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~isPartOf:"Discussion papers / Helsinki Center of Economic Research : discussion paper"
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Real oil prices and the international sign predictability of stock returns
Pönkä, Harri
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2015
Persistent link: https://www.econbiz.de/10011409941
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2
Forecasting US recessions with a large set of predictors
Fornaro, Paolo
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2015
Persistent link: https://www.econbiz.de/10010507693
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3
Predicting the direction of US stock markets using industry returns
Pönkä, Harri
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2014
Persistent link: https://www.econbiz.de/10010413721
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4
A qualitative response VAR model : an application to joint dynamics of U.S. interest rates and business cycle
Nyberg, Henri
-
2013
Persistent link: https://www.econbiz.de/10009763693
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5
Predicting bear and bull stock markets with dynamic binary time series models
Nyberg, Henri
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2012
Persistent link: https://www.econbiz.de/10009660552
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6
QR-GARCH-M model for risk-return tradeoff in US stock returns and business cycles
Nyberg, Henri
-
2010
Persistent link: https://www.econbiz.de/10003960116
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7
A bivariate autoregressive probit model : predicting US business cycle and growth rate cycle recessions
Nyberg, Henri
-
2009
Persistent link: https://www.econbiz.de/10003884515
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8
Yield-curve based probit models for forecasting US recession : stability and dynamics
Kauppi, Heikki
(
contributor
)
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2008
Persistent link: https://www.econbiz.de/10003723760
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9
Dynamic probit modles and financial variables in recession forecasting
Nyberg, Henri
(
contributor
)
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2008
Persistent link: https://www.econbiz.de/10003723784
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10
Forecasting the direction of the US stock market with dynamic binary probit models
Nyberg, Henri
(
contributor
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2008
Persistent link: https://www.econbiz.de/10003723851
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