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 5 6 10 61
Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison 0 0 0 138 1 2 4 194
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 7 10 12 777
International Sign Predictability of Stock Returns: The Role of the United States 0 0 0 92 0 1 3 218
Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation? 0 0 0 143 0 2 4 213
Nonlinear dynamic interrelationships between real activity and stock returns 0 0 0 137 1 1 2 101
QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles 0 0 1 141 0 2 8 381
The risk of financial crises: Is it in real or financial factors? 0 0 0 116 0 1 1 114
Total Working Papers 0 0 4 1,245 14 25 46 2,223


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 0 3 98
Does noncausality help in forecasting economic time series? 0 0 1 73 0 0 3 175
Dynamic probit models and financial variables in recession forecasting 0 0 8 243 3 5 21 606
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model 1 1 1 21 2 2 4 66
Forecasting the direction of the US stock market with dynamic binary probit models 1 1 1 163 2 5 6 552
Forecasting with a noncausal VAR model 0 0 0 20 0 0 2 77
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models 0 0 3 47 5 7 24 211
International sign predictability of stock returns: The role of the United States 0 0 0 42 0 1 3 125
Noncausality and the commodity currency hypothesis 0 0 0 23 1 1 2 77
Predicting bear and bull stock markets with dynamic binary time series models 0 1 6 152 2 6 18 523
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 0 2 74 2 2 5 241
The risk of financial crises: Is there a role for income inequality? 1 1 1 96 1 2 3 240
Total Journal Articles 3 4 25 1,108 18 31 96 3,221


Statistics updated 2025-11-08