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Photo of Neil R. Ericsson

Neil R. Ericsson

Principal Economist Trade and Financial Studies Section International Finance
202-452-3709
[email protected]

Education

  • Ph.D., Economics, London School of Economics, 1982
  • M.Sc., Econometrics and Mathematical Economics, London School of Economics, 1978
  • B.A., Economics, Yale University, 1976
Current Research Topics
  • International Macro-financial Linkages
  • Automated Model Selection, Forecasting
  • Principal Economist

    Board of Governors of the Federal Reserve System

    2015 - present
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2010 - 2015
  • Section Chief

    Board of Governors of the Federal Reserve System

    2004 - 2010
  • Economist

    Board of Governors of the Federal Reserve System

    1983 - 2004
  • Research Professor

    George Washington University

    2011 - present
  • Visiting Scholar

    George Washington University

    2010
  • Adjunct Professor

    George Washington University

    1996 - 2010
  • Consultant

    International Monetary Fund

    1995 - present
  • Visiting Consultant

    Statistics Norway

    2015
  • Visiting Consultant

    Statistics Norway

    2010
  • Erskine Research Fellow

    University of Canterbury, Christchurch, New Zealand

    1998
  • Visiting Consultant

    Reserve Bank of Australia

    1998
  • Visiting Consultant

    Reserve Bank of Australia

    1993 - 1994
  • Visiting Consultant

    Bank of Norway

    1995 - 1997
  • Visiting Consultant

    World Bank

    1999
  • Visiting Consultant

    Central Bank of Brazil

    2014
  • Ericsson, Neil R. (2017). "Economic Forecasting in Theory and Practice: An Interview with David F. Hendry," International Journal of Forecasting, vol. 33, no. 2, pp. 523–542.
  • Ericsson, Neil R. (2017). "How Biased Are U.S. Government Forecasts of the Federal Debt?" International Finance Discussion Papers 1189. Board of Governors of the Federal Reserve System (U.S.).
  • Ericsson, Neil R. (2017). "How Biased Are U.S. Government Forecasts of the Federal Debt?" RFP Working Paper 2017-001. Research Program on Forecasting, Department of Economics, George Washington University.
  • Ericsson, Neil R. (2017). "Interpreting Estimates of Forecast Bias," International Journal of Forecasting, vol. 33, no. 2, pp. 563–568.
  • Ericsson, Neil R. (2017). "Predicting Fed Forecasts," Journal of Reviews on Global Economics, vol. 6, pp. 175-180.
  • Ericsson, Neil R., David F. Hendry, and Stedman B. Hood (2017). "Milton Friedman and Data Adjustment," IFDP Notes 2017-05-15. Board of Governors of the Federal Reserve System (U.S.).
  • Ericsson, Neil R. (2016). "Economic Forecasting in Theory and Practice: An Interview with David F. Hendry," RFP Working Paper 2016-012. Research Program on Forecasting, Department of Economics, George Washington University.
  • Ericsson, Neil R. (2017). "How Biased Are U.S. Government Forecasts of the Federal Debt?" International Journal of Forecasting, vol. 33, no. 2, pp. 543-559.
  • Ericsson, Neil (2016). "Economic Forecasting in Theory and Practice: An Interview with David F. Hendry," International Finance Discussion Papers 1184. Board of Governors of the Federal Reserve System (U.S.).
  • Ericsson, Neil R. (2016). "Eliciting GDP Forecasts from the FOMC's Minutes Around the Financial Crisis," International Journal of Forecasting, vol. 32, no. 2, pp. 571-583.
  • Ericsson, Neil R. (2016). "Predicting Fed Forecasts," IFDP Notes 2016-02-12. Board of Governors of the Federal Reserve System (U.S.).
