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 15 1,091
A retrospective on J. Denis Sargan and his contributions to econometrics 0 0 0 134 0 1 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 3 13 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 0 10 1,704
Cointegration tests in the presence of structural breaks 0 0 0 240 0 2 27 1,199
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 2 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 0 1 172 0 0 20 838
Constructive data mining: modeling Argentine broad money demand 0 0 0 158 0 1 8 617
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 0 2 12 1,126
Distributions of error correction tests for cointegration 0 0 2 419 0 0 15 1,311
Dollarization in Argentina 0 1 4 371 0 3 33 2,732
Dynamic Econometrics in Action: A Biography of David F. Hendry 0 0 3 32 0 3 28 96
Econometric modeling of consumers' expenditure in Venezuela 0 0 0 151 0 0 10 755
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 0 2 259 2 4 23 196
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 0 0 4 0 1 13 92
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 44 0 1 186 325
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 45 0 2 16 144
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 0 10 198
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 0 11 284
Exogeneity, cointegration, and economic policy analysis 0 0 0 1,003 0 4 21 2,057
Forecast uncertainty in economic modeling 0 0 0 707 0 0 10 2,483
General-to-specific modeling: an overview and selected bibliography 1 1 3 1,803 2 6 37 7,119
Hazards in Implementing a Monetary Conditions Index 0 0 0 4 0 0 16 1,013
Hazards in implementing a monetary conditions index 0 0 1 647 0 0 4 1,295
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 10 189
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 0 317 1 1 14 1,255
Modelling Inflation in Australia 0 0 0 1,246 0 0 9 3,166
Modelling inflation in Australia 0 0 0 162 1 2 18 1,900
Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses 0 0 1 41 0 2 10 581
Output and inflation in the long run 0 0 0 329 1 2 14 1,058
PC-give and David Hendry's econometric methodology 0 0 1 259 1 2 14 1,750
Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration 0 0 0 188 0 2 12 1,842
Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics 0 0 0 29 0 2 13 547
Predictable uncertainty in economic forecasting 0 0 0 252 0 0 8 839
Predicting Fed Forecasts 0 0 0 46 0 0 8 70
The ET interview: professor David F. Hendry 0 0 0 218 0 1 10 631
The Lucas critique in practice: theory without measurement 0 2 2 281 0 2 14 1,766
The UK Demand for Broad Money over the Long run 0 0 0 314 0 0 19 920
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 0 14 313
The power of cointegration tests 0 0 0 433 2 3 44 1,943
Total Working Papers 1 4 20 14,450 10 56 917 55,613


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 2 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 1 3 17 1,218
An analogue model of phase-averaging procedures 0 0 0 30 1 1 10 203
Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses 0 0 0 32 0 1 8 233
Broad money demand and financial liberalization in Greece 0 0 0 299 0 0 15 1,551
Cointegration tests in the presence of structural breaks 1 1 1 282 1 2 16 714
Cointegration, exogeneity, and policy analysis: A synopsis 0 0 0 26 1 1 10 84
Cointegration, exogeneity, and policy analysis: An overview 0 0 0 119 0 2 26 383
Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry) 0 0 1 39 0 0 18 182
Conditional and structural error correction models 0 0 0 63 0 0 12 271
Contructive data mining: modeling consumers' expenditure in Venezuela 0 0 0 0 0 0 7 869
Distributions of error correction tests for cointegration 0 0 0 368 1 5 18 1,293
Dollarization in post-hyperinflationary Argentina 0 0 2 221 2 2 18 545
Economic forecasting in theory and practice: An interview with David F. Hendry 0 0 0 13 0 1 27 110
Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis 0 0 0 9 2 3 10 103
Empirical modeling of money demand 0 0 2 871 0 2 16 1,991
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 1 1 9 662
Encompassing the Forecasts of U.S. Trade Balance Models 0 1 3 115 1 4 18 485
Evaluating a Global Vector Autoregression for Forecasting 0 0 0 12 1 1 7 68
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 0 3 18 715
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 0 170 1 2 13 953
Hazards in Implementing a Monetary Conditions Index 0 0 0 0 0 1 7 306
How biased are U.S. government forecasts of the federal debt? 0 0 0 9 0 1 4 94
Interpreting estimates of forecast bias 0 0 0 4 1 2 9 132
Modeling Inflation in Australia 0 0 0 0 1 1 10 1,265
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 397 0 0 9 937
Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses 0 0 0 112 0 0 6 780
Output and inflation in the long run 0 0 1 190 0 2 17 844
Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration 0 0 0 71 0 1 13 436
Pc-Give and David Hendry'S Econometric Methodology 0 0 1 4 1 1 18 110
Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics 0 0 0 53 0 1 8 393
Predicting Fed Forecasts 0 0 0 12 0 1 16 68
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson 0 0 0 24 2 2 8 81
Testing Linear versus Logarithmic Regression Models: A Comment 0 0 0 200 1 1 10 1,168
Testing for Common Features: Comment 0 0 0 0 0 1 4 96
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector 0 0 0 22 0 1 9 171
The Demand for Broad Money in the United Kingdom, 1878–1993 0 0 2 96 0 2 51 391
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 2 2 29 4,356
Total Journal Articles 1 2 14 4,572 22 56 547 26,180


Statistics updated 2026-08-07