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 8 11 1,086
A retrospective on J. Denis Sargan and his contributions to econometrics 0 0 0 134 2 5 6 516
An analogue model of phase-averaging procedures 0 0 0 26 0 8 9 596
An early version of The Lucas Critique in Practice: Theory without Measurement 0 0 0 457 5 7 10 1,210
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 5 10 1,589
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 6 10 760
Broad money demand and financial liberalization in Greece 0 0 0 461 3 7 8 1,702
Cointegration tests in the presence of structural breaks 0 0 0 240 0 13 23 1,195
Cointegration, exogeneity, and policy analysis: an overview 0 0 0 116 1 6 10 559
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom 0 0 0 138 0 8 10 821
Conditional and structural error correction models 0 0 0 135 0 3 5 806
Conditional econometric modelling: an application to new house prices in the United Kingdom 0 0 3 172 1 10 18 833
Constructive data mining: modeling Argentine broad money demand 0 0 0 158 1 1 5 612
Constructive data mining: modeling consumers' expenditure in Venezuela 0 0 0 305 1 4 7 941
Distributions of Error Correction Tests for Cointegration 0 0 0 543 0 6 10 1,123
Distributions of error correction tests for cointegration 0 2 2 419 0 9 11 1,307
Dollarization in Argentina 0 2 3 369 2 18 26 2,721
Dynamic Econometrics in Action: A Biography of David F. Hendry 1 2 4 32 2 13 26 90
Econometric modeling of consumers' expenditure in Venezuela 0 0 1 151 1 7 12 753
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 0 0 4 2 6 10 89
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry 0 1 1 258 4 12 16 188
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 44 3 173 178 316
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis 0 0 0 45 3 8 11 139
Encompassing and rational expectations: how sequential corroboration can imply refutation 0 0 0 31 0 3 5 441
Evaluating a Global Vector Autoregression for Forecasting 0 0 0 92 2 6 8 195
Evaluating a global vector autoregression for forecasting 0 0 0 126 0 6 12 241
Evaluating the predictive performance of trade-account models 0 0 0 23 2 7 10 200
Exact and approximate multi-period mean-square forecast errors for dynamic econometric models 0 0 0 35 0 5 7 280
Exogeneity, cointegration, and economic policy analysis 0 0 1 1,003 2 10 17 2,051
Forecast uncertainty in economic modeling 0 0 3 707 1 5 12 2,482
General-to-specific modeling: an overview and selected bibliography 0 0 2 1,802 5 11 23 7,103
Hazards in Implementing a Monetary Conditions Index 0 0 0 4 4 14 15 1,012
Hazards in implementing a monetary conditions index 0 1 1 647 0 3 5 1,295
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 42 2 5 8 137
How Biased Are U.S. Government Forecasts of the Federal Debt? 0 0 0 40 2 7 10 136
Milton Friedman and Data Adjustment 0 0 0 202 2 5 6 185
Modeling the demand for narrow money in the United Kingdom and the United States 0 0 1 317 2 10 14 1,253
Modelling Inflation in Australia 0 0 0 1,246 1 5 7 3,163
Modelling inflation in Australia 0 0 0 162 0 8 13 1,893
Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses 0 0 0 40 0 4 5 575
Output and inflation in the long run 0 0 0 329 1 9 12 1,055
PC-give and David Hendry's econometric methodology 0 1 1 259 1 7 10 1,745
Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration 0 0 0 188 1 4 9 1,838
Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics 0 0 0 29 0 3 6 540
Predictable uncertainty in economic forecasting 0 0 0 252 2 4 7 837
Predicting Fed Forecasts 0 0 0 46 2 5 7 69
The ET interview: professor David F. Hendry 0 0 0 218 2 5 9 629
The Lucas critique in practice: theory without measurement 0 0 0 279 0 4 10 1,760
The UK Demand for Broad Money over the Long run 0 0 0 314 2 13 22 919
The demand for broad money in the United Kingdom, 1878-1993 0 0 0 550 0 4 5 1,172
The fragility of sensitivity analysis: an encompassing perspective 0 0 0 63 1 6 7 306
The power of cointegration tests 0 0 0 433 2 20 28 1,926
Total Working Papers 1 9 23 14,443 71 541 751 55,390


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 5 6 421
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 0 6 15 1,213
An analogue model of phase-averaging procedures 0 0 0 30 0 5 7 199
Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses 0 0 0 32 2 3 9 231
Broad money demand and financial liberalization in Greece 0 0 0 299 3 7 15 1,550
Cointegration tests in the presence of structural breaks 0 0 0 281 1 9 15 710
Cointegration, exogeneity, and policy analysis: A synopsis 0 0 0 26 1 5 7 80
Cointegration, exogeneity, and policy analysis: An overview 0 0 0 119 6 23 23 380
Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry) 0 0 1 39 1 9 13 177
Conditional and structural error correction models 0 0 0 63 1 8 11 269
Contructive data mining: modeling consumers' expenditure in Venezuela 0 0 0 0 1 2 5 867
Distributions of error correction tests for cointegration 0 0 0 368 1 6 15 1,284
Dollarization in post-hyperinflationary Argentina 0 1 1 220 1 6 10 535
Economic forecasting in theory and practice: An interview with David F. Hendry 0 0 0 13 2 13 20 103
Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis 0 0 0 9 0 4 4 97
Empirical modeling of money demand 0 1 2 871 2 11 14 1,988
Encompassing and rational expectations: How sequential corroboration can imply refutation 0 0 0 79 0 6 8 659
Encompassing the Forecasts of U.S. Trade Balance Models 0 1 3 114 3 9 15 479
Evaluating a Global Vector Autoregression for Forecasting 0 0 0 12 1 6 7 67
Exogeneity, Cointegration, and Economic Policy Analysis 0 0 0 0 0 7 15 710
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom 0 0 0 170 1 5 8 948
Hazards in Implementing a Monetary Conditions Index 0 0 0 0 0 4 6 305
How biased are U.S. government forecasts of the federal debt? 0 0 1 9 0 1 3 92
Interpreting estimates of forecast bias 0 0 0 4 0 3 7 128
Modeling Inflation in Australia 0 0 0 0 1 4 9 1,263
Modeling the demand for narrow money in the United Kingdom and the United States 0 1 2 397 0 5 12 935
Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses 0 0 0 112 1 4 4 778
Output and inflation in the long run 1 1 1 190 1 7 13 839
Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration 0 0 0 71 1 8 10 433
Pc-Give and David Hendry'S Econometric Methodology 1 1 1 4 3 11 14 106
Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics 0 0 0 53 0 3 11 391
Predicting Fed Forecasts 0 0 1 12 0 7 13 63
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson 0 0 0 24 2 3 7 78
Testing Linear versus Logarithmic Regression Models: A Comment 0 0 0 200 2 7 9 1,165
Testing for Common Features: Comment 0 0 0 0 1 2 4 95
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector 0 0 0 22 0 4 4 166
The Demand for Broad Money in the United Kingdom, 1878–1993 0 1 2 96 1 46 49 389
The Economic Feasibility of Shale Oil: An Activity Analysis 0 0 0 132 0 3 5 1,357
The Fragility of Sensitivity Analysis: An Encompassing Perspective* 0 0 0 19 1 6 10 133
The Power of Cointegration Tests 0 0 0 9 6 11 21 4,345
Total Journal Articles 2 7 15 4,569 48 294 453 26,028


Statistics updated 2026-03-04