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 4 4 8 85
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility 0 0 1 202 3 10 15 697
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 1 63 4 7 10 156
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 78 4 6 8 133
Bagging Constrained Equity Premium Predictors 0 0 2 45 0 1 4 99
Bagging Weak Predictors 0 0 0 41 1 4 6 148
Bagging Weak Predictors 0 0 0 29 0 4 8 47
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 0 0 14 2 3 5 55
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 22 1 3 4 65
Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings 0 0 0 44 1 4 6 86
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 0 199 9 10 10 505
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility 0 0 1 217 1 3 13 1,219
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 91 1 3 4 112
Let´s do it again: bagging equity premium predictors 0 0 0 13 0 2 4 58
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models 0 0 2 133 0 2 5 226
Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation 0 1 1 360 0 4 6 1,668
Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors 0 0 1 90 1 4 8 137
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 1 1 2 106
Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models 0 0 0 315 1 2 3 626
Overlaying Time Scales in Financial Volatility Data 0 0 0 181 2 3 4 521
Seasonal Changes in Central England Temperatures 0 0 0 31 1 4 6 56
Seasonal Changes in Central England Temperatures 0 0 0 31 5 6 7 101
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 90 23 26 26 244
Supervision in Factor Models Using a Large Number of Predictors 0 0 0 36 0 1 2 70
The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection 0 0 0 98 1 1 3 335
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 2 1 3 6 20
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 178 3 4 5 558
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 505 3 5 7 1,669
The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach 0 0 0 45 0 3 3 172
The dynamics of factor loadings in the cross-section of returns 0 0 3 32 3 9 17 114
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 2 34 2 6 10 88
Using the Yield Curve in Forecasting Output Growth and In?flation 0 0 0 57 2 3 3 165
WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL 2 2 6 276 5 10 29 919
Total Working Papers 2 3 21 3,743 85 161 258 11,380

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 9 12 167
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 22 1 2 4 67
Bagging weak predictors 0 0 0 4 2 8 10 32
Consistent estimation of time-varying loadings in high-dimensional factor models 0 1 1 13 2 7 14 62
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature 0 1 1 2 0 2 2 18
Interest rate volatility and home mortgage loans 0 0 0 47 3 3 4 236
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility 0 0 1 48 1 3 6 218
Level changes in volatility models 0 0 0 28 1 3 4 89
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors 1 1 1 20 4 10 14 86
Neglecting parameter changes in GARCH models 0 0 2 170 1 2 10 421
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 1 4 0 4 7 24
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue 0 0 0 33 1 1 1 114
Seasonal changes in central England temperatures 0 0 0 11 0 3 5 57
The Benefits of Bagging for Forecast Models of Realized Volatility 0 0 0 48 1 8 11 171
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 0 8 3 8 12 57
Total Journal Articles 1 3 7 504 22 73 116 1,819

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Statistics updated 2026-01-09