# Neil R. Ericsson

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## Personal Details

First Name: | Neil |

Middle Name: | R. |

Last Name: | Ericsson |

Suffix: | |

RePEc Short-ID: | per17 |

http://www.federalreserve.gov/research/staff/ericssonneilr.htm | |

P.O. Box 18646 Washington, DC 20036-8646 USA | |

202-452-3709 |

(in no particular order)

Washington, District of Columbia (United States)

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20th Street and Constitution Avenue, NW, Washington, DC 20551

RePEc:edi:frbgvus (more details at EDIRC)

http://www.federalreserve.gov/

20th Street and Constitution Avenue, NW, Washington, DC 20551

RePEc:edi:frbgvus (more details at EDIRC)

Washington, District of Columbia (United States)

http://www.gwu.edu/~econ/

(202) 994-6150

(202) 994-6147

Monroe Hall #340, 2115 G Street, NW, Washington, DC 20052

RePEc:edi:degwuus (more details at EDIRC)

http://www.gwu.edu/~econ/

(202) 994-6150

(202) 994-6147

Monroe Hall #340, 2115 G Street, NW, Washington, DC 20052

RePEc:edi:degwuus (more details at EDIRC)

Washington, District of Columbia (United States)

http://www.gwu.edu/~forcpgm/

(202) 994-6150

(202) 994-6147

RePEc:edi:pfgwuus (more details at EDIRC)

http://www.gwu.edu/~forcpgm/

(202) 994-6150

(202) 994-6147

RePEc:edi:pfgwuus (more details at EDIRC)

- Neil R. Ericsson, 2016.
"
**Predicting Fed Forecasts**," IFDP Notes 2016-02-12, Board of Governors of the Federal Reserve System (U.S.). - Neil R. Ericsson, 2015.
"
**Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis**," Working Papers 2015-003, The George Washington University, Department of Economics, Research Program on Forecasting.- Ericsson, Neil R., 2016.
"
**Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis**," International Journal of Forecasting, Elsevier, vol. 32(2), pages 571-583.

- Ericsson, Neil R., 2015.
"
**Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis**," International Finance Discussion Papers 1152, Board of Governors of the Federal Reserve System (U.S.).

- Ericsson, Neil R., 2016.
"
- Neil R. Ericsson & Erica L. Reisman, 2012.
"
**Evaluating a Global Vector Autoregression for Forecasting**," Working Papers 2012-006, The George Washington University, Department of Economics, Research Program on Forecasting.- Neil Ericsson & Erica Reisman, 2012.
"
**Evaluating a Global Vector Autoregression for Forecasting**," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(3), pages 247-258, August.

- Neil R. Ericsson & Erica L. Reisman, 2012.
"
**Evaluating a global vector autoregression for forecasting**," International Finance Discussion Papers 1056, Board of Governors of the Federal Reserve System (U.S.).

- Neil Ericsson & Erica Reisman, 2012.
"
- Neil R. Ericsson, 2008.
"
**The fragility of sensitivity analysis: an encompassing perspective**," International Finance Discussion Papers 959, Board of Governors of the Federal Reserve System (U.S.).- Neil R. Ericsson, 2008.
"
**The Fragility of Sensitivity Analysis: An Encompassing Perspective**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 895-914, December.

- Neil R. Ericsson, 2008.
"
- Neil R. Ericsson & Steven B. Kamin, 2008.
"
**Constructive data mining: modeling Argentine broad money demand**," International Finance Discussion Papers 943, Board of Governors of the Federal Reserve System (U.S.). - 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.). - Neil R. Ericsson, 2004.
"
**The ET interview: professor David F. Hendry**," International Finance Discussion Papers 811, Board of Governors of the Federal Reserve System (U.S.). - Neil R. Ericsson, 2001.
"
**Forecast uncertainty in economic modeling**," International Finance Discussion Papers 697, Board of Governors of the Federal Reserve System (U.S.). - 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.). - Ericsson, Neil R. & Maasoumi, Esfandiar & Mizon, Grayham 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. - 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.).- 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.

- Julia Campos & Neil R. Ericsson, 1999.
"
- Neil R. Ericsson & James G. MacKinnon, 2000.
"
**Distributions of Error Correction Tests for Cointegration**," Econometric Society World Congress 2000 Contributed Papers 0561, Econometric Society.- 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.