  • Ericsson, Neil R. (2016). "Testing for and Estimating Structural Breaks and Other Nonlinearities in a Dynamic Monetary Sector," Studies in Nonlinear Dynamics and Econometrics, vol. 20, no. 4, pp. 377–398.
  • Ericsson, Neil R., David F. Hendry, and Stedman B. Hood (2016) "Milton Friedman as an Empirical Modeler," in Robert A. Cord and J. Daniel Hammond, eds. Milton Friedman: Contributions to Economics and Public Policy, (Oxford University Press), pp. 91-142.
  • Ericsson, Neil R. (2015). "Eliciting GDP Forecasts from the FOMC's Minutes Around the Financial Crisis," RFP Working Paper 2015-003. Research Program on Forecasting, Department of Economics, George Washington University.
  • Ericsson, Neil R., Emilio J. Fiallos, and J E. Seymour (2015). "Detecting Timedependent Bias in the Fed's Greenbook Forecasts of Foreign GDP Growth," in JSM Proceedings, Business and Economic Statistics Section, American Statistical Association, Alexandria, VA.
  • Ericsson, Neil R., Stedman B. Hood, Fred Joutz, Tara M. Sinclair, and Herman O. Stekler (2015). "Time-dependent Bias in the Fed's Greenbook Forecasts," in JSM Proceedings, Business and Economic Statistics Section, American Statistical Association, Alexandria, VA.
  • Ericsson, Neil R. (2014). "Testing for and Estimating Arbitrarily Time-varying Forecast Bias," in JSM Proceedings, Business and Economic Statistics Section, American Statistical Association, Alexandria, VA, pp. 509-533.
  • Ericsson, Neil R., and Erica L. Reisman (2012). "Evaluating a Global Vector Autoregression for Forecasting," International Advances in Economic Research, vol. 18, no. 3, pp. 247-258.
  • Ericsson, Neil R., and Erica L. Reisman (2011). "Assessing Global Vector Autoregressions for Forecasting," in JSM Proceedings, Business and Economic Statistics Section, American Statistical Association, Alexandria, VA, pp. 4921-4935.
  • Ericsson, Neil R. (2010) "Computer-automated Model Selection: Friedman and Schwartz Revisited," in JSM Proceedings, Business and Economic Statistics Section, American Statistical Association, Alexandria, VA, pp. 1505-1519.
  • Ericsson, Neil R., and Steven B. Kamin (2009). "Computer-automated Constructive Data Mining: Modeling Argentine Broad Money Demand," in JSM Proceedings, Business and Economic Statistics Section, American Statistical Association, Alexandria, VA, pp. 3661-3675.
  • Campos, Julia, Neil R. Ericsson, and David F. Hendry (2005). "Introduction: General-to-Specific Modelling," in Julia Campos, Neil R. Ericsson, and David F. Hendry, eds. General-to-Specific Modelling, Volume I, Edward Elgar, Cheltenham, xi-xci.
  • Campos, Julia, Neil R. Ericsson, and David F. Hendry, eds. (2005). General-to-Specific Modelling. 2 vols.. The International Library of Critical Writings in Econometrics, vol. 11. Cheltenham, U.K. and Northampton, Mass.: Elgar.
  • Ericsson, Neil R. (2002). "Predictable Uncertainty in Economic Forecasting," Chapter 2 in Michael P. Clements and David F. Hendry, eds. Companion to Economic Forecasting, Blackwell Publishers, Oxford, pp. 19-44.
  • Ericsson, Neil R. (1998). "Special Section on Exogeneity, Cointegration, and Economic Policy Analysis: Associate Editor's Introduction," Journal of Business and Economic Statistics, vol. 16, no. 4, pp. 369.
  • Ericsson, Neil R., Eilev S. Jansen, Neva A. Kerbeshian, and Ragnar Nymoen (1998). "Interpreting a Monetary Conditions Index in Economic Policy," in Topics in Monetary Policy Modelling. BIS Conference Papers, no. 6. Basel: Bank for International Settlements, pp. 237-254.
