10
H index
10
i10 index
453
Citations
| 10 H index 10 i10 index 453 Citations RESEARCH PRODUCTION: 13 Articles 10 Papers RESEARCH ACTIVITY:
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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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2023 | Inequality-Constrained Monetary Policy in a Financialized Economy. (2023). Fierro, Luca Eduardo. In: Working Papers. RePEc:anc:wpaper:474. Full description at Econpapers || Download paper |
2022 | Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916. Full description at Econpapers || Download paper |
2022 | Evaluation 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. Full description at Econpapers || Download paper |
2022 | Topological Data Analysis Ball Mapper for Finance. (2022). Rudkin, Simon ; Qiu, Wanling ; Dlotko, Pawel. In: Papers. RePEc:arx:papers:2206.03622. Full description at Econpapers || Download paper |
2022 | Spectral estimation for mixed causal-noncausal autoregressive models. (2022). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2211.13830. Full description at Econpapers || Download paper |
2023 | Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808. Full description at Econpapers || Download paper |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2022 | Spillover effects in Chinese carbon, energy and financial markets. (2022). Ling, Meijun ; Xie, Fei ; Cao, Guangxi. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:3:p:416-434. Full description at Econpapers || Download paper |
2023 | Noncausal 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. Full description at Econpapers || Download paper |
2022 | Rise 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2022 | Efecto 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. Full description at Econpapers || Download paper |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | Business 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2023 | Income 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. Full description at Econpapers || Download paper |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | US 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. Full description at Econpapers || Download paper |
2022 | Stock 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. Full description at Econpapers || Download paper |
2022 | What 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. Full description at Econpapers || Download paper |
2022 | When 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. Full description at Econpapers || Download paper |
2023 | Hedging 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2023 | Cross-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. Full description at Econpapers || Download paper |
2022 | China’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. Full description at Econpapers || Download paper |
2022 | Recessions and the stock market. (2022). Kroencke, Tim. In: Journal of Monetary Economics. RePEc:eee:moneco:v:131:y:2022:i:c:p:61-77. Full description at Econpapers || Download paper |
2022 | Time-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. Full description at Econpapers || Download paper |
2022 | Does 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. Full description at Econpapers || Download paper |
2022 | Accounting 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. Full description at Econpapers || Download paper |
2023 | Tail 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. Full description at Econpapers || Download paper |
2022 | Identifying 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2022 | Green 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. Full description at Econpapers || Download paper |
2022 | Impact 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Mean 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. Full description at Econpapers || Download paper |
2023 | Is 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. Full description at Econpapers || Download paper |
2022 | The rich, poor, and middle class: Banking crises and income distribution. (2022). Leroy, Aurelien ; el Herradi, Mehdi. In: Post-Print. RePEc:hal:journl:hal-03770620. Full description at Econpapers || Download paper |
2023 | Managing 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. Full description at Econpapers || Download paper |
2023 | Inequality-Constrained Monetary Policy in a Financialized Economy. (2023). Russo, Alberto ; Giri, Federico ; Fierro, Luca Eduardo. In: Working Papers. RePEc:jau:wpaper:2023/02. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2023 | When 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. Full description at Econpapers || Download paper |
2022 | Regional 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. Full description at Econpapers || Download paper |
2022 | Financial bubbles and income inequality. (2022). Brett, Craig ; Sarkar, Saikat. In: MPRA Paper. RePEc:pra:mprapa:112070. Full description at Econpapers || Download paper |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | Inequality-Constrained Monetary Policy in a Financialized Economy. (2022). Russo, Alberto ; Giri, Federico ; Fierro, Luca Eduardo. In: MPRA Paper. RePEc:pra:mprapa:115741. Full description at Econpapers || Download paper |
2022 | Complementarity and Macroeconomic Uncertainty. (). Throckmorton, Nathaniel ; Richter, Alexander ; Plante, Michael ; Atkinson, Tyler. In: Review of Economic Dynamics. RePEc:red:issued:21-53. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | Intergenerational 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. Full description at Econpapers || Download paper |
2023 | Can 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. Full description at Econpapers || Download paper |
2022 | Effectiveness 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. Full description at Econpapers || Download paper |
2023 | Industry 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. Full description at Econpapers || Download paper |
2023 | Return 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2023 | Inequality-Constrained Monetary Policy in a Financialized Economy. (2023). Russo, Alberto ; Giri, Federico ; Fierro, Luca Eduardo. In: LEM Papers Series. RePEc:ssa:lemwps:2023/05. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2022 | Moments, Shocks and Spillovers in Markov-switching VAR Models. (2022). van Dijk, Dick ; Kole, Erik. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210080. Full description at Econpapers || Download paper |
2022 | The non-linear trade-off between return and risk and its determinants. (2022). Salvador, Enrique ; Cotter, John. In: Working Papers. RePEc:ucd:wpaper:202203. Full description at Econpapers || Download paper |
2023 | UNCERTAINTY 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. Full description at Econpapers || Download paper |
2022 | Investment 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. Full description at Econpapers || Download paper |
2022 | Detecting 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. Full description at Econpapers || Download paper |
2022 | Recession forecasting with high?dimensional data. (2022). Nevasalmi, Lauri. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:4:p:752-764. Full description at Econpapers || Download paper |
2022 | Business 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. 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 | 92 |
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 another version. Agregated cites: 92 | 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 | 26 |
2016 | International sign predictability of stock returns: The role of the United States.(2016) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | 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 | 39 |
2014 | A BIVARIATE AUTOREGRESSIVE PROBIT MODEL: BUSINESS CYCLE LINKAGES AND TRANSMISSION OF RECESSION PROBABILITIES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 13 |
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 | 8 |
.() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | ||
2017 | Noncausality and the commodity currency hypothesis In: Energy Economics. [Full Text][Citation analysis] | article | 20 |
2011 | Forecasting the direction of the US stock market with dynamic binary probit models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 54 |
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 | 43 |
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 | 85 |
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 | 0 |
2018 | Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
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