- Neil R. Ericsson & James G. MacKinnon, 1999.
"
**Distributions of error correction tests for cointegration**," International Finance Discussion Papers 655, Board of Governors of the Federal Reserve System (U.S.).

- Neil R. Ericsson & James G. MacKinnon, 2002.
"
- Neil R. Ericsson, 2000.
"
**Predictable uncertainty in economic forecasting**," International Finance Discussion Papers 695, Board of Governors of the Federal Reserve System (U.S.). - 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.- 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.

- Neil R. Ericsson & John S. Irons & Ralph W. Tryon, 2000.
"
**Output and inflation in the long run**," International Finance Discussion Papers 687, Board of Governors of the Federal Reserve System (U.S.).

- Neil R. Ericsson & John S. Irons & Ralph W. Tryon, 2001.
"
- 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.).- 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.

- Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998.
"
- Neil R. Ericsson & Jaime R. Marquez, 1998.
"
**A framework for economic forecasting**," International Finance Discussion Papers 626, Board of Governors of the Federal Reserve System (U.S.).- Neil R. Ericsson & Jaime Marquez, 1998.
"
**A framework for economic forecasting**," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages C228-C266.

- Neil R. Ericsson & Jaime Marquez, 1998.
"
- 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.).- 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, Wiley Blackwell, vol. 100(1), pages 289-324, March.

- Ericsson, Neil R & Hendry, David F & Prestwich, Kevin M, 1998.
"
- 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.).- 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.

- Eika, K.H. & Ericsson, N.R. & Nymoen, R., 1996.
"
**Hazards in Implementing a Monetary Conditions Index**," Memorandum 32/1996, Oslo University, Department of Economics.

- Eika, Kari H & Ericsson, Neil R & Nymoen, Ragnar, 1996.
"
- 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.).- Sunil Sharma & Neil R. Ericsson, 1998.
"
**Broad money demand and financial liberalization in Greece**," Empirical Economics, Springer, vol. 23(3), pages 417-436.

- Sunil Sharma & Neil R. Ericsson, 1996.
"
**Broad Money Demand and Financial Liberalization in Greece**," IMF Working Papers 96/62, International Monetary Fund.

- Sunil Sharma & Neil R. Ericsson, 1998.
"
- 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.).- 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.

- Gordon de Brouwer & Neil R. Ericsson, 1995.
"
**Modelling Inflation in Australia**," RBA Research Discussion Papers rdp9510, Reserve Bank of Australia.

- de Brouwer, Gordon & Ericsson, Neil R, 1998.
"
- 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.). - 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.).- Ericsson, Neil R., 1995.
"
**Conditional and structural error correction models**," Journal of Econometrics, Elsevier, vol. 69(1), pages 159-171, September.

- Ericsson, Neil R., 1995.
"
- 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.). - 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.).- 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.

- Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1996.
"
- 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.). - 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.).- 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.

- Kremers, Jeroen J M & Ericsson, Neil R & Dolado, Juan J, 1992.
"
- 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.).- Ericsson, Neil R., 1992.
"
**Cointegration, exogeneity, and policy analysis: An overview**," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 251-280, June.

- Ericsson, Neil R., 1992.
"
- 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.).- 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.

- Ericsson, Neil R., 1992.
"
- 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.). - Jaime R. 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.). - 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.).- 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.

- Hendry, David F. & Ericsson, Neil R., 1991.
"
- 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.).- 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.

- David F. Hendry & Neil R. Ericsson, 1999.
"
- 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.). - 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.). - 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.). - 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.).- 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.

- Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1990.
"
- 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.). - 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.).- Neil R. Ericsson, 1986.
"
**Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics**," Review of Economic Studies, Oxford University Press, vol. 53(4), pages 691-707.

- Neil R. Ericsson, 1986.
"
- 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.). - 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.). - 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. - 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.

- Ericsson Neil R., 2016.
"
**Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 377-398, September. - Ericsson, Neil R., 2016.
"
**Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis**," International Journal of Forecasting, Elsevier, vol. 32(2), pages 571-583.- Neil R. Ericsson, 2015.
"
**Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis**," Working Papers 2015-003, The George Washington University, Department of Economics, Research Program on Forecasting. - Ericsson, Neil R., 2015.
"
**Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis**," International Finance Discussion Papers 1152, Board of Governors of the Federal Reserve System (U.S.).

