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

Director of CREATES

Personal web page

Curriculum Vitae

Eric Hillebrand is professor at the Department of Economics and Business Economics and director of the Center for Research in Econometric Analysis of Time Series (CREATES).  He received his PhD (Dr. rer. pol.) from the University of Bremen, Germany, in 2003. Before joining Aarhus University in 2012 he was a faculty member at the Department of Economics at Louisiana State University in Baton Rouge. His primary research interests are time series econometrics, climate econometrics, and financial econometrics.  Eric Hillebrand is a co-editor of the Advances in Econometrics series.

Teaching Interests: Time series econometrics, mathematics for economics, economic forecasting, financial econometrics

Research Interests: Time series econometrics, climate econometrics, financial econometrics

 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