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 6 19 74
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison 0 0 0 138 0 1 14 206
Forecasting with a noncausal VAR model 0 0 0 104 1 2 4 168
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 1 1 324 0 9 35 802
International Sign Predictability of Stock Returns: The Role of the United States 0 0 0 92 1 3 7 224
Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? 0 0 0 143 1 6 18 229
Nonlinear dynamic interrelationships between real activity and stock returns 0 0 0 137 0 0 8 108
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles 0 0 1 142 0 2 25 402
The risk of financial crises: Is it in real or financial factors? 0 0 0 116 0 4 8 121
Total Working Papers 0 1 3 1,248 3 33 138 2,334


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 1 1 53 0 4 12 109
Does noncausality help in forecasting economic time series? 1 1 2 75 1 3 19 194
Dynamic probit models and financial variables in recession forecasting 1 2 7 248 1 5 31 629
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model 0 0 2 22 1 3 10 74
Forecasting the direction of the US stock market with dynamic binary probit models 0 1 3 165 1 6 22 569
Forecasting with a noncausal VAR model 0 0 0 20 0 0 11 87
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 0 2 49 2 11 49 251
International sign predictability of stock returns: The role of the United States 0 0 1 43 0 5 15 138
Noncausality and the commodity currency hypothesis 0 0 0 23 0 8 13 89
Predicting bear and bull stock markets with dynamic binary time series models 1 3 5 156 4 16 52 568
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle 0 0 0 102 0 1 8 238
Testing an autoregressive structure in binary time series models 0 0 1 74 2 2 7 245
The risk of financial crises: Is there a role for income inequality? 0 0 1 96 0 3 17 255
Total Journal Articles 3 8 25 1,126 12 67 266 3,446


Statistics updated 2026-07-10