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Information about:
Neil R. Ericsson

Personal Details | Affiliation | Works
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Personal Details

First Name: Neil
Middle Name: R.
Last Name: Ericsson
Suffix:

RePEc Short-ID: per17

Email:
Homepage: http://www.federalreserve.gov/research/staff/ericssonneilr.htm
Postal Address: P.O. Box 18646 Washington, DC 20036-8646 USA
Phone: 202-452-3709

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors
  5. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Number of Authors
  10. h, where author has written h papers that have each been cited at least h times.
  11. Number of Registered Citing Authors
  12. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  13. Number of Journal Pages
  14. Number of Journal Pages, Weighted by Simple Impact Factor
  15. Number of Journal Pages, Weighted by Recursive Impact Factor
  16. Number of Journal Pages, Weighted by Number of Authors
  17. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  19. Wu-Index

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
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Working papers

  1. Julia Campos & Neil R. Ericsson & David F. Hendry, 2005. "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers 838, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  2. Neil Ericsson, 2004. "The ET interview: professor David F. Hendry," International Finance Discussion Papers 811, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  3. Neil R. Ericsson & Esfandiar Maasoumi & Grayham E. Mizon, 2001. "A retrospective on J. Denis Sargan and his contributions to econometrics," International Finance Discussion Papers 700, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  4. Ericsson, N.R. & Maasoumi, E. & Mizon, G.E., 2001. "A Retrospective on J.D. Sargan and his Contribution to Econometrics," Discussion Paper Series In Economics And Econometrics 0108, Economics Division, School of Social Sciences, University of Southampton.

  5. Neil R. Ericsson, 2001. "Forecast uncertainty in economic modeling," International Finance Discussion Papers 697, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  6. Neil R. Ericsson & John S. Irons & Ralph W. Tryon, 2000. "Output and Inflation in the Long Run," Amherst Economic Papers 2000.01, Amherst College, Department of Economics, revised 24 Oct 2000. [Downloadable!]
    Other versions:
    Published as:

  7. Neil R. Ericsson, 2000. "Predictable uncertainty in economic forecasting," International Finance Discussion Papers 695, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  8. Neil R. Ericsson & James G. MacKinnon, 2000. "Distributions of Error Correction Tests for Cointegration," Econometric Society World Congress 2000 Contributed Papers 0561, Econometric Society. [Downloadable!]
    Other versions:
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  9. Julia Campos & Neil R. Ericsson, 2000. "Constructive data mining: modeling consumers' expenditure in Venezuela," International Finance Discussion Papers 663, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  10. Neil R. Ericsson & Jaime Marquez, 1998. "A framework for economic forecasting," International Finance Discussion Papers 626, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  11. Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  12. Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich, 1997. "The demand for broad money in the United Kingdom, 1878-1993," International Finance Discussion Papers 596, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  13. Neil R. Ericsson & Sunil Sharma, 1996. "Broad money demand and financial liberalization in Greece," International Finance Discussion Papers 559, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    Published as:

  14. Kari H. Eika & Neil R. Ericsson & Ragnar Nymoen, 1996. "Hazards in implementing a monetary conditions index," International Finance Discussion Papers 568, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
    Published as:

  15. Gordon de Brouwer & Neil R. Ericsson, 1995. "Modelling inflation in Australia," International Finance Discussion Papers 530, Board of Governors of the Federal Reserve System (U.S.).
    Other versions:
    Published as:

  16. Neil R. Ericsson & John S. Irons, 1995. "The Lucas critique in practice: theory without measurement," International Finance Discussion Papers 506, Board of Governors of the Federal Reserve System (U.S.).

  17. Neil R. Ericsson, 1994. "Conditional and structural error correction models," International Finance Discussion Papers 487, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  18. Steven B. Kamin & Neil R. Ericsson, 1993. "Dollarization in Argentina," International Finance Discussion Papers 460, Board of Governors of the Federal Reserve System (U.S.).

  19. Neil R. Ericsson & David F. Hendry & Hong-Anh Tran, 1993. "Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom," International Finance Discussion Papers 457, Board of Governors of the Federal Reserve System (U.S.).

  20. Julia Campos & Neil R. Ericsson & David F. Hendry, 1993. "Cointegration tests in the presence of structural breaks," International Finance Discussion Papers 440, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  21. Jeroen J.M. Kremers & Neil R. Ericsson & Juan J. Dolado, 1992. "The power of cointegration tests," International Finance Discussion Papers 431, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  22. Neil R. Ericsson, 1991. "Cointegration, exogeneity, and policy analysis: an overview," International Finance Discussion Papers 415, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  23. Neil R. Ericsson & Julia Campos & Hong-Anh Tran, 1991. "PC-give and David Hendry's econometric methodology," International Finance Discussion Papers 406, Board of Governors of the Federal Reserve System (U.S.).

