Henri Nyberg : Citation Profile

10

H index

10

i10 index

530

Citations

RESEARCH PRODUCTION:

13

Articles

10

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 48
   Journals where Henri Nyberg has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 11 (2.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pny15
   Updated: 2025-06-21    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 (16)

Wohar, Mark (11)

GUPTA, RANGAN (10)

Pellegrino, Giovanni (9)

Castelnuovo, Efrem (9)

Christiansen, Charlotte (9)

Balcilar, Mehmet (9)

Pincheira, Pablo (8)

Caggiano, Giovanni (8)

Hardy, Nicolas (8)

Cites to:

Lanne, Markku (25)

Saikkonen, Pentti (22)

Taylor, Alan (18)

Timmermann, Allan (18)

Campbell, John (17)

Estrella, Arturo (16)

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 (2025 and 2024)

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

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2024Estimation 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.

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

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2024Warfare 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.

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2025Sequential Monte Carlo for Noncausal Processes. (2025). Cubadda, Gianluca ; Grassi, Stefano ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2501.03945.

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2025Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials. (2025). Lee, Quinlan. In: Papers. RePEc:arx:papers:2503.11416.

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2025Regularized Generalized Covariance (RGCov) Estimator. (2025). Hecq, Alain ; Neyazi, Aryan Manafi ; Jasiak, Joann ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2504.18678.

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2025Systemic Risk in the European Insurance Sector. (2025). Borri, Nicola ; Bonaccolto, Giovanni ; di Giorgio, Giorgio ; Consiglio, Andrea. In: Papers. RePEc:arx:papers:2505.02635.

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2025Bubble 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.

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2025Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier. (2025). Michaillat, Pascal. In: Papers. RePEc:arx:papers:2506.09664.

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2024Understanding 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.

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2024Inflation 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.

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2024Income 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.

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2024Terms 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.

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2025Inference 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.

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2024Global 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.

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2024Does 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.

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2024Food, 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.

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2024Unveiling 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.

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2024Public 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.

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2024International 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.

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2024A 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.

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2024Predicting 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.

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2024A 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.

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2024State-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.

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2024Unpacking 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.

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2024A 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.

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2025Not 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.

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2024Natural 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.

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2024One 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.

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2024Real 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.

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2024Do 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.

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2024In 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.

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2025Explosive 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.

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2024Sustainable 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.

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2024TVGeAN: 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.

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2024Chinas 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.

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2024The 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.

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2024Risk-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.

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2024A 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.

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2024Does 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.

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2024Income 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.

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2024Different 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.

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2025Forecasting 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.

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2025Economic 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.

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2024An 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.

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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]		paper118
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: 118		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]		paper32
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: 32		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]		article43
2014A BIVARIATE AUTOREGRESSIVE PROBIT MODEL: BUSINESS CYCLE LINKAGES AND TRANSMISSION OF RECESSION PROBABILITIES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article16
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]		article9
2012Forecasting 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
2017Noncausality and the commodity currency hypothesis In: Energy Economics.
[Full Text][Citation analysis]		article29
2011Forecasting the direction of the US stock market with dynamic binary probit models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article58
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]		article56
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]		article92
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]		paper1
2018Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model In: Journal of Forecasting.
[Full Text][Citation analysis]		article6

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