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Dynamic probit models and financial variables in recession forecasting
Nyberg, Henri - In: Journal of forecasting 29 (2010) 1/2, pp. 215-230
Persistent link: https://www.econbiz.de/10003951838
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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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Forecasting the direction of the US stock market with dynamic binary probit models
Nyberg, Henri - In: International journal of forecasting 27 (2011) 2, pp. 561-578
Persistent link: https://www.econbiz.de/10009247405
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Predicting bear and bull stock markets with dynamic binary time series models
Nyberg, Henri - 2012
Persistent link: https://www.econbiz.de/10009660552
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Dynamic probit modles and financial variables in recession forecasting
Nyberg, Henri (contributor) - 2008
Persistent link: https://www.econbiz.de/10003723784
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Forecasting the direction of the US stock market with dynamic binary probit models
Nyberg, Henri (contributor) - 2008
Persistent link: https://www.econbiz.de/10003723851
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Forecasting US macroeconomic and financial time series with noncausal AR models : a comparison
Lanne, Markku; Nyberg, Henri; Saarinen, Erkka - 2011
Persistent link: https://www.econbiz.de/10008905455
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International sign predictability of stock returns : the role of the United States
Nyberg, Henri; Pönkä, Harri - 2015
Persistent link: https://www.econbiz.de/10010529457
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Is the quantity theory of money useful in forecasting US infl ation?
Lanne, Markku; Luoto, Jani; Nyberg, Henri - 2014
Persistent link: https://www.econbiz.de/10010394573
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International sign predictability of stock returns : the role of the United States
Nyberg, Henri; Pönkä, Harri - In: Economic modelling 58 (2016), pp. 323-338
Persistent link: https://www.econbiz.de/10011647427