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Neil R. Ericsson · Study
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Author
Neil R. Ericsson
55 works
· latest 2017
· 6 institutions
cluster: provisional
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37
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55
Citations
5,595
Works here
55
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17
Most cited in this library
THE POWER OF COINTEGRATION TESTS
1992 · 1,319 citations
Modeling the demand for narrow money in the United Kingdom and the United States
1991 · 379 citations
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
1989 · 326 citations
Distributions of error correction tests for cointegration
2002 · 320 citations
Cointegration tests in the presence of structural breaks
1996 · 253 citations
Works
55 shown
How biased are U.S. government forecasts of the federal debt?
International Journal of Forecasting
·
2017
·
1 author
·
Open access
58
citations
Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis
International Journal of Forecasting
·
2016
·
1 author
·
Open access
47
citations
Predicting Fed Forecasts
IFDP Notes
·
2016
·
1 author
·
Open access
56
citations
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis
International Finance Discussion Paper
·
2015
·
1 author
·
Open access
13
citations
Evaluating a Global Vector Autoregression for Forecasting
International Advances in Economic Research
·
2012
·
2 authors
·
Open access
40
citations
Constructive Data Mining: Modeling Argentine Broad Money Demand
International Finance Discussion Paper
·
2008
·
2 authors
·
Open access
18
citations
UNDERSTANDING A MONETARY CONDITIONS INDEX
·
2005
·
4 authors
18
citations
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
Econometric Theory
·
2004
·
1 author
28
citations
The ET Interview: Professor David F. Hendry
International Finance Discussion Paper
·
2004
·
1 author
·
Open access
25
citations
Dollarization in post-hyperinflationary Argentina
Journal of International Money and Finance
·
2003
·
2 authors
70
citations
Distributions of error correction tests for cointegration
Econometrics Journal
·
2002
·
2 authors
·
Open access
320
citations
Output and inflation in the long run
Journal of Applied Econometrics
·
2001
·
3 authors
·
Open access
103
citations
Output and Inflation in the Long Run
SSRN Electronic Journal
·
2001
·
3 authors
·
preprint
·
Open access
17
citations
Distributions of Error Correction Tests for Cointegration
International Finance Discussion Paper
·
1999
·
2 authors
·
Open access
35
citations
Encompassing and rational expectations: How sequential corroboration can imply refutation
Empirical Economics
·
1999
·
2 authors
69
citations
Empirical modeling of money demand
Physica-Verlag eBooks
·
1999
·
1 author
·
chapter
28
citations
Modeling Inflation in Australia
Journal of Business and Economic Statistics
·
1998
·
2 authors
157
citations
Exogeneity, Cointegration, and Economic Policy Analysis
Journal of Business and Economic Statistics
·
1998
·
3 authors
147
citations
Exogeneity, Cointegration, and Economic Policy Analysis
Journal of Business and Economic Statistics
·
1998
·
3 authors
48
citations
Empirical modeling of money demand
Empirical Economics
·
1998
·
1 author
131
citations
Broad money demand and financial liberalization in Greece
Empirical Economics
·
1998
·
2 authors
48
citations
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom
Empirical Economics
·
1998
·
3 authors
34
citations
Empirical modeling of money demand
Empirical Economics
·
1998
·
1 author
18
citations
Exogeneity, Cointegration, and Economic Policy Analysis
International Finance Discussion Paper
·
1998
·
3 authors
·
Open access
13
citations
The Demand for Broad Money in the United Kingdom, 1878–1993
Scandinavian Journal of Economics
·
1998
·
3 authors
·
Open access
104
citations
The Demand for Broad Money in the United Kingdom, 1878-1993
International Finance Discussion Paper
·
1997
·
3 authors
·
Open access
37
citations
HAZARDS IN IMPLEMENTING A MONETARY CONDITIONS INDEX
Oxford Bulletin of Economics and Statistics
·
1996
·
3 authors
81
citations
Hazards in Implementing a Monetary Conditions Index
International Finance Discussion Paper
·
1996
·
3 authors
·
Open access
12
citations
Cointegration tests in the presence of structural breaks
Journal of Econometrics
·
1996
·
3 authors
·
Open access
253
citations
Modelling Inflation in Australia
RePEc: Research Papers in Economics
·
1995
·
2 authors
·
preprint
103
citations
Modelling Inflation in Australia
International Finance Discussion Paper
·
1995
·
2 authors
·
Open access
37
citations
Conditional and structural error correction models
Journal of Econometrics
·
1995
·
1 author
47
citations
The Lucas Critique in Practice: Theory Without Measurement
International Finance Discussion Paper
·
1995
·
2 authors
·
Open access
145
citations
The Lucas Critique in Practice
Springer eBooks
·
1995
·
2 authors
·
chapter
58
citations
Cointegration, seasonality, encompassing, and the demand for money in the UK
·
1994
·
3 authors
·
chapter
36
citations
On the limitations of comparing mean square forecast errors: Clarifications and extensions
Journal of Forecasting
·
1993
·
1 author
56
citations
Dollarization in Argentina
International Finance Discussion Paper
·
1993
·
2 authors
·
Open access
65
citations
Cointegration, Seasonality, Encompassing, and the Demand for Money in the United Kingdom
International Finance Discussion Paper
·
1993
·
3 authors
·
Open access
53
citations
Encompassing the Forecasts of U.S. Trade Balance Models
The Review of Economics and Statistics
·
1993
·
2 authors
41
citations
Dollarization in Argentina
RePEc: Research Papers in Economics
·
1993
·
2 authors
·
preprint
43
citations
THE POWER OF COINTEGRATION TESTS
Oxford Bulletin of Economics and Statistics
·
1992
·
3 authors
·
Open access
1,319
citations
Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration
Journal of Policy Modeling
·
1992
·
1 author
150
citations
Cointegration, exogeneity, and policy analysis: An overview
Journal of Policy Modeling
·
1992
·
1 author
221
citations
The Power of Cointegration Tests
International Finance Discussion Paper
·
1992
·
3 authors
·
Open access
91
citations
Cointegration, Exogeneity, and Policy Analysis: An Overview
International Finance Discussion Paper
·
1991
·
1 author
·
Open access
13
citations
PC-Give and David Hendry's Econometric Methodology
International Finance Discussion Paper
·
1991
·
2 authors
·
Open access
30
citations
Modeling the demand for narrow money in the United Kingdom and the United States
European Economic Review
·
1991
·
2 authors
379
citations
Modeling the Demand for Narrow Money in the United Kingdom and the United States
International Finance Discussion Paper
·
1990
·
2 authors
·
Open access
17
citations
Pc-Give and David Hendry'S Econometric Methodology
Brazilian Review of Econometrics
·
1990
·
3 authors
·
Open access
98
citations
An analogue model of phase-averaging procedures
Journal of Econometrics
·
1990
·
3 authors
49
citations
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
International Finance Discussion Paper
·
1989
·
2 authors
·
Open access
326
citations
Econometric Modeling of Consumers' Expenditure in Venezuela
International Finance Discussion Paper
·
1988
·
2 authors
·
Open access
15
citations
Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics
The Review of Economic Studies
·
1986
·
1 author
13
citations
Assertion without Empirical Basis: An Econometric Appraisal of Monetary Trends in ... the United Kingdom by Milton Friedman and Anna J. Schwartz
International Finance Discussion Paper
·
1985
·
2 authors
·
Open access
40
citations
Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses
The Review of Economic Studies
·
1983
·
1 author
122
citations