Neil R. Ericsson
Names
| first: |
Neil |
| middle: |
R. |
| last: |
Ericsson |
Identifer
Contact
Affiliations
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George Washington University
/ Department of Economics
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
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George Washington University
/ Department of Economics
/ Center for Economic Research
/ H.O. Stekler Research Program on Forecasting
Research profile
author of:
- 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 (RePEc:aea:aecrev:v:81:y:1991:i:1:p:8-38)
by Hendry, David F & Ericsson, Neil R - Testing for Common Features: Comment (RePEc:bes:jnlbes:v:11:y:1993:i:4:p:380-83)
by Ericsson, Neil R - Exogeneity, Cointegration, and Economic Policy Analysis (RePEc:bes:jnlbes:v:16:y:1998:i:4:p:370-87)
by Ericsson, Neil R & Hendry, David F & Mizon, Grayham E - Modeling Inflation in Australia (RePEc:bes:jnlbes:v:16:y:1998:i:4:p:433-49)
by de Brouwer, Gordon & Ericsson, Neil R - The Power of Cointegration Tests (RePEc:bla:obuest:v:54:y:1992:i:3:p:325-48)
by Kremers, Jeroen J M & Ericsson, Neil R & Dolado, Juan J - Hazards in Implementing a Monetary Conditions Index (RePEc:bla:obuest:v:58:y:1996:i:4:p:765-90)
by Eika, Kari H & Ericsson, Neil R & Nymoen, Ragnar - The Fragility of Sensitivity Analysis: An Encompassing Perspective (RePEc:bla:obuest:v:70:y:2008:i:s1:p:895-914)
by Neil R. Ericsson - The Demand for Broad Money in the United Kingdom, 1878–1993 (RePEc:bla:scandj:v:100:y:1998:i:1:p:289-324)
by Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich - Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry) (RePEc:bpj:capsoc:v:3:y:2008:i:2:n:2)
by Ericsson Neil R. - Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector (RePEc:bpj:sndecm:v:20:y:2016:i:4:p:377-398:n:6)
by Ericsson Neil R. - THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson (RePEc:cup:etheor:v:20:y:2004:i:04:p:743-804_20)
by Ericsson, Neil R. - Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses (RePEc:ecm:emetrp:v:59:y:1991:i:5:p:1249-77)
by Ericsson, Neil R - Distributions of Error Correction Tests for Cointegration (RePEc:ecm:wc2000:0561)
by Neil R. Ericsson & James G. MacKinnon - A framework for economic forecasting (RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c228-c266)
by Neil R. Ericsson & Jaime Marquez - Contructive data mining: modeling consumers' expenditure in Venezuela (RePEc:ect:emjrnl:v:2:y:1999:i:2:p:226-240)
by Julia Campos & Neil R. Ericsson - Distributions of error correction tests for cointegration (RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318)
by Neil R. Ericsson & James G. MacKinnon - An analogue model of phase-averaging procedures (RePEc:eee:econom:v:43:y:1990:i:3:p:275-292)
by Campos, Julia & Ericsson, Neil R. & Hendry, David F. - Conditional and structural error correction models (RePEc:eee:econom:v:69:y:1995:i:1:p:159-171)
by Ericsson, Neil R. - Cointegration tests in the presence of structural breaks (RePEc:eee:econom:v:70:y:1996:i:1:p:187-220)
by Campos, Julia & Ericsson, Neil R. & Hendry, David F. - Modeling the demand for narrow money in the United Kingdom and the United States (RePEc:eee:eecrev:v:35:y:1991:i:4:p:833-881)
by Hendry, David F. & Ericsson, Neil R. - Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis (RePEc:eee:intfor:v:32:y:2016:i:2:p:571-583)
by Ericsson, Neil R. - Economic forecasting in theory and practice: An interview with David F. Hendry (RePEc:eee:intfor:v:33:y:2017:i:2:p:523-542)
by Ericsson, Neil R. - How biased are U.S. government forecasts of the federal debt? (RePEc:eee:intfor:v:33:y:2017:i:2:p:543-559)
by Ericsson, Neil R. - Interpreting estimates of forecast bias (RePEc:eee:intfor:v:33:y:2017:i:2:p:563-568)
by Ericsson, Neil R. - Dollarization in post-hyperinflationary Argentina (RePEc:eee:jimfin:v:22:y:2003:i:2:p:185-211)
by Kamin, Steven B. & Ericsson, Neil R. - Cointegration, exogeneity, and policy analysis: An overview (RePEc:eee:jpolmo:v:14:y:1992:i:3:p:251-280)
by Ericsson, Neil R. - Cointegration, exogeneity, and policy analysis: A synopsis (RePEc:eee:jpolmo:v:14:y:1992:i:4:p:395-400)
