11
H index
11
i10 index
442
Citations
Eric Hillebrand : Citation Profile
Aarhus Universitet | RESEARCH PRODUCTION: 15 Articles 33 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2003 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Eric Hillebrand. | Is cited by:
| Cites to:
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Main data
Where Eric Hillebrand has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 2 |
| Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Textos para discusso / Department of Economics PUC-Rio (Brazil) | 3 |
| Econometrics / University Library of Munich, Germany | 2 |
Recent works citing Eric Hillebrand (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604. Full description at Econpapers || Download paper |
| 2024 | Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981. Full description at Econpapers || Download paper |
| 2024 | High-Dimensional Causality for Climatic Attribution. (2023). Smeekes, Stephan ; Margaritella, Luca ; Friedrich, Marina. In: Papers. RePEc:arx:papers:2302.03996. Full description at Econpapers || Download paper |
| 2024 | Sequential monitoring for explosive volatility regimes. (2024). Wang, Shixuan ; Trapani, Lorenzo ; Horvath, Lajos. In: Papers. RePEc:arx:papers:2404.17885. Full description at Econpapers || Download paper |
| 2024 | From rotational to scalar invariance: Enhancing identifiability in score-driven factor models. (2024). Dzuverovic, Emilija ; Corsi, Fulvio ; Buccheri, Giuseppe. In: Papers. RePEc:arx:papers:2412.01367. Full description at Econpapers || Download paper |
| 2025 | The Global Carbon Budget as a cointegrated system. (2024). Nielsen, Morten ; Hillebrand, Eric ; Bennedsen, Mikkel. In: Papers. RePEc:arx:papers:2412.09226. Full description at Econpapers || Download paper |
| 2025 | High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380. Full description at Econpapers || Download paper |
| 2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper |
| 2024 | “Gray” Prediction of Carbon Neutral Pathways in the G7 Economies by 2050. (2024). Huang, Zili ; Jiang, Mingqi ; Ur, Hafiz ; Xu, Guangyue. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924013072. Full description at Econpapers || Download paper |
| 2024 | The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470. Full description at Econpapers || Download paper |
| 2024 | Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model. (2024). Teräsvirta, Timo ; Silvennoinen, Annastiina ; He, Changli ; Terasvirta, Timo ; Kang, Jian. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002105. Full description at Econpapers || Download paper |
| 2024 | GMM estimation for high-dimensional panel data models. (2024). LINTON, OLIVER ; Dong, Chaohua ; Cheng, Tingting ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982. Full description at Econpapers || Download paper |
| 2024 | Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30. Full description at Econpapers || Download paper |
| 2024 | Forecasting realized volatility: Does anything beat linear models?. (2024). Rubesam, Alexandre ; Branco, Rafael R ; Zevallos, Mauricio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000598. Full description at Econpapers || Download paper |
| 2024 | A state-dependent international CAPM for partially integrated markets: Using local and US risk factors. (2024). Tajaddini, Reza ; Hematizadeh, Roksana. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000954. Full description at Econpapers || Download paper |
| 2024 | What are the best alternatives for sustainability? A rationalization theme for natural resource depletion and technical innovation. (2024). Liu, Nan ; Zhang, Kai ; Hong, Cencen. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724004665. Full description at Econpapers || Download paper |
| 2024 | Money/asset ratio as a predictor of inflation. (2024). Do, Nguyen Duc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001029. Full description at Econpapers || Download paper |
| 2024 | Volatility transmission between upstream and midstream energy sectors. (2024). Payne, James ; Malik, Farooq ; Ewing, Bradley T. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1191-1199. Full description at Econpapers || Download paper |
| 2024 | Bayesian Inference for Long Memory Stochastic Volatility Models. (2024). Laurini, Márcio ; Chaim, Pedro. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:4:p:35-:d:1530826. Full description at Econpapers || Download paper |
| 2025 | A Comprehensive Approach to CO 2 Emissions Analysis in High-Human-Development-Index Countries Using Statistical and Time Series Approaches. (2025). Raihan, Ahmed Shoyeb ; Khosravi, Hamed ; Ahmed, Imtiaz ; Nimbarte, Ashish ; Islam, Farzana. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:2:p:603-:d:1566870. Full description at Econpapers || Download paper |
Eric Hillebrand is editor of
| Journal | |
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| Advances in Econometrics |
Works by Eric Hillebrand:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Using the Yield Curve in Forecasting Output Growth and In?flation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2012 | Asymptotic Theory for Regressions with Smoothly Changing Parameters In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 13 |
| 2013 | Asymptotic Theory for Regressions with Smoothly Changing Parameters.(2013) In: Journal of Time Series Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2012 | Lets Do It Again: Bagging Equity Premium Predictors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Let´s do it again: bagging equity premium predictors.(2012) In: Textos para discussão. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Bagging Weak Predictors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Bagging weak predictors.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2020 | Bagging Weak Predictors.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2015 | Data revisions and the statistical relation of global mean sea-level and temperature In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Seasonal Changes in Central England Temperatures In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 14 |
| 2017 | Seasonal changes in central England temperatures.(2017) In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2015 | Seasonal Changes in Central England Temperatures.(2015) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2015 | Supervision in Factor Models Using a Large Number of Predictors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | The dynamics of factor loadings in the cross-section of returns In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 15 |
| 2021 | Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors.(2021) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2020 | A statistical model of the global carbon budget In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2009 | Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility.(2009) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2006 | A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
| 2008 | A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility.(2008) In: International Economics and Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2005 | Neglecting parameter changes in GARCH models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 206 |
| 2019 | Consistent estimation of time-varying loadings in high-dimensional factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2018 | Using the Entire Yield Curve in Forecasting Output and Inflation In: Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2020 | Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue In: Management Science. [Full Text][Citation analysis] | article | 3 |
| 2012 | Level changes in volatility models In: Annals of Finance. [Full Text][Citation analysis] | article | 1 |
| 2003 | The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2003 | The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection.(2003) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2004 | The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2004 | The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection.(2004) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2004 | Neglecting Parameter Changes in Autoregressive Models In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Forecasting realized volatility models:the benefits of bagging and nonlinear specifications In: Textos para discussão. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility In: Textos para discussão. [Full Text][Citation analysis] | paper | 8 |
| 2008 | Interest rate volatility and home mortgage loans In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2010 | The Benefits of Bagging for Forecast Models of Realized Volatility In: Econometric Reviews. [Full Text][Citation analysis] | article | 32 |
| 2013 | Bagging Constrained Equity Premium Predictors In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2003 | Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models In: Econometrics. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Overlaying Time Scales in Financial Volatility Data In: Econometrics. [Full Text][Citation analysis] | paper | 3 |
| 2005 | Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation In: Finance. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team