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 1 1 51 0 1 4 55
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison 0 0 0 138 0 2 2 192
Forecasting with a noncausal VAR model 0 1 2 104 0 1 2 164
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 0 1 323 0 0 4 767
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 0 1 210
Nonlinear dynamic interrelationships between real activity and stock returns 0 0 0 137 1 1 3 100
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles 0 0 2 141 0 2 6 377
The risk of financial crises: Is it in real or financial factors? 0 0 1 116 0 0 1 113
Total Working Papers 0 2 7 1,245 1 7 23 2,193


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 1 1 2 52 1 1 4 97
Does noncausality help in forecasting economic time series? 1 1 3 73 1 1 7 175
Dynamic probit models and financial variables in recession forecasting 1 3 8 240 3 7 19 595
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model 0 0 0 20 1 1 4 64
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 0 3 76
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 1 1 7 47 1 6 35 202
International sign predictability of stock returns: The role of the United States 0 0 0 42 0 1 3 123
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 0 0 6 150 2 3 14 514
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle 0 0 1 102 1 1 2 230
Testing an autoregressive structure in binary time series models 0 0 0 72 0 1 2 237
The risk of financial crises: Is there a role for income inequality? 0 0 3 95 0 0 8 238
Total Journal Articles 4 6 32 1,098 10 22 106 3,172


Statistics updated 2025-06-06