Neil R. Ericsson : Citation Profile


Are you Neil R. Ericsson?

Federal Reserve Board (Board of Governors of the Federal Reserve System)
George Washington University
George Washington University

18

H index

25

i10 index

1865

Citations

RESEARCH PRODUCTION:

40

Articles

51

Papers

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   39 years (1978 - 2017). See details.
   Cites by year: 47
   Journals where Neil R. Ericsson has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 49 (2.56 %)

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   Permalink: http://citec.repec.org/per17
   Updated: 2021-04-17    RAS profile: 2017-11-30    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Neil R. Ericsson.

Is cited by:

Hendry, David (44)

Herzer, Dierk (24)

Dreger, Christian (22)

Nymoen, Ragnar (19)

Rao, B. (16)

Shahbaz, Muhammad (14)

Rault, Christophe (14)

Clements, Michael (13)

Wolters, Juergen (12)

HALICIOGLU, Ferda (12)

Browne, Michael (11)

Cites to:

Hendry, David (254)

Johansen, Soren (71)

Mizon, Grayham (33)

Engle, Robert (28)

Phillips, Peter (25)

Santos, Carlos (22)

Castle, Jennifer (21)

Clements, Michael (20)

Pesaran, M (20)

Stekler, Herman (19)

Richard, Jean-Francois (18)

Main data


Where Neil R. Ericsson has published?


Journals with more than one article published# docs
Empirical Economics4
International Journal of Forecasting4
Oxford Bulletin of Economics and Statistics3
Journal of Econometrics3
Review of Economic Studies3
Econometrics Journal3
Journal of Policy Modeling3
Journal of Business & Economic Statistics3

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)40
Working Papers / The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting4
IFDP Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Neil R. Ericsson (2021 and 2020)


YearTitle of citing document
2020Exchange Rate Volatility and Domestic Investment: Evidence from Twelve ECOWAS Countries. (2020). Akinlo, Anthony ; Onatunji, Olufemi G. In: African Journal of Economic Review. RePEc:ags:afjecr:304721.

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2020Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020On the Drivers of Inflation in Different Monetary Regimes. (2020). Diaz, Daniel Garces. In: Working Papers. RePEc:bdm:wpaper:2020-16.

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2020Private Banking Credit and Economic Growth in Mexico: A State Level Panel Data Analysis 2005-2018. (2020). Flores, Miguel A ; Torre, Leonardo E. In: Working Papers. RePEc:bdm:wpaper:2020-17.

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2020Is the RBA Economic Logic Faulty?. (2020). Pol, Eduardo. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:3:p:259-269.

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2020Behavioural Finance at Home: Testing Deviations of House Prices from their Fundamental Values. (2020). Lake, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20104.

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2020Carbon pricing and the elasticity of CO2 emissions. (2020). Dolphin, G ; Rafaty, R ; Pretis, F. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20116.

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2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

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2020The Energy and Gross Domestic Product Causality Nexus in Latin America 1900-2010. (2020). Leiva, Benjamin ; Rubio-Varas, Mar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-54.

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2020The Tobit cointegrated vector autoregressive model: An application to the currency market. (2020). Welfe, Aleksander ; Grabowski, Wojciech. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:88-100.

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2020Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate. (2020). Tiwari, Aviral ; Olayeni, Olaolu ; Wohar, Mark E. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302784.

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2020Electricity incentives for agriculture in Saudi Arabia. Is that relevant to remove them?. (2020). Shannak, Sa'd, ; Hasanov, Fakhri J. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303293.

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2020Too much of a good thing? Speculative effects on commodity futures curves. (2020). van Huellen, Sophie. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418118302295.

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2020A textual analysis of Bank of England growth forecasts. (2020). Sinclair, Tara ; Stekler, Herman O ; Jones, Jacob T. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1478-1487.

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2020Forecasting and forecast narratives: The Bank of England Inflation Reports. (2020). Reade, J ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1488-1500.

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2020Forecasting with news sentiment: Evidence with UK newspapers. (2020). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1501-1516.

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2020GDP forecasts: Informational asymmetry of the SPF and FOMC minutes. (2020). Bespalova, Olga. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1531-1540.

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2020Long-run price behaviour in the gasoline market - The role of exogeneity. (2020). Hunter, John ; Asieh, Seyedeh. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:620-627.

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2021The joint effects of economic policy uncertainty and firm characteristics on capital structure: Evidence from US firms. (2021). Li, Xiao-Ming ; Qiu, Mei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302357.

