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 2 2 4 1,078
A retrospective on J. Denis Sargan and his contributions to econometrics 0 0 0 134 1 1 1 511
An analogue model of phase-averaging procedures 0 0 0 26 0 0 2 588
An early version of The Lucas Critique in Practice: Theory without Measurement 0 0 0 457 0 0 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 0 286 0 2 5 1,584
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 4 4 4 754
Broad money demand and financial liberalization in Greece 0 0 0 461 0 1 1 1,695
Cointegration tests in the presence of structural breaks 0 0 0 240 4 10 11 1,182
Cointegration, exogeneity, and policy analysis: an overview 0 0 0 116 4 4 5 553
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 0 138 0 1 2 813
Conditional and structural error correction models 0 0 0 135 2 2 2 803
Conditional econometric modelling: an application to new house prices in the United Kingdom 1 1 3 172 3 5 10 823
Constructive data mining: modeling Argentine broad money demand 0 0 0 158 0 1 4 611
Constructive data mining: modeling consumers' expenditure in Venezuela 0 0 0 305 2 3 3 937
Distributions of Error Correction Tests for Cointegration 0 0 0 543 1 3 5 1,117
Distributions of error correction tests for cointegration 0 0 0 417 1 2 4 1,298
Dollarization in Argentina 0 0 5 367 2 3 15 2,703
Dynamic Econometrics in Action: A Biography of David F. Hendry 0 1 3 30 6 7 18 77
Econometric modeling of consumers' expenditure in Venezuela 0 0 1 151 0 0 5 746
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 0 0 257 2 3 7 176
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 0 0 4 1 4 6 83
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 44 3 3 5 143
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 45 3 3 3 131
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 31 1 2 2 438
Evaluating a Global Vector Autoregression for Forecasting 0 0 0 92 0 1 2 189
Evaluating a global vector autoregression for forecasting 0 0 0 126 2 5 7 235
Evaluating the predictive performance of trade-account models 0 0 0 23 2 2 4 193
Exact and approximate multi-period mean-square forecast errors for dynamic econometric models 0 0 0 35 2 2 2 275
Exogeneity, cointegration, and economic policy analysis 0 0 2 1,003 2 4 10 2,041
Forecast uncertainty in economic modeling 0 0 3 707 3 4 8 2,477
General-to-specific modeling: an overview and selected bibliography 2 2 2 1,802 5 9 15 7,092
Hazards in Implementing a Monetary Conditions Index 0 0 0 4 1 1 3 998
Hazards in implementing a monetary conditions index 0 0 0 646 1 1 2 1,292
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 40 1 2 3 129
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 42 3 3 3 132
Milton Friedman and Data Adjustment 0 0 0 202 0 0 2 180
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 317 2 2 5 1,243
Modelling Inflation in Australia 0 0 0 1,246 1 1 4 3,158
Modelling inflation in Australia 0 0 0 162 0 2 7 1,885
Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses 0 0 0 40 0 0 4 571
Output and inflation in the long run 0 0 0 329 1 2 5 1,046
PC-give and David Hendry's econometric methodology 0 0 0 258 1 2 5 1,738
Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration 0 0 0 188 3 3 5 1,834
Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics 0 0 0 29 1 3 4 537
Predictable uncertainty in economic forecasting 0 0 0 252 1 2 5 833
Predicting Fed Forecasts 0 0 0 46 2 2 2 64
The ET interview: professor David F. Hendry 0 0 0 218 1 2 4 624
The Lucas critique in practice: theory without measurement 0 0 2 279 2 4 14 1,756
The UK Demand for Broad Money over the Long run 0 0 0 314 2 4 9 906
The demand for broad money in the United Kingdom, 1878-1993 0 0 1 550 0 1 2 1,168
The fragility of sensitivity analysis: an encompassing perspective 0 0 0 63 1 1 2 300
The power of cointegration tests 0 0 2 433 3 7 11 1,906
Total Working Papers 3 4 25 14,434 85 138 276 54,849


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 1 416
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 0 470 5 6 11 1,207
An analogue model of phase-averaging procedures 0 0 0 30 1 1 3 194
Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses 0 0 0 32 2 3 6 228
Broad money demand and financial liberalization in Greece 0 0 0 299 5 6 9 1,543
Cointegration tests in the presence of structural breaks 0 0 1 281 1 3 7 701
Cointegration, exogeneity, and policy analysis: A synopsis 0 0 1 26 0 1 3 75
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 1 1 39 2 4 4 168
Conditional and structural error correction models 0 0 0 63 0 2 6 261
Contructive data mining: modeling consumers' expenditure in Venezuela 0 0 0 0 1 2 3 865
Distributions of error correction tests for cointegration 0 0 0 368 2 2 11 1,278
Dollarization in post-hyperinflationary Argentina 0 0 2 219 0 1 8 529
Economic forecasting in theory and practice: An interview with David F. Hendry 0 0 0 13 5 7 7 90
Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis 0 0 0 9 0 0 1 93
Empirical modeling of money demand 0 1 3 870 0 2 6 1,977
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 0 0 4 653
Encompassing the Forecasts of U.S. Trade Balance Models 1 1 2 113 2 3 6 470
Evaluating a Global Vector Autoregression for Forecasting 0 0 0 12 0 0 2 61
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 4 5 10 703
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 0 170 1 2 4 943
Hazards in Implementing a Monetary Conditions Index 0 0 0 0 1 2 2 301
How biased are U.S. government forecasts of the federal debt? 0 0 1 9 0 0 3 91
Interpreting estimates of forecast bias 0 0 0 4 2 2 6 125
Modeling Inflation in Australia 0 0 0 0 1 3 6 1,259
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 396 1 2 9 930
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 0 189 3 4 6 832
Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration 0 0 0 71 0 1 4 425
Pc-Give and David Hendry'S Econometric Methodology 0 0 0 3 1 2 3 95
Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics 0 0 0 53 0 3 8 388
Predicting Fed Forecasts 0 0 1 12 2 3 7 56
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson 0 0 0 24 1 2 5 75
Testing Linear versus Logarithmic Regression Models: A Comment 0 0 0 200 0 0 2 1,158
Testing for Common Features: Comment 0 0 0 0 0 1 2 93
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector 0 0 0 22 0 0 5 162
The Demand for Broad Money in the United Kingdom, 1878–1993 0 1 1 95 1 3 3 343
The Economic Feasibility of Shale Oil: An Activity Analysis 0 0 0 132 2 2 4 1,354
The Fragility of Sensitivity Analysis: An Encompassing Perspective* 0 0 0 19 0 2 6 127
The Power of Cointegration Tests 0 0 0 9 2 7 13 4,334
Total Journal Articles 1 4 14 4,562 48 89 208 25,734


Statistics updated 2025-12-06