  • Barrow, Lisa, Julia Campos, Neil R. Ericsson, David F. Hendry, Hong-Anh Tran, and William Veloce (1997). "Cointegration," in David Glasner, ed. Business Cycles and Depressions: An Encyclopedia, Garland Publishing, New York, 101-106.
  • Campos, Julia, and Neil R. Ericsson (1997). "Full Information Maximum Likelihood," in David Glasner, ed. Business Cycles and Depressions: An Encyclopedia, Garland Publishing, New York, 254-258.
  • Campos, Julia, Neil R. Ericsson, and David F. Hendry (1997). "Phase Averaging," in David Glasner, ed. Business Cycles and Depressions: An Encyclopedia, Garland Publishing, New York, 525-527.
  • Ericsson, Neil R. (1997). "Distributed Lags," in David Glasner, ed. Business Cycles and Depressions: An Encyclopedia, Garland Publishing, New York, 168-173.
  • Ericsson, Neil R. (1997) "Model Evaluation and Design," in David Glasner, ed. Business Cycles and Depressions: An Encyclopedia, Garland Publishing, New York, 446-449.
  • Ericsson, Neil R. (1995). "Conditional and Structural Error Correction Models," Journal of Econometrics, vol. 69, no. 1, pp. 159-171.
  • Ericsson, Neil R., and John S. Irons (1995). "Book Review of Applied Econometric Techniques by Keith Cuthbertson, Stephen G. Hall, and Mark P. Taylor," Econometric Reviews, 14, 1, 121-133.
  • Ericsson, Neil R. (1993) "On the Limitations of Comparing Mean Square Forecast Errors: Clarifications and Extensions," Journal of Forecasting, vol. 12, no. 8, pp. 644-651.
  • Ericsson, Neil R. (1991). "Monte Carlo Methodology and the Finite-Sample Properties of Instrumental Variables Statistics for Testing Nested and Nonnested Hypotheses," Econometrica, vol. 59, no. 5, pp. 1249-1277.
  • Ericsson, Neil R., and Heidi Lyss (1991). "An Update to PC-GIVE: Version 6.01," Journal of Applied Econometrics, vol. 6, no. 3, pp. 321-325.
  • Ericsson, Neil R., Julia Campos, and Hong-Anh Tran (1990). "PC-Give and David Hendry's Econometric Methodology," Revista de Econometria, vol. 10, no. 1, pp. 7-117.
  • Hendry, David F., Aris Spanos, and Neil R. Ericsson (1989). "The Contributions to Econometrics in Trygve Haavelmo's The Probability Approach in Econometrics," Sosialøkonomen, vol. 43, no. 11, pp. 12-17.
  • Campos, Julia, Neil R. Ericsson, and David F. Hendry (1988). "Comment on Telser," Journal of the American Statistical Association, vol. 83, no. 402, pp. 581.
  • Ericsson, Neil R. (1988). "A Bibliography of Ph.D. Theses Supervised by J. D. Sargan," in Esfandiar Maasoumi, ed. Contributions to Econometrics: John Denis Sargan, Volume 1, Cambridge University Press, Cambridge, 15-18 (Appendix B).
  • Ericsson, Neil R. (1988). "A Review of Data-FIT: An Interactive Econometric Modelling Package for IBM-compatible PCs," Journal of Applied Econometrics, vol. 3, no. 4, pp. 319-332.
  • Ericsson, Neil R., and David F. Hendry (1985). "Conditional Econometric Modeling: An Application to New House Prices in the United Kingdom," Chapter 11 in Anthony C. Atkinson and Stephen E. Fienberg, eds. A Celebration of Statistics: The ISI Centenary Volume, Springer-Verlag, New York, 251-285.
  • 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., and 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.).
  • Ericsson, Neil R. (2008). "Comments on Michael Clements and David Hendry's Economic Forecasting in a Changing World," Capitalism and Society, vol. 3, no. 2.
  • Ericsson, Neil R. (2008). "The Fragility of Sensitivity Analysis: An Encompassing Perspective," Oxford Bulletin of Economics and Statistics, vol. 70, Suppliment 1, pp. 895-914.