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2020Policy implications of the Lucas Critique empirically tested along the global financial crisis. (2020). Orhan, Mehmet ; Simsek, Esra ; Karimova, Amira. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:1:p:153-172.

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2020Currency devaluation and trade balance: Evidence from the US services trade. (2020). Cheng, Ka Ming. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:1:p:20-37.

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2020The empirical properties of euro area M3, 1980-2017. (2020). Carcel, Hector ; Villanova, Hector Carcel ; Jung, Alexander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:37-49.

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2021The moderating role of renewable and non-renewable energy in environment-income nexus for ASEAN countries: Evidence from Method of Moments Quantile Regression. (2021). Sharif, Arshian ; Dogan, Eyup ; Siddique, Muhammad ; Anwar, Ahsan. In: Renewable Energy. RePEc:eee:renene:v:164:y:2021:i:c:p:956-967.

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2020An empirical analysis of loan supply and demand in the euro area. (2020). Jung, Alexander. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:187-201.

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2021Publication bias in the price effects of monetary policy: A meta-regression analysis for emerging and developing economies. (2021). Bergeijk, Peter ; PEter, ; Papyrakis, Elissaios ; Lan, Thi Mai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:567-583.

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2020Narrow Money Demand in Indonesia and in Other Transitional Economies – Model Selection and Forecasting. (2020). Osinska, Magdalena ; Kufel, Pawel ; Błażejowski, Marcin ; Kwiatkowski, Jacek ; Blazejowski, Marcin . In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:1291-1311.

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2020Property prices and Covid-19 related administrative closures: What are the implications?. (2020). McQuinn, Kieran. In: Papers. RePEc:esr:wpaper:wp661.

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2020Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?. (2020). Clements, Michael. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:16-:d:354665.

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2020BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl. (2020). Błażejowski, Marcin ; Kufel, Pawe ; Kwiatkowski, Jacek ; Baejowski, Marcin. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:21-:d:361756.

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2020Effects of International Crude Oil Prices on Energy Consumption in China. (2020). Chau, Kwong Wing ; Zou, Gaolu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3891-:d:391968.

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2020Elasticity Analysis of Fossil Energy Sources for Sustainable Economies: A Case of Gasoline Consumption in Turkey. (2020). Mukhtarov, Shahriyar ; Aydin, Ridvan ; Yuksel, Serhat ; Diner, Hasan ; Mikayilov, Jeyhun I. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:3:p:731-:d:317837.

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2020Determinants of Dollarization of Savings in the Turkish Economy. (2020). Virlanuta, Florina Oana ; Duramaz, Selim ; Gule, Tuna Can ; Brbu-Miu, Nicoleta. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:15:p:6141-:d:392247.

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2020Revisiting Energy Demand Relationship: Theory and Empirical Application. (2020). Mikayilov, Jeyhun I ; Hasanov, Fakhri J. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2919-:d:342086.

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2020Forecast Accuracy Matters for Hurricane Damages. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-003.

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2020Extracting Information from Different Expectations. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-008.

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2020Sources and Types of Big Data for Macroeconomic Forecasting. (2019). Me, Philip. In: Working Papers. RePEc:hae:wpaper:2019-3.

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2021Is money demand really unstable? Evidence from divisia monetary aggregates. (2021). Ghosh, Taniya ; Barnett, William ; Adil, Masudul Hasan. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2021-005.

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2020On the Performance of US Fiscal Forecasts: Government vs. Private Information. (2020). Jalles, Joao ; An, Zidong. In: Working Papers REM. RePEc:ise:remwps:wp01302020.

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2020A Short History of Macro-econometric Modelling. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2001.

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2020First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2002.

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2020Investigating the Government Revenue–Expenditure Nexus: Empirical Evidence for the Free State Province in a Multivariate Model.. (2020). Omoshoro-Jones, Oyeyinka. In: MPRA Paper. RePEc:pra:mprapa:101349.

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2020Rethinking Error Correction Model in Macroeconometric Analysis: A Relevant Review. (2020). Pinshi, Christian P. In: MPRA Paper. RePEc:pra:mprapa:102644.

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2020Rethinking error correction model in macroeconometric analysis : A relevant review. (2020). pinshi, christian. In: MPRA Paper. RePEc:pra:mprapa:98202.

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2020Asymmetric exchange rates pass-through: New evidence from Vietnam. (2020). Ho, Sy-Hoa ; Hafrad, Idir. In: MPRA Paper. RePEc:pra:mprapa:98651.

