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Eric Hillebrand

Professor

Eric Hillebrand

Profil

Member of Section: Econometrics and Business Analytics
Research Secretary: Solveig Nygaard Sørensen

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Curriculum Vitae

Eric Hillebrand is professor at the Department of Economics and Business Economics. He received his PhD (Dr. rer. pol.) from the University of Bremen, Germany, in 2003. His research focuses in particular on statistical models of the intersection of climate and macroeconomics and in general on econometric time series models. His teaching focuses on mathematics in economics and on time series analysis. 

 

 Selected Publications

  • Bennedsen, M., Hillebrand, E., Koopman, S.J., 2021, Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors, Energy Economics 96, 105118
  • Bennedsen, M., Hillebrand, E. and S.J. Koopman, 2019, Trend analysis of the airborne fraction and sink rate of anthropogenically released CO2, Biogeosciences 16(18): 3651-3663
  • Mikkelsen, J., Hillebrand, E. and G. Urga, 2019, Consistent Estimation of Time-Varying Loadings in High-Dimensional Factor Models, Journal of Econometrics 208(2), 535-562
  • Hillebrand, E. and T. Proietti, 2017, Phase Changes and Seasonal Warming in Early Instrumental Temperature Records, Journal of Climate 30(17), 6795-6821
  • Proietti, T., and E. Hillebrand, 2017, Seasonal Changes in Central England Temperatures,  Journal of the Royal Statistical Society: Series A 180(3), 769-791
  • Hillebrand, E. and M. Medeiros, 2016, Nonlinearity, Breaks, and Long-Range Dependence in Time Series Models, Journal of Business and Economic Statistics 34(1), 23-41
  • Chance, D., Hillebrand, E. and J. Hillard, 2008, Pricing an option on revenue from an innovation: An application to movie box office revenue, Management Science 54, 1015-1028
  • Hillebrand, E., 2005, Neglecting parameter changes in GARCH models, Journal of Econometrics 129, 121-138

 

Editorial Service

Co-Editor, Advances in Econometrics

Associate Editor, International Journal of Forecasting

Guest Editor, Annals Issue Journal of Econometrics 214(1), Econometric Models of Climate Change

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