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 3 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 0 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 2 4 171 1 2 7 818
Constructive data mining: modeling Argentine broad money demand 0 0 0 158 1 2 2 609
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 2 1,114
Distributions of error correction tests for cointegration 0 0 1 417 0 0 3 1,296
Dollarization in Argentina 0 0 6 367 1 1 12 2,699
Dynamic Econometrics in Action: A Biography of David F. Hendry 0 1 2 29 1 3 13 68
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 1 1 4 173
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 1 45 0 0 3 128
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 44 1 1 1 139
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 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 1 1 3 191
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 2 1,003 0 1 5 2,036
Forecast uncertainty in economic modeling 0 1 3 707 0 1 4 2,473
General-to-specific modeling: an overview and selected bibliography 0 0 2 1,800 1 1 14 7,082
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 0 1 2 1,291
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 42 0 0 0 129
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 40 1 1 1 127
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 0 1 1 317 1 2 3 1,241
Modelling Inflation in Australia 0 0 0 1,246 0 1 6 3,157
Modelling inflation in Australia 0 0 0 162 2 2 5 1,882
Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses 0 0 0 40 1 1 4 571
Output and inflation in the long run 0 0 0 329 0 1 4 1,044
PC-give and David Hendry's econometric methodology 0 0 0 258 1 1 4 1,736
Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration 0 0 0 188 0 0 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 0 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 1 2 11 1,752
The UK Demand for Broad Money over the Long run 0 0 0 314 3 4 4 901
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 1 7 34 14,430 19 37 172 54,696


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 1 1 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 1 470 1 2 9 1,201
An analogue model of phase-averaging procedures 0 0 0 30 1 1 3 193
Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses 0 0 0 32 3 3 3 225
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 1 1 5 698
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 1 1 5 259
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 1 5 11 1,275
Dollarization in post-hyperinflationary Argentina 0 0 3 219 0 1 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 2 869 0 0 5 1,975
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 2 2 4 653
Encompassing the Forecasts of U.S. Trade Balance Models 1 1 1 112 2 2 3 467
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 1 2 4 697
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 0 1 9 0 0 3 90
Interpreting estimates of forecast bias 0 0 0 4 1 1 4 123
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 1 1 2 396 3 4 9 928
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 1 92
Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics 0 0 0 53 5 5 5 385
Predicting Fed Forecasts 1 1 3 12 1 2 5 52
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson 0 0 0 24 1 2 3 73
Testing Linear versus Logarithmic Regression Models: A Comment 0 0 0 200 2 2 3 1,158
Testing for Common Features: Comment 0 0 0 0 1 1 1 92
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 2 2 4 125
The Power of Cointegration Tests 0 0 0 9 1 1 16 4,327
Total Journal Articles 3 3 18 4,558 31 44 151 25,633


Statistics updated 2025-08-05