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2020Inflation and foreign direct investment in Turkey. (2020). Gokirmak, Hamet ; Sekmen, Fuat . In: Applied Econometrics. RePEc:ris:apltrx:0407.

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2020A comment on interest rate pass-through: a non-normal approach. (2020). Boulware, Karl David ; Lee, Hyejin ; Oh, Dong-Yop. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:4:d:10.1007_s00181-019-01696-3.

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2020Identifying financial instability conditions using high frequency data. (2020). Mancino, Maria Elvira ; Sanfelici, Simona. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00253-6.

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2021Does one size fit all in the Euro Area? Some counterfactual evidence. (2019). Gasteiger, Emanuel ; Destefanis, Sergio ; Fragetta, Matteo. In: ECON WPS - Vienna University of Technology Working Papers in Economic Theory and Policy. RePEc:zbw:tuweco:052019.

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Neil R. Ericsson has edited the books:


YearTitleTypeCited

Works by Neil R. Ericsson:


YearTitleTypeCited
1991An Econometric Analysis of U.K. Money Demand in Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna Schwartz. In: American Economic Review.
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article65
1989An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz.(1989) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 65
paper
1993Testing for Common Features: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article3
1998Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]
article74
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 74
paper
1998Modeling Inflation in Australia. In: Journal of Business & Economic Statistics.
[Citation analysis]
article96
1995Modelling inflation in Australia.(1995) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 96
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1995Modelling Inflation in Australia.(1995) In: RBA Research Discussion Papers.
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This paper has another version. Agregated cites: 96
paper
1992The Power of Cointegration Tests. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article486
1992The power of cointegration tests.(1992) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 486
paper
1996Hazards in Implementing a Monetary Conditions Index. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article50
1996Hazards in implementing a monetary conditions index.(1996) In: International Finance Discussion Papers.
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paper
1996Hazards in Implementing a Monetary Conditions Index..(1996) In: Memorandum.
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This paper has another version. Agregated cites: 50
paper
2008The Fragility of Sensitivity Analysis: An Encompassing Perspective* In: Oxford Bulletin of Economics and Statistics.
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article1
2008The fragility of sensitivity analysis: an encompassing perspective.(2008) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
1998The Demand for Broad Money in the United Kingdom, 1878–1993 In: Scandinavian Journal of Economics.
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article17
1997The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers.
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paper
2008Comment on Economic Forecasting in a Changing World (by Michael Clements and David Hendry) In: Capitalism and Society.
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article0
2016Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2004THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson In: Econometric Theory.
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article1
1991Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses. In: Econometrica.
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article9
2000Distributions of Error Correction Tests for Cointegration In: Econometric Society World Congress 2000 Contributed Papers.
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paper164
2002Distributions of error correction tests for cointegration.(2002) In: Econometrics Journal.
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This paper has another version. Agregated cites: 164
article
1999Distributions of error correction tests for cointegration.(1999) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 164
paper
1998A framework for economic forecasting In: Econometrics Journal.
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article5
1998A framework for economic forecasting.(1998) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
1999Contructive data mining: modeling consumers expenditure in Venezuela In: Econometrics Journal.
[Citation analysis]
article9
2000Constructive data mining: modeling consumers expenditure in Venezuela.(2000) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 9
paper
1990An analogue model of phase-averaging procedures In: Journal of Econometrics.
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article5
1987An analogue model of phase-averaging procedures.(1987) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
1995Conditional and structural error correction models In: Journal of Econometrics.
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article28
1994Conditional and structural error correction models.(1994) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 28
paper
1996Cointegration tests in the presence of structural breaks In: Journal of Econometrics.
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article109
1993Cointegration tests in the presence of structural breaks.(1993) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 109
paper
1991Modeling the demand for narrow money in the United Kingdom and the United States In: European Economic Review.
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article120
1990Modeling the demand for narrow money in the United Kingdom and the United States.(1990) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 120
paper
2016Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis In: International Journal of Forecasting.
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article18
2015Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis.(2015) In: International Finance Discussion Papers.
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paper
2015Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis.(2015) In: Working Papers.
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paper
2017Economic forecasting in theory and practice: An interview with David F. Hendry In: International Journal of Forecasting.
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article4
2016Economic Forecasting in Theory and Practice : An Interview with David F. Hendry.(2016) In: International Finance Discussion Papers.
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2016Economic Forecasting in Theory and Practice: An Interview with David F. Hendry.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 4
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2017How biased are U.S. government forecasts of the federal debt? In: International Journal of Forecasting.
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article1
2017How Biased Are U.S. Government Forecasts of the Federal Debt?.(2017) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 1
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2017How Biased Are U.S. Government Forecasts of the Federal Debt?.(2017) In: Working Papers.
