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 50 0 0 2 51
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison 0 0 0 138 0 0 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 0 1 6 323 0 1 10 765
International Sign Predictability of Stock Returns: The Role of the United States 0 0 0 92 0 0 0 215
Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? 0 0 0 143 0 0 1 209
Nonlinear dynamic interrelationships between real activity and stock returns 0 0 0 137 1 2 3 99
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles 1 1 3 140 1 1 6 373
The risk of financial crises: Is it in real or financial factors? 1 1 1 116 1 1 3 113
Total Working Papers 2 3 11 1,241 3 5 26 2,177


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 1 1 51 0 1 5 95
Does noncausality help in forecasting economic time series? 0 1 2 72 0 3 7 172
Dynamic probit models and financial variables in recession forecasting 0 1 9 235 3 6 21 585
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model 0 0 1 20 2 2 3 62
Forecasting the direction of the US stock market with dynamic binary probit models 0 0 0 162 3 3 4 546
Forecasting with a noncausal VAR model 0 1 1 20 0 2 2 75
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 1 3 6 44 7 10 27 187
International sign predictability of stock returns: The role of the United States 0 0 1 42 0 1 6 122
Noncausality and the commodity currency hypothesis 0 1 1 23 1 2 2 75
Predicting bear and bull stock markets with dynamic binary time series models 0 1 9 146 1 3 18 505
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle 0 0 1 101 0 0 1 228
Testing an autoregressive structure in binary time series models 0 0 1 72 1 1 4 236
The risk of financial crises: Is there a role for income inequality? 1 2 5 95 1 3 12 237
Total Journal Articles 2 11 38 1,083 19 37 112 3,125


Statistics updated 2024-11-05