Details about Neil R. Ericsson
Access statistics for papers by Neil R. Ericsson.
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Working Papers
2021
- Dynamic Econometrics in Action: A Biography of David F. Hendry
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
2017
- How Biased Are U.S. Government Forecasts of the Federal Debt?
Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting View citations (7)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2017) View citations (4)
See also Journal Article in International Journal of Forecasting (2017)
- Milton Friedman and Data Adjustment
IFDP Notes, Board of Governors of the Federal Reserve System (U.S.)
2016
- Economic Forecasting in Theory and Practice: An Interview with David F. Hendry
Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting View citations (5)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2016) 
See also Journal Article in International Journal of Forecasting (2017)
- Predicting Fed Forecasts
IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) 
See also Journal Article in Journal of Reviews on Global Economics (2017)
2015
- Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis
Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting View citations (1)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2015) 
See also Journal Article in International Journal of Forecasting (2016)
2012
- Evaluating a Global Vector Autoregression for Forecasting
Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting View citations (16)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012) View citations (5)
See also Journal Article in International Advances in Economic Research (2012)
2008
- Constructive data mining: modeling Argentine broad money demand
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
- The fragility of sensitivity analysis: an encompassing perspective
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2008)
2005
- 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 (61)
2004
- The ET interview: professor David F. Hendry
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (12)
2001
- 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.) View citations (2)
- Forecast uncertainty in economic modeling
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (13)
2000
- Constructive data mining: modeling consumers' expenditure in Venezuela
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
See also Journal Article in Econometrics Journal (1999)
- Output and inflation in the long run
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (27)
See also Journal Article in Journal of Applied Econometrics (2001)
- Predictable uncertainty in economic forecasting
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
1998
- A framework for economic forecasting
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
See also Journal Article in Econometrics Journal (1998)
- Exogeneity, cointegration, and economic policy analysis
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (72)
See also Journal Article in Journal of Business & Economic Statistics (1998)
1997
- 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.) View citations (1)
See also Journal Article in Scandinavian Journal of Economics (1998)
1996
- Broad money demand and financial liberalization in Greece
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
See also Journal Article in Empirical Economics (1998)
- Hazards in Implementing a Monetary Conditions Index
Memorandum, Oslo University, Department of Economics View citations (59)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1996) View citations (51)
See also Journal Article in Oxford Bulletin of Economics and Statistics (1996)
1995
- Modelling Inflation in Australia
RBA Research Discussion Papers, Reserve Bank of Australia View citations (29)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1995) View citations (29)
See also Journal Article in Journal of Business & Economic Statistics (1998)
- The Lucas critique in practice: theory without measurement
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (97)
1993
- Cointegration tests in the presence of structural breaks
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (13)
See also Journal Article in Journal of Econometrics (1996)
- 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 (10)
- Dollarization in Argentina
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (32)
1992
- The power of cointegration tests
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (513)
See also Journal Article in Oxford Bulletin of Economics and Statistics (1992)
1991
- Cointegration, exogeneity, and policy analysis: an overview
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
See also Journal Article in Journal of Policy Modeling (1992)
- PC-give and David Hendry's econometric methodology
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (21)
See also Journal Article in Brazilian Review of Econometrics (1990)
- 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 (14)
See also Journal Article in Journal of Policy Modeling (1992)
1990
- 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)
- 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 (20)
See also Journal Article in European Economic Review (1991)
1989
- 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)
See also Journal Article in American Economic Review (1991)
- 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 (6)
See also Journal Article in Empirical Economics (1999)
- 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
- Econometric modeling of consumers' expenditure in Venezuela
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (11)
1987
- An analogue model of phase-averaging procedures
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
See also Journal Article in Journal of Econometrics (1990)
- 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
- 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 (5)
See also Journal Article in Review of Economic Studies (1986)
1985
- 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 (3)
- 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 (8)
Undated
- An early version of The Lucas Critique in Practice: Theory without Measurement
Home Pages, Massachussets Institute of Technology, Economics
- The UK Demand for Broad Money over the Long run
Economics Papers, Economics Group, Nuffield College, University of Oxford
Journal Articles
2017
- Economic forecasting in theory and practice: An interview with David F. Hendry
International Journal of Forecasting, 2017, 33, (2), 523-542 View citations (4)
See also Working Paper (2016)
- How biased are U.S. government forecasts of the federal debt?
