Access Statistics for Eric Hillebrand

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A statistical model of the global carbon budget 0 2 13 28 1 3 28 54
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility 0 0 0 200 0 2 5 676
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 0 62 0 0 2 144
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 77 0 0 1 122
Bagging Constrained Equity Premium Predictors 0 0 0 43 0 0 1 89
Bagging Weak Predictors 0 0 1 29 0 0 7 38
Bagging Weak Predictors 0 0 0 40 0 2 7 137
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 0 0 14 0 0 0 50
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 22 0 0 0 61
Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings 0 0 6 39 0 1 19 63
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 0 198 0 0 2 488
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility 0 0 0 214 0 0 3 1,201
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 90 0 0 3 105
Let´s do it again: bagging equity premium predictors 0 0 1 12 0 0 5 50
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models 0 0 7 128 0 0 13 203
Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation 0 0 0 359 0 0 1 1,657
Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors 0 2 8 86 1 6 24 116
Neglecting Parameter Changes in Autoregressive Models 0 0 0 71 0 0 2 116
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 82 0 1 4 103
Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models 0 0 0 315 0 5 5 623
Overlaying Time Scales in Financial Volatility Data 0 0 0 181 0 1 4 515
Seasonal Changes in Central England Temperatures 0 0 0 31 0 0 5 47
Seasonal Changes in Central England Temperatures 0 0 0 30 0 1 3 87
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 90 0 0 2 215
Supervision in Factor Models Using a Large Number of Predictors 0 0 0 36 0 1 5 60
The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection 0 0 0 97 0 0 2 328
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 1 0 0 1 10
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 1 3 504 0 4 14 1,659
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 178 0 0 2 552
The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach 0 0 0 45 2 4 28 136
The dynamics of factor loadings in the cross-section of returns 0 0 1 23 0 0 4 85
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 1 29 1 1 8 66
Using the Yield Curve in Forecasting Output Growth and In?flation 0 0 1 57 0 1 6 161
WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL 1 6 24 231 3 23 156 760
Total Working Papers 1 11 66 3,642 8 56 372 10,777

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility 0 0 0 45 0 0 6 152
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 1 21 0 0 1 61
Bagging weak predictors 0 0 3 4 0 1 14 18
Consistent estimation of time-varying loadings in high-dimensional factor models 0 1 1 8 0 3 9 39
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature 0 0 0 0 0 0 7 13
Interest rate volatility and home mortgage loans 0 0 1 47 0 1 5 225
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility 0 0 0 45 0 0 7 201
Level changes in volatility models 0 0 0 26 0 0 2 81
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors 0 0 7 11 1 5 25 41
Neglecting parameter changes in GARCH models 0 3 9 159 0 5 21 384
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 3 0 0 0 16
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue 0 0 4 32 0 0 7 110
Seasonal changes in central England temperatures 0 0 2 10 0 0 11 50
The Benefits of Bagging for Forecast Models of Realized Volatility 0 0 0 46 0 0 3 150
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 1 8 1 1 3 43
Total Journal Articles 0 4 29 465 2 16 121 1,584

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Statistics updated 2022-08-04