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Neil R. Ericsson

Global rank #1791 97%

Institution: George Washington University

Primary Field: Econometrics (weighted toward more recent publications)

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

First Publication: 1982

Most Recent: 2017

RePEc ID: per17 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 8.04 0.00 8.04
All Time 5.03 4.36 16.09 0.00 44.91

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 25.58

Publications (19)

Year Article Journal Tier Authors
2017 Economic forecasting in theory and practice: An interview with David F. Hendry International Journal of Forecasting B 1
2017 How biased are U.S. government forecasts of the federal debt? International Journal of Forecasting B 1
2017 Interpreting estimates of forecast bias International Journal of Forecasting B 1
2016 Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis International Journal of Forecasting B 1
2008 The Fragility of Sensitivity Analysis: An Encompassing Perspective* Oxford Bulletin of Economics and Statistics B 1
2004 THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson Econometric Theory B 1
2003 Dollarization in post-hyperinflationary Argentina Journal of International Money and Finance B 2
1998 The Demand for Broad Money in the United Kingdom, 1878–1993 Scandanavian Journal of Economics B 3
1996 Hazards in Implementing a Monetary Conditions Index. Oxford Bulletin of Economics and Statistics B 3
1996 Cointegration tests in the presence of structural breaks Journal of Econometrics A 3
1995 Conditional and structural error correction models Journal of Econometrics A 1
1993 Encompassing the Forecasts of U.S. Trade Balance Models. Review of Economics and Statistics A 2
1992 The Power of Cointegration Tests. Oxford Bulletin of Economics and Statistics B 3
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 S 2
1991 Modeling the demand for narrow money in the United Kingdom and the United States European Economic Review B 2
1990 An analogue model of phase-averaging procedures Journal of Econometrics A 3
1986 Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics Review of Economic Studies S 1
1983 Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses Review of Economic Studies S 1
1982 Testing Linear versus Logarithmic Regression Models: A Comment Review of Economic Studies S 1