Department of Economics and Business Economics

Eric Hillebrand

  1. 2020
  2. Published

    Econometric Models of Climate Change : Introduction by the Guest Editors. / Hillebrand, Eric; Pretis, Felilx; Proietti, Tomasso.

    In: Journal of Econometrics, Vol. 214, No. 1, 01.2020, p. 1-5.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperEditorialResearch

  3. 2019
  4. Published
  5. Published

    Trend analysis of the airborne fraction and sink rate of anthropogenically released CO2. / Bennedsen, Mikkel; Hillebrand, Eric; Jan Koopman, Siem.

    In: Biogeosciences, Vol. 16, No. 18, 09.2019, p. 3651-3663.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  6. Published

    Consistent estimation of time-varying loadings in high-dimensional factor models. / Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni.

    In: Journal of Econometrics, Vol. 208, No. 2, 2019, p. 535-562.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  7. 2018
  8. Published

    The dynamics of factor loadings in the cross-section of returns. / Borghi, Riccardo; Hillebrand, Eric; Mikkelsen, Jakob; Urga, Giovanni.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2018.

    Research output: Working paperResearch

  9. Published

    Using the entire yield curve in forecasting output and inflation. / Hillebrand, Eric; Huang, Huiyu; Lee, Tae Hwy; Li, Canlin.

    In: Econometrics, Vol. 6, No. 3, 40, 01.09.2018.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  10. 2017
  11. Published

    Phase changes and seasonal warming in early instrumental temperature records. / Hillebrand, Eric; Proietti, Tommaso.

    In: Journal of Climate, Vol. 30, No. 17, 2017, p. 6795-6821.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  12. Published

    Seasonal changes in central England temperatures. / Proietti, Tommaso; Hillebrand, Eric.

    In: Journal of the Royal Statistical Society, Series A (Statistics in Society), Vol. 180, No. 3, 2017, p. 769-791.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  13. 2016
  14. Published

    Nonlinearity, Breaks, and Long-Range Dependence in Time Series Models. / Hillebrand, Eric; Medeiros, Marcelo C.

    In: Journal of Business and Economic Statistics, Vol. 34, No. 1, 01.2016, p. 23-41.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  15. 2015
  16. Published

    Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models. / Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Research output: Working paperResearch

  17. Published

    Supervision in Factor Models Using a Large Number of Predictors. / Boldrini, Lorenzo; Hillebrand, Eric Tobias.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Research output: Working paperResearch

  18. Published

    The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach. / Boldrini, Lorenzo; Hillebrand, Eric Tobias.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Research output: Working paperResearch

  19. Published

    Seasonal Changes in Central England Temperatures. / Proietti, Tommaso; Hillebrand, Eric.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Research output: Working paperResearch

  20. Published

    Data revisions and the statistical relation of global mean sea-level and temperature. / Hillebrand, Eric; Johansen, Søren; Schmith, Torben.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Research output: Working paperResearch

  21. Published

    Dynamic Factor Models. / Hillebrand, Eric (Editor); Koopman, Siem Jan (Editor).

    Bingley : Emerald Group Publishing, 2015. (Advances in Econometrics, Vol. 35).

    Research output: Book/anthology/dissertation/reportAnthologyResearchpeer-review

  22. 2014
  23. Published

    Bagging Weak Predictors. / Lukas, Manuel; Hillebrand, Eric.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: Working paperResearch

  24. Published

    Bagging constrained equity premium predictors. / Hillebrand, Eric; Lee, Tae-Hwy; Medeiros, Marcelo.

    Essays in nonlinear time series econometrics. ed. / Niels Haldrup; Mikka Meitz; Pentti Saikkonen. Cambridge : Oxford University Press, 2014.

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  25. 2013
  26. Published

    Asymptotic theory for regressions with smoothly changing parameters. / Hillebrand, Eric; Medeiros, Marcelo ; Xu, Junyue.

    In: Journal of Time Series Econometrics, Vol. 5, No. 2, 2013, p. 133-162.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  27. Published

    The statistical relation of sea-level and temperature revisited. / Grassi, Stefano; Hillebrand, Eric; Ventosa-Santaularia, Daniel.

    In: Dynamics of Atmospheres and Oceans, Vol. 64, 2013, p. 1-9.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  28. 2012
  29. Published

    Let's Do It Again: Bagging Equity Premium Predictors. / Hillebrand, Eric Tobias; Lee, Tae-Hwy; Medeiros, Marcelo C.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.

