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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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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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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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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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Testing an autoregressive structure in binary time series models
Nyberg, Henri (contributor) - 2008
Persistent link: https://www.econbiz.de/10003779572
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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 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