Neil R. Ericsson
Names
first:  Neil 
middle:  R. 
last:  Ericsson 
Contact
email:  
homepage:  http://www.federalreserve.gov/research/staff/ericssonneilr.htm 
phone:  2024523709 
postal address:  P.O. Box 18646 Washington, DC 200368646 USA 
Affiliations

Federal Reserve Board (Board of Governors of the Federal Reserve System)
 website
 location: Washington, District of Columbia (United States)

George Washington University
→ Department of Economics
 website
 location: Washington, District of Columbia (United States)

George Washington University
→ Department of Economics
→ Center for Economic Research
→ H.O. Stekler Research Program on Forecasting
 location: Washington, District of Columbia (United States)
Research profile
author of:

Distributions of Error Correction Tests for Cointegration
by Neil R. Ericsson & James G. MacKinnon 
Conditional econometric modelling : an application to new house prices in the United Kingdom
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
by Neil R. Ericsson & David F. Hendry 
Postsimulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of nonnested hypothesis test statistics
by Neil R. Ericsson 
An analogue model of phaseaveraging procedures
by Julia Campos & Neil R. Ericsson & David F. Hendry 
Monte Carlo methodology and the finite sample properties of statistics for testing nested and nonnested hypotheses
by Neil R. Ericsson 
Econometric modeling of consumers' expenditure in Venezuela
by Julia Campos & Neil R. Ericsson 
Exact and approximate multiperiod meansquare forecast errors for dynamic econometric models
by Neil R. Ericsson & Jaime R. Marquez 
Encompassing and rational expectations: how sequential corroboration can imply refutation
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
by Neil R. Ericsson & David F. Hendry 
Evaluating the predictive performance of tradeaccount models
by Neil R. Ericsson & Jaime R. Marquez 
Modeling the demand for narrow money in the United Kingdom and the United States
by Neil R. Ericsson & David F. Hendry 
PCgive and David Hendry's econometric methodology
by Julia Campos & Neil R. Ericsson & HongAnh Tran 
Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration
by Neil R. Ericsson 
Cointegration, exogeneity, and policy analysis: an overview
by Neil R. Ericsson 
The power of cointegration tests
by Juan J. Dolado & Neil R. Ericsson & Jeroen J. M. Kremers 
Cointegration tests in the presence of structural breaks
by Julia Campos & Neil R. Ericsson & David F. Hendry 
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom
by Neil R. Ericsson & David F. Hendry & HongAnh Tran 
Dollarization in Argentina
by Neil R. Ericsson & Steven B. Kamin 
Conditional and structural error correction models
by Neil R. Ericsson 
The Lucas critique in practice: theory without measurement
by Neil R. Ericsson & John S. Irons 
Modelling inflation in Australia
by Gordon De Brouwer & Neil R. Ericsson 
Broad money demand and financial liberalization in Greece
by Neil R. Ericsson & Sunil Sharma 
Hazards in implementing a monetary conditions index
by Kari H. Eika & Neil R. Ericsson & Ragnar Nymoen 
The demand for broad money in the United Kingdom, 18781993
by Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich 
Exogeneity, cointegration, and economic policy analysis
by Neil R. Ericsson & David F. Hendry & Grayham E. Mizon 
A framework for economic forecasting
by Neil R. Ericsson & Jaime R. Marquez 
Distributions of error correction tests for cointegration
by Neil R. Ericsson & James G. MacKinnon 
Constructive data mining: modeling consumers' expenditure in Venezuela
by Julia Campos & Neil R. Ericsson 
Output and inflation in the long run
by Neil R. Ericsson & John S. Irons & Ralph W. Tryon 
Predictable uncertainty in economic forecasting
by Neil R. Ericsson 
Forecast uncertainty in economic modeling
by Neil R. Ericsson 
A retrospective on J. Denis Sargan and his contributions to econometrics
by Neil R. Ericsson & Esfandiar Maasoumi & Grayham E. Mizon 
Hazards in Implementing a Monetary Conditions Index.
by Eika, K. H. & Ericsson, N. R. & Nymoen, R. 
The UK Demand for Broad Money over the Long run
by Neil R. Ericsson, David F. Hendry & Kevin M. Prestiwch 
Modelling Inflation in Australia
by Gordon de Brouwer & Neil R. Ericsson 
An early version of The Lucas Critique in Practice: Theory without Measurement
by John S. Irons & N. Ericsson 
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.
by Hendry, David F. & Ericsson, Neil R. 
Testing for Common Features: Comment.
by Ericsson, Neil R. 
Exogeneity, Cointegration, and Economic Policy Analysis.
by Ericsson, Neil R. & Hendry, David F. & Mizon, Grayham E. 
Modeling Inflation in Australia.
by de Brouwer, Gordon & Ericsson, Neil R. 
The Power of Cointegration Tests.
by Kremers, Jeroen J. M. & Ericsson, Neil R. & Dolado, Juan J. 
