.
Ericsson, Neil R.'s
Scholarly Papers
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Aggregate Statistics
Total 3,363
Total Citations 83
1.
Campos, Julia University of Salamanca - Departamento de Economia e Historia Economica
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Hendry, David F. University of Oxford - Department of Economics
667(17,165)
4
cointegration, conditional models, data mining, diagnostic testing, dynamic specification, econometric methodology, encompassing, equilibrium correction models, error correction models, exogeneity, general-to-specific modeling, model comparison, model design, model evaluation, model selection
2.
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Hendry, David F. University of Oxford - Department of Economics
Mizon, Grayham E. University of Southampton - Division of Economics
548(22,602)
30
3.
A Framework for Economic Forecasting
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Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Marquez, Jaime Board of Governors of the Federal Reserve System - International Financial Transactions Section
Posted:
18 Nov 98
Last Revised:
06 Aug 03
526(23,879)
2
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Marquez, Jaime Board of Governors of the Federal Reserve System - International Financial Transactions Section
0
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Marquez, Jaime Board of Governors of the Federal Reserve System - International Financial Transactions Section
526
2
4.
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Irons, John S. Amherst College - Department of Economics
Tryon, Ralph W. Government of the United States of America - Division of International Finance (IFDP)
303(47,619)
8
Cointegration, Cross-Country Regression, Economic Growth, Inflation, Long Run, Output
5.
Distributions of Error Correction Tests for Cointegration
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Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
MacKinnon, James G. Queen's University (Canada) - Department of Economics
Posted:
11 Aug 00
Last Revised:
19 Feb 03
286(50,977)
20
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
MacKinnon, James G. Queen's University (Canada) - Department of Economics
22
20
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
MacKinnon, James G. Queen's University (Canada) - Department of Economics
264
20
critical value, distribution function, Monte Carlo, response surface
6.
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
229(65,093)
2
Econometrics, Economics, Forecasting, Models, Uncertainty.
7.
Constructive Data Mining: Modeling Consumers' Expenditure in Venezuela
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Campos, Julia University of Salamanca - Departamento de Economia e Historia Economica
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Posted:
05 Dec 00
Last Revised:
06 Aug 03
197(75,942)
Campos, Julia University of Salamanca - Departamento de Economia e Historia Economica
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
0
Campos, Julia University of Salamanca - Departamento de Economia e Historia Economica
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
197
8.
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
159(92,923)
1
Cointegration, conditional models, consumers' expenditure, diagnostic testing, dynamic specification, encompassing, equilibrium-correction models, error-correction models, exogeneity, forecasting, general-to-specific modeling, housing market, inflation, model design, model evaluation, money demand
9.
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
137(105,937)
Econometrics, Economics, Forecasting, Models, Uncertainty
10.
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Maasoumi, Esfandiar Southern Methodist University (SMU) - Department of Economics
Mizon, Grayham E. University of Southampton - Division of Economics
136(106,565)
Dynamic Specification, Econometrics, Error Correction Model, Finite Sample Distributions, Identification, Instrumental Variables, Model Building, Numerical Computation, Prices, Production Function, Specification Searches, Wages
11.
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Sharma, Sunil International Monetary Fund (IMF)
81(155,199)
14
12.
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Kamin, Steven B. U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP)
45(209,826)
2
Argentina, autometrics, broad money, dynamic specification, cointegration, conditional models, currency substitution, dollarization, error correction, exogeneity, hyperinflation, irreversibility, model design, model selection, money demand, PcGets, ratchet effect
13.
The Fragility of Sensitivity Analysis: An Encompassing Perspective
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Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Posted:
02 Dec 08
Last Revised:
19 Dec 08
30(243,365)
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
28
encompassing, exogeneity, extreme bounds analysis, model averaging, parameter nonconstancy, pooling of forecasts, robustness, regime shifts, sensitivity analysis
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
2
14.
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Reisman, Erica Leigh Government of the United States of America - Division of International Finance (IFDP)
13(300,228)
Cointegration, error correction, forecasting, GVAR, impulse indicator saturation, model design, model evaluation, model selection, parameter constancy, VAR
15.
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
6(322,614)
16.
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Hendry, David F. University of Oxford - Department of Economics
17.
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
18.
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Hendry, David F. University of Oxford - Department of Economics
Prestwich, Kevin M. AMS (American Management Systems, Inc.)
19.
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Hendry, David F. University of Oxford - Department of Economics
Prestwich, Kevin M. AMS (American Management Systems, Inc.)
20.
Eika, Kari H. Bank of Norway
Ericsson, Neil R. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section
Nymoen, Ragnar University of Oslo - Department of Economics
