Access Statistics for Henri Nyberg

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	8	12	64
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison	0	0	0	138	0	4	7	197
Forecasting with a noncausal VAR model	0	0	1	104	0	0	1	164
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models	0	0	0	323	3	14	19	784
International Sign Predictability of Stock Returns: The Role of the United States	0	0	0	92	0	0	3	218
Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation?	0	0	0	143	2	4	8	217
Nonlinear dynamic interrelationships between real activity and stock returns	0	0	0	137	2	4	5	104
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles	1	1	1	142	5	7	13	388
The risk of financial crises: Is it in real or financial factors?	0	0	0	116	1	1	2	115
Total Working Papers	1	1	3	1,246	13	42	70	2,251

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	3	6	101
Does noncausality help in forecasting economic time series?	1	1	2	74	3	4	5	179
Dynamic probit models and financial variables in recession forecasting	0	1	7	244	4	13	29	616
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model	0	1	1	21	1	3	4	67
Forecasting the direction of the US stock market with dynamic binary probit models	0	1	1	163	2	4	8	554
Forecasting with a noncausal VAR model	0	0	0	20	0	2	3	79
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models	1	1	3	48	5	13	26	219
International sign predictability of stock returns: The role of the United States	0	1	1	43	2	4	7	129
Noncausality and the commodity currency hypothesis	0	0	0	23	0	1	2	77
Predicting bear and bull stock markets with dynamic binary time series models	0	0	4	152	11	15	28	536
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	0	2	74	0	2	5	241
The risk of financial crises: Is there a role for income inequality?	0	1	1	96	1	6	8	245
Total Journal Articles	2	7	24	1,112	31	70	133	3,273

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Statistics updated 2026-01-09