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	1	1	51	0	1	4	55
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison	0	0	0	138	0	1	2	192
Forecasting with a noncausal VAR model	0	1	2	104	0	1	2	164
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models	0	0	1	323	0	0	3	767
International Sign Predictability of Stock Returns: The Role of the United States	0	0	0	92	2	2	2	217
Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation?	0	0	0	143	1	1	2	211
Nonlinear dynamic interrelationships between real activity and stock returns	0	0	0	137	0	1	3	100
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles	0	0	2	141	0	2	5	377
The risk of financial crises: Is it in real or financial factors?	0	0	1	116	0	0	1	113
Total Working Papers	0	2	7	1,245	3	9	24	2,196

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	1	2	52	0	1	3	97
Does noncausality help in forecasting economic time series?	0	1	2	73	0	1	6	175
Dynamic probit models and financial variables in recession forecasting	1	3	7	241	3	7	19	598
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model	0	0	0	20	0	1	4	64
Forecasting the direction of the US stock market with dynamic binary probit models	0	0	0	162	1	1	4	547
Forecasting with a noncausal VAR model	0	0	1	20	0	0	3	76
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models	0	1	6	47	0	3	31	202
International sign predictability of stock returns: The role of the United States	0	0	0	42	0	0	2	123
Noncausality and the commodity currency hypothesis	0	0	1	23	1	1	3	76
Predicting bear and bull stock markets with dynamic binary time series models	1	1	7	151	2	4	15	516
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle	0	0	1	102	0	1	2	230
Testing an autoregressive structure in binary time series models	1	1	1	73	1	1	3	238
The risk of financial crises: Is there a role for income inequality?	0	0	2	95	0	0	7	238
Total Journal Articles	3	8	30	1,101	8	21	102	3,180

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04