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 52 0 2 20 76
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison 0 0 0 138 0 1 14 207
Forecasting with a noncausal VAR model 0 0 0 104 0 1 5 169
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 1 1 2 325 1 4 36 806
International Sign Predictability of Stock Returns: The Role of the United States 0 0 0 92 0 2 8 226
Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? 0 0 0 143 0 0 16 229
Nonlinear dynamic interrelationships between real activity and stock returns 0 0 0 137 0 1 9 109
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles 0 1 2 143 1 5 26 407
The risk of financial crises: Is it in real or financial factors? 0 0 0 116 0 0 7 121
Total Working Papers 1 2 5 1,250 2 16 141 2,350


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 53 0 2 13 111
Does noncausality help in forecasting economic time series? 0 0 2 75 0 0 19 194
Dynamic probit models and financial variables in recession forecasting 0 0 5 248 1 3 29 632
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model 0 0 2 22 0 2 12 76
Forecasting the direction of the US stock market with dynamic binary probit models 0 1 4 166 0 1 20 570
Forecasting with a noncausal VAR model 0 0 0 20 1 2 12 89
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 0 2 49 3 7 52 258
International sign predictability of stock returns: The role of the United States 0 0 1 43 2 4 17 142
Noncausality and the commodity currency hypothesis 0 0 0 23 1 1 14 90
Predicting bear and bull stock markets with dynamic binary time series models 0 0 4 156 3 10 57 578
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle 0 0 0 102 0 2 10 240
Testing an autoregressive structure in binary time series models 0 0 0 74 0 1 7 246
The risk of financial crises: Is there a role for income inequality? 0 0 1 96 0 6 22 261
Total Journal Articles 0 1 22 1,127 11 41 284 3,487


Statistics updated 2026-10-11