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 1 1 5 56
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison 0 0 0 138 1 1 3 193
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 0 323 1 3 5 770
International Sign Predictability of Stock Returns: The Role of the United States 0 0 0 92 0 1 3 218
Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? 0 0 0 143 1 2 4 213
Nonlinear dynamic interrelationships between real activity and stock returns 0 0 0 137 0 0 2 100
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles 0 0 2 141 0 4 9 381
The risk of financial crises: Is it in real or financial factors? 0 0 1 116 0 1 2 114
Total Working Papers 0 0 6 1,245 4 13 35 2,209


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 0 1 52 0 1 3 98
Does noncausality help in forecasting economic time series? 0 0 1 73 0 0 3 175
Dynamic probit models and financial variables in recession forecasting 0 2 8 243 1 5 21 603
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model 0 0 0 20 0 0 4 64
Forecasting the direction of the US stock market with dynamic binary probit models 0 0 0 162 3 3 7 550
Forecasting with a noncausal VAR model 0 0 0 20 0 1 2 77
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 0 4 47 1 4 26 206
International sign predictability of stock returns: The role of the United States 0 0 0 42 1 2 3 125
Noncausality and the commodity currency hypothesis 0 0 0 23 0 0 2 76
Predicting bear and bull stock markets with dynamic binary time series models 0 1 6 152 0 5 17 521
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle 0 0 1 102 0 0 2 230
Testing an autoregressive structure in binary time series models 0 1 2 74 0 1 4 239
The risk of financial crises: Is there a role for income inequality? 0 0 1 95 1 1 3 239
Total Journal Articles 0 4 24 1,105 7 23 97 3,203


Statistics updated 2025-10-06