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Publications by Henri Nyberg

Forecasting US Interest Rates and Business Cycle With a Nonlinear Regime Switching VAR Model

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English

Dynamic Probit Models and Financial Variables in Recession Forecasting

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English

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Regime-Switching Stochastic Volatility and Short-Term Interest Rates

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A Markov Switching Regime Model of Malaysia Property Cycle

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Forecasting Exchange Rates With a Large Bayesian VAR

International Journal of Forecasting

International Management

English

Statistical Estimation and Classification Algorithms for Regime-Switching VAR Model With Exogenous Variables

Austrian Journal of Statistics

Applied Mathematics

English

Financial Stress, Regime Switching and Spill-Over Effects: Evidence From a Multi-Regime Global VAR Model

SSRN Electronic Journal

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Predicting Recessions With Interest Rate Spreads: A Multicountry Regime-Switching Analysis

Journal of International Money and Finance

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Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model

SSRN Electronic Journal

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Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model

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Forecasting Interest Rates Using Geostatistical Techniques

English