Eric Hillebrand

PROFILE

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Aliases
Eric Hillebrand, Eric T. Hillebrand
Publication record
51 papers · 981 citations · H-index 15

PAPERS

Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings
20234 citationsauthor #1
A neural network approach to the environmental Kuznets curve
20235 citationsauthor #2
Matters arising: Is there evidence of a trend in the CO2 airborne fraction?
20225 citationsauthor #2
Global temperature projections from a statistical energy balance model using multiple sources of historical data
20225 citationsauthor #2
Bagging weak predictors
202126 citationsauthor #1
A State Space Representation of a Two-Component Energy Balance Model
20210 citationsauthor #2
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
202142 citationsauthor #2
Econometric models of climate change: Introduction by the guest editors
20208 citationsauthor #1
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature
20202 citationsauthor #1
Investigating the GDP-CO2 relationship using a neural network approach
20200 citationsauthor #2
A Statistical Model of the Global Carbon Budget
202010 citationsauthor #1
THE ECONOMETRICS OF COMPLEX SURVEY DATA : THEORYANDAPPLICATIONS
20191 citationsauthor #3
Consistent estimation of time-varying loadings in high-dimensional factor models
201917 citationsauthor #2
The dynamics of factor loadings in the cross-section of returns
20188 citationsauthor #2
Using the Entire Yield Curve in Forecasting Output and Inflation
201816 citationsauthor #1
Trend analysis of the airborne fraction and sink rate of anthropogenically released CO2
201818 citationsauthor #2
Phase Changes and Seasonal Warming in Early Instrumental Temperature Records
201713 citationsauthor #1
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
201630 citationsauthor #1
Advances in Econometrics - Conference on Dynamic Factor Models
20150 citationsauthor #1
Supervision in Factor Models Using a Large Number of Predictors
20159 citationsauthor #2
The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach
20158 citationsauthor #2
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models
20157 citationsauthor #2
Seasonal changes in central England temperatures
201543 citationsauthor #2
Bagging constrained equity premium predictors
20146 citationsauthor #1
The statistical relation of sea-level and temperature revisited
201313 citationsauthor #2
Level changes in volatility models
20123 citationsauthor #2
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors
201216 citationsauthor #1
Why It Is OK to Use the HAR-RV(1,5,21) Model
201214 citationsauthor #2
Let's Do It Again: Bagging Equity Premium Predictors
201211 citationsauthor #1
Asymptotic Theory for Regressions with Smoothly Changing Parameters
201227 citationsauthor #1
Temporal correlation of defaults in subprime securitization
20125 citationsauthor #1
Impact of Correlation Fluctuations on Securitized Structures
20110 citationsauthor #1
Using the Yield Curve in Forecasting Output Growth and In?flation
201118 citationsauthor #1
The Benefits of Bagging for Forecast Models of Realized Volatility
201085 citationsauthor #1
Level changes in volatility models
20100 citationsauthor #2
ASYMMETRIES, BREAKS, AND LONG-RANGE DEPENDENCE: AN ESTIMATION FRAMEWORK FOR DAILY REALIZED VOLATILITY
20109 citationsauthor #1
Let's Do It Again: Bagging Equity Premium Predictors
20091 citationsauthor #1
Bagging Constrained Forecasts with Application to Forecasting Equity Premium
20094 citationsauthor #1
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility
200863 citationsauthor #1
PRICING FUNCTIONALS AND PRICING MEASURES
20080 citationsauthor #1
ASYMMETRIES , BREAKS , AND LONG-RANGE DEPENDENCE : AN ESTIMATION FRAMEWORK FOR TIME SERIES OF DAILY REALIZED VOLATILITY
200812 citationsauthor #1
Chapter 8 Estimating and Forecasting GARCH Models in the Presence of Structural Breaks and Regime Switches
200815 citationsauthor #1
Interest rate volatility and home mortgage loans
200812 citationsauthor #1
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue
200823 citationsauthor #2
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications
20079 citationsauthor #1
Neglecting parameter changes in GARCH models
2005325 citationsauthor #1
A Mean-Reversion Theory of Stock-Market Crashes
200314 citationsauthor #1
Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models
20033 citationsauthor #1
Mean Reversion Models of Financial Markets
200317 citationsauthor #1
Overlaying Time Scales and Persistence Estimation of Financial Volatility Data
20020 citationsauthor #1
Prelims
19620 citationsauthor #5

TIMELINE

1962 0 citations

2002 0 citations

2003 34 citations

2005 325 citations

2007 9 citations

2008 125 citations

2009 5 citations

2010 94 citations

2011 18 citations

2012 76 citations

2013 13 citations

2014 6 citations

2015 67 citations

2016 30 citations

2017 13 citations

2018 42 citations

2019 18 citations

2020 20 citations

2021 68 citations

2022 10 citations

2023 9 citations

Eric Hillebrand

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PAPERS

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