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
See more about econometric research at the Department: https://econometrics.utu.fi/
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.
- Weighted embedding and outlier detection of metric space data (2025)
- Advances in Data Analysis and Classification
(A1 Refereed original research article in a scientific journal) - A thousand words tell more than just numbers: Financial crises and historical headlines (2024)
- Journal of Financial Stability
(A1 Refereed original research article in a scientific journal) - Discount rates and cash flows: A local projection approach (2024)
- Journal of Banking and Finance
(A1 Refereed original research article in a scientific journal) - Risk-return trade-off in international stock returns: Skewness and business cycles (2023)
- Econometrics and Statistics
(A1 Refereed original research article in a scientific journal) - Robust signal dimension estimation via SURE (2023)
- Statistical Papers
(A1 Refereed original research article in a scientific journal) - A Thousand Words Tell More Than Just Numbers: Financial Crises and Historical Headlines (2021) Ristolainen Kim, Roukka Tomi, Nyberg Henri
(Other publication) - Moving Forward from Predictive Regressions: Boosting Asset Allocation Decisions (2020)
- Social Science Research Network
(Other publication) - Aikasarjamallit apuna Suomen talouden seurannassa (2019)
- Kansantaloudellinen Aikakauskirja
(A1 Refereed original research article in a scientific journal) - Discount Rates and Cash Flows: A Local Projection Approach (2019)
- Social Science Research Network
(D3 Article in a professional conference publication) - Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (2018)
- Journal of Forecasting
(A1 Refereed original research article in a scientific journal) - Noncausality and the Commodity Currency Hypothesis (2017)
- Energy Economics
(A1 Refereed original research article in a scientific journal) - Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models (2016)
- Oxford Bulletin of Economics and Statistics
(A1 Refereed original research article in a scientific journal) - International sign predictability of stock returns: The role of the United States (2016)
- Economic Modelling
(A1 Refereed original research article in a scientific journal) - The risk of financial crises: Is there a role for income inequality? (2016)
- Journal of International Money and Finance
(A1 Refereed original research article in a scientific journal) - International Sign Predictability of Stock Returns: The Role of the United States (2015)
- CREATES Research Paper
(D4 Published development or research report or study ) - Nonlinear dynamic interrelationships between real activity and stock returns (2015)
- CREATES Research Paper
(D4 Published development or research report or study ) - Suomen kansantalouden suhdanneindeksi 2009–2014 (2015)
- Kansantaloudellinen Aikakauskirja
(A1 Refereed original research article in a scientific journal)