  • Ericsson, Neil R., and Steven B. Kamin (2009). "Constructive Data Mining: Modeling Argentine Broad Money Demand," in Castle, Jennifer L., and Neil Shephard eds., The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry. Oxford: Oxford University Press.
  • Ericsson, Neil R. (2008). "The Fragility of Sensitivity Analysis: An Encompassing Perspective," International Finance Discussion Papers 959. Board of Governors of the Federal Reserve System (U.S.).
  • Ericsson, Neil R., and David F. Hendry (2008). "Cointegration," in Darity, William A. ed., International Encyclopedia of the Social Sciences, 2nd Ed. Detroit: Macmillan Reference USA, pp. 2-4.
  • Ericsson, Neil R., and 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.).
  • Campos, Julia, and Neil R. Ericsson (2005). "Constructive Data Mining: Modeling Consumers' Expenditure in Venezuela," in Campos, Julia, Neil Ericsson R. and David Hendry F. eds., General-to-Specific Modelling Vol 2. Cheltenham, U.K. and Northampton, Mass: Elgar, pp. 622-636.
  • Campos, Julia, Neil R. Ericsson, and 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.).
  • Campos, Julia, Neil R. Ericsson, and David F. Hendry (2005). "Introduction: General-to-Specific Modelling," in Campos, Julia, Neil Ericsson R. and David Hendry F. eds., General-to-Specific Modelling, Vol. 1. Cheltenham, U.K. and Northampton, Mass: Elgar, pp. xi-xci.
  • Ericsson, Neil R. (2005). "Parameter Constancy, Mean Square Forecast Errors, and Measuring Forecast Performance: An Exposition, Extensions, and Illustration," in Campos, Julia, Neil Ericsson R. and David Hendry F. eds., General-to-Specific Modelling Vol 2. Cheltenham, U.K. and Northampton, Mass: Elgar, pp. 331-361.
  • Ericsson, Neil R., and Jaime Marquez (2005). "Encompassing the Forecasts of U.S. Trade Balance Models," in Campos, Julia, Neil Ericsson R. and David Hendry F. eds., General-to-Specific Modelling Vol 2. Cheltenham, U.K. and Northampton, Mass: Elgar, pp. 362-374.
  • Ericsson, Neil R., David F. Hendry, and Kevin M. Prestiwch (2005). "The UK Demand for Broad Money Over the Long Run," Economics Papers W29. University of Oxford, Nuffield College, Economics Group.
  • Ericsson, Neil R., Julia Campos, and Hong-Anh Tran (2005). "PC-Give and David Hendry's Econometric Methodology," in Campos, Julia, Neil Ericsson R. and David Hendry F. eds., General-to-Specific Modelling, Vol. 1. Cheltenham, U.K. and Northampton, Mass: Elgar, pp. 140-250.
  • Ericsson, Neil (2004). "The ET Interview: Professor David F. Hendry," International Finance Discussion Papers 811. Board of Governors of the Federal Reserve System (U.S.).
  • Ericsson, Neil R. (2004). "The ET Interview: Professor David F. Hendry," Econometric Theory, vol. 20, no. 4, pp. 743-804.
  • Kamin, Steven B., and Neil R. Ericsson (2003). "Dollarization in Post-Hyperinflationary Argentina," Journal of International Money and Finance, vol. 22, no. 2, pp. 185-211.
  • Ericsson, Neil R., and James G. MacKinnon (2002). "Distributions of Error Correction Tests for Cointegration," Econometrics Journal, vol. 5, no. 2, pp. 285-318.
  • Ericsson, Neil R. (2001). "Forecast Uncertainty in Economic Modeling," in Hendry, David,F., Neil Ericsson R. eds., Understanding Economic Forecasts. Cambridge and London: MIT Press, pp. 68-92.
  • Ericsson, Neil R. (2001). "Forecast Uncertainty in Economic Modeling," International Finance Discussion Papers 697. Board of Governors of the Federal Reserve System (U.S.).
  • Ericsson, Neil R., Esfandiar Maasoumi, and 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., Esfandiar Maasoumi, and Grayham E. Mizon (2001). "A Retrospective on J. Denis Sargan," Econometric Reviews, vol. 20, no. 2, pp. 133-157.
