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 2 4 18 97
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility 0 1 2 203 1 7 33 716
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 1 63 0 3 13 160
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 78 1 6 18 143
Bagging Constrained Equity Premium Predictors 0 0 1 45 2 6 12 108
Bagging Weak Predictors 0 0 0 29 0 5 17 59
Bagging Weak Predictors 0 0 0 41 0 4 11 154
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 0 0 14 1 1 9 59
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 22 1 1 7 69
Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings 0 1 1 45 0 4 12 94
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 0 199 0 1 14 509
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility 0 0 0 217 2 4 16 1,231
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 91 1 4 12 120
Let´s do it again: bagging equity premium predictors 0 0 0 13 0 3 9 63
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models 0 0 2 133 0 3 9 231
Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation 0 0 1 360 1 4 11 1,674
Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors 0 0 2 92 1 3 9 142
Neglecting Parameter Changes in Autoregressive Models 0 0 0 71 0 1 2 122
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 82 0 1 4 108
Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models 0 0 0 315 1 5 9 632
Overlaying Time Scales in Financial Volatility Data 0 0 0 181 0 2 11 528
Seasonal Changes in Central England Temperatures 0 0 0 31 0 2 8 60
Seasonal Changes in Central England Temperatures 0 0 0 31 0 2 8 103
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 90 0 2 31 249
Supervision in Factor Models Using a Large Number of Predictors 0 0 0 36 1 3 7 76
The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection 0 0 0 98 0 4 13 346
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 178 1 4 12 566
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 505 0 4 14 1,678
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 2 0 3 13 28
The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach 0 0 0 45 0 3 13 182
The dynamics of factor loadings in the cross-section of returns 0 0 1 32 0 4 24 126
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 1 34 0 1 13 92
Using the Yield Curve in Forecasting Output Growth and In?flation 0 0 0 57 1 3 9 171
WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL 0 3 6 279 2 14 42 942
Total Working Papers 0 5 19 3,750 19 121 463 11,638

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 2 6 20 175
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 22 0 3 10 74
Bagging weak predictors 0 0 0 4 0 3 16 39
Consistent estimation of time-varying loadings in high-dimensional factor models 1 1 2 14 3 9 26 77
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature 0 0 1 2 1 6 11 27
Interest rate volatility and home mortgage loans 0 0 0 47 1 4 13 245
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility 0 0 0 48 1 5 16 231
Level changes in volatility models 0 0 0 28 0 3 8 93
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors 0 2 4 23 1 6 24 99
Neglecting parameter changes in GARCH models 0 0 1 171 0 3 12 428
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 4 0 2 9 28
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue 0 0 1 34 1 10 17 130
Seasonal changes in central England temperatures 0 0 0 11 0 3 9 62
The Benefits of Bagging for Forecast Models of Realized Volatility 0 0 1 49 0 0 15 176
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 0 8 2 6 20 65
Total Journal Articles 1 3 10 511 12 69 226 1,949

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Statistics updated 2026-06-04