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 / Publications / Presentations
Recent research papers / Publications / Presentations
- Nyberg, H., and C. Savva (2023). Risk-Return Trade-off in International Stock Returns: Skewness and Business Cycles. Forthcoming in the Econometrics and Statistics
- Kuntze, V,. Nyberg, H. and S. Rauhala (2022). Similarity-Based Recession Prediction in Different Interest Rate Environments. SSRN Research Paper (id 4163483)
- Presentations: Turku Applied Mathematics and Statistics seminar (2022); Finnish Young Statisticians Workshop (2022); CFE 2022 (London); European Winter Meeting of the Econometric Society 2022 (Berlin)
- Kuntze, V., Lanne, M., and H. Nyberg (2022). Similarity-augmented structural vector autoregression: The effects of forward guidance shocks in different monetary policy conditions. SSRN Research Paper (id 4124211)
- Presentation: CEF 2021 (Tokyo), Finnish Mathematical Days 2022 (Tampere)