Member of the:
Research Group in Financial and Macroeconometrics, 2011-2016
and the project:
Forecasting and Structural Analysis of Macroeconomic and Financial Time Series with Nonlinear Models, 2015-2016
Publications:
- Real oil prices and the international sign predictability of stock returns, Finance Research Letters, 17:79-87, (2016)
- International Sign Predictability of Stock Returns: The Role of the United States, Economic Modelling, 58:323-338, (2016), with Henri Nyberg
- Predicting the Direction of US Stock Markets using Industry Returns, Empirical Economics, 52:1451-1480, (2017)
- The Role of Credit in Predicting US Recessions, Journal of Forecasting, 36:469-482, (2017)
- Sentiment and sign predictability of stock returns, Economics Bulletin 38:1676-1684, (2018)
- Forecasting the state of the Finnish business cycle, Publications of the Ministry of Finance, 2019:13
- The role of oil prices on the Russian business cycle, Research in International Business and Finance, 50:70-78, (2019), with Yi Zheng
- Output gaps and cyclical indicators: Finnish evidence, BoF Economics Review 6/2021, Bank of Finland, with Mikko Sariola