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 0 3 19 98
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility 0 0 2 203 2 64 96 779
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 1 63 1 1 14 161
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 78 0 1 18 143
Bagging Constrained Equity Premium Predictors 0 0 1 45 0 2 11 108
Bagging Weak Predictors 0 0 0 29 0 2 19 61
Bagging Weak Predictors 0 0 0 41 0 1 12 155
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 0 0 14 0 1 9 59
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 22 0 1 7 69
Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings 0 0 1 45 0 1 13 95
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 0 199 0 1 15 510
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility 0 0 0 217 0 2 16 1,231
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 91 0 1 12 120
Let´s do it again: bagging equity premium predictors 0 0 0 13 0 0 8 63
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models 0 0 1 133 0 1 9 232
Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation 0 0 1 360 0 3 13 1,676
Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors 0 0 2 92 1 2 10 143
Neglecting Parameter Changes in Autoregressive Models 0 0 0 71 0 0 2 122
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 82 1 2 6 110
Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models 0 0 0 315 0 2 9 633
Overlaying Time Scales in Financial Volatility Data 0 0 0 181 0 2 12 530
Seasonal Changes in Central England Temperatures 0 0 0 31 0 0 8 103
Seasonal Changes in Central England Temperatures 0 0 0 31 0 0 8 60
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 90 0 1 32 250
Supervision in Factor Models Using a Large Number of Predictors 0 0 0 36 0 2 8 77
The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection 0 0 0 98 1 2 14 348
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 178 0 1 12 566
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 505 0 2 16 1,680
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 2 0 1 14 29
The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach 0 0 0 45 0 0 13 182
The dynamics of factor loadings in the cross-section of returns 0 0 0 32 0 0 22 126
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 0 34 0 0 12 92
Using the Yield Curve in Forecasting Output Growth and In?flation 0 0 0 57 0 1 9 171
WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL 0 0 6 279 0 4 40 944
Total Working Papers 0 0 16 3,750 6 107 538 11,726

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 2 19 175
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 22 1 1 10 75
Bagging weak predictors 0 0 0 4 0 1 17 40
Consistent estimation of time-varying loadings in high-dimensional factor models 0 2 3 15 2 6 26 80
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature 0 0 1 2 0 2 12 28
Interest rate volatility and home mortgage loans 0 0 0 47 1 3 15 247
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility 0 0 0 48 0 1 16 231
Level changes in volatility models 0 0 0 28 0 0 8 93
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors 0 1 5 24 0 3 26 101
Neglecting parameter changes in GARCH models 0 0 1 171 4 5 17 433
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 4 1 1 9 29
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue 0 0 1 34 0 1 17 130
Seasonal changes in central England temperatures 0 0 0 11 1 2 10 64
The Benefits of Bagging for Forecast Models of Realized Volatility 0 0 1 49 0 0 13 176
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 0 8 1 4 20 67
Total Journal Articles 0 3 12 513 11 32 235 1,969

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Statistics updated 2026-08-07