Details about Neil R. Ericsson

Access statistics for papers by Neil R. Ericsson.

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Short-id: per17

Working Papers

2008

1. Constructive data mining: modeling Argentine broad money demand
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
2. The fragility of sensitivity analysis: an encompassing perspective
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2008)

2005

3. General-to-specific modeling: an overview and selected bibliography
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (19)

2004

4. The ET interview: professor David F. Hendry
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

2001

5. A retrospective on J. Denis Sargan and his contributions to econometrics
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
6. A retrospective on J.D. Sargan and his contribution to Econometrics
   Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences
7. Forecast uncertainty in economic modeling
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (9)

2000

8. Constructive data mining: modeling consumers' expenditure in Venezuela
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
   See also Journal Article in Econometrics Journal (1999)
9. Distributions of Error Correction Tests for Cointegration
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (1)
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) View citations (21)
   See also Journal Article in Econometrics Journal (2002)
10. Output and Inflation in the Long Run
    Amherst Economic Papers, Amherst College, Department of Economics View citations (5)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2000)
    See also Journal Article in Journal of Applied Econometrics (2001)
11. Predictable uncertainty in economic forecasting
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

1998

12. A framework for economic forecasting
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
    See also Journal Article in Econometrics Journal (1998)
13. Exogeneity, cointegration, and economic policy analysis
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (35)
    See also Journal Article in Journal of Business & Economic Statistics (1998)

1997

14. The demand for broad money in the United Kingdom, 1878-1993
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article in Scandinavian Journal of Economics (1998)

1996

15. Broad Money Demand and Financial Liberalization in Greece
    IMF Working Papers, International Monetary Fund View citations (11)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1996) View citations (7)
    See also Journal Article in Empirical Economics (1998)
16. Hazards in Implementing a Monetary Conditions Index
    Memorandum, Oslo University, Department of Economics View citations (34)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1996) View citations (37)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (1996)

1995

17. Modelling Inflation in Australia
    RBA Research Discussion Papers, Reserve Bank of Australia
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1995) View citations (13)
    See also Journal Article in Journal of Business & Economic Statistics (1998)
18. The Lucas critique in practice: theory without measurement
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (74)

1994

19. Conditional and structural error correction models
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
    See also Journal Article in Journal of Econometrics (1995)

1993

20. Cointegration tests in the presence of structural breaks
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (12)
    See also Journal Article in Journal of Econometrics (1996)
21. Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
22. Dollarization in Argentina
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (30)

1992

23. The power of cointegration tests
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (255)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (1992)

1991

24. Cointegration, exogeneity, and policy analysis: an overview
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
    See also Journal Article in Journal of Policy Modeling (1992)
25. PC-give and David Hendry's econometric methodology
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (15)
26. Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (12)
    See also Journal Article in Journal of Policy Modeling (1992)

1990

27. Evaluating the predictive performance of trade-account models
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
28. Modeling the demand for narrow money in the United Kingdom and the United States
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (17)
    See also Journal Article in European Economic Review (1991)

1989

29. An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (33)
30. Encompassing and rational expectations: how sequential corroboration can imply refutation
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
    See also Journal Article in Empirical Economics (1999)
31. Exact and approximate multi-period mean-square forecast errors for dynamic econometric models
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

1988

32. Econometric modeling of consumers' expenditure in Venezuela
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (12)

1987

33. An analogue model of phase-averaging procedures
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
    See also Journal Article in Journal of Econometrics (1990)
34. Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)

1986

35. Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
    See also Journal Article in Review of Economic Studies (1986)

1985

36. Assertion without empirical basis: an econometric appraisal of monetary trends in... the United Kingdom, by Milton Friedman and Anna J. Schwartz
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
37. Conditional econometric modelling: an application to new house prices in the United Kingdom
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (5)

Undated

38. An early version of The Lucas Critique in Practice: Theory without Measurement
    Home Pages, Massachussets Institute of Technology, Economics
39. The UK Demand for Broad Money over the Long run
    Economics Papers, Economics Group, Nuffield College, University of Oxford

Journal Articles

2008

1. Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry)
   Capitalism and Society, 2008, 3, (2), 2
2. The Fragility of Sensitivity Analysis: An Encompassing Perspective
   Oxford Bulletin of Economics and Statistics, 2008, 70, (s1), 895-914
   See also Working Paper (2008)

2004

3. THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
   Econometric Theory, 2004, 20, (04), 743-804 View citations (1)

2003

4. Dollarization in post-hyperinflationary Argentina
   Journal of International Money and Finance, 2003, 22, (2), 185-211 View citations (17)

