Items where Author is "Hillebrand, E."
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Article
Hillebrand, E., Mikkelsen, J., Spreng, L. & Urga, G. 
ORCID: 0000-0002-6742-7370 (2023).
Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings.
Journal of Applied Econometrics,
doi: 10.1002/jae.2984
Mikkelsen, J. G., Hillebrand, E. & Urga, G. (2018). Consistent Estimation of Time-Varying Loadings in High-Dimensional Factor Models. Journal of Econometrics, 208(2), pp. 535-562. doi: 10.1016/j.jeconom.2018.09.020