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Eric Hillebrand

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Personal Details

First Name:Eric
Middle Name:
Last Name:Hillebrand
RePEc Short-ID:phi41
CREATES - Center for Research in Econometric Analysis of Time Series Department of Economics and Business Aarhus University Fuglesangs Alle 4 8201 Aarhus V
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  1. Eric Hillebrand & Søren Johansen & Torben Schmith, 2015. "Data Revisions And The Statistical Relation Of Global Mean Sea-Level And Temperature," Discussion Papers 15-09, University of Copenhagen. Department of Economics.
  2. Tommaso Proietti & Eric Hillebrand, 2015. "Seasonal Changes in Central England Temperatures," CREATES Research Papers 2015-28, Department of Economics and Business Economics, Aarhus University.
  3. Manuel Lukas & Eric Hillebrand, 2014. "Bagging Weak Predictors," CREATES Research Papers 2014-01, Department of Economics and Business Economics, Aarhus University.
  4. Tae-Hwy Lee & Eric Hillebrand & Marcelo Medeiros, 2014. "Bagging Constrained Equity Premium Predictors," Working Papers 201421, University of California at Riverside, Department of Economics, revised Feb 2013.
  5. Eric Hillebrand & Tae-Hwy Lee, 2012. "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," CREATES Research Papers 2012-18, Department of Economics and Business Economics, Aarhus University.
  6. Eric Hillebrand & Marcelo C. Medeiros & Junyue Xu, 2012. "Asymptotic Theory for Regressions with Smoothly Changing Parameters," CREATES Research Papers 2012-31, Department of Economics and Business Economics, Aarhus University.
  7. Eric Hillebrand & Marcelo C. Medeiros, 2012. "Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models," CREATES Research Papers 2012-30, Department of Economics and Business Economics, Aarhus University.
  8. Mihaela Craioveanu & Eric Hillebrand, 2012. "Why It Is Ok To Use The Har-Rv(1,5,21) Model," Working Papers 1201, University of Central Missouri, Department of Economics & Finance, revised Aug 2012.
  9. Eric Hillebrand & Tae-Hwy Lee & Marcelo C. Medeiros, 2012. "Let's Do It Again: Bagging Equity Premium Predictors," CREATES Research Papers 2012-41, Department of Economics and Business Economics, Aarhus University.
  10. Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2011. "Using the Yield Curve in Forecasting Output Growth and In?flation," CREATES Research Papers 2012-17, Department of Economics and Business Economics, Aarhus University.
  11. ERIC HILLEBRAND & MArcelo Cunha Medeiros, 2010. "Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility," Textos para discussão 578, Department of Economics PUC-Rio (Brazil).
  12. Eric Hillebrand & Marcelo Cunha Medeiros, 2007. "Forecasting realized volatility models:the benefits of bagging and nonlinear specifications," Textos para discussão 547, Department of Economics PUC-Rio (Brazil).
  13. Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006. "Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility," CESifo Working Paper Series 1766, CESifo Group Munich.
  14. Hillebrand, Eric & Schnabl, Gunther, 2006. "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," Working Paper Series 0650, European Central Bank.
  15. Eric Hillebrand, 2005. "Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation," Finance 0501015, EconWPA.
  16. Eric Hillebrand, 2005. "Overlaying Time Scales in Financial Volatility Data," Econometrics 0501015, EconWPA.
  17. Eric Hillebrand & Gunther Schnabl, 2004. "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," International Finance 0410008, EconWPA.
  18. Eric Hillebrand, 2003. "Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models," Econometrics 0301003, EconWPA.
  19. Eric Hillebrand, "undated". "Neglecting Parameter Changes in Autoregressive Models," Departmental Working Papers 2004-04, Department of Economics, Louisiana State University.
  1. Hillebrand Eric & Medeiros Marcelo C. & Xu Junyue, 2013. "Asymptotic Theory for Regressions with Smoothly Changing Parameters," Journal of Time Series Econometrics, De Gruyter, vol. 5(2), pages 133-162, April.
  2. Mihaela Craioveanu & Eric Hillebrand, 2012. "Level changes in volatility models," Annals of Finance, Springer, vol. 8(2), pages 277-308, May.
  3. Eric Hillebrand & Marcelo Medeiros, 2010. "The Benefits of Bagging for Forecast Models of Realized Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 571-593.
  4. Hillebrand, Eric & Schnabl, Gunther & Ulu, Yasemin, 2009. "Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 490-505, July.
  5. Don M. Chance & Eric Hillebrand & Jimmy E. Hilliard, 2008. "Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue," Management Science, INFORMS, vol. 54(5), pages 1015-1028, May.
  6. Eric Hillebrand & Gunther Schnabl, 2008. "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," International Economics and Economic Policy, Springer, vol. 5(4), pages 389-401, December.
  7. Eric Hillebrand & Faik Koray, 2008. "Interest rate volatility and home mortgage loans," Applied Economics, Taylor & Francis Journals, vol. 40(18), pages 2381-2385.
  8. Hillebrand, Eric, 2005. "Neglecting parameter changes in GARCH models," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 121-138.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (12) 2003-02-10 2004-09-30 2005-04-16 2007-08-27 2010-10-30 2012-05-15 2012-07-14 2012-07-14 2012-09-09 2012-10-20 2014-01-17 2014-11-01. Author is listed
  2. NEP-ETS: Econometric Time Series (12) 2003-01-27 2003-09-14 2004-09-30 2004-09-30 2004-11-07 2005-04-16 2006-07-28 2007-08-27 2010-10-30 2012-05-15 2012-07-14 2012-07-14. Author is listed
  3. NEP-FOR: Forecasting (7) 2007-08-27 2010-10-30 2012-05-15 2012-05-15 2012-07-14 2012-10-20 2014-11-01. Author is listed
  4. NEP-FIN: Finance (5) 2003-09-14 2004-09-30 2005-04-16 2006-07-28 2006-08-19. Author is listed
  5. NEP-IFN: International Finance (5) 2003-09-14 2004-09-30 2004-11-07 2006-07-28 2006-08-19. Author is listed
  6. NEP-SEA: South East Asia (4) 2004-09-30 2004-11-07 2006-07-28 2006-08-19
  7. NEP-MON: Monetary Economics (3) 2004-09-30 2006-07-28 2006-08-19
  8. NEP-BEC: Business Economics (2) 2005-04-16 2005-04-16
  9. NEP-ENV: Environmental Economics (2) 2015-06-13 2015-06-20
  10. NEP-FMK: Financial Markets (2) 2006-07-28 2006-08-19
  11. NEP-MAC: Macroeconomics (2) 2006-08-19 2014-11-01
  12. NEP-ORE: Operations Research (2) 2012-05-15 2012-07-14
  13. NEP-CBA: Central Banking (1) 2006-08-19
  14. NEP-CMP: Computational Economics (1) 2005-04-16
  15. NEP-HIS: Business, Economic & Financial History (1) 2005-04-16
  16. NEP-MST: Market Microstructure (1) 2006-08-19

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