Access Statistics for Neil R. Ericsson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A framework for economic forecasting 0 0 0 363 1 1 3 1,075
A retrospective on J. Denis Sargan and his contributions to econometrics 0 0 0 134 0 0 1 510
An analogue model of phase-averaging procedures 0 0 0 26 0 1 1 587
An early version of The Lucas Critique in Practice: Theory without Measurement 0 0 0 457 0 0 1 1,200
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 0 0 4 286 0 0 7 1,579
Assertion without empirical basis: an econometric appraisal of monetary trends in... the United Kingdom, by Milton Friedman and Anna J. Schwartz 0 0 0 108 0 0 2 750
Broad money demand and financial liberalization in Greece 0 0 0 461 0 0 1 1,694
Cointegration tests in the presence of structural breaks 0 0 0 240 1 1 2 1,172
Cointegration, exogeneity, and policy analysis: an overview 0 0 2 116 0 1 3 549
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 0 138 0 0 1 811
Conditional and structural error correction models 0 0 0 135 0 0 1 801
Conditional econometric modelling: an application to new house prices in the United Kingdom 0 0 2 169 0 2 4 815
Constructive data mining: modeling Argentine broad money demand 0 0 0 158 0 0 0 607
Constructive data mining: modeling consumers' expenditure in Venezuela 0 0 0 305 0 0 0 934
Distributions of Error Correction Tests for Cointegration 0 0 0 543 1 1 3 1,113
Distributions of error correction tests for cointegration 0 0 1 417 1 2 5 1,296
Dollarization in Argentina 1 4 7 366 2 7 13 2,695
Dynamic Econometrics in Action: A Biography of David F. Hendry 1 1 3 28 2 5 15 64
Econometric modeling of consumers' expenditure in Venezuela 0 0 1 150 0 0 2 741
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 0 0 4 1 2 3 79
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 0 0 257 1 3 4 172
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 1 45 0 0 3 128
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 44 0 0 0 138
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 31 0 0 0 436
Evaluating a Global Vector Autoregression for Forecasting 0 0 0 92 0 0 0 187
Evaluating a global vector autoregression for forecasting 0 0 1 126 0 1 2 229
Evaluating the predictive performance of trade-account models 0 0 1 23 1 1 2 190
Exact and approximate multi-period mean-square forecast errors for dynamic econometric models 0 0 0 35 0 0 1 273
Exogeneity, cointegration, and economic policy analysis 0 1 2 1,002 1 3 4 2,034
Forecast uncertainty in economic modeling 0 0 0 704 1 1 1 2,470
General-to-specific modeling: an overview and selected bibliography 0 0 10 1,800 1 3 36 7,080
Hazards in Implementing a Monetary Conditions Index 0 0 0 4 0 2 3 997
Hazards in implementing a monetary conditions index 0 0 0 646 0 0 2 1,290
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 40 0 0 1 126
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 42 0 0 0 129
Milton Friedman and Data Adjustment 0 0 1 202 0 1 3 179
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 316 1 1 2 1,239
Modelling Inflation in Australia 0 0 1 1,246 1 2 7 3,156
Modelling inflation in Australia 0 0 1 162 0 2 5 1,880
Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses 0 0 0 40 1 3 5 570
Output and inflation in the long run 0 0 0 329 0 2 9 1,043
PC-give and David Hendry's econometric methodology 0 0 1 258 1 2 4 1,735
Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration 0 0 1 188 0 0 1 1,829
Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics 0 0 0 29 1 1 1 534
Predictable uncertainty in economic forecasting 0 0 0 252 2 2 4 830
Predicting Fed Forecasts 0 0 0 46 0 0 0 62
The ET interview: professor David F. Hendry 0 0 1 218 0 0 6 620
The Lucas critique in practice: theory without measurement 2 2 3 279 4 8 12 1,750
The UK Demand for Broad Money over the Long run 0 0 0 314 0 0 1 897
The demand for broad money in the United Kingdom, 1878-1993 1 1 1 550 1 1 1 1,167
The fragility of sensitivity analysis: an encompassing perspective 0 0 0 63 0 1 1 299
The power of cointegration tests 2 2 2 433 2 3 5 1,898
Total Working Papers 7 11 48 14,420 28 66 194 54,639


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A framework for economic forecasting 0 0 0 0 0 0 0 415
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 0 0 2 470 1 2 8 1,198
An analogue model of phase-averaging procedures 0 0 0 30 0 1 2 192
Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses 0 0 0 32 0 0 0 222
Broad money demand and financial liberalization in Greece 0 0 0 299 1 1 1 1,535
Cointegration tests in the presence of structural breaks 0 1 2 281 0 1 7 695
Cointegration, exogeneity, and policy analysis: A synopsis 0 1 1 26 0 1 3 73
Cointegration, exogeneity, and policy analysis: An overview 0 0 0 119 0 0 1 357
Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry) 0 0 0 38 0 0 0 164
Conditional and structural error correction models 0 0 0 63 2 3 5 258
Contructive data mining: modeling consumers' expenditure in Venezuela 0 0 0 0 0 0 0 862
Distributions of error correction tests for cointegration 0 0 0 368 2 2 9 1,269
Dollarization in post-hyperinflationary Argentina 0 2 7 219 0 4 13 525
Economic forecasting in theory and practice: An interview with David F. Hendry 0 0 2 13 0 0 7 83
Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis 0 0 0 9 1 1 2 93
Empirical modeling of money demand 2 2 6 869 2 3 11 1,974
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 1 2 3 651
Encompassing the Forecasts of U.S. Trade Balance Models 0 0 0 111 0 0 0 464
Evaluating a Global Vector Autoregression for Forecasting 0 0 0 12 0 1 2 60
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 0 2 3 695
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 2 170 0 1 7 940
Hazards in Implementing a Monetary Conditions Index 0 0 0 0 0 0 2 299
How biased are U.S. government forecasts of the federal debt? 0 0 0 8 1 1 3 89
Interpreting estimates of forecast bias 0 0 0 4 0 2 3 121
Modeling Inflation in Australia 0 0 0 0 1 1 8 1,254
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 4 395 1 2 11 923
Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses 0 0 0 112 1 2 2 774
Output and inflation in the long run 0 0 1 189 0 0 5 826
Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration 0 0 1 71 2 2 5 423
Pc-Give and David Hendry'S Econometric Methodology 0 0 1 3 0 0 4 92
Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics 0 0 0 53 0 0 0 380
Predicting Fed Forecasts 0 0 3 11 1 1 7 50
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson 0 0 0 24 1 1 1 71
Testing Linear versus Logarithmic Regression Models: A Comment 0 0 0 200 0 0 1 1,156
Testing for Common Features: Comment 0 0 0 0 0 0 0 91
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector 0 0 0 22 3 5 7 162
The Demand for Broad Money in the United Kingdom, 1878–1993 0 0 0 94 0 0 2 340
The Economic Feasibility of Shale Oil: An Activity Analysis 0 0 0 132 1 2 3 1,352
The Fragility of Sensitivity Analysis: An Encompassing Perspective* 0 0 0 19 2 2 2 123
The Power of Cointegration Tests 0 0 0 9 1 3 17 4,324
Total Journal Articles 2 6 32 4,554 25 49 167 25,575


Statistics updated 2025-03-03