by Ericsson, Neil R. - Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration (RePEc:eee:jpolmo:v:14:y:1992:i:4:p:465-495)
by Ericsson, Neil R. - General-to-Specific Modelling (RePEc:elg:eebook:2417)
by None - Evaluating a global vector autoregression for forecasting (RePEc:fip:fedgif:1056)
by Neil R. Ericsson & Erica L. Reisman - Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis (RePEc:fip:fedgif:1152)
by Neil R. Ericsson - Economic Forecasting in Theory and Practice : An Interview with David F. Hendry (RePEc:fip:fedgif:1184)
by Neil R. Ericsson - How Biased Are U.S. Government Forecasts of the Federal Debt? (RePEc:fip:fedgif:1189)
by Neil R. Ericsson - Dynamic Econometrics in Action: A Biography of David F. Hendry (RePEc:fip:fedgif:1311)
by Neil R. Ericsson - Conditional econometric modelling : an application to new house prices in the United Kingdom (RePEc:fip:fedgif:254)
by Neil R. Ericsson & David F. Hendry - Assertion without empirical basis : an econometric appraisal of monetary trends in ... the United Kingdom, by Milton Friedman and Anna J. Schwartz (RePEc:fip:fedgif:270)
by Neil R. Ericsson & David F. Hendry - Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics (RePEc:fip:fedgif:276)
by Neil R. Ericsson - An analogue model of phase-averaging procedures (RePEc:fip:fedgif:303)
by Julia Campos & Neil R. Ericsson & David F. Hendry - Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses (RePEc:fip:fedgif:317)
by Neil R. Ericsson - Econometric modeling of consumers' expenditure in Venezuela (RePEc:fip:fedgif:325)
by Julia Campos & Neil R. Ericsson - Exact and approximate multi-period mean-square forecast errors for dynamic econometric models (RePEc:fip:fedgif:348)
by Neil R. Ericsson & Jaime R. Marquez - Encompassing and rational expectations: how sequential corroboration can imply refutation (RePEc:fip:fedgif:354)
by Neil R. Ericsson & David F. Hendry - 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 (RePEc:fip:fedgif:355)
by Neil R. Ericsson & David F. Hendry - Evaluating the predictive performance of trade-account models (RePEc:fip:fedgif:377)
by Neil R. Ericsson & Jaime R. Marquez - Modeling the demand for narrow money in the United Kingdom and the United States (RePEc:fip:fedgif:383)
by Neil R. Ericsson & David F. Hendry - PC-give and David Hendry's econometric methodology (RePEc:fip:fedgif:406)
by Julia Campos & Neil R. Ericsson & Hong-Anh Tran - Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration (RePEc:fip:fedgif:412)
by Neil R. Ericsson - Cointegration, exogeneity, and policy analysis: an overview (RePEc:fip:fedgif:415)
by Neil R. Ericsson - The power of cointegration tests (RePEc:fip:fedgif:431)
by Juan J. Dolado & Neil R. Ericsson & Jeroen J. M. Kremers - Cointegration tests in the presence of structural breaks (RePEc:fip:fedgif:440)
by Julia Campos & Neil R. Ericsson & David F. Hendry - Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom (RePEc:fip:fedgif:457)
by Neil R. Ericsson & David F. Hendry & Hong-Anh Tran - Dollarization in Argentina (RePEc:fip:fedgif:460)
by Neil R. Ericsson & Steven B. Kamin - Conditional and structural error correction models (RePEc:fip:fedgif:487)
by Neil R. Ericsson - The Lucas critique in practice: theory without measurement (RePEc:fip:fedgif:506)
by Neil R. Ericsson & John S. Irons - Modelling inflation in Australia (RePEc:fip:fedgif:530)
by Gordon De Brouwer & Neil R. Ericsson - Broad money demand and financial liberalization in Greece (RePEc:fip:fedgif:559)
by Neil R. Ericsson & Sunil Sharma - Hazards in implementing a monetary conditions index (RePEc:fip:fedgif:568)
by Kari H. Eika & Neil R. Ericsson & Ragnar Nymoen - The demand for broad money in the United Kingdom, 1878-1993 (RePEc:fip:fedgif:596)
by Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich - Exogeneity, cointegration, and economic policy analysis (RePEc:fip:fedgif:616)
by Neil R. Ericsson & David F. Hendry & Grayham E. Mizon - A framework for economic forecasting (RePEc:fip:fedgif:626)
by Neil R. Ericsson & Jaime R. Marquez - Distributions of error correction tests for cointegration (RePEc:fip:fedgif:655)
