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 51 0 0 4 55
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison 0 0 0 138 0 0 2 192
Forecasting with a noncausal VAR model 0 0 2 104 0 0 2 164
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 0 0 323 2 2 4 769
International Sign Predictability of Stock Returns: The Role of the United States 0 0 0 92 1 3 3 218
Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? 0 0 0 143 1 2 3 212
Nonlinear dynamic interrelationships between real activity and stock returns 0 0 0 137 0 0 2 100
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles 0 0 2 141 2 4 9 381
The risk of financial crises: Is it in real or financial factors? 0 0 1 116 1 1 2 114
Total Working Papers 0 0 6 1,245 7 12 31 2,205


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 52 0 1 3 98
Does noncausality help in forecasting economic time series? 0 0 1 73 0 0 5 175
Dynamic probit models and financial variables in recession forecasting 0 3 9 243 1 7 23 602
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model 0 0 0 20 0 0 4 64
Forecasting the direction of the US stock market with dynamic binary probit models 0 0 0 162 0 1 4 547
Forecasting with a noncausal VAR model 0 0 0 20 0 1 2 77
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 0 4 47 1 3 25 205
International sign predictability of stock returns: The role of the United States 0 0 0 42 0 1 2 124
Noncausality and the commodity currency hypothesis 0 0 0 23 0 1 2 76
Predicting bear and bull stock markets with dynamic binary time series models 1 2 6 152 4 7 18 521
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 2 2 74 0 2 4 239
The risk of financial crises: Is there a role for income inequality? 0 0 2 95 0 0 4 238
Total Journal Articles 1 7 26 1,105 6 24 98 3,196


Statistics updated 2025-09-05