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 6 10 13 91
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility 0 0 1 202 9 17 24 706
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 1 63 1 8 11 157
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 78 1 5 9 134
Bagging Constrained Equity Premium Predictors 0 0 1 45 3 4 6 102
Bagging Weak Predictors 0 0 0 29 5 8 13 52
Bagging Weak Predictors 0 0 0 41 0 3 6 148
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 0 0 14 3 6 8 58
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 22 1 3 5 66
Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings 0 0 0 44 2 6 7 88
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 0 199 3 13 13 508
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility 0 0 0 217 8 10 17 1,227
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 91 3 5 7 115
Let´s do it again: bagging equity premium predictors 0 0 0 13 1 3 5 59
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models 0 0 2 133 1 2 6 227
Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation 0 0 1 360 2 4 8 1,670
Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors 1 1 2 91 1 4 7 138
Neglecting Parameter Changes in Autoregressive Models 0 0 0 71 1 1 1 121
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 82 0 1 2 106
Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models 0 0 0 315 1 2 4 627
Overlaying Time Scales in Financial Volatility Data 0 0 0 181 3 5 7 524
Seasonal Changes in Central England Temperatures 0 0 0 31 0 6 6 101
Seasonal Changes in Central England Temperatures 0 0 0 31 1 5 6 57
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 90 3 28 29 247
Supervision in Factor Models Using a Large Number of Predictors 0 0 0 36 3 4 5 73
The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection 0 0 0 98 7 8 10 342
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 2 4 6 10 24
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 505 3 6 10 1,672
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 178 3 6 8 561
The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach 0 0 0 45 7 9 10 179
The dynamics of factor loadings in the cross-section of returns 0 0 3 32 6 12 23 120
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 2 34 3 7 13 91
Using the Yield Curve in Forecasting Output Growth and In?flation 0 0 0 57 1 4 4 166
WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL 0 2 6 276 6 14 32 925
Total Working Papers 1 3 20 3,744 102 235 345 11,482

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 6 13 168
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 22 2 4 6 69
Bagging weak predictors 0 0 0 4 3 11 13 35
Consistent estimation of time-varying loadings in high-dimensional factor models 0 1 1 13 4 8 18 66
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature 0 0 1 2 3 4 5 21
Interest rate volatility and home mortgage loans 0 0 0 47 5 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 7 10 12 225
Level changes in volatility models 0 0 0 28 1 3 5 90
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors 1 2 2 21 5 11 19 91
Neglecting parameter changes in GARCH models 0 0 2 170 3 5 11 424
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 1 4 1 4 7 25
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue 1 1 1 34 6 7 7 120
Seasonal changes in central England temperatures 0 0 0 11 1 3 5 58
The Benefits of Bagging for Forecast Models of Realized Volatility 1 1 1 49 5 13 15 176
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 0 8 1 6 13 58
Total Journal Articles 3 5 9 507 48 103 158 1,867

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Statistics updated 2026-02-12