Hazards in Implementing a Monetary Conditions Index.
by Eika, Kari H. & Ericsson, Neil R. & Nymoen, Ragnar 
The Demand for Broad Money in the United Kingdom, 1878–1993
by Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich 
Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Nonnested Hypotheses.
by Ericsson, Neil R. 
A framework for economic forecasting
by NEIL R. ERICSSON & JAIME MARQUEZ 
Contructive data mining: modeling consumers' expenditure in Venezuela
by JULIA CAMPOS & NEIL R. ERICSSON 
Distributions of error correction tests for cointegration
by Neil R. Ericsson & James G. MacKinnon 
Output and inflation in the long run
by Neil R. Ericsson & John S. Irons & Ralph W. Tryon 
The Economic Feasibility of Shale Oil: An Activity Analysis
by Neil R. Ericsson & Peter Morgan 
Empirical modeling of money demand
by Neil R. Ericsson 
Friedman and Schwartz (1982) revisited: Assessing annual and phaseaverage models of money demand in the United Kingdom
by David F. Hendry & Kevin M. Prestwich & Neil R. Ericsson 
Broad money demand and financial liberalization in Greece
by Sunil Sharma & Neil R. Ericsson 
Encompassing and rational expectations: How sequential corroboration can imply refutation
by David F. Hendry & Neil R. Ericsson 
Encompassing the Forecasts of U.S. Trade Balance Models.
by Ericsson, Neil R. & Marquez, Jaime 
Dollarization in posthyperinflationary Argentina
by Kamin, Steven B. & Ericsson, Neil R. 
Generaltospecific modeling: an overview and selected bibliography
by Julia Campos & Neil R. Ericsson & David F. Hendry 
The ET interview: professor David F. Hendry
by Neil R. Ericsson 
Modeling the demand for narrow money in the United Kingdom and the United States
by Hendry, David F. & Ericsson, Neil R. 
Cointegration tests in the presence of structural breaks
by Campos, Julia & Ericsson, Neil R. & Hendry, David F. 
Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration
by Ericsson, Neil R. 
An analogue model of phaseaveraging procedures
by Campos, Julia & Ericsson, Neil R. & Hendry, David F. 
Cointegration, exogeneity, and policy analysis: A synopsis
by Ericsson, Neil R. 
Conditional and structural error correction models
by Ericsson, Neil R. 
Cointegration, exogeneity, and policy analysis: An overview
by Ericsson, Neil R. 
Constructive data mining: modeling Argentine broad money demand
by Neil R. Ericsson & Steven B. Kamin 
The Fragility of Sensitivity Analysis: An Encompassing Perspective*
by Neil R. Ericsson 
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
by Ericsson, Neil R. 
The fragility of sensitivity analysis: an encompassing perspective
by Neil R. Ericsson 
Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry)
by Ericsson Neil R. 
Evaluating a Global Vector Autoregression for Forecasting
by Neil R. Ericsson & Erica L. Reisman 
Evaluating a global vector autoregression for forecasting
by Neil R. Ericsson & Erica L. Reisman 
Postsimulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Nonnested Hypothesis Test Statistics
by Neil R. Ericsson 
Asymptotic Properties of Instrumental Variables Statistics for Testing NonNested Hypotheses
by Neil R. Ericsson 
Testing Linear versus Logarithmic Regression Models: A Comment
by Neil R. Ericsson 
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis
by Neil R. Ericsson 
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis
by Neil R. Ericsson 
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
by Ericsson Neil R. 
Predicting Fed Forecasts
by Neil R. Ericsson 
Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis
by Ericsson, Neil R. 
Evaluating a Global Vector Autoregression for Forecasting
by Neil Ericsson & Erica Reisman 
Economic Forecasting in Theory and Practice : An Interview with David F. Hendry
by Neil R. Ericsson 
How Biased Are U.S. Government Forecasts of the Federal Debt?
by Neil R. Ericsson 
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry
by Neil R. Ericsson 
Milton Friedman and Data Adjustment
by Neil R. Ericsson & David F. Hendry & Stedman B. Hood 
Economic forecasting in theory and practice: An interview with David F. Hendry
by Ericsson, Neil R. 
Predicting Fed Forecasts
by Neil R. Ericsson 
How Biased Are U.S. Government Forecasts of the Federal Debt?
by Neil R. Ericsson 
How biased are U.S. government forecasts of the federal debt?
by Ericsson, Neil R. 
Interpreting estimates of forecast bias
by Ericsson, Neil R. 
PcGive and David Hendry'S Econometric Methodology
by Ericsson, Neil R. & Campos, Julia & Tran, HongAnh 
Dynamic Econometrics in Action: A Biography of David F. Hendry
by Neil R. Ericsson
editor of:

Understanding Economic Forecasts
edited by David F. Hendry & Neil R. Ericsson 
Testing Exogeneity
edited by Ericsson, Neil R. & Irons, John S. 
GeneraltoSpecific Modelling
edited by Julia Campos & Neil R. Ericsson