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 2 2 21 76
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison 0 0 0 138 1 1 15 207
Forecasting with a noncausal VAR model 0 0 0 104 1 2 5 169
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 0 1 324 1 3 36 805
International Sign Predictability of Stock Returns: The Role of the United States 0 0 0 92 2 3 8 226
Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? 0 0 0 143 0 1 17 229
Nonlinear dynamic interrelationships between real activity and stock returns 0 0 0 137 1 1 9 109
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles 0 1 2 143 3 4 25 406
The risk of financial crises: Is it in real or financial factors? 0 0 0 116 0 0 7 121
Total Working Papers 0 1 4 1,249 11 17 143 2,348


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 1 2 75 0 1 19 194
Dynamic probit models and financial variables in recession forecasting 0 1 5 248 1 3 29 631
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model 0 0 2 22 1 3 12 76
Forecasting the direction of the US stock market with dynamic binary probit models 0 1 4 166 0 2 23 570
Forecasting with a noncausal VAR model 0 0 0 20 0 1 11 88
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 0 2 49 1 6 50 255
International sign predictability of stock returns: The role of the United States 0 0 1 43 1 2 16 140
Noncausality and the commodity currency hypothesis 0 0 0 23 0 0 13 89
Predicting bear and bull stock markets with dynamic binary time series models 0 1 4 156 3 11 54 575
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle 0 0 0 102 1 2 10 240
Testing an autoregressive structure in binary time series models 0 0 0 74 1 3 7 246
The risk of financial crises: Is there a role for income inequality? 0 0 1 96 5 6 23 261
Total Journal Articles 0 4 22 1,127 14 42 280 3,476


Statistics updated 2026-09-10