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 16 1,092
A retrospective on J. Denis Sargan and his contributions to econometrics 0 0 0 134 0 0 11 521
An analogue model of phase-averaging procedures 0 0 0 26 0 0 11 599
An early version of The Lucas Critique in Practice: Theory without Measurement 0 0 0 457 0 0 10 1,213
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 0 10 1,593
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 12 762
Broad money demand and financial liberalization in Greece 0 0 0 461 0 3 13 1,707
Cointegration tests in the presence of structural breaks 0 0 0 240 1 2 29 1,201
Cointegration, exogeneity, and policy analysis: an overview 0 0 0 116 0 0 11 560
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 0 138 0 0 12 824
Conditional and structural error correction models 0 0 0 135 0 0 6 807
Conditional econometric modelling: an application to new house prices in the United Kingdom 0 1 2 173 1 2 22 840
Constructive data mining: modeling Argentine broad money demand 0 0 0 158 1 1 8 618
Constructive data mining: modeling consumers' expenditure in Venezuela 0 0 0 305 0 1 8 942
Distributions of Error Correction Tests for Cointegration 0 0 0 543 0 1 13 1,127
Distributions of error correction tests for cointegration 0 0 2 419 0 1 15 1,312
Dollarization in Argentina 0 0 4 371 1 3 35 2,735
Dynamic Econometrics in Action: A Biography of David F. Hendry 0 0 2 32 1 4 29 100
Econometric modeling of consumers' expenditure in Venezuela 0 0 0 151 0 0 9 755
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 0 2 259 0 3 24 197
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 0 0 4 0 0 12 92
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 45 0 0 16 144
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 44 0 0 185 325
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 31 0 0 6 442
Evaluating a Global Vector Autoregression for Forecasting 0 0 0 92 0 2 11 200
Evaluating a global vector autoregression for forecasting 0 0 0 126 0 0 15 245
Evaluating the predictive performance of trade-account models 0 0 0 23 0 0 15 206
Exact and approximate multi-period mean-square forecast errors for dynamic econometric models 0 0 0 35 0 1 12 285
Exogeneity, cointegration, and economic policy analysis 0 0 0 1,003 1 4 24 2,061
Forecast uncertainty in economic modeling 0 0 0 707 0 0 10 2,483
General-to-specific modeling: an overview and selected bibliography 0 1 3 1,803 1 3 34 7,120
Hazards in Implementing a Monetary Conditions Index 0 0 0 4 1 1 17 1,014
Hazards in implementing a monetary conditions index 0 0 1 647 1 2 6 1,297
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 40 0 0 10 137
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 42 0 0 12 141
Milton Friedman and Data Adjustment 0 0 0 202 0 1 10 190
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 0 317 0 1 14 1,255
Modelling Inflation in Australia 0 0 0 1,246 0 1 10 3,167
Modelling inflation in Australia 0 0 0 162 2 4 19 1,903
Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses 0 0 1 41 1 2 12 583
Output and inflation in the long run 0 0 0 329 1 2 15 1,059
PC-give and David Hendry's econometric methodology 0 0 1 259 1 3 16 1,752
Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration 0 0 0 188 0 1 12 1,843
Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics 0 0 0 29 0 1 14 548
Predictable uncertainty in economic forecasting 0 0 0 252 0 1 8 840
Predicting Fed Forecasts 0 0 0 46 0 0 8 70
The ET interview: professor David F. Hendry 0 0 0 218 0 0 9 631
The Lucas critique in practice: theory without measurement 0 0 2 281 0 4 16 1,770
The UK Demand for Broad Money over the Long run 0 0 0 314 0 1 18 921
The demand for broad money in the United Kingdom, 1878-1993 0 0 0 550 0 0 10 1,177
The fragility of sensitivity analysis: an encompassing perspective 0 0 0 63 0 1 15 314
The power of cointegration tests 0 1 1 434 0 4 46 1,945
Total Working Papers 0 3 21 14,452 15 62 941 55,665


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 1 10 426
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 2 4 19 1,221
An analogue model of phase-averaging procedures 0 0 0 30 0 1 10 203
Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses 0 0 0 32 0 0 8 233
Broad money demand and financial liberalization in Greece 0 0 0 299 0 0 14 1,551
Cointegration tests in the presence of structural breaks 0 1 1 282 0 1 15 714
Cointegration, exogeneity, and policy analysis: A synopsis 0 0 0 26 0 1 10 84
Cointegration, exogeneity, and policy analysis: An overview 0 0 0 119 0 1 27 384
Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry) 0 0 1 39 1 1 18 183
Conditional and structural error correction models 0 0 0 63 2 2 14 273
Contructive data mining: modeling consumers' expenditure in Venezuela 0 0 0 0 0 0 6 869
Distributions of error correction tests for cointegration 0 0 0 368 0 1 17 1,293
Dollarization in post-hyperinflationary Argentina 1 1 3 222 1 3 18 546
Economic forecasting in theory and practice: An interview with David F. Hendry 0 0 0 13 1 1 27 111
Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis 0 0 0 9 0 2 10 103
Empirical modeling of money demand 1 3 4 874 3 5 20 1,996
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 0 1 9 662
Encompassing the Forecasts of U.S. Trade Balance Models 0 0 3 115 0 2 19 486
Evaluating a Global Vector Autoregression for Forecasting 0 0 0 12 0 1 7 68
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 1 2 19 717
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 0 170 0 1 12 953
Hazards in Implementing a Monetary Conditions Index 0 0 0 0 1 1 8 307
How biased are U.S. government forecasts of the federal debt? 0 0 0 9 0 0 3 94
Interpreting estimates of forecast bias 0 0 0 4 0 1 9 132
Modeling Inflation in Australia 0 0 0 0 0 2 10 1,266
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 397 1 3 11 940
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 6 780
Output and inflation in the long run 0 0 1 190 0 1 17 845
Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration 0 0 0 71 1 2 14 438
Pc-Give and David Hendry'S Econometric Methodology 0 0 1 4 1 2 18 111
Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics 0 0 0 53 0 0 6 393
Predicting Fed Forecasts 0 0 0 12 0 0 15 68
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson 0 0 0 24 0 2 8 81
Testing Linear versus Logarithmic Regression Models: A Comment 0 0 0 200 0 1 10 1,168
Testing for Common Features: Comment 0 0 0 0 0 0 4 96
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector 0 0 0 22 1 1 10 172
The Demand for Broad Money in the United Kingdom, 1878–1993 0 0 2 96 0 0 50 391
The Economic Feasibility of Shale Oil: An Activity Analysis 0 0 0 132 0 0 6 1,358
The Fragility of Sensitivity Analysis: An Encompassing Perspective* 0 0 0 19 0 0 10 135
The Power of Cointegration Tests 0 0 0 9 1 5 32 4,359
Total Journal Articles 2 5 17 4,576 17 52 556 26,210


Statistics updated 2026-10-11