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 4 6 1,080
A retrospective on J. Denis Sargan and his contributions to econometrics 0 0 0 134 1 2 2 512
An analogue model of phase-averaging procedures 0 0 0 26 1 1 3 589
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 3 4 8 1,587
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 1 5 5 755
Broad money demand and financial liberalization in Greece 0 0 0 461 2 3 3 1,697
Cointegration tests in the presence of structural breaks 0 0 0 240 6 16 17 1,188
Cointegration, exogeneity, and policy analysis: an overview 0 0 0 116 3 7 8 556
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 0 138 3 4 5 816
Conditional and structural error correction models 0 0 0 135 1 3 3 804
Conditional econometric modelling: an application to new house prices in the United Kingdom 0 1 3 172 3 8 13 826
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 1 4 4 938
Distributions of Error Correction Tests for Cointegration 0 0 0 543 0 3 5 1,117
Distributions of error correction tests for cointegration 1 1 1 418 2 3 6 1,300
Dollarization in Argentina 2 2 6 369 6 9 19 2,709
Dynamic Econometrics in Action: A Biography of David F. Hendry 0 0 3 30 6 12 23 83
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 1 1 1 258 4 7 10 180
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 0 0 4 1 4 7 84
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 45 0 3 3 131
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 44 77 80 82 220
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 31 0 2 2 438
Evaluating a Global Vector Autoregression for Forecasting 0 0 0 92 2 2 4 191
Evaluating a global vector autoregression for forecasting 0 0 0 126 1 6 7 236
Evaluating the predictive performance of trade-account models 0 0 0 23 1 3 5 194
Exact and approximate multi-period mean-square forecast errors for dynamic econometric models 0 0 0 35 0 2 2 275
Exogeneity, cointegration, and economic policy analysis 0 0 2 1,003 1 5 11 2,042
Forecast uncertainty in economic modeling 0 0 3 707 1 5 9 2,478
General-to-specific modeling: an overview and selected bibliography 0 2 2 1,802 4 10 17 7,096
Hazards in Implementing a Monetary Conditions Index 0 0 0 4 3 4 5 1,001
Hazards in implementing a monetary conditions index 0 0 0 646 1 2 3 1,293
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 42 0 3 3 132
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 40 4 6 7 133
Milton Friedman and Data Adjustment 0 0 0 202 0 0 1 180
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 317 0 2 5 1,243
Modelling Inflation in Australia 0 0 0 1,246 1 2 5 3,159
Modelling inflation in Australia 0 0 0 162 3 4 10 1,888
Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses 0 0 0 40 1 1 4 572
Output and inflation in the long run 0 0 0 329 2 4 6 1,048
PC-give and David Hendry's econometric methodology 1 1 1 259 2 4 7 1,740
Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration 0 0 0 188 1 4 6 1,835
Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics 0 0 0 29 0 3 4 537
Predictable uncertainty in economic forecasting 0 0 0 252 0 1 5 833
Predicting Fed Forecasts 0 0 0 46 0 2 2 64
The ET interview: professor David F. Hendry 0 0 0 218 1 3 5 625
The Lucas critique in practice: theory without measurement 0 0 2 279 1 3 15 1,757
The UK Demand for Broad Money over the Long run 0 0 0 314 5 8 14 911
The demand for broad money in the United Kingdom, 1878-1993 0 0 1 550 1 2 3 1,169
The fragility of sensitivity analysis: an encompassing perspective 0 0 0 63 2 3 4 302
The power of cointegration tests 0 0 2 433 7 14 17 1,913
Total Working Papers 5 8 29 14,439 168 293 432 55,017


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 3 3 4 419
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 3 8 14 1,210
An analogue model of phase-averaging procedures 0 0 0 30 1 2 3 195
Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses 0 0 0 32 1 4 7 229
Broad money demand and financial liberalization in Greece 0 0 0 299 2 8 11 1,545
Cointegration tests in the presence of structural breaks 0 0 0 281 1 3 7 702
Cointegration, exogeneity, and policy analysis: A synopsis 0 0 0 26 0 1 2 75
Cointegration, exogeneity, and policy analysis: An overview 0 0 0 119 1 1 1 358
Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry) 0 1 1 39 1 4 5 169
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 0 2 3 865
Distributions of error correction tests for cointegration 0 0 0 368 1 3 12 1,279
Dollarization in post-hyperinflationary Argentina 1 1 2 220 2 3 8 531
Economic forecasting in theory and practice: An interview with David F. Hendry 0 0 0 13 1 7 8 91
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 1 1 4 871 3 4 8 1,980
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 3 3 7 656
Encompassing the Forecasts of U.S. Trade Balance Models 0 1 2 113 1 4 7 471
Evaluating a Global Vector Autoregression for Forecasting 0 0 0 12 2 2 4 63
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 2 7 12 705
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 0 170 1 3 5 944
Hazards in Implementing a Monetary Conditions Index 0 0 0 0 0 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 4 8 127
Modeling Inflation in Australia 0 0 0 0 1 4 7 1,260
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 396 1 2 10 931
Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses 0 0 0 112 2 2 4 776
Output and inflation in the long run 0 0 0 189 3 7 9 835
Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration 0 0 0 71 1 2 5 426
Pc-Give and David Hendry'S Econometric Methodology 0 0 0 3 2 4 5 97
Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics 0 0 0 53 1 2 9 389
Predicting Fed Forecasts 0 0 1 12 4 7 11 60
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson 0 0 0 24 0 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 1 2 3 94
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector 0 0 0 22 2 2 7 164
The Demand for Broad Money in the United Kingdom, 1878–1993 0 1 1 95 6 8 9 349
The Economic Feasibility of Shale Oil: An Activity Analysis 0 0 0 132 0 2 4 1,354
The Fragility of Sensitivity Analysis: An Encompassing Perspective* 0 0 0 19 1 3 7 128
The Power of Cointegration Tests 0 0 0 9 3 10 14 4,337
Total Journal Articles 2 5 13 4,564 59 139 259 25,793


Statistics updated 2026-01-09