Neil R. Ericsson

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

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SCHOLARLY PAPERS

24

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98

Scholarly Papers (24)

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1.

General-to-Specific Modeling: An Overview and Selected Bibliography

FRB International Finance Discussion Paper No. 838
Number of pages: 94 Posted: 31 Aug 2005
Julia Campos, Neil R. Ericsson and David F. Hendry
University of Salamanca - Department of Economics and Economic History, Board of Governors of the Federal Reserve System and University of Oxford-Nuffield College
Downloads 1,378 (31,327)
Citation 47

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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.

Exogeneity, Cointegration, and Economic Policy Analysis

Number of pages: 40 Posted: 14 Aug 1998
Neil R. Ericsson, David F. Hendry and Grayham E. Mizon
Board of Governors of the Federal Reserve System, University of Oxford-Nuffield College and University of Southampton - Division of Economics
Downloads 657 (87,368)
Citation 7

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3.

A Framework for Economic Forecasting

Downloads 588 (100,757)

A Framework for Economic Forecasting

Number of pages: 50 Posted: 18 Nov 1998
Neil R. Ericsson and Jaime Marquez
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 588 (99,408)

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A Framework for Economic Forecasting

Posted: 08 Apr 1999
Neil R. Ericsson and Jaime Marquez
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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4.

Distributions of Error Correction Tests for Cointegration

Number of pages: 48 Posted: 11 Aug 2000
Neil R. Ericsson and James G. MacKinnon
Board of Governors of the Federal Reserve System and Queen's University - Department of Economics
Downloads 440 (143,596)
Citation 3

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critical value, distribution function, Monte Carlo, response surface

5.

Output and Inflation in the Long Run

Number of pages: 24 Posted: 18 Jan 2001
Neil R. Ericsson, John S. Irons and Ralph W. Tryon
Board of Governors of the Federal Reserve System, Amherst College - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 408 (156,679)
Citation 10

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Cointegration, Cross-Country Regression, Economic Growth, Inflation, Long Run, Output

6.

Forecast Uncertainty in Economic Modeling

Number of pages: 24 Posted: 11 Apr 2001
Neil R. Ericsson
Board of Governors of the Federal Reserve System
Downloads 362 (179,136)
Citation 3

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Econometrics, Economics, Forecasting, Models, Uncertainty.

7.

Constructive Data Mining: Modeling Consumers' Expenditure in Venezuela

Downloads 249 (265,929)
Citation 1

Constructive Data Mining: Modeling Consumers' Expenditure in Venezuela

Number of pages: 29 Posted: 05 Dec 2000
Julia Campos and Neil R. Ericsson
University of Salamanca - Department of Economics and Economic History and Board of Governors of the Federal Reserve System
Downloads 249 (264,199)
Citation 1

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Constructive Data Mining: Modeling Consumers' Expenditure in Venezuela

Posted: 05 Dec 2000
Julia Campos and Neil R. Ericsson
University of Salamanca - Department of Economics and Economic History and Board of Governors of the Federal Reserve System

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8.

Predictable Uncertainty in Economic Forecasting

Number of pages: 30 Posted: 09 Mar 2001
Neil R. Ericsson
Board of Governors of the Federal Reserve System
Downloads 210 (313,680)

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Econometrics, Economics, Forecasting, Models, Uncertainty

9.

The Et Interview: Professor David F. Hendry

Number of pages: 61 Posted: 06 Sep 2004
Neil R. Ericsson
Board of Governors of the Federal Reserve System
Downloads 203 (323,952)
Citation 1

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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

10.

Constructive Data Mining: Modeling Argentine Broad Money Demand

FRB International Finance Discussion Paper No. 943
Number of pages: 36 Posted: 01 Nov 2008
Neil R. Ericsson and Steven B. Kamin
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 182 (358,078)
Citation 3

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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

11.

A Retrospective on J. Denis Sargan and His Contributions to Econometrics

Number of pages: 27 Posted: 11 Apr 2001
Neil R. Ericsson, Esfandiar Maasoumi and Grayham E. Mizon
Board of Governors of the Federal Reserve System, Southern Methodist University (SMU) - Department of Economics and University of Southampton - Division of Economics
Downloads 172 (376,590)
Citation 1

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Dynamic Specification, Econometrics, Error Correction Model, Finite Sample Distributions, Identification, Instrumental Variables, Model Building, Numerical Computation, Prices, Production Function, Specification Searches, Wages

12.

