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
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison 0 0 0 138 0 0 0 189
Forecasting with a noncausal VAR model 0 0 1 102 0 1 2 162
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 1 7 311 3 6 21 734
International Sign Predictability of Stock Returns: The Role of the United States 0 0 1 89 0 0 2 208
Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? 0 0 0 140 0 0 1 205
Nonlinear dynamic interrelationships between real activity and stock returns 0 0 0 137 0 0 1 94
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles 0 1 3 135 0 2 6 364
The risk of financial crises: Is it in real or financial factors? 0 0 0 115 0 1 2 108
Total Working Papers 0 2 12 1,167 3 10 35 2,064


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 3 3 8 50 3 3 11 89
Does noncausality help in forecasting economic time series? 0 0 1 69 0 1 3 163
Dynamic probit models and financial variables in recession forecasting 0 1 8 217 2 3 20 547
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model 1 3 6 14 1 4 7 51
Forecasting the direction of the US stock market with dynamic binary probit models 0 0 14 160 0 0 31 534
Forecasting with a noncausal VAR model 0 0 1 19 1 1 2 73
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 1 3 6 34 2 6 17 144
International sign predictability of stock returns: The role of the United States 0 0 4 40 0 3 13 107
Noncausality and the commodity currency hypothesis 1 1 3 21 1 1 3 67
Predicting bear and bull stock markets with dynamic binary time series models 1 3 6 134 1 3 17 472
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle 0 1 1 99 0 2 3 224
Testing an autoregressive structure in binary time series models 0 0 0 70 0 0 0 230
The risk of financial crises: Is there a role for income inequality? 1 6 10 87 1 8 20 215
Total Journal Articles 8 21 68 1,014 12 35 147 2,916


Statistics updated 2023-01-04