Access Statistics for Henri Nyberg

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Thousand Words Tell More Than Just Numbers: Financial Crises and Historical Headlines 0 0 1 51 0 0 4 55
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison 0 0 0 138 0 0 2 192
Forecasting with a noncausal VAR model 0 0 2 104 0 0 2 164
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 0 1 323 0 0 3 767
International Sign Predictability of Stock Returns: The Role of the United States 0 0 0 92 0 2 2 217
Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? 0 0 0 143 0 1 2 211
Nonlinear dynamic interrelationships between real activity and stock returns 0 0 0 137 0 1 3 100
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles 0 0 2 141 2 2 7 379
The risk of financial crises: Is it in real or financial factors? 0 0 1 116 0 0 1 113
Total Working Papers 0 0 7 1,245 2 6 26 2,198


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A BIVARIATE AUTOREGRESSIVE PROBIT MODEL: BUSINESS CYCLE LINKAGES AND TRANSMISSION OF RECESSION PROBABILITIES 0 1 2 52 1 2 4 98
Does noncausality help in forecasting economic time series? 0 1 2 73 0 1 6 175
Dynamic probit models and financial variables in recession forecasting 2 4 9 243 3 9 22 601
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model 0 0 0 20 0 1 4 64
Forecasting the direction of the US stock market with dynamic binary probit models 0 0 0 162 0 1 4 547
Forecasting with a noncausal VAR model 0 0 1 20 1 1 4 77
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 1 6 47 2 3 27 204
International sign predictability of stock returns: The role of the United States 0 0 0 42 1 1 3 124
Noncausality and the commodity currency hypothesis 0 0 1 23 0 1 3 76
Predicting bear and bull stock markets with dynamic binary time series models 0 1 6 151 1 5 15 517
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle 0 0 1 102 0 1 2 230
Testing an autoregressive structure in binary time series models 1 2 2 74 1 2 4 239
The risk of financial crises: Is there a role for income inequality? 0 0 2 95 0 0 4 238
Total Journal Articles 3 10 32 1,104 10 28 102 3,190


Statistics updated 2025-08-05