by Neil R. Ericsson & James G. MacKinnon - Constructive data mining: modeling consumers' expenditure in Venezuela (RePEc:fip:fedgif:663)
by Julia Campos & Neil R. Ericsson - Output and inflation in the long run (RePEc:fip:fedgif:687)
by Neil R. Ericsson & John S. Irons & Ralph W. Tryon - Predictable uncertainty in economic forecasting (RePEc:fip:fedgif:695)
by Neil R. Ericsson - Forecast uncertainty in economic modeling (RePEc:fip:fedgif:697)
by Neil R. Ericsson - A retrospective on J. Denis Sargan and his contributions to econometrics (RePEc:fip:fedgif:700)
by Neil R. Ericsson & Esfandiar Maasoumi & Grayham E. Mizon - The ET interview: professor David F. Hendry (RePEc:fip:fedgif:811)
by Neil R. Ericsson - General-to-specific modeling: an overview and selected bibliography (RePEc:fip:fedgif:838)
by Julia Campos & Neil R. Ericsson & David F. Hendry - Constructive data mining: modeling Argentine broad money demand (RePEc:fip:fedgif:943)
by Neil R. Ericsson & Steven B. Kamin - The fragility of sensitivity analysis: an encompassing perspective (RePEc:fip:fedgif:959)
by Neil R. Ericsson - Predicting Fed Forecasts (RePEc:fip:fedgin:2016-02-12)
by Neil R. Ericsson - Milton Friedman and Data Adjustment (RePEc:fip:fedgin:2017-05-15)
by Neil R. Ericsson & David F. Hendry & Stedman B. Hood - Evaluating a Global Vector Autoregression for Forecasting (RePEc:gwc:wpaper:2012-006)
by Neil R. Ericsson & Erica L. Reisman - Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis (RePEc:gwc:wpaper:2015-003)
by Neil R. Ericsson - Economic Forecasting in Theory and Practice: An Interview with David F. Hendry (RePEc:gwc:wpaper:2016-012)
by Neil R. Ericsson - How Biased Are U.S. Government Forecasts of the Federal Debt? (RePEc:gwc:wpaper:2017-001)
by Neil R. Ericsson - Hazards in Implementing a Monetary Conditions Index (RePEc:hhs:osloec:1996_032)
by Eika, K.H. & Ericsson, N.R. & Nymoen, R. - Output and inflation in the long run (RePEc:jae:japmet:v:16:y:2001:i:3:p:241-253)
by Neil R. Ericsson & John S. Irons & Ralph W. Tryon - Evaluating a Global Vector Autoregression for Forecasting (RePEc:kap:iaecre:v:18:y:2012:i:3:p:247-258:10.1007/s11294-012-9357-0)
by Neil Ericsson & Erica Reisman - Predicting Fed Forecasts (RePEc:lif:jrgelg:v:6:y:2017:p:175-180)
by Neil R. Ericsson - Understanding Economic Forecasts (RePEc:mtp:titles:0262582422)
by None - The UK Demand for Broad Money over the Long run (RePEc:nuf:econwp:9629)
by Neil R. Ericsson, David F. Hendry & Kevin M. Prestiwch - Testing Linear versus Logarithmic Regression Models: A Comment (RePEc:oup:restud:v:49:y:1982:i:3:p:477-481.)
by Neil R. Ericsson - Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses (RePEc:oup:restud:v:50:y:1983:i:2:p:287-304.)
by Neil R. Ericsson - Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics (RePEc:oup:restud:v:53:y:1986:i:4:p:691-707.)
by Neil R. Ericsson - Testing Exogeneity (RePEc:oxp:obooks:9780198774044)
by None - Modelling Inflation in Australia (RePEc:rba:rbardp:rdp9510)
by Gordon de Brouwer & Neil R. Ericsson - The Economic Feasibility of Shale Oil: An Activity Analysis (RePEc:rje:bellje:v:9:y:1978:i:autumn:p:457-487)
by Neil R. Ericsson & Peter Morgan - Pc-Give and David Hendry'S Econometric Methodology (RePEc:sbe:breart:v:10:y:1990:i:1:a:3021)
by Ericsson, Neil R. & Campos, Julia & Tran, Hong-Anh - Empirical modeling of money demand (RePEc:spr:empeco:v:23:y:1998:i:3:p:295-315)
by Neil R. Ericsson - Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom (RePEc:spr:empeco:v:23:y:1998:i:3:p:401-415)
by David F. Hendry & Kevin M. Prestwich & Neil R. Ericsson - Broad money demand and financial liberalization in Greece (RePEc:spr:empeco:v:23:y:1998:i:3:p:417-436)
by Sunil Sharma & Neil R. Ericsson - Encompassing and rational expectations: How sequential corroboration can imply refutation (RePEc:spr:empeco:v:24:y:1999:i:1:p:1-21)
by David F. Hendry & Neil R. Ericsson - Encompassing the Forecasts of U.S. Trade Balance Models (RePEc:tpr:restat:v:75:y:1993:i:1:p:19-31)
by Ericsson, Neil R & Marquez, Jaime - An early version of The Lucas Critique in Practice: Theory without Measurement (RePEc:wop:maitec:_004)
by John S. Irons & N. Ericsson