligonnière, Samuel ; Ligonnire, Samuel ; Mathonnat, Clment ; Atsebi, Jean-Marc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002079. Full description at Econpapers || Download paper |
2024 | Natural resource rents and financial inclusion nexus: Evidence from Africa. (2024). Li, Shixiang ; Bosah, Philip Chukwunonso ; Minua, Gideon Kwaku. In: Resources Policy. RePEc:eee:jrpoli:v:94:y:2024:i:c:s0301420724005014. Full description at Econpapers || Download paper |
2024 | One money, one voice? Evaluating ideological positions of euro area central banks. (2024). Feldkircher, Martin ; Hofmarcher, Paul ; Siklos, Pierre L. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000843. Full description at Econpapers || Download paper |
2024 | Real estate uncertainty and financial conditions over the business cycle. (2024). Noh, Sanha ; Liu, Jia ; Baek, Ingul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:656-675. Full description at Econpapers || Download paper |
2024 | Do corporate credit spreads predict the real economy?. (2024). Chatterjee, Ujjal Kanti ; Bazzana, Flavio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:272-286. Full description at Econpapers || Download paper |
2024 | In search of lost social finance: How do financial instability and inequality interact?. (2024). Gaies, Brahim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003167. Full description at Econpapers || Download paper |
2025 | Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies. (2025). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:13-:d:1619092. Full description at Econpapers || Download paper |
2024 | Sustainable Energy Usage for Africa: The Role of Foreign Direct Investment in Green Growth Practices to Mitigate CO 2 Emissions. (2024). Kouassi, Verena Dominique ; Ayimadu, Twum Edwin ; Nadege, Mbula Ngoy ; Xu, Hongyi ; Bosah, Chukwunonso Philip. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:15:p:3847-:d:1449874. Full description at Econpapers || Download paper |
2024 | TVGeAN: Tensor Visibility Graph-Enhanced Attention Network for Versatile Multivariant Time Series Learning Tasks. (2024). Baz, Mohammed. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:21:p:3320-:d:1504802. Full description at Econpapers || Download paper |
2024 | Chinas business cycle forecasting: a machine learning approach. (2024). Tang, Pan ; Zhang, Yuwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10549-w. Full description at Econpapers || Download paper |
2024 | The Impact of Individual Loss Aversion on Market Risk-Return Trade-off: A Non-linear Approach. (2024). Hayaki, Shoka. In: Discussion Paper Series. RePEc:kob:dpaper:dp2024-05. Full description at Econpapers || Download paper |
2024 | Risk-taking and systemic banking crisis in Africa: do regulatory policy framework provide new insight in threshold models?. (2024). Sarpong-Kumankoma, Emmanuel ; Kuttu, Saint ; Abor, Joshua Yindenaba ; Agbloyor, Elikplimi Komla ; Ofori-Sasu, Daniel. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:2:d:10.1057_s41283-023-00137-x. Full description at Econpapers || Download paper |
2024 | A joint impulse response function for vector autoregressive models. (2024). Wiesen, Thomas ; Beaumont, Paul. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02496-6. Full description at Econpapers || Download paper |
2024 | Does the U.S. extreme indicator matter in stock markets? International evidence. (2024). Jing, Xiaozhen ; Singh, Tarlok ; Xu, Dezhong ; Li, Bin. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00610-w. Full description at Econpapers || Download paper |
2024 | Income distribution, financial liberalisations and banking stability: Theory and international evidence. (2024). Wang, Shengquan ; Luo, Rong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2837-2864. Full description at Econpapers || Download paper |
2024 | Different experiences of Asian emerging‐market economies in the two major financial crises. (2024). Gu, Xinhua ; Zhao, Qingbin ; Liu, Nian ; Lei, Chun Kwok. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3286-3308. Full description at Econpapers || Download paper |
2025 | Forecasting Markov switching vector autoregressions: Evidence from simulation and application. (2025). Cavicchioli, Maddalena. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:136-152. Full description at Econpapers || Download paper |
2025 | Economic Forecasting With German Newspaper Articles. (2025). Wintter, Simon ; Berger, Tino. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:497-512. Full description at Econpapers || Download paper |
2024 | An econometric study of eco‐innovation, clean energy, and trade openness toward carbon neutrality and sustainable development in OECD countries. (2024). Obobisa, Emma Serwaa. In: Sustainable Development. RePEc:wly:sustdv:v:32:y:2024:i:4:p:3075-3099. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 118 |
2016 | Generalized 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: 118 | article | |
2014 | Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | International Sign Predictability of Stock Returns: The Role of the United States In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 32 |
2016 | International 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: 32 | article | |
2015 | Nonlinear dynamic interrelationships between real activity and stock returns In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Forecasting with a noncausal VAR model In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2012 | Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 43 |
2014 | A BIVARIATE AUTOREGRESSIVE PROBIT MODEL: BUSINESS CYCLE LINKAGES AND TRANSMISSION OF RECESSION PROBABILITIES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 16 |
2010 | Testing an autoregressive structure in binary time series models In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2012 | Does noncausality help in forecasting economic time series? In: Economics Bulletin. [Full Text][Citation analysis] | article | 17 |
2014 | Forecasting with a noncausal VAR model In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 9 |
2012 | Forecasting with a noncausal VAR model.(2012) In: Bank of Finland Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2017 | Noncausality and the commodity currency hypothesis In: Energy Economics. [Full Text][Citation analysis] | article | 29 |
2011 | Forecasting the direction of the US stock market with dynamic binary probit models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 58 |
2013 | Predicting bear and bull stock markets with dynamic binary time series models In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 44 |
2016 | The risk of financial crises: Is there a role for income inequality? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 56 |
2014 | The risk of financial crises: Is it in real or financial factors? In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | Dynamic probit models and financial variables in recession forecasting In: Journal of Forecasting. [Full Text][Citation analysis] | article | 92 |
2010 | QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2011 | Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2021 | A Thousand Words Tell More Than Just Numbers: Financial Crises and Historical Headlines In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
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