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 2 50 0 0 7 51
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison 0 0 0 138 1 1 1 190
Forecasting with a noncausal VAR model 0 0 0 102 0 0 0 162
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 2 4 9 322 2 5 21 761
International Sign Predictability of Stock Returns: The Role of the United States 0 0 1 92 0 0 4 215
Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? 0 0 1 143 0 0 2 209
Nonlinear dynamic interrelationships between real activity and stock returns 0 0 0 137 0 0 2 97
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles 0 2 4 139 0 2 4 369
The risk of financial crises: Is it in real or financial factors? 0 0 0 115 1 1 2 112
Total Working Papers 2 6 17 1,238 4 9 43 2,166


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 0 50 0 3 3 93
Does noncausality help in forecasting economic time series? 0 0 1 70 1 1 2 166
Dynamic probit models and financial variables in recession forecasting 1 2 14 231 1 6 24 574
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model 0 0 3 20 0 0 6 60
Forecasting the direction of the US stock market with dynamic binary probit models 0 0 1 162 0 1 6 543
Forecasting with a noncausal VAR model 0 0 0 19 0 0 0 73
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 1 5 39 1 4 15 165
International sign predictability of stock returns: The role of the United States 0 0 2 42 0 1 10 120
Noncausality and the commodity currency hypothesis 0 0 0 22 0 0 4 73
Predicting bear and bull stock markets with dynamic binary time series models 0 3 7 143 1 4 20 497
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle 0 0 2 101 0 0 4 228
Testing an autoregressive structure in binary time series models 0 0 0 71 1 2 3 234
The risk of financial crises: Is there a role for income inequality? 0 1 2 91 1 3 9 228
Total Journal Articles 1 7 37 1,061 6 25 106 3,054


Statistics updated 2024-04-03