Henri Nyberg
PhD (Statistics); Head of Statistics; Vice head of Department of Mathematics and Statistics; Director of Turku Center of Statistics
Department of Mathematics and Statistics henri.nyberg@utu.fi +358 29 450 4322 +358 50 353 0866 Assistentinkatu 7 Turku |
Time series analysis; time series econometrics; empirical macroeconomics; empirical finance
Associate Professor of statistics at the University of Turku (UTU), Department of Mathematics and Statistics (since January 2020). After receiving my doctoral degree (Statistics, University of Helsinki) in 2010, I have worked as University Lecturer in Statistics at the UTU (2015–2019), fixed-term (part-time) Professor in Economics (Tampere University, 2018–2019) and Post-Doc Researcher at the University of Helsinki (2010–2015), including a research fellowship (research visit) to the University of Cambridge 2011–2012. I am also Adjunct Professor (Title of Docent) in econometrics at the University of Helsinki since 2014.
See all the details in my CV and Google Scholar profile. Links: See my website
My main research activities are related to statistics and specifically in econometrics and time series analysis.
See details: UTU Econometrics website. The core courses include 3 time series analysis courses,
macroeconometrics and 2 courses on advanced regression analysis and statistical learning
Overall, I am the person in charge for 15 courses/study units. Some of the courses are now available in a continuous basis ("autopilot" mode).
As Head of Discipline, I am responding questions about statistics studies. In these situations, contact first me by email.
- A Thousand Words Tell More Than Just Numbers: Financial Crises and Historical Headlines (2021) Ristolainen Kim, Roukka Tomi, Nyberg Henri
(Published development or research report or study (D4)) - Moving Forward from Predictive Regressions: Boosting Asset Allocation Decisions (2020)
- Social Science Research Network
(Other (O2)) - Aikasarjamallit apuna Suomen talouden seurannassa (2019)
- Kansantaloudellinen Aikakauskirja
(Refereed journal article or data article (A1)) - Discount Rates and Cash Flows: A Local Projection Approach (2019)
- Social Science Research Network
(Professional conference proceedings (D3)) - Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (2018)
- Journal of Forecasting
(Refereed journal article or data article (A1)) - Noncausality and the Commodity Currency Hypothesis (2017)
- Energy Economics
(Refereed journal article or data article (A1)) - Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models (2016)
- Oxford Bulletin of Economics and Statistics
(Refereed journal article or data article (A1)) - International sign predictability of stock returns: The role of the United States (2016)
- Economic Modelling
(Refereed journal article or data article (A1)) - The risk of financial crises: Is there a role for income inequality? (2016)
- Journal of International Money and Finance
(Refereed journal article or data article (A1)) - International Sign Predictability of Stock Returns: The Role of the United States (2015)
- CREATES Research Paper
(Published development or research report or study (D4)) - Nonlinear dynamic interrelationships between real activity and stock returns (2015)
- CREATES Research Paper
(Published development or research report or study (D4)) - Suomen kansantalouden suhdanneindeksi 2009–2014 (2015)
- Kansantaloudellinen Aikakauskirja
(Refereed journal article or data article (A1))