Comment on 'Economic Forecasting in a Changing World' (by Michael Clements and David Hendry)

Capitalism and Society, Vol. 3, Issue 2, Article 2, 2008
Number of pages: 18 Posted: 30 Jan 2013
Neil R. Ericsson
Board of Governors of the Federal Reserve System
Downloads 157 (407,623)
Citation 1

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13.

Economic Forecasting in Theory and Practice: An Interview with David F. Hendry

International Finance Discussion Paper No. 1184
Number of pages: 43 Posted: 17 Nov 2016
Neil R. Ericsson
Board of Governors of the Federal Reserve System
Downloads 155 (412,002)
Citation 1

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14.

Broad Money Demand and Financial Liberalization in Greece

Number of pages: 20 Posted: 09 Sep 1998
Neil R. Ericsson and Sunil Sharma
Board of Governors of the Federal Reserve System and George Washington University - Elliott School of International Affairs
Downloads 133 (466,695)
Citation 1

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15.

Dynamic Econometrics in Action: A Biography of David F. Hendry

International Finance Discussion Paper No. 1311
Number of pages: 50 Posted: 14 Jun 2021
Neil R. Ericsson
Board of Governors of the Federal Reserve System
Downloads 101 (575,267)

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16.

Evaluating a Global Vector Autoregression for Forecasting

FRB International Finance Discussion Paper No. 1056
Number of pages: 27 Posted: 06 Dec 2012
Neil R. Ericsson and Erica Leigh Reisman
Board of Governors of the Federal Reserve System and Government of the United States of America - Division of International Finance (IFDP)
Downloads 89 (623,924)
Citation 4

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Cointegration, error correction, forecasting, GVAR, impulse indicator saturation, model design, model evaluation, model selection, parameter constancy, VAR

17.

The Fragility of Sensitivity Analysis: An Encompassing Perspective

FRB International Finance Discussion Paper No. 959
Number of pages: 30 Posted: 15 Dec 2008
Neil R. Ericsson
Board of Governors of the Federal Reserve System
Downloads 65 (745,994)
Citation 1

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encompassing, exogeneity, extreme bounds analysis, model averaging, parameter nonconstancy, pooling of forecasts, robustness, regime shifts, sensitivity analysis

18.

How Biased are U.S. Government Forecasts of the Federal Debt?

International Finance Discussion Paper No. 1189
Number of pages: 48 Posted: 15 Jan 2017 Last Revised: 04 Feb 2017
Neil R. Ericsson
Board of Governors of the Federal Reserve System
Downloads 57 (797,988)
Citation 9

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Autometrics, Bias, Debt, Federal government, Forecasts, Impulse indicator saturation, heteroskedasticity, Projections, United States

19.

Eliciting GDP Forecasts from the Fomc's Minutes Around the Financial Crisis

International Finance Discussion Paper No. 1152
Number of pages: 28 Posted: 18 Nov 2015
Neil R. Ericsson
Board of Governors of the Federal Reserve System
Downloads 57 (797,988)
Citation 5

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20.

Encompassing and Rational Expectations: How Sequential Corroboration Can Imply Refutation

Posted: 02 Mar 1999
Neil R. Ericsson and David F. Hendry
Board of Governors of the Federal Reserve System and University of Oxford-Nuffield College

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21.

Empirical Modeling of Money Demand

Posted: 09 Sep 1998
Neil R. Ericsson
Board of Governors of the Federal Reserve System

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22.

Friedman and Schwartz (1982) Revisited: Assessing Annual and Phase-Average Models of Money Demand in the United Kingdom

Posted: 08 Sep 1998
Neil R. Ericsson, David F. Hendry and Kevin M. Prestwich
Board of Governors of the Federal Reserve System, University of Oxford-Nuffield College and AMS (American Management Systems, Inc.)

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23.

The Demand for Broad Money in the United Kingdom, 1878-1993

Scandinavian Journal of Economics, Vol. 100, Issue 1 (1998)
Posted: 24 Feb 1998
Neil R. Ericsson, David F. Hendry and Kevin M. Prestwich
Board of Governors of the Federal Reserve System, University of Oxford-Nuffield College and AMS (American Management Systems, Inc.)

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24.

Hazards in Implementing a Monetary Conditions Index

OXFORD BULLETIN OF ECONOMICS AND STATISTICS, November 1996
Posted: 12 Nov 1996
Kari H. Eika, Neil R. Ericsson and Ragnar Nymoen
Bank of Norway, Board of Governors of the Federal Reserve System and University of Oslo - Department of Economics

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