  • Ericsson, Neil R., John S. Irons, and Ralph W. Tryon (2001). "Output and Inflation in the Long Run," Journal of Applied Econometrics, vol. 16, no. 3, pp. 241-253.
  • Ericsson, Neil R., Esfandiar Maasoumi, and Grayham E. Mizon (2001). "A Retrospective on J.D. Sargan and His Contribution to Econometrics," Discussion Papers in Economics and Econometrics, no. 0108. Department of Economics, University of Southampton.
  • Hendry, David F., and Neil R. Ericsson (2001). Understanding Economic Forecasts. Cambridge and London: MIT Press.
  • Hendry, David F., and Neil R. Ericsson (2001). "Understanding Economic Forecasts: Editor's Introduction," in Hendry, David,F., Neil Ericsson R. eds., Understanding Economic Forecasts. Cambridge and London: MIT Press, pp. 1-14.
  • Hendry, David F., and Neil R. Ericsson (2001). "Understanding Economic Forecasts: Epilogue," in Hendry, David,F., Neil Ericsson R. eds., Understanding Economic Forecasts. Cambridge and London: MIT Press, pp. 185-191.
  • Campos, Julia, and 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.).
  • Ericsson, Neil R. (2000). "Predictable Uncertainty in Economic Forecasting," International Finance Discussion Papers 695. Board of Governors of the Federal Reserve System (U.S.).
  • Ericsson, Neil R., John S. Irons, and 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.).
  • Campos, Julia, and Neil R. Ericsson (1999). "Constructive Data Mining: Modeling Consumers' Expenditure in Venezuela," Econometrics Journal, vol. 2, no. 2, pp. 226-240.
  • Ericsson, Neil R. (1999). "Empirical Modeling of Money Demand," in Lutkepohl, Helmut, Jurgen Wolters eds., Money Demand in Europe. Heidelberg: Physica, pp. 29-49.
  • Ericsson, Neil R., and David F. Hendry (1999). "Encompassing and Rational Expectations: How Sequential Corroboration Can Imply Refutation," Empirical Economics, vol. 24, no. 1, pp. 1-21.
  • Ericsson, Neil R., and 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.).
  • Ericsson, Neil R., and Sunil Sharma (1999). "Broad Money Demand and Financial Liberalization in Greece," in Lutkepohl, Helmut, Jurgen Wolters eds., Money Demand in Europe. Heidelberg: Physica, pp. 151-170.
  • Ericsson, Neil R., David F. Hendry, and Kevin M. Prestwich (1999). "Friedman and Schwartz (1982) Revisited: Assessing Annual and Phase-Average Models of Money Demand in the United Kingdom," in Lutkepohl, Helmut, Jurgen Wolters eds., Money Demand in Europe. Heidelberg: Physica, pp. 135-149.
  • De Brouwer, Gordon, and Neil R. Ericsson (1998). "Modeling Inflation in Australia," Journal of Business and Economic Statistics, vol. 16, no. 4, pp. 433-449.
  • Ericsson, Neil R. (1998). "Empirical Modeling of Money Demand," Empirical Economics, vol. 23, no. 3, pp. 295-315.
  • Ericsson, Neil R., and Jaime Marquez (1998). "A Framework for Economic Forecasting," Econometrics Journal, vol. 1, no. 1, pp. 203-227.
  • Ericsson, Neil R., and Jaime Marquez (1998). "A Framework for Economic Forecasting," International Finance Discussion Papers 626. Board of Governors of the Federal Reserve System (U.S.).
  • Ericsson, Neil R., and Sunil Sharma (1998). "Broad Money Demand and Financial Liberalization in Greece," Empirical Economics, vol. 23, no. 3, pp. 417-436.
  • Ericsson, Neil R., David F. Hendry, and Grayham E. Mizon (1998). "Exogeneity, Cointegration, and Economic Policy Analysis," Journal of Business and Economic Statistics, vol. 16, no. 4, pp. 370-387.
