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 4 14 1,090
A retrospective on J. Denis Sargan and his contributions to econometrics 0 0 0 134 0 4 10 520
An analogue model of phase-averaging procedures 0 0 0 26 0 3 11 599
An early version of The Lucas Critique in Practice: Theory without Measurement 0 0 0 457 0 3 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 1 2 11 1,591
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 2 12 762
Broad money demand and financial liberalization in Greece 0 0 0 461 0 2 10 1,704
Cointegration tests in the presence of structural breaks 0 0 0 240 0 2 25 1,197
Cointegration, exogeneity, and policy analysis: an overview 0 0 0 116 0 1 11 560
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 0 138 1 2 11 823
Conditional and structural error correction models 0 0 0 135 0 1 6 807
Conditional econometric modelling: an application to new house prices in the United Kingdom 0 0 3 172 0 5 22 838
Constructive data mining: modeling Argentine broad money demand 0 0 0 158 0 4 9 616
Constructive data mining: modeling consumers' expenditure in Venezuela 0 0 0 305 0 0 7 941
Distributions of Error Correction Tests for Cointegration 0 0 0 543 2 3 13 1,126
Distributions of error correction tests for cointegration 0 0 2 419 0 4 15 1,311
Dollarization in Argentina 1 2 4 371 2 10 33 2,731
Dynamic Econometrics in Action: A Biography of David F. Hendry 0 0 4 32 1 4 29 94
Econometric modeling of consumers' expenditure in Venezuela 0 0 0 151 0 2 10 755
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 1 2 259 2 6 22 194
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 0 0 4 1 3 13 92
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 44 1 9 187 325
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 45 1 4 15 143
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 31 0 1 6 442
Evaluating a Global Vector Autoregression for Forecasting 0 0 0 92 0 3 10 198
Evaluating a global vector autoregression for forecasting 0 0 0 126 0 4 15 245
Evaluating the predictive performance of trade-account models 0 0 0 23 0 6 16 206
Exact and approximate multi-period mean-square forecast errors for dynamic econometric models 0 0 0 35 0 4 11 284
Exogeneity, cointegration, and economic policy analysis 0 0 0 1,003 2 4 19 2,055
Forecast uncertainty in economic modeling 0 0 1 707 0 1 11 2,483
General-to-specific modeling: an overview and selected bibliography 0 0 2 1,802 1 11 33 7,114
Hazards in Implementing a Monetary Conditions Index 0 0 0 4 0 1 16 1,013
Hazards in implementing a monetary conditions index 0 0 1 647 0 0 5 1,295
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 42 0 4 12 141
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 40 0 1 11 137
Milton Friedman and Data Adjustment 0 0 0 202 0 3 9 188
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 317 0 1 15 1,254
Modelling Inflation in Australia 0 0 0 1,246 0 3 10 3,166
Modelling inflation in Australia 0 0 0 162 0 5 18 1,898
Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses 0 1 1 41 1 5 10 580
Output and inflation in the long run 0 0 0 329 1 2 14 1,057
PC-give and David Hendry's econometric methodology 0 0 1 259 1 4 14 1,749
Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration 0 0 0 188 1 3 11 1,841
Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics 0 0 0 29 0 5 11 545
Predictable uncertainty in economic forecasting 0 0 0 252 0 2 8 839
Predicting Fed Forecasts 0 0 0 46 0 1 8 70
The ET interview: professor David F. Hendry 0 0 0 218 1 2 10 631
The Lucas critique in practice: theory without measurement 1 1 1 280 1 5 14 1,765
The UK Demand for Broad Money over the Long run 0 0 0 314 0 1 23 920
The demand for broad money in the United Kingdom, 1878-1993 0 0 0 550 0 5 10 1,177
The fragility of sensitivity analysis: an encompassing perspective 0 0 0 63 0 7 14 313
The power of cointegration tests 0 0 0 433 1 15 42 1,941
Total Working Papers 2 5 23 14,448 22 189 912 55,579


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 3 9 424
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 1 3 16 1,216
An analogue model of phase-averaging procedures 0 0 0 30 0 3 10 202
Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses 0 0 0 32 1 2 11 233
Broad money demand and financial liberalization in Greece 0 0 0 299 0 1 15 1,551
Cointegration tests in the presence of structural breaks 0 0 0 281 0 2 15 712
Cointegration, exogeneity, and policy analysis: A synopsis 0 0 0 26 0 3 9 83
Cointegration, exogeneity, and policy analysis: An overview 0 0 0 119 1 2 25 382
Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry) 0 0 1 39 0 5 18 182
Conditional and structural error correction models 0 0 0 63 0 2 13 271
Contructive data mining: modeling consumers' expenditure in Venezuela 0 0 0 0 0 2 7 869
Distributions of error correction tests for cointegration 0 0 0 368 2 6 18 1,290
Dollarization in post-hyperinflationary Argentina 0 1 2 221 0 8 16 543
Economic forecasting in theory and practice: An interview with David F. Hendry 0 0 0 13 1 7 27 110
Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis 0 0 0 9 1 4 8 101
Empirical modeling of money demand 0 0 2 871 1 2 15 1,990
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 0 2 10 661
Encompassing the Forecasts of U.S. Trade Balance Models 1 1 4 115 3 5 19 484
Evaluating a Global Vector Autoregression for Forecasting 0 0 0 12 0 0 6 67
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 1 3 17 713
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 0 170 1 4 12 952
Hazards in Implementing a Monetary Conditions Index 0 0 0 0 1 1 7 306
How biased are U.S. government forecasts of the federal debt? 0 0 0 9 1 2 4 94
Interpreting estimates of forecast bias 0 0 0 4 1 3 9 131
Modeling Inflation in Australia 0 0 0 0 0 1 9 1,264
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 2 397 0 2 12 937
Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses 0 0 0 112 0 2 6 780
Output and inflation in the long run 0 0 1 190 1 4 16 843
Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration 0 0 0 71 1 3 13 436
Pc-Give and David Hendry'S Econometric Methodology 0 0 1 4 0 3 17 109
Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics 0 0 0 53 1 2 13 393
Predicting Fed Forecasts 0 0 1 12 0 4 16 67
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson 0 0 0 24 0 1 8 79
Testing Linear versus Logarithmic Regression Models: A Comment 0 0 0 200 0 2 11 1,167
Testing for Common Features: Comment 0 0 0 0 1 1 5 96
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector 0 0 0 22 1 5 9 171
The Demand for Broad Money in the United Kingdom, 1878–1993 0 0 2 96 1 1 50 390
The Economic Feasibility of Shale Oil: An Activity Analysis 0 0 0 132 0 1 6 1,358
The Fragility of Sensitivity Analysis: An Encompassing Perspective* 0 0 0 19 0 2 12 135
The Power of Cointegration Tests 0 0 0 9 0 9 28 4,354
Total Journal Articles 1 2 16 4,571 22 118 547 26,146


Statistics updated 2026-06-04