← All authors Eric Hillebrand Aarhus University (from arXiv:2412.09226, 2024) · ORCID · OpenAlex
24 papers in scope · 23 published · 1 on the econ.EM arXiv · 709 citations · h-index 12 (over the papers listed here)
Papers (1 of 24)
A Statistical Reduced Complexity Climate Model for Probabilistic Analyses and Projections
published 2025 · Journal of Climate · first circulated 2024
working paper 2024 · arXiv
A neural network approach to the environmental Kuznets curve
published 2023 · Energy Economics · 11 citations
Global Temperature Projections from a Statistical Energy Balance Model Using Multiple Sources of Historical Data
published 2023 · Journal of Climate · 5 citations · first circulated 2022
Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time‐varying factor loadings
published 2023 · Journal of Applied Econometrics · 8 citations
A multivariate dynamic statistical model of the global carbon budget 1959–2020
published 2023 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 15 citations
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
published 2021 · Energy Economics · 41 citations
Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature
published 2020 · Econometrics · 3 citations · first circulated 2015
Bagging weak predictors
published 2020 · International Journal of Forecasting · 35 citations · first circulated 2014
with Manuel Lukas, Wei Wei
Econometric models of climate change: Introduction by the guest editors
published 2019 · Journal of Econometrics · 8 citations
Consistent estimation of time-varying loadings in high-dimensional factor models
published 2018 · Journal of Econometrics · 21 citations
Using the Entire Yield Curve in Forecasting Output and Inflation
published 2018 · Econometrics · 17 citations
Seasonal Changes in Central England Temperatures
published 2016 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 13 citations · first circulated 2015
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
published 2014 · Journal of Business and Economic Statistics · 13 citations
Asymptotic Theory for Regressions with Smoothly Changing Parameters
published 2013 · Journal of Time Series Econometrics · 9 citations · first circulated 2012
Temporal correlation of defaults in subprime securitization
published 2012 · Communications on Stochastic Analysis · 6 citations
with Ambar N. Sengupta, Junyue Xu
The Benefits of Bagging for Forecast Models of Realized Volatility
published 2010 · Econometric Reviews · 98 citations
Level changes in volatility models
published 2010 · Annals of Finance · 5 citations
with Mihaela Craioveanu
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility
published 2008 · International Economics and Economic Policy · 34 citations · first circulated 2006
with Gunther Schnabl
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility
published 2008 · Journal of International Financial Markets Institutions and Money · 23 citations · first circulated 2006
with Gunther Schnabl, Yasemin Ulu
Interest rate volatility and home mortgage loans
published 2008 · Applied Economics · 13 citations · first circulated 2006
with Faik Koray
Pricing functionals and pricing measures
published 2008 · Communications on Stochastic Analysis
with Ambar N. Sengupta
Neglecting parameter changes in GARCH models
published 2005 · Journal of Econometrics · 329 citations
Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation
published 2005 · Fainansu · 2 citations · first circulated 2004
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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