  • Ericsson, Neil R., David F. Hendry, and 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., David F. Hendry, and Kevin M. Prestwich (1998). "Friedman and Schwartz (1982) Revisited: Assessing Annual and Phase-Average Models of Money Demand in the United Kingdom," Empirical Economics, vol. 23, no. 3, pp. 401-415.
  • Ericsson, Neil R., David F. Hendry, and Kevin M. Prestwich (1998). "The Demand for Broad Money in the United Kingdom, 1878-1993," Scandinavian Journal of Economics, vol. 100, no. 1, pp. 289-324.
  • Hendry, David F., and Neil R. Ericsson (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 J. Schwartz," American Economic Review, vol. 81, no. 1, pp. 8-38.
  • Ericsson, Neil R., David F. Hendry, and 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.).
  • Hendry, David F., and Neil R. Ericsson (1997). "An Econometric Analysis of U.K. Money Demand in ,Monetary Trends in the United States and the United Kingdom, by Milton Friedman and Anna J. Schwartz," in Hamouda, Omar, F., J. C. Rowley R. eds., The Reappraisal of Econometrics. Williston, Vt.: Elgar; distributed by American International Distribution Corporation, pp. 256-286.
  • Campos, Julia, Neil R. Ericsson, and David F. Hendry (1996). "Cointegration Tests in the Presence of Structural Breaks," Journal of Econometrics, vol. 70, no. 1, pp. 187-220.
  • Eika, Kari H., Neil R. Ericsson, and 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., Neil R. Ericsson, and Ragnar Nymoen (1996). "Hazards in Implementing a Monetary Conditions Index," Oxford Bulletin of Economics and Statistics, vol. 58, no. 4, pp. 765-790.
  • Ericsson, Neil R., and Sunil Sharma (1996). "Broad Money Demand and Financial Liberalization in Greece," IMF Working Papers 96/62. International Monetary Fund.
  • Ericsson, Neil R., and 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.).
  • De Brouwer, Gordon, and 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, and Neil R. Ericsson (1995). "Modelling Inflation in Australia," RBA Research Discussion Paper 9510. Reserve Bank of Australia.
  • Ericsson, Neil R., and John S. Irons (1995). "The Lucas Critique in Practice: Theory without Measurement," in Hoover, Kevin,D. ed., Macroeconometrics: Developments, Tensions, and Prospects. Boston; Dordrecht and London: Kluwer Academic, pp. 263-312.
  • Ericsson, Neil R., and 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.).
  • Ericsson, Neil R. (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. (1994). "Parameter Constancy, Mean Square Forecast Errors, and Measuring Forecast Performance: An Exposition, Extensions, and Illustration," in Ericsson, Neil,R., John Irons S. eds., Testing Exogeneity. New York and Oxford: Oxford University Press, pp. 311-339.
  • Ericsson, Neil R. (1994). "Testing Exogeneity: An Introduction," in Ericsson, Neil,R., John Irons S. eds., Testing Exogeneity. New York and Oxford: Oxford University Press, pp. 3-38.
  • Ericsson, Neil R., and John S. Irons, eds. (1994). Testing Exogeneity, Advanced Texts in Econometrics. New York and Oxford: Oxford University Press.
  • Ericsson, Neil R., David F. Hendry, and Hong-Anh Tran (1994). "Cointegration, Seasonality, Encompassing, and the Demand for Money in the UK," in Hargreaves, Colin,P. ed., Nonstationary Time Series Analysis and Cointegration. New York and Oxford: Oxford University Press, pp. 179-224.
  • Campos, Julia, Neil R. Ericsson, and 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.).
  • Ericsson, Neil R. (1993). "Testing for Common Features: Comment," Journal of Business and Economic Statistics, vol. 11, no. 4, pp. 380-383.
  • Ericsson, Neil R., and Jaime Marquez (1993). "Encompassing the Forecasts of U.S. Trade Balance Models," The Review of Economics and Statistics, vol. 75, no. 1, pp. 19-31.
