Time Series Analysis and Econometrics
Adjunct professor and University lecturer
Henri Nyberg, University lecturer (statistics) and adjunct professor (econometrics)

Description of the Research

Due to its multidisciplinary nature between statistics and economics, research on time series analysis and econometrics in the University of Turku is carried out jointly at the Department of Mathematics and Statistics (The Center of Statistics) and Turku School of Economics (especially Department of Economics and Department of Accounting and Finance).

The research topics contain new nonlinear econometric methods applied mainly in the analysis of financial and macroeconomic time series. Equally important to the development of new econometric techniques are the empirical applications to macroeconomics and finance, shedding light on the behavior of macroeconomy and financial markets. More specifically, the ongoing research include new estimation and forecasting methods for limited dependent time series, such as binary and non-negative variables, and multivariate methods needed, for example, in structural economic policy analysis and forecasting business cycle fluctuations and financial crises.

Link to homepage

Details on the publications, working papers and (international) activities in the ongoing research projects (Nyberg) are compiled here (website).