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 12 15 93
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility 0 0 1 202 3 15 27 709
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 1 63 0 5 11 157
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 78 3 8 12 137
Bagging Constrained Equity Premium Predictors 0 0 1 45 0 3 6 102
Bagging Weak Predictors 0 0 0 29 2 7 14 54
Bagging Weak Predictors 0 0 0 41 2 3 8 150
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 0 0 14 0 5 8 58
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 22 2 4 7 68
Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings 0 0 0 44 2 5 9 90
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 0 199 0 12 13 508
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility 0 0 0 217 0 9 15 1,227
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 91 1 5 8 116
Let´s do it again: bagging equity premium predictors 0 0 0 13 1 2 6 60
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models 0 0 2 133 1 2 7 228
Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation 0 0 1 360 0 2 7 1,670
Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors 1 2 3 92 1 3 7 139
Neglecting Parameter Changes in Autoregressive Models 0 0 0 71 0 1 1 121
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 82 1 2 3 107
Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models 0 0 0 315 0 2 4 627
Overlaying Time Scales in Financial Volatility Data 0 0 0 181 2 7 9 526
Seasonal Changes in Central England Temperatures 0 0 0 31 0 5 6 101
Seasonal Changes in Central England Temperatures 0 0 0 31 1 3 7 58
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 90 0 26 29 247
Supervision in Factor Models Using a Large Number of Predictors 0 0 0 36 0 3 4 73
The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection 0 0 0 98 0 8 10 342
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 178 1 7 9 562
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 2 1 6 11 25
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 505 2 8 11 1,674
The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach 0 0 0 45 0 7 10 179
The dynamics of factor loadings in the cross-section of returns 0 0 2 32 2 11 23 122
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 2 34 0 5 13 91
Using the Yield Curve in Forecasting Output Growth and In?flation 0 0 0 57 2 5 6 168
WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL 0 2 6 276 3 14 35 928
Total Working Papers 1 4 20 3,745 35 222 371 11,517

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 1 4 14 169
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 22 2 5 8 71
Bagging weak predictors 0 0 0 4 1 6 13 36
Consistent estimation of time-varying loadings in high-dimensional factor models 0 0 1 13 2 8 19 68
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature 0 0 1 2 0 3 5 21
Interest rate volatility and home mortgage loans 0 0 0 47 0 8 9 241
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility 0 0 0 48 1 9 13 226
Level changes in volatility models 0 0 0 28 0 2 5 90
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors 0 2 2 21 2 11 19 93
Neglecting parameter changes in GARCH models 1 1 2 171 1 5 11 425
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 4 1 2 7 26
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue 0 1 1 34 0 7 7 120
Seasonal changes in central England temperatures 0 0 0 11 1 2 6 59
The Benefits of Bagging for Forecast Models of Realized Volatility 0 1 1 49 0 6 15 176
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 0 8 1 5 14 59
Total Journal Articles 1 5 8 508 13 83 165 1,880

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Statistics updated 2026-03-04