Lanne, Markku; Nyberg, Henri and Saarinen, Erkka (2011): Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison. Unpublished.
Nyberg, Henri (2010): QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles. Unpublished.