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Details about Henri Nyberg

Homepage:https://sites.google.com/site/nyberghenri/
Workplace:Turun yliopisto, Matematiikan ja tilastotieteen laitos

Access statistics for papers by Henri Nyberg.

Last updated 2018-06-28. Update your information in the RePEc Author Service.

Short-id: pny15


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Working Papers

2015

  1. International Sign Predictability of Stock Returns: The Role of the United States
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
    See also Journal Article in Economic Modelling (2016)
  2. Nonlinear dynamic interrelationships between real activity and stock returns
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)

2014

  1. Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (12)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2016)
  2. Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation?
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
  3. The risk of financial crises: Is it in real or financial factors?
    Working Papers, ECINEQ, Society for the Study of Economic Inequality Downloads View citations (3)

2012

  1. Forecasting with a noncausal VAR model
    Research Discussion Papers, Bank of Finland Downloads View citations (2)
    See also Journal Article in Computational Statistics & Data Analysis (2014)

2011

  1. Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)

2010

  1. QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2018

  1. Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model
    Journal of Forecasting, 2018, 37, (1), 1-15 Downloads View citations (1)

2017

  1. Noncausality and the commodity currency hypothesis
    Energy Economics, 2017, 65, (C), 424-433 Downloads View citations (8)

2016

  1. Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models
    Oxford Bulletin of Economics and Statistics, 2016, 78, (4), 595-603 Downloads View citations (23)
    See also Working Paper (2014)
  2. International sign predictability of stock returns: The role of the United States
    Economic Modelling, 2016, 58, (C), 323-338 Downloads View citations (13)
    See also Working Paper (2015)
  3. The risk of financial crises: Is there a role for income inequality?
    Journal of International Money and Finance, 2016, 68, (C), 161-180 Downloads View citations (13)

2014

  1. A BIVARIATE AUTOREGRESSIVE PROBIT MODEL: BUSINESS CYCLE LINKAGES AND TRANSMISSION OF RECESSION PROBABILITIES
    Macroeconomic Dynamics, 2014, 18, (4), 838-862 Downloads View citations (10)
  2. Forecasting with a noncausal VAR model
    Computational Statistics & Data Analysis, 2014, 76, (C), 536-555 Downloads View citations (6)
    See also Working Paper (2012)

2013

  1. Predicting bear and bull stock markets with dynamic binary time series models
    Journal of Banking & Finance, 2013, 37, (9), 3351-3363 Downloads View citations (25)

2012

  1. Does noncausality help in forecasting economic time series?
    Economics Bulletin, 2012, 32, (4), 2849-2859 Downloads View citations (16)
  2. Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle
    Journal of Financial and Quantitative Analysis, 2012, 47, (1), 137-158 Downloads View citations (31)

2011

  1. Forecasting the direction of the US stock market with dynamic binary probit models
    International Journal of Forecasting, 2011, 27, (2), 561-578 Downloads View citations (35)

2010

  1. Dynamic probit models and financial variables in recession forecasting
    Journal of Forecasting, 2010, 29, (1-2), 215-230 Downloads View citations (64)
  2. Testing an autoregressive structure in binary time series models
    Economics Bulletin, 2010, 30, (2), 1460-1473 Downloads
 
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