Econometrics: Research and Teaching at the UTU
This website compiles ongoing (macro and financial) econometrics research and teaching at the University of Turku. Activities are jointly operated by the Department of Mathematics and Statistics (The Center of Statistics) and the Turku School of Economics.
Team
Econometrics personnel in Statistics discipline:
Roope, Samuel, Visa and Emil (back row) and Henri (front row)
Recent research papers and publications
Recent research papers and publications
- Nyberg, H. and C. Savva (2024). Risk-Return Trade-Off in International Stock Returns: Skewness and Business Cycles. Forthcoming in the Econometrics and Statistics
- Virta, J., N.Lietzén, and H. Nyberg (2024). Robust signal dimension estimation via SURE. Forthcoming in the Statistical Papers
- Ristolainen, K., T. Roukka & Nyberg, H. (2024). A Thousand Words Tell More than just Numbers: Financial Crises and Historical Headlines. Journal of Financial Stability, 70, 101209
- Nyberg, H. and S. Rauhala (2022). A Structural Vector Autoregression Containing Positive-Valued Components. SSRN Research Paper (id 4301748)
- Kuntze, V,. Nyberg, H. and S. Rauhala (2022). Similarity-Based Recession Prediction in Different Interest Rate Environments. SSRN Research Paper (id 4163483)