International Journal of Forecasting, 2017, 33, (2), 543-559 View citations (7)
See also Working Paper (2017)
- Interpreting estimates of forecast bias
International Journal of Forecasting, 2017, 33, (2), 563-568
- Predicting Fed Forecasts
Journal of Reviews on Global Economics, 2017, 6, 175-180 View citations (1)
See also Working Paper (2016)
2016
- Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis
International Journal of Forecasting, 2016, 32, (2), 571-583 View citations (34)
See also Working Paper (2015)
- Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (4), 377-398
2012
- Evaluating a Global Vector Autoregression for Forecasting
International Advances in Economic Research, 2012, 18, (3), 247-258 View citations (18)
See also Working Paper (2012)
2008
- Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry)
Capitalism and Society, 2008, 3, (2), 1-18 View citations (1)
- The Fragility of Sensitivity Analysis: An Encompassing Perspective*
Oxford Bulletin of Economics and Statistics, 2008, 70, (s1), 895-914 View citations (1)
See also Working Paper (2008)
2004
- THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
Econometric Theory, 2004, 20, (4), 743-804 View citations (2)
2003
- Dollarization in post-hyperinflationary Argentina
Journal of International Money and Finance, 2003, 22, (2), 185-211 View citations (36)
2001
- Output and inflation in the long run
Journal of Applied Econometrics, 2001, 16, (3), 241-253 View citations (50)
See also Working Paper (2000)
1999
- Contructive data mining: modeling consumers' expenditure in Venezuela
Econometrics Journal, 1999, 2, (2), 226-240 View citations (12)
See also Working Paper (2000)
- Encompassing and rational expectations: How sequential corroboration can imply refutation
Empirical Economics, 1999, 24, (1), 1-21 View citations (15)
See also Working Paper (1989)
1998
- A framework for economic forecasting
Econometrics Journal, 1998, 1, (ConferenceIssue), C228-C266 View citations (9)
See also Working Paper (1998)
- Broad money demand and financial liberalization in Greece
Empirical Economics, 1998, 23, (3), 417-436 View citations (22)
See also Working Paper (1996)
- Empirical modeling of money demand
Empirical Economics, 1998, 23, (3), 295-315 View citations (81)
- Exogeneity, Cointegration, and Economic Policy Analysis
Journal of Business & Economic Statistics, 1998, 16, (4), 370-87 View citations (86)
See also Working Paper (1998)
- 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)
- Modeling Inflation in Australia
Journal of Business & Economic Statistics, 1998, 16, (4), 433-49 View citations (77)
See also Working Paper (1995)
- The Demand for Broad Money in the United Kingdom, 1878–1993
Scandinavian Journal of Economics, 1998, 100, (1), 289-324 View citations (25)
See also Working Paper (1997)
1996
- Cointegration tests in the presence of structural breaks
Journal of Econometrics, 1996, 70, (1), 187-220 View citations (118)
See also Working Paper (1993)
- Hazards in Implementing a Monetary Conditions Index
Oxford Bulletin of Economics and Statistics, 1996, 58, (4), 765-90 View citations (60)
See also Working Paper (1996)
1993
- Encompassing the Forecasts of U.S. Trade Balance Models
The Review of Economics and Statistics, 1993, 75, (1), 19-31 View citations (24)
- Testing for Common Features: Comment
Journal of Business & Economic Statistics, 1993, 11, (4), 380-83 View citations (7)
1992
- Cointegration, exogeneity, and policy analysis: A synopsis
Journal of Policy Modeling, 1992, 14, (4), 395-400 View citations (21)
- Cointegration, exogeneity, and policy analysis: An overview
Journal of Policy Modeling, 1992, 14, (3), 251-280 View citations (52)
See also Working Paper (1991)
- 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 (78)
See also Working Paper (1991)
- The Power of Cointegration Tests
Oxford Bulletin of Economics and Statistics, 1992, 54, (3), 325-48 View citations (594)
See also Working Paper (1992)
1991
- 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 (135)
See also Working Paper (1989)
- Modeling the demand for narrow money in the United Kingdom and the United States
European Economic Review, 1991, 35, (4), 833-881 View citations (146)
See also Working Paper (1990)
- 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 (12)
1990
- An analogue model of phase-averaging procedures
Journal of Econometrics, 1990, 43, (3), 275-292 View citations (11)
See also Working Paper (1987)
- Pc-Give and David Hendry'S Econometric Methodology
Brazilian Review of Econometrics, 1990, 10, (1) View citations (11)
See also Working Paper (1991)
1986
- 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 View citations (6)
See also Working Paper (1986)
1983
- Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses
Review of Economic Studies, 1983, 50, (2), 287-304 View citations (14)
1982
- Testing Linear versus Logarithmic Regression Models: A Comment
Review of Economic Studies, 1982, 49, (3), 477-481
1978
- The Economic Feasibility of Shale Oil: An Activity Analysis
Bell Journal of Economics, 1978, 9, (2), 457-487
Edited books
2005
- General-to-Specific Modelling, vol Two volume set
Books, Edward Elgar Publishing View citations (11)
2003
- Understanding Economic Forecasts, vol 1
MIT Press Books, The MIT Press View citations (13)
1995
- Testing Exogeneity
OUP Catalogue, Oxford University Press
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