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Henri Nyberg · Study
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Author
Henri Nyberg
8 works
· latest 2016
· 1 institutions
cluster: provisional
ORCID 0000-0002-9160-1818
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Citations
739
Works here
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Most cited in this library
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models
2016 · 189 citations
Dynamic probit models and financial variables in recession forecasting
2009 · 162 citations
Forecasting the direction of the US stock market with dynamic binary probit models
2010 · 97 citations
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle
2011 · 82 citations
Predicting bear and bull stock markets with dynamic binary time series models
2013 · 76 citations
Works
8 shown
The risk of financial crises: Is there a role for income inequality?
Journal of International Money and Finance
·
2016
·
3 authors
·
Open access
64
citations
International sign predictability of stock returns: The role of the United States
Economic Modelling
·
2016
·
2 authors
·
Open access
46
citations
Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models
Oxford Bulletin of Economics and Statistics
·
2016
·
2 authors
·
Open access
189
citations
Predicting bear and bull stock markets with dynamic binary time series models
Journal of Banking & Finance
·
2013
·
1 author
·
Open access
76
citations
A BIVARIATE AUTOREGRESSIVE PROBIT MODEL: BUSINESS CYCLE LINKAGES AND TRANSMISSION OF RECESSION PROBABILITIES
Macroeconomic Dynamics
·
2013
·
1 author
23
citations
Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle
Journal of Financial and Quantitative Analysis
·
2011
·
1 author
82
citations
Forecasting the direction of the US stock market with dynamic binary probit models
International Journal of Forecasting
·
2010
·
1 author
·
Open access
97
citations
Dynamic probit models and financial variables in recession forecasting
Journal of Forecasting
·
2009
·
1 author
·
Open access
162
citations