  24. Neil R. Ericsson, 1991. "Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration," International Finance Discussion Papers 412, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  25. Jaime Marquez & Neil R. Ericsson, 1990. "Evaluating the predictive performance of trade-account models," International Finance Discussion Papers 377, Board of Governors of the Federal Reserve System (U.S.).

  26. David F. Hendry & Neil R. Ericsson, 1990. "Modeling the demand for narrow money in the United Kingdom and the United States," International Finance Discussion Papers 383, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  27. David F. Hendry & Neil R. Ericsson, 1989. "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 Papers 355, Board of Governors of the Federal Reserve System (U.S.).

  28. Neil R. Ericsson & Jaime R. Marquez, 1989. "Exact and approximate multi-period mean-square forecast errors for dynamic econometric models," International Finance Discussion Papers 348, Board of Governors of the Federal Reserve System (U.S.).

  29. Neil R. Ericsson & David F. Hendry, 1989. "Encompassing and rational expectations: how sequential corroboration can imply refutation," International Finance Discussion Papers 354, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  30. Julia Campos & Neil R. Ericsson, 1988. "Econometric modeling of consumers' expenditure in Venezuela," International Finance Discussion Papers 325, Board of Governors of the Federal Reserve System (U.S.).

  31. Julia Campos & Neil R. Ericsson & David F. Hendry, 1987. "An analogue model of phase-averaging procedures," International Finance Discussion Papers 303, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  32. Neil R. Ericsson, 1987. "Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses," International Finance Discussion Papers 317, Board of Governors of the Federal Reserve System (U.S.).

  33. Neil R. Ericsson, 1986. "Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics," International Finance Discussion Papers 276, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  34. David F. Hendry & Neil R. Ericsson, 1985. "Assertion without empirical basis : an econometric appraisal of monetary trends in ... the United Kingdom, by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers 270, Board of Governors of the Federal Reserve System (U.S.).

  35. Neil R. Ericsson & David F. Hendry, 1985. "Conditional econometric modelling : an application to new house prices in the United Kingdom," International Finance Discussion Papers 254, Board of Governors of the Federal Reserve System (U.S.).

  36. John S. Irons & N.Ericsson, . "An early version of The Lucas Critique in Practice: Theory without Measurement," Home Pages _004, Massachussets Institute of Technology, Economics. [Downloadable!]

  37. Neil R. Ericsson, David F. Hendry & Kevin M. Prestiwch, . "The UK Demand for Broad Money over the Long run," Economics Papers W29, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

Articles

  1. Ericsson, Neil R., 2004. "THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson," Econometric Theory, Cambridge University Press, vol. 20(04), pages 743-804, August. [Downloadable!]

  2. Kamin, Steven B. & Ericsson, Neil R., 2003. "Dollarization in post-hyperinflationary Argentina," Journal of International Money and Finance, Elsevier, vol. 22(2), pages 185-211, April. [Downloadable!] (restricted)

  3. Neil R. Ericsson & James G. MacKinnon, 2002. "Distributions of error correction tests for cointegration," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 285-318, 06. [Downloadable!] (restricted)
    Other versions:

  4. Neil R. Ericsson & John S. Irons & Ralph W. Tryon, 2001. "Output and inflation in the long run," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 241-253. [Downloadable!]
    Other versions:

  5. Julia Campos & Neil R. Ericsson, 1999. "Contructive data mining: modeling consumers' expenditure in Venezuela," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 226-240.
    Other versions:

  6. David F. Hendry & Neil R. Ericsson, 1999. "Encompassing and rational expectations: How sequential corroboration can imply refutation," Empirical Economics, Springer, vol. 24(1), pages 1-21. [Downloadable!] (restricted)
    Other versions:

  7. Ericsson, Neil R & Hendry, David F & Prestwich, Kevin M, 1998. " The Demand for Broad Money in the United Kingdom, 1878-1993," Scandinavian Journal of Economics, Blackwell Publishing, vol. 100(1), pages 289-324, March. [Downloadable!] (restricted)
    Other versions:

  8. David F. Hendry & Kevin M. Prestwich & Neil R. Ericsson, 1998. "Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom," Empirical Economics, Springer, vol. 23(3), pages 401-415. [Downloadable!] (restricted)

  9. Neil R. Ericsson & Jaime Marquez, 1998. "A framework for economic forecasting," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages C228-C266.
    Other versions:

  10. Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998. "Exogeneity, Cointegration, and Economic Policy Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 370-87, October.
    Other versions:

