I'm trying to loop through all documents of a specific type like this

@inherits umbraco.MacroEngines.DynamicNodeContext

<h2 class="header">Arkiv</h2>

<ul>

@{
    //current month value to compare
    string month = String.Empty;
    var nodes = Model.AncestorOrSelf("Home").Descendant("NewsItem").Where("Visible");

    foreach (var item in nodes)  
    {
        //if the month changed to another month change month header
        if(!month.Equals(item.firstPublishedDate.ToString("MMMM"))) 
        {
            month=item.firstPublishedDate.ToString("MMMM");
            <li>@month</li>
        }   
     }
}
</ul>

But all I get is an empty UL

This is how I would do it in XSLT

<?xml version="1.0" encoding="UTF-8"?>
<xsl:stylesheet
  version="1.0"
  xmlns:xsl="http://www.w3.org/1999/XSL/Transform"
  xmlns:msxml="urn:schemas-microsoft-com:xslt"
  xmlns:umb="urn:umbraco.library" 
  exclude-result-prefixes="msxml umb">

  <xsl:output method="xml" omit-xml-declaration="yes"/>

  <xsl:param name="currentPage"/>

  <xsl:template match="/">
    <h2 class="header">Arkiv</h2>
    <ul>
      <xsl:apply-templates select="$currentPage/ancestor-or-self::Home/descendant::NewsItem[not(umbracoNaviHide = 1)]" />
    </ul>
  </xsl:template>

  <xsl:template match="NewsItem">
    <li>
      <xsl:value-of select="firstPublishedDate"/>
    </li>
  </xsl:template>
</xsl:stylesheet>