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 0 50 2 2 3 54
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison 0 0 0 138 0 0 1 190
Forecasting with a noncausal VAR model 0 1 1 103 0 1 1 163
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 0 3 323 2 2 8 767
International Sign Predictability of Stock Returns: The Role of the United States 0 0 0 92 0 0 0 215
Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? 0 0 0 143 0 1 1 210
Nonlinear dynamic interrelationships between real activity and stock returns 0 0 0 137 0 0 2 99
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles 0 0 2 141 0 0 6 375
The risk of financial crises: Is it in real or financial factors? 0 0 1 116 0 0 2 113
Total Working Papers 0 1 7 1,243 4 6 24 2,186


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 51 1 1 3 96
Does noncausality help in forecasting economic time series? 0 0 2 72 0 0 9 174
Dynamic probit models and financial variables in recession forecasting 0 1 7 237 1 2 15 588
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model 0 0 0 20 0 1 3 63
Forecasting the direction of the US stock market with dynamic binary probit models 0 0 0 162 0 0 3 546
Forecasting with a noncausal VAR model 0 0 1 20 0 1 3 76
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 2 7 46 2 6 32 196
International sign predictability of stock returns: The role of the United States 0 0 0 42 0 0 2 122
Noncausality and the commodity currency hypothesis 0 0 1 23 0 0 2 75
Predicting bear and bull stock markets with dynamic binary time series models 1 3 7 150 2 4 15 511
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle 1 1 1 102 1 1 1 229
Testing an autoregressive structure in binary time series models 0 0 1 72 0 0 3 236
The risk of financial crises: Is there a role for income inequality? 0 0 4 95 1 1 11 238
Total Journal Articles 2 7 32 1,092 8 17 102 3,150


Statistics updated 2025-03-03