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 16 95
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility 1 1 2 203 6 9 33 715
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 1 63 3 3 13 160
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 78 1 8 17 142
Bagging Constrained Equity Premium Predictors 0 0 1 45 3 4 10 106
Bagging Weak Predictors 0 0 0 41 4 6 11 154
Bagging Weak Predictors 0 0 0 29 4 7 18 59
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 0 0 14 0 0 8 58
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 22 0 2 6 68
Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings 0 1 1 45 1 6 12 94
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 0 199 1 1 14 509
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility 0 0 0 217 1 2 15 1,229
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 91 2 4 11 119
Let´s do it again: bagging equity premium predictors 0 0 0 13 1 4 9 63
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models 0 0 2 133 3 4 9 231
Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation 0 0 1 360 2 3 10 1,673
Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors 0 1 2 92 2 3 8 141
Neglecting Parameter Changes in Autoregressive Models 0 0 0 71 1 1 2 122
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 82 1 2 4 108
Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models 0 0 0 315 4 4 8 631
Overlaying Time Scales in Financial Volatility Data 0 0 0 181 2 4 11 528
Seasonal Changes in Central England Temperatures 0 0 0 31 2 2 8 103
Seasonal Changes in Central England Temperatures 0 0 0 31 2 3 8 60
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 90 1 2 31 249
Supervision in Factor Models Using a Large Number of Predictors 0 0 0 36 2 2 6 75
The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection 0 0 0 98 3 4 13 346
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 178 2 4 11 565
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 505 2 6 14 1,678
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 2 3 4 13 28
The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach 0 0 0 45 2 3 13 182
The dynamics of factor loadings in the cross-section of returns 0 0 1 32 3 6 25 126
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 2 34 1 1 14 92
Using the Yield Curve in Forecasting Output Growth and In?flation 0 0 0 57 2 4 8 170
WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL 1 3 7 279 6 15 42 940
Total Working Papers 2 6 21 3,750 75 137 451 11,619

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 5 18 173
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 22 2 5 10 74
Bagging weak predictors 0 0 0 4 2 4 16 39
Consistent estimation of time-varying loadings in high-dimensional factor models 0 0 1 13 4 8 23 74
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature 0 0 1 2 4 5 10 26
Interest rate volatility and home mortgage loans 0 0 0 47 2 3 12 244
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility 0 0 0 48 2 5 16 230
Level changes in volatility models 0 0 0 28 3 3 8 93
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors 1 2 4 23 3 7 23 98
Neglecting parameter changes in GARCH models 0 1 1 171 1 4 12 428
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 4 2 3 9 28
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue 0 0 1 34 9 9 16 129
Seasonal changes in central England temperatures 0 0 0 11 3 4 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 5 18 63
Total Journal Articles 1 3 9 510 42 70 215 1,937

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Statistics updated 2026-05-06