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2017Interpreting estimates of forecast bias In: International Journal of Forecasting.
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2003Dollarization in post-hyperinflationary Argentina In: Journal of International Money and Finance.
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article30
1992Cointegration, exogeneity, and policy analysis: An overview In: Journal of Policy Modeling.
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article45
1991Cointegration, exogeneity, and policy analysis: an overview.(1991) In: International Finance Discussion Papers.
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1992Cointegration, exogeneity, and policy analysis: A synopsis In: Journal of Policy Modeling.
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article17
1992Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration In: Journal of Policy Modeling.
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article59
1991Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration.(1991) In: International Finance Discussion Papers.
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2012Evaluating a global vector autoregression for forecasting In: International Finance Discussion Papers.
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paper3
2012Evaluating a Global Vector Autoregression for Forecasting.(2012) In: Working Papers.
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2012Evaluating a Global Vector Autoregression for Forecasting.(2012) In: International Advances in Economic Research.
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This paper has another version. Agregated cites: 3
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1985Conditional econometric modelling : an application to new house prices in the United Kingdom In: International Finance Discussion Papers.
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paper4
1985Assertion without empirical basis : an econometric appraisal of monetary trends in ... the United Kingdom, by Milton Friedman and Anna J. Schwartz In: International Finance Discussion Papers.
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paper1
1986Post-simulation analysis of Monte Carlo experiments: interpreting Pesarans (1974) study of non-nested hypothesis test statistics In: International Finance Discussion Papers.
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1986Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesarans (1974) Study of Non-nested Hypothesis Test Statistics.(1986) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 4
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1987Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses In: International Finance Discussion Papers.
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paper0
1988Econometric modeling of consumers expenditure in Venezuela In: International Finance Discussion Papers.
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paper0
1989Exact and approximate multi-period mean-square forecast errors for dynamic econometric models In: International Finance Discussion Papers.
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paper2
1989Encompassing and rational expectations: how sequential corroboration can imply refutation In: International Finance Discussion Papers.
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paper14
1999Encompassing and rational expectations: How sequential corroboration can imply refutation.(1999) In: Empirical Economics.
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This paper has another version. Agregated cites: 14
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1990Evaluating the predictive performance of trade-account models In: International Finance Discussion Papers.
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paper6
1991PC-give and David Hendrys econometric methodology In: International Finance Discussion Papers.
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paper13
1990Pc-Give and David HendryS Econometric Methodology.(1990) In: Brazilian Review of Econometrics.
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This paper has another version. Agregated cites: 13
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1993Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom In: International Finance Discussion Papers.
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1993Dollarization in Argentina In: International Finance Discussion Papers.
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paper25
1995The Lucas critique in practice: theory without measurement In: International Finance Discussion Papers.
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paper92
1996Broad money demand and financial liberalization in Greece In: International Finance Discussion Papers.
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paper31
1998Broad money demand and financial liberalization in Greece.(1998) In: Empirical Economics.
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This paper has another version. Agregated cites: 31
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2000Output and inflation in the long run In: International Finance Discussion Papers.
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2001Output and inflation in the long run.(2001) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 52
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2000Predictable uncertainty in economic forecasting In: International Finance Discussion Papers.
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2001Forecast uncertainty in economic modeling In: International Finance Discussion Papers.
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paper12
2001A retrospective on J. Denis Sargan and his contributions to econometrics In: International Finance Discussion Papers.
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paper2
2004The ET interview: professor David F. Hendry In: International Finance Discussion Papers.
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paper7
2005General-to-specific modeling: an overview and selected bibliography In: International Finance Discussion Papers.
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2008Constructive data mining: modeling Argentine broad money demand In: International Finance Discussion Papers.
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2016Predicting Fed Forecasts In: IFDP Notes.
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2017Predicting Fed Forecasts.(2017) In: Journal of Reviews on Global Economics.
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This paper has another version. Agregated cites: 1
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2017Milton Friedman and Data Adjustment In: IFDP Notes.
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1996The UK Demand for Broad Money over the Long run In: Economics Papers.
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paper0
1982Testing Linear versus Logarithmic Regression Models: A Comment In: Review of Economic Studies.
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article0
1983Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses In: Review of Economic Studies.
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article7
1978The Economic Feasibility of Shale Oil: An Activity Analysis In: Bell Journal of Economics.
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1998Empirical modeling of money demand In: Empirical Economics.
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