- Neil R. Ericsson, 2015.
"
- Neil Ericsson & Erica Reisman, 2012.
"
**Evaluating a Global Vector Autoregression for Forecasting**," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(3), pages 247-258, August.- Neil R. Ericsson & Erica L. Reisman, 2012.
"
**Evaluating a global vector autoregression for forecasting**," International Finance Discussion Papers 1056, Board of Governors of the Federal Reserve System (U.S.). - Neil R. Ericsson & Erica L. Reisman, 2012.
"
**Evaluating a Global Vector Autoregression for Forecasting**," Working Papers 2012-006, The George Washington University, Department of Economics, Research Program on Forecasting.

- Neil R. Ericsson & Erica L. Reisman, 2012.
"
- Ericsson Neil R., 2008.
"
**Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry)**," Capitalism and Society, De Gruyter, vol. 3(2), pages 1-18, October. - Neil R. Ericsson, 2008.
"
**The Fragility of Sensitivity Analysis: An Encompassing Perspective**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 895-914, December.- Neil R. Ericsson, 2008.
"
**The fragility of sensitivity analysis: an encompassing perspective**," International Finance Discussion Papers 959, Board of Governors of the Federal Reserve System (U.S.).

- Neil R. Ericsson, 2008.
"
- 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. - 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. - 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.- Neil R. Ericsson & James G. MacKinnon, 1999.
"
**Distributions of error correction tests for cointegration**," International Finance Discussion Papers 655, Board of Governors of the Federal Reserve System (U.S.). - Neil R. Ericsson & James G. MacKinnon, 2000.
"
**Distributions of Error Correction Tests for Cointegration**," Econometric Society World Congress 2000 Contributed Papers 0561, Econometric Society.

- Neil R. Ericsson & James G. MacKinnon, 1999.
"
- 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.- 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. - Neil R. Ericsson & John S. Irons & Ralph W. Tryon, 2000.
"
**Output and inflation in the long run**," International Finance Discussion Papers 687, Board of Governors of the Federal Reserve System (U.S.).

- Neil R. Ericsson & John S. Irons & Ralph W. Tryon, 2000.
"
- 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.- 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.).

- Julia Campos & Neil R. Ericsson, 2000.
"
- 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.- 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.).

- Neil R. Ericsson & David F. Hendry, 1989.
"
- 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.- Gordon de Brouwer & Neil R. Ericsson, 1995.
"
**Modelling Inflation in Australia**," RBA Research Discussion Papers rdp9510, Reserve Bank of Australia. - 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.).

- Gordon de Brouwer & Neil R. Ericsson, 1995.
"
- 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.- 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.).

- Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998.
"
- 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. - Neil R. Ericsson, 1998.
"
**Empirical modeling of money demand**," Empirical Economics, Springer, vol. 23(3), pages 295-315. - 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, Wiley Blackwell, vol. 100(1), pages 289-324, March.- 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.).

- Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich, 1997.
"
- Sunil Sharma & Neil R. Ericsson, 1998.
"
**Broad money demand and financial liberalization in Greece**," Empirical Economics, Springer, vol. 23(3), pages 417-436.- Sunil Sharma & Neil R. Ericsson, 1996.
"
**Broad Money Demand and Financial Liberalization in Greece**," IMF Working Papers 96/62, International Monetary Fund. - 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.).

- Sunil Sharma & Neil R. Ericsson, 1996.
"
- Neil R. Ericsson & Jaime Marquez, 1998.
"
**A framework for economic forecasting**," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages C228-C266.- Neil R. Ericsson & Jaime R. Marquez, 1998.
"
**A framework for economic forecasting**," International Finance Discussion Papers 626, Board of Governors of the Federal Reserve System (U.S.).

- Neil R. Ericsson & Jaime R. Marquez, 1998.
"
- 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.- 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.). - Eika, K.H. & Ericsson, N.R. & Nymoen, R., 1996.
"
**Hazards in Implementing a Monetary Conditions Index**," Memorandum 32/1996, Oslo University, Department of Economics.

- Kari H. Eika & Neil R. Ericsson & Ragnar Nymoen, 1996.
"
- 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.- 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.).

- Julia Campos & Neil R. Ericsson & David F. Hendry, 1993.
"
- Ericsson, Neil R., 1995.
"
**Conditional and structural error correction models**," Journal of Econometrics, Elsevier, vol. 69(1), pages 159-171, September.- 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.).