    Research output: Working paperResearch

  30. Published

    Asymptotic Theory for Regressions with Smoothly Changing Parameters. / Hillebrand, Eric Tobias; Medeiros, Marcelo C.; Xu, Junyue.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.

    Research output: Working paperResearch

  31. Published

    Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models. / Hillebrand, Eric Tobias; Medeiros, Marcelo C.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.

    Research output: Working paperResearch

  32. Published

    Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors. / Hillebrand, Eric Tobias; Lee, Tae-Hwy.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.

    Research output: Working paperResearch

  33. Published

    Using the Yield Curve in Forecasting Output Growth and In‡flation. / Hillebrand, Eric Tobias; Huang, Huiyu; Lee, Tae-Hwy; Li, Canlin.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.

    Research output: Working paperResearch

  34. Published

    Level changes in volatility models. / Craioveanu, Mihaela; Hillebrand, Eric.

    In: Annals of Finance, Vol. 8, No. 2-3, 01.05.2012, p. 277-308.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  35. Published

    Impact of correlation fluctuations on securitized structures. / Hillebrand, Eric; Sengupta, Ambar; Xu, Junyue.

    Handbook in Modeling High-Frequency Data in Finance. ed. / Frederi Viens; Maria Mariani; Ionut Florescu. Hoboken : John Wiley & Sons Ltd, 2012. p. 75-95.

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  36. Published

    Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors. / Hillebrand, Eric; Tae-Hwy, Lee.

    In: Advances in Econometrics, Vol. 30, 2012, p. 171-196.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  37. Published

    Temporal Correlation of Defaults in Subprime Securitization. / Hillebrand, Eric; Sengupta, Ambar N.; Xu, Junyue.

    In: Communications on Stochastic Analysis, Vol. 6, No. 3, 2012, p. 487-511.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  38. 2010
  39. Published

    The benefits of bagging for forecast models of realised volatility. / Hillebrand, Eric; Medeiros, Marcelo.

    In: Econometric Reviews, Vol. 29, No. 5, 2010.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  40. 2009
  41. Published

    Japanese foreign exchange intervention and the Yen/Dollar exchange rate volatility. / Hillebrand, Eric; Schnabl, Gunther; Ulu, Yasemin.

    In: Journal of International Financial Markets, Institutions & Money, Vol. 19, 2009, p. 389-401.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  42. Published

    Pricing options on film revenue. / Chance, Don; Hillebrand, Eric; Hilliard, Jim.

    In: Risk, Vol. 22, 2009, p. 80-86.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  43. 2008
  44. Published

    A structural break in the effects of Japanese foreign-exchange intervention on the Yen/Dollar exchange rate volatility. / Hillebrand, Eric; Schnabl, Gunther.

    In: Journal of International Economics and Economic Policy, Vol. 5, No. 4, 2008, p. 389-401.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  45. Published

    Estimating and forecasting GARCH models in the presence of structural breaks and regime switches. / Hillebrand, Eric; Marcelo C, Medeiros,.

    Forecasting in the presence of structural breaks and uncertainty. Bingley, UK : Emerald Group Publishing, 2008. p. 303-327 (Frontiers of Economics and Globalization, Vol. 3).

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  46. Published

    Interest rate volatility and home mortgage loans. / Hillebrand, Eric; Koray, Faik.

    In: Applied Economics, 2008, p. 2381-2385.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  47. Published

    Pricing an option from an innovation : An application to movie box office revenue. / Chance, Don; Hillebrand, Eric; Hilliard, Jim.

    In: Management Science, Vol. 54, 2008, p. 1015-1038.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  48. Published

    Pricing functionals and pricing measures. / Hillebrand, Eric; Sengupta, Ambar.

    In: Communications on Stochastic Analysis, Vol. 2, No. 1, 2008, p. 53-70.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  49. 2006
  50. Published

    Overlaying time scales in financial volatility data. / Hillebrand, Eric.

    In: Advances in Econometrics, Vol. 20, 2006, p. 153-178.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  51. 2005
  52. Published

    Neglecting Parameter Changes in GARCH Models. / Hillebrand, Eric.

    In: Journal of Econometrics, Vol. 129, 2005, p. 121-138.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review