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 0 38 1 3 20 101
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility 0 0 1 203 1 4 94 781
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 0 63 0 1 12 161
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 78 0 1 17 144
Bagging Constrained Equity Premium Predictors 0 0 0 45 1 3 13 111
Bagging Weak Predictors 0 0 0 41 0 0 11 155
Bagging Weak Predictors 0 0 0 29 0 0 18 61
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 0 0 14 0 0 7 59
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 22 0 1 8 70
Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings 0 0 1 45 1 3 16 98
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 0 0 199 0 0 15 510
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility 0 0 0 217 0 1 16 1,232
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 91 0 1 12 121
Let´s do it again: bagging equity premium predictors 0 0 0 13 0 0 7 63
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models 0 0 0 133 0 1 9 233
Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation 0 0 1 360 0 1 13 1,677
Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors 0 0 2 92 0 2 11 144
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 0 3 7 112
Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models 1 1 1 316 2 2 11 635
Overlaying Time Scales in Financial Volatility Data 0 0 0 181 1 2 14 532
Seasonal Changes in Central England Temperatures 0 0 0 31 1 2 10 105
Seasonal Changes in Central England Temperatures 0 0 0 31 0 1 9 61
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 90 0 2 34 252
Supervision in Factor Models Using a Large Number of Predictors 0 0 0 36 0 3 11 80
The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection 0 0 0 98 0 5 18 352
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 505 0 0 16 1,680
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 2 0 0 12 29
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 178 0 0 12 566
The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach 0 0 0 45 1 1 14 183
The dynamics of factor loadings in the cross-section of returns 0 0 0 32 0 1 22 127
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 0 34 2 3 13 95
Using the Yield Curve in Forecasting Output Growth and In?flation 0 0 0 57 0 1 10 172
WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL 0 0 5 279 0 2 37 946
Total Working Papers 1 1 11 3,751 11 50 551 11,770

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 17 175
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 22 1 2 11 76
Bagging weak predictors 0 0 0 4 0 10 26 50
Consistent estimation of time-varying loadings in high-dimensional factor models 1 1 4 16 1 3 26 81
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature 0 0 1 2 0 0 12 28
Interest rate volatility and home mortgage loans 0 0 0 47 1 3 16 249
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility 2 2 2 50 2 2 18 233
Level changes in volatility models 0 0 0 28 0 1 8 94
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors 0 0 5 24 3 3 28 104
Neglecting parameter changes in GARCH models 0 1 2 172 4 9 19 438
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 0 4 0 1 9 29
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue 0 0 1 34 1 1 18 131
Seasonal changes in central England temperatures 1 1 1 12 1 3 12 66
The Benefits of Bagging for Forecast Models of Realized Volatility 0 0 1 49 0 1 14 177
Using the Entire Yield Curve in Forecasting Output and Inflation 0 0 0 8 1 19 36 85
Total Journal Articles 4 5 17 518 15 58 270 2,016

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Statistics updated 2026-10-11