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 0 1 4 1,076
A retrospective on J. Denis Sargan and his contributions to econometrics 0 0 0 134 0 0 0 510
An analogue model of phase-averaging procedures 0 0 0 26 0 1 2 588
An early version of The Lucas Critique in Practice: Theory without Measurement 0 0 0 457 0 1 3 1,203
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 3 286 0 0 6 1,580
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 1 750
Broad money demand and financial liberalization in Greece 0 0 0 461 0 0 0 1,694
Cointegration tests in the presence of structural breaks 0 0 0 240 0 0 2 1,172
Cointegration, exogeneity, and policy analysis: an overview 0 0 0 116 0 0 1 549
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 0 138 0 1 2 812
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 1 1 3 170 1 2 6 817
Constructive data mining: modeling Argentine broad money demand 0 0 0 158 1 1 1 608
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 0 0 1 1,113
Distributions of error correction tests for cointegration 0 0 1 417 0 0 3 1,296
Dollarization in Argentina 0 0 6 367 0 1 12 2,698
Dynamic Econometrics in Action: A Biography of David F. Hendry 1 1 2 29 2 3 13 67
Econometric modeling of consumers' expenditure in Venezuela 0 1 1 151 0 3 4 745
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 0 0 257 0 0 3 172
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 0 0 4 0 0 3 79
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 44 0 0 0 138
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 1 45 0 0 3 128
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 1 1 188
Evaluating a global vector autoregression for forecasting 0 0 1 126 0 0 3 230
Evaluating the predictive performance of trade-account models 0 0 1 23 0 0 2 190
Exact and approximate multi-period mean-square forecast errors for dynamic econometric models 0 0 0 35 0 0 0 273
Exogeneity, cointegration, and economic policy analysis 0 1 3 1,003 0 1 6 2,036
Forecast uncertainty in economic modeling 1 3 3 707 1 3 4 2,473
General-to-specific modeling: an overview and selected bibliography 0 0 2 1,800 0 0 16 7,081
Hazards in Implementing a Monetary Conditions Index 0 0 0 4 0 0 3 997
Hazards in implementing a monetary conditions index 0 0 0 646 1 1 2 1,291
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 40 0 0 0 126
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 0 3 179
Modeling the demand for narrow money in the United Kingdom and the United States 1 1 1 317 1 1 2 1,240
Modelling Inflation in Australia 0 0 1 1,246 1 1 7 3,157
Modelling inflation in Australia 0 0 0 162 0 0 4 1,880
Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses 0 0 0 40 0 0 3 570
Output and inflation in the long run 0 0 0 329 1 1 4 1,044
PC-give and David Hendry's econometric methodology 0 0 0 258 0 0 3 1,735
Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration 0 0 0 188 0 1 1 1,830
Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics 0 0 0 29 0 0 1 534
Predictable uncertainty in economic forecasting 0 0 0 252 0 1 4 831
Predicting Fed Forecasts 0 0 0 46 0 0 0 62
The ET interview: professor David F. Hendry 0 0 0 218 0 0 4 621
The Lucas critique in practice: theory without measurement 0 0 2 279 0 1 11 1,751
The UK Demand for Broad Money over the Long run 0 0 0 314 1 1 1 898
The demand for broad money in the United Kingdom, 1878-1993 0 0 1 550 0 0 1 1,167
The fragility of sensitivity analysis: an encompassing perspective 0 0 0 63 0 0 1 299
The power of cointegration tests 0 0 2 433 0 0 5 1,899
Total Working Papers 4 8 35 14,429 10 27 163 54,677


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 1 470 0 2 8 1,200
An analogue model of phase-averaging procedures 0 0 0 30 0 0 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 0 1 2 1,536
Cointegration tests in the presence of structural breaks 0 0 2 281 0 1 4 697
Cointegration, exogeneity, and policy analysis: A synopsis 0 0 1 26 0 0 2 74
Cointegration, exogeneity, and policy analysis: An overview 0 0 0 119 0 0 0 357
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 0 0 4 258
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 4 10 1,274
Dollarization in post-hyperinflationary Argentina 0 0 3 219 0 2 11 527
Economic forecasting in theory and practice: An interview with David F. Hendry 0 0 0 13 0 0 1 83
Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis 0 0 0 9 0 0 2 93
Empirical modeling of money demand 0 0 3 869 0 1 6 1,975
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 0 0 2 651
Encompassing the Forecasts of U.S. Trade Balance Models 0 0 0 111 0 1 1 465
Evaluating a Global Vector Autoregression for Forecasting 0 0 0 12 0 1 2 61
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 0 1 4 696
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 1 170 0 0 2 940
Hazards in Implementing a Monetary Conditions Index 0 0 0 0 0 0 0 299
How biased are U.S. government forecasts of the federal debt? 0 1 1 9 0 1 3 90
Interpreting estimates of forecast bias 0 0 0 4 0 0 3 122
Modeling Inflation in Australia 0 0 0 0 0 1 4 1,255
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 395 0 2 6 925
Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses 0 0 0 112 0 0 2 774
Output and inflation in the long run 0 0 1 189 0 0 3 827
Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration 0 0 0 71 0 0 4 423
Pc-Give and David Hendry'S Econometric Methodology 0 0 0 3 0 0 2 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 0 1 5 51
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson 0 0 0 24 1 1 2 72
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 0 0 6 162
The Demand for Broad Money in the United Kingdom, 1878–1993 0 0 0 94 0 0 0 340
The Economic Feasibility of Shale Oil: An Activity Analysis 0 0 0 132 0 0 3 1,352
The Fragility of Sensitivity Analysis: An Encompassing Perspective* 0 0 0 19 0 0 2 123
The Power of Cointegration Tests 0 0 0 9 0 0 15 4,326
Total Journal Articles 0 1 17 4,555 3 20 124 25,602


Statistics updated 2025-07-04