2002

5. Distributions of error correction tests for cointegration
   Econometrics Journal, 2002, 5, (2), 285-318 View citations (67)
   See also Working Paper (2000)

2001

6. Output and inflation in the long run
   Journal of Applied Econometrics, 2001, 16, (3), 241-253 View citations (16)
   See also Working Paper (2000)

1999

7. Contructive data mining: modeling consumers' expenditure in Venezuela
   Econometrics Journal, 1999, 2, (2), 226-240 View citations (1)
   See also Working Paper (2000)
8. Encompassing and rational expectations: How sequential corroboration can imply refutation
   Empirical Economics, 1999, 24, (1), 1-21 View citations (11)
   See also Working Paper (1989)

1998

9. A framework for economic forecasting
   Econometrics Journal, 1998, 1, (ConferenceIssue), C228-C266 View citations (6)
   See also Working Paper (1998)
10. Broad money demand and financial liberalization in Greece
    Empirical Economics, 1998, 23, (3), 417-436 View citations (8)
    See also Working Paper (1996)
11. Empirical modeling of money demand
    Empirical Economics, 1998, 23, (3), 295-315 View citations (31)
12. Exogeneity, Cointegration, and Economic Policy Analysis
    Journal of Business & Economic Statistics, 1998, 16, (4), 370-87 View citations (42)
    See also Working Paper (1998)
13. Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom
    Empirical Economics, 1998, 23, (3), 401-415 View citations (1)
14. Modeling Inflation in Australia
    Journal of Business & Economic Statistics, 1998, 16, (4), 433-49 View citations (32)
    See also Working Paper (1995)
15. The Demand for Broad Money in the United Kingdom, 1878-1993
    Scandinavian Journal of Economics, 1998, 100, (1), 289-324 View citations (2)
    See also Working Paper (1997)

1996

16. Cointegration tests in the presence of structural breaks
    Journal of Econometrics, 1996, 70, (1), 187-220 View citations (64)
    See also Working Paper (1993)
17. Hazards in Implementing a Monetary Conditions Index
    Oxford Bulletin of Economics and Statistics, 1996, 58, (4), 765-90 View citations (35)
    See also Working Paper (1996)

1995

18. Conditional and structural error correction models
    Journal of Econometrics, 1995, 69, (1), 159-171 View citations (16)
    See also Working Paper (1994)

1993

19. Encompassing the Forecasts of U.S. Trade Balance Models
    The Review of Economics and Statistics, 1993, 75, (1), 19-31 View citations (11)
20. Testing for Common Features: Comment
    Journal of Business & Economic Statistics, 1993, 11, (4), 380-83 View citations (1)

1992

21. Cointegration, exogeneity, and policy analysis: A synopsis
    Journal of Policy Modeling, 1992, 14, (4), 395-400 View citations (4)
22. Cointegration, exogeneity, and policy analysis: An overview
    Journal of Policy Modeling, 1992, 14, (3), 251-280 View citations (29)
    See also Working Paper (1991)
23. Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration
    Journal of Policy Modeling, 1992, 14, (4), 465-495 View citations (28)
    See also Working Paper (1991)
24. The Power of Cointegration Tests
    Oxford Bulletin of Economics and Statistics, 1992, 54, (3), 325-48 View citations (280)
    See also Working Paper (1992)

1991

25. An Econometric Analysis of U.K. Money Demand in 'Monetary Trends in the United States and the United Kingdom' by Milton Friedman and Anna Schwartz
    American Economic Review, 1991, 81, (1), 8-38 View citations (20)
26. Modeling the demand for narrow money in the United Kingdom and the United States
    European Economic Review, 1991, 35, (4), 833-881 View citations (80)
    See also Working Paper (1990)
27. Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses
    Econometrica, 1991, 59, (5), 1249-77 View citations (15)

1990

28. An analogue model of phase-averaging procedures
    Journal of Econometrics, 1990, 43, (3), 275-292 View citations (5)
    See also Working Paper (1987)

1986

29. Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics
    Review of Economic Studies, 1986, 53, (4), 691-707
    See also Working Paper (1986)

1983

30. Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses
    Review of Economic Studies, 1983, 50, (2), 287-304 View citations (5)

1982

31. Testing Linear versus Logarithmic Regression Models: A Comment
    Review of Economic Studies, 1982, 49, (3), 477-81

1978

32. The Economic Feasibility of Shale Oil: An Activity Analysis
    Bell Journal of Economics, 1978, 9, (2), 457-487

Edited books

2003

1. Understanding Economic Forecasts, vol 1
   MIT Press Books, The MIT Press