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 0 1 38 0 1 4 81
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility 0 1 1 202 5 10 12 694
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 1 63 3 3 6 152
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 78 0 2 4 129
Bagging Constrained Equity Premium Predictors 0 1 2 45 1 2 4 99
Bagging Weak Predictors 0 0 0 41 2 4 5 147
Bagging Weak Predictors 0 0 0 29 3 5 8 47
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 0 0 14 1 2 3 53
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 22 1 2 3 64
Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings 0 0 0 44 3 3 5 85
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 0 199 1 1 1 496
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility 0 0 1 217 1 2 12 1,218
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 91 1 2 3 111
Let´s do it again: bagging equity premium predictors 0 0 0 13 2 2 4 58
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models 0 0 2 133 1 2 5 226
Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation 0 1 1 360 2 5 6 1,668
Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors 0 0 1 90 2 3 7 136
Neglecting Parameter Changes in Autoregressive Models 0 0 0 71 0 0 1 120
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 82 0 0 1 105
Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models 0 0 0 315 0 1 2 625
Overlaying Time Scales in Financial Volatility Data 0 0 0 181 0 1 2 519
Seasonal Changes in Central England Temperatures 0 0 0 31 1 1 2 96
Seasonal Changes in Central England Temperatures 0 0 0 31 3 3 5 55
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 90 2 3 3 221
Supervision in Factor Models Using a Large Number of Predictors 0 0 0 36 1 1 2 70
The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection 0 0 1 98 0 0 4 334
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 2 1 3 5 19
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 505 0 2 4 1,666
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 178 0 1 2 555
The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach 0 0 0 45 2 3 3 172
The dynamics of factor loadings in the cross-section of returns 0 0 3 32 3 6 14 111
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 2 34 2 4 8 86
Using the Yield Curve in Forecasting Output Growth and In?flation 0 0 0 57 1 1 1 163
WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL 0 1 4 274 3 9 26 914
Total Working Papers 0 4 20 3,741 48 90 177 11,295

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 46 3 8 10 165
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 22 1 1 3 66
Bagging weak predictors 0 0 0 4 6 6 8 30
Consistent estimation of time-varying loadings in high-dimensional factor models 1 1 1 13 2 5 12 60
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature 0 1 1 2 1 2 2 18
Interest rate volatility and home mortgage loans 0 0 0 47 0 1 1 233
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility 0 0 1 48 2 2 5 217
Level changes in volatility models 0 0 0 28 1 2 3 88
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors 0 0 0 19 2 6 11 82
Neglecting parameter changes in GARCH models 0 0 2 170 1 3 9 420
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 1 4 3 4 7 24
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue 0 0 0 33 0 0 0 113
Seasonal changes in central England temperatures 0 0 0 11 2 3 5 57
The Benefits of Bagging for Forecast Models of Realized Volatility 0 0 0 48 7 7 10 170
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 0 8 2 6 9 54
Total Journal Articles 1 2 6 503 33 56 95 1,797

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Statistics updated 2025-12-06