- Neil R. Ericsson, 1994.
"
- Ericsson, Neil R, 1993.
"
**Testing for Common Features: Comment**," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 380-83, October. - 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. - Ericsson, Neil R., 1992.
"
**Cointegration, exogeneity, and policy analysis: A synopsis**," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 395-400, August. - 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.- 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.).

- Neil R. Ericsson, 1991.
"
- Ericsson, Neil R., 1992.
"
**Cointegration, exogeneity, and policy analysis: An overview**," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 251-280, June.- 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.).

- Neil R. Ericsson, 1991.
"
- 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.- Jeroen J. M. Kremers & Neil R. Ericsson & Juan J. Dolado, 1992.
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**The power of cointegration tests**," International Finance Discussion Papers 431, Board of Governors of the Federal Reserve System (U.S.).

- Jeroen J. M. Kremers & Neil R. Ericsson & Juan J. Dolado, 1992.
"
- 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.- 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.).

- David F. Hendry & Neil R. Ericsson, 1990.
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- Hendry, David F & Ericsson, Neil R, 1991.
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**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. - Ericsson, Neil R, 1991.
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**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. - Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1990.
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**An analogue model of phase-averaging procedures**," Journal of Econometrics, Elsevier, vol. 43(3), pages 275-292, March.- Julia Campos & Neil R. Ericsson & David F. Hendry, 1987.
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**An analogue model of phase-averaging procedures**," International Finance Discussion Papers 303, Board of Governors of the Federal Reserve System (U.S.).

- Julia Campos & Neil R. Ericsson & David F. Hendry, 1987.
"
- Neil R. Ericsson, 1986.
"
**Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics**," Review of Economic Studies, Oxford University Press, vol. 53(4), pages 691-707.- Neil R. Ericsson, 1986.
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**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.).

- Neil R. Ericsson, 1986.
"
- Neil R. Ericsson, 1983.
"
**Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses**," Review of Economic Studies, Oxford University Press, vol. 50(2), pages 287-304. - Neil R. Ericsson, 1982.
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**Testing Linear versus Logarithmic Regression Models: A Comment**," Review of Economic Studies, Oxford University Press, vol. 49(3), pages 477-481. - Neil R. Ericsson & Peter Morgan, 1978.
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**The Economic Feasibility of Shale Oil: An Activity Analysis**," Bell Journal of Economics, The RAND Corporation, vol. 9(2), pages 457-487, Autumn.

- Julia Campos & Neil R. Ericsson (ed.), 2005.
"
**General-to-Specific Modelling**," Books, Edward Elgar Publishing, volume 0, number 2417. - David F. Hendry & Neil R. Ericsson (ed.), 2003.
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**Understanding Economic Forecasts**," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262582422, March. - Ericsson, Neil R. & Irons, John S. (ed.), 1995.
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**Testing Exogeneity**," OUP Catalogue, Oxford University Press, number 9780198774044, December.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

- NEP-ECM:
**Econometrics**(11) 1998-11-23 2000-04-17 2000-05-08 2001-05-02 2001-05-02 2001-05-02 2004-10-21 2005-09-29 2008-10-07 2009-01-10 2012-12-06. Author is listed - NEP-ETS:
**Econometric Time Series**(8) 1998-11-20 2000-04-17 2001-05-02 2001-05-02 2004-10-21 2005-09-29 2012-12-06 2012-12-22. Author is listed - NEP-FOR:
**Forecasting**(5) 2012-12-06 2012-12-22 2015-11-21 2016-03-06 2016-09-04. Author is listed - NEP-MON:
**Monetary Economics**(4) 2001-02-08 2008-10-07 2015-11-21 2016-03-06. Author is listed - NEP-HPE: History & Philosophy of Economics (3) 2001-05-02 2004-10-21 2005-09-29
- NEP-MAC: Macroeconomics (3) 2008-10-07 2015-11-21 2016-03-06
- NEP-FDG: Financial Development & Growth (2) 2015-11-21 2016-03-06
- NEP-CBA: Central Banking (1) 2008-10-07
- NEP-HIS: Business, Economic & Financial History (1) 2004-10-21
- NEP-IFN: International Finance (1) 2001-05-02
- NEP-OPM: Open Economy Macroeconomics (1) 2012-12-06

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#### Most cited item

- 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.).

#### Most downloaded item (past 12 months)

- 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.).

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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