  11. Neil R. Ericsson, 1998. "Empirical modeling of money demand," Empirical Economics, Springer, vol. 23(3), pages 295-315. [Downloadable!] (restricted)

  12. de Brouwer, Gordon & Ericsson, Neil R, 1998. "Modeling Inflation in Australia," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 433-49, October.
    Other versions:

  13. Sunil Sharma & Neil R. Ericsson, 1998. "Broad money demand and financial liberalization in Greece," Empirical Economics, Springer, vol. 23(3), pages 417-436. [Downloadable!] (restricted)
    Other versions:

  14. Eika, Kari H & Ericsson, Neil R & Nymoen, Ragnar, 1996. "Hazards in Implementing a Monetary Conditions Index," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 765-90, November.
    Other versions:

  15. Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1996. "Cointegration tests in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 70(1), pages 187-220, January. [Downloadable!] (restricted)
    Other versions:

  16. Ericsson, Neil R., 1995. "Conditional and structural error correction models," Journal of Econometrics, Elsevier, vol. 69(1), pages 159-171, September. [Downloadable!] (restricted)
    Other versions:

  17. Neil Ericsson & John Irons, 1995. "Book review," Econometric Reviews, Taylor and Francis Journals, vol. 14(1), pages 121-133. [Downloadable!] (restricted)

  18. Ericsson, Neil R, 1993. "Testing for Common Features: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 380-83, October.

  19. Ericsson, Neil R & Marquez, Jaime, 1993. "Encompassing the Forecasts of U.S. Trade Balance Models," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 19-31, February. [Downloadable!] (restricted)

  20. Ericsson, Neil R., 1992. "Cointegration, exogeneity, and policy analysis: An overview," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 251-280, June. [Downloadable!] (restricted)
    Other versions:

  21. Ericsson, Neil R., 1992. "Cointegration, exogeneity, and policy analysis: A synopsis," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 395-400, August. [Downloadable!] (restricted)

  22. Kremers, Jeroen J M & Ericsson, Neil R & Dolado, Juan J, 1992. "The Power of Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 325-48, August.
    Other versions:

  23. Ericsson, Neil R., 1992. "Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 465-495, August. [Downloadable!] (restricted)
    Other versions:

  24. Hendry, David F & Ericsson, Neil R, 1991. "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," American Economic Review, American Economic Association, vol. 81(1), pages 8-38, March. [Downloadable!] (restricted)

  25. Hendry, David F. & Ericsson, Neil R., 1991. "Modeling the demand for narrow money in the United Kingdom and the United States," European Economic Review, Elsevier, vol. 35(4), pages 833-881, May. [Downloadable!] (restricted)
    Other versions:

  26. Ericsson, Neil R, 1991. "Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 59(5), pages 1249-77, September. [Downloadable!] (restricted)

  27. Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1990. "An analogue model of phase-averaging procedures," Journal of Econometrics, Elsevier, vol. 43(3), pages 275-292, March. [Downloadable!] (restricted)
    Other versions:

  28. Ericsson, Neil R, 1986. "Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics," Review of Economic Studies, Blackwell Publishing, vol. 53(4), pages 691-707, August. [Downloadable!] (restricted)
    Other versions:

  29. Ericsson, Neil R, 1983. "Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses," Review of Economic Studies, Blackwell Publishing, vol. 50(2), pages 287-304, April. [Downloadable!] (restricted)

  30. Ericsson, Neil R, 1982. "Testing Linear versus Logarithmic Regression Models: A Comment," Review of Economic Studies, Blackwell Publishing, vol. 49(3), pages 477-81, July. [Downloadable!] (restricted)

  31. Neil R. Ericsson & Peter Morgan, 1978. "The Economic Feasibility of Shale Oil: An Activity Analysis," Bell Journal of Economics, The RAND Corporation, vol. 9(2), pages 457-487, Autumn. [Downloadable!] (restricted)

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (8) 1998-11-23 2000-04-17 2000-05-08 2001-05-02 2001-05-02 2001-05-02 2004-10-21 2005-09-29 Author is listed
  2. NEP-ETS: Econometric Time Series (6) 1998-11-20 2000-04-17 2001-05-02 2001-05-02 2004-10-21 2005-09-29 Author is listed
  3. NEP-HIS: Business, Economic & Financial History (1) 2004-10-21
  4. NEP-HPE: History & Philosophy of Economics (3) 2001-05-02 2004-10-21 2005-09-29 Author is listed
  5. NEP-IFN: International Finance (1) 2001-05-02
  6. NEP-MON: Monetary Economics (1) 2001-02-08
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This page was last updated on 2008-8-25.

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