  • Ericsson, Neil R., David F. Hendry, and 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.).
  • Kamin, Steven B., and Neil R. Ericsson (1993). "Dollarization in Argentina," International Finance Discussion Papers 460. Board of Governors of the Federal Reserve System (U.S.).
  • Marquez, Jaime, and Neil R. Ericsson (1993). "Evaluating Forecasts of the U.S. Trade Balance," in Bryant, Ralph,C., Hooper Peter and Catherine Mann L. eds., Evaluating Policy Regimes: New Research in Empirical Macroeconomics. Washington: Brookings Institution, pp. 671-732.
  • Ericsson, Neil R. (1992). "Cointegration, Exogeneity, and Policy Analysis: An Overview," Journal of Policy Modeling, vol. 14, no. 3, pp. 251-280.
  • Ericsson, Neil R. (1992). "Cointegration, Exogeneity, and Policy Analysis: A Synopsis," Journal of Policy Modeling, vol. 14, no. 4, pp. 395-400.
  • Ericsson, Neil R. (1992). "Parameter Constancy, Mean Square Forecast Errors, and Measuring Forecast Performance: An Exposition, Extensions, and Illustration," Journal of Policy Modeling, vol. 14, no. 4, pp. 465-495.
  • Kremers, Jeroen J. M., Neil R. Ericsson, and 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., Neil R. Ericsson, and Juan J. Dolado (1992). "The Power of Cointegration Tests," Oxford Bulletin of Economics and Statistics, vol. 54, no. 3, pp. 325-348.
  • Ericsson, Neil R. (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. (1991). "Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses," Econometrica, vol. 59, no. 5, pp. 1249-1277.
  • Ericsson, Neil R. (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., Julia Campos, and 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.).
  • Hendry, David F., and Neil R. Ericsson (1991). "Modeling the Demand for Narrow Money in the United Kingdom and the United States," European Economic Review, vol. 35, no. 4, pp. 833-881.
  • Campos, Julia, Neil R. Ericsson, and David F. Hendry (1990). "An Analogue Model of Phase-Averaging Procedures," Journal of Econometrics, vol. 43, no. 3, pp. 275-292.
  • Hendry, David F., and 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.).
  • Marquez, Jaime, and 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.).
  • Ericsson, Neil R., and 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.).
  • Ericsson, Neil R., and 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.).
  • Hendry, David F., and 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.).
  • Campos, Julia, and 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.).
  • Campos, Julia, Neil R. Ericsson, and 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.).
  • Ericsson, Neil R. (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.).
  • Ericsson, Neil R. (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.).
  • 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, vol. 53, no. 4, pp. 691-707.
  • Ericsson, Neil R., and 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.)
  • Hendry, David F., and 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.).
  • Ericsson, Neil R. (1983). "Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses," Review of Economic Studies, vol. 50, no. 2, pp. 287-304.
  • Ericsson, Neil R. (1982). "Testing Linear Versus Logarithmic Regression Models: A Comment," Review of Economic Studies, vol. 49, no. 3, pp. 477-481.
  • Ericsson, Neil R., and Peter Morgan (1978). "The Economic Feasibility of Shale Oil: An Activity Analysis," Bell Journal of Economics, vol. 9, no. 2, pp. 457-487.

