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 37 0 0 4 79
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility 0 0 0 201 0 1 2 683
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 0 62 0 0 2 147
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 78 0 0 0 125
Bagging Constrained Equity Premium Predictors 0 0 1 44 0 0 2 96
Bagging Weak Predictors 0 0 0 41 0 0 2 143
Bagging Weak Predictors 0 0 0 29 0 1 3 42
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 0 0 14 0 0 0 50
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 22 0 1 1 62
Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings 0 0 0 44 0 0 3 82
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 0 199 0 0 2 495
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility 0 0 1 217 0 2 10 1,215
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 91 0 0 0 108
Let´s do it again: bagging equity premium predictors 0 0 0 13 1 1 2 55
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models 0 0 0 131 0 0 2 222
Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation 0 0 0 359 0 0 1 1,663
Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors 0 0 1 90 0 0 5 133
Neglecting Parameter Changes in Autoregressive Models 0 0 0 71 0 0 2 120
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 82 0 0 1 104
Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models 0 0 0 315 1 1 1 624
Overlaying Time Scales in Financial Volatility Data 0 0 0 181 0 0 0 517
Seasonal Changes in Central England Temperatures 0 0 0 31 0 0 2 52
Seasonal Changes in Central England Temperatures 0 0 0 31 0 0 1 95
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 90 0 0 0 218
Supervision in Factor Models Using a Large Number of Predictors 0 0 0 36 0 0 1 69
The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection 0 0 1 98 0 1 3 333
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 1 2 0 1 2 15
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 178 0 1 2 554
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 505 0 1 2 1,664
The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach 0 0 0 45 0 0 1 169
The dynamics of factor loadings in the cross-section of returns 0 0 4 31 1 3 9 103
Using the Entire Yield Curve in Forecasting Output and Inflation 1 2 2 34 1 2 3 80
Using the Yield Curve in Forecasting Output Growth and In?flation 0 0 0 57 0 0 0 162
WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL 0 1 7 273 2 6 29 902
Total Working Papers 1 3 19 3,732 6 22 100 11,181

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 0 0 0 155
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 22 1 2 2 65
Bagging weak predictors 0 0 0 4 0 0 1 23
Consistent estimation of time-varying loadings in high-dimensional factor models 0 0 0 12 0 2 4 51
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature 0 0 0 1 0 0 0 16
Interest rate volatility and home mortgage loans 0 0 0 47 0 0 0 232
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility 0 0 1 48 0 2 3 215
Level changes in volatility models 0 0 0 28 0 0 2 85
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors 0 0 2 19 0 1 8 75
Neglecting parameter changes in GARCH models 0 0 2 170 0 1 7 416
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 1 4 0 0 2 19
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue 0 0 0 33 0 0 0 113
Seasonal changes in central England temperatures 0 0 1 11 0 0 2 53
The Benefits of Bagging for Forecast Models of Realized Volatility 0 0 1 48 0 0 5 161
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 0 8 2 2 2 47
Total Journal Articles 0 0 8 501 3 10 38 1,726

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Statistics updated 2025-07-04