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.
Recent Research Activity
Econometrics personnel in Statistics discipline:
Roope, Samuel, Visa and Emil (back row) and Henri (front row)
Research papers / Publications / Presentations
Research papers / Publications / Presentations
- Nevasalmi, L. (2022). Recession forecasting with high-dimensional data. Forthcoming in the Journal of Forecasting. SSRN Research Papers (id 3630146, Recession forecasting with big data, 2020).
- Virta, J., N.Lietzén, and H. Nyberg (2022). Robust signal dimension estimation via SURE. arXiv Research Paper (id 2203.16233).
- Kuntze, V., Lanne, M. and H. Nyberg (2022). Similarity-augmented structural vector autoregression: The effects of forward guidance shocks in different monetary policy conditions. Work in progress.
- Presentation: CEF 2021 (Tokyo), Finnish Mathematical Days 2022 (Tampere)