  • conference

    March 2011

    Symposium of the Society for Nonlinear Dynamics and Econometrics

    Testing for and Estimating Structural Breaks and Other Nonlinearities in a Dynamic Monetary Sector

  • seminar

    April 2011

    American University

    The Intuition of Empirical Model Selection

  • conference

    April 2011

    Federal Forecasters Conference

    Assessing Global Vector Autoregressions for Forecasting

  • discussion

    April 2011

    SCIEA

    Forecasting and Monetary Policy Making

  • conference

    June 2011

    Georgetown Center for Economic Research Conference

    Improving Global Vector Autoregressions

  • conference

    June 2011

    International Symposium on Forecasting

    Assessing Global Vector Autoregressions for Forecasting

  • seminar

    June 2011

    Czech National Bank

    Improving Global Vector Autoregressions

  • conference

    July 2011

    Conference in Honor of Hashem Pesaran

    Improving Global Vector Autoregressions

  • conference

    August 2011

    Joint Statistical Meetings

    Empirical Evaluation of Global Vector Autoregressions

  • conference

    August 2011

    Econometric Society European Meetings

    Improving Global Vector Autoregressions

  • conference

    August 2011

    European Economic Association Meetings

    Empirical Model Selection: Friedman and Schwartz Revisited

  • conference

    September 2011

    OxMetrics Users Conference

    Improving Global Vector Autoregressions

  • conference

    October 2011

    International Atlantic Economic Society Conference

    Assessing Global Vector Autoregressions for Forecasting

  • conference

    October 2011

    INET/Oxford Martin School Launch Conference

    Econometric Modeling in a Policy Context

  • conference

    October 2011

    INET/Oxford Martin School Launch Conference

    Improving Global Vector Autoregressions

  • seminar

    November 2011

    SUNY Albany

    Improving Global Vector Autoregressions

  • seminar

    November 2011

    Middlebury College

    Econometric Modeling in a Policy Context

  • conference

    November 2011

    Southern Economic Association Conference

    Improving Global Vector Autoregressions

Conference Organization

  • 1995 | Boston, MA

    Econometric Society World Congress

    Program Committee

  • 1998

    Joint Statistical Meetings

    Program Chair, Bus. and Ec. Stat. Section

  • 2010 | Washington, DC

    OxMetrics Users Conference

    Co-chair

  • 2010 | London

    OxMetrics Users Conference

    Program Committee

  • 2011 | Maastricht

    OxMetrics Users Conference

    Program Committee

  • 2012 | Washington, DC

    OxMetrics Users Conference

    Co-chair

  • 1988

    European Econometric Society meetings

    Program Committee

  • 1989

    European Econometric Society meetings

    Program Committee

  • 1991

    European Econometric Society meetings

    Program Committee

  • 1992

    European Econometric Society meetings

    Program Committee

  • 1994

    European Econometric Society meetings

    Program Committee

  • 1998

    European Econometric Society meetings

    Program Committee

  • 1999

    European Econometric Society meetings

    Program Committee

  • 2001

    European Econometric Society meetings

    Program Committee

  • 2002

    European Econometric Society meetings

    Program Committee

  • 2011

    European Econometric Society meetings

    Program Committee

Editor
  • Associate Editor, Econometric Reviews, 1995-2001
  • Associate Editor, Empirical Economics, 2000-2006
  • Associate Editor, Journal of Applied Econometrics, 1996-2001
  • Associate Editor, Journal of Economic and Business Statistics, 1992-1998
  • Associate Editor, Review of Economics and Statistics, 1996-2002
Referee
  • American Economic Review
  • Canadian Journal of Economics
  • Econometrica
  • Econometrics Journal
  • Econometric Reviews
  • Econometric Theory
  • Economic Journal
  • Economic Modelling
  • Economic Record
  • Empirical Economics
  • European Economic Review
  • IMF Staff Papers
  • International Economic Review
  • International Journal of Forecasting
  • International Review of Economics and Finance
  • Journal of Applied Econometrics
  • Journal of Business and Economic Statistics
  • Journal of Complexity
  • Journal of Econometrics
  • Journal of Economic Dynamics and Control
  • Journal of Economic Studies
  • Journal of Economic Surveys
  • Journal of Economics and Business
  • Journal of Educational and Behavioral Statistics
  • Journal of Forecasting
  • Journal of International Economics
  • Journal of International Money and Finance
  • Journal of Macroeconomics
  • Journal of Monetary Economics
  • Journal of Money, Credit, and Banking
  • Journal of Post-Keynesian Economics
  • Journal of Public Economics
  • Journal of the American Statistical Association
  • Journal of the Royal Statistical Society
  • Macroeconomic Dynamics
  • Manchester School
  • Oxford Bulletin of Economics and Statistics
  • Oxford Economic Papers
  • Quarterly Journal of Business and Economics
  • Review of Economic Studies
  • Review of Economics and Statistics
  • Revista de Econometria
  • Scottish Journal of Political Economy
  • Cambridge University Press
  • European Central Bank
  • Guggenheim Foundation,
  • MIT Press
  • National Science Foundation
  • NSF STC Panel (2003)
  • Oxford University Press
Professional Affiliation
  • American Economic Association
  • American Statistical Association
  • Econometric Society
  • Royal Economic Society
  • Royal Statistical Society
  • Sigma Xi
  • Society for Economic Analysis
Last update: June 30, 2022