Neil R. Ericsson : Citation Profile


Are you Neil R. Ericsson?

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

20

H index

29

i10 index

2320

Citations

RESEARCH PRODUCTION:

40

Articles

52

Papers

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   43 years (1978 - 2021). See details.
   Cites by year: 53
   Journals where Neil R. Ericsson has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 50 (2.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/per17
   Updated: 2024-12-03    RAS profile: 2024-09-01    
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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 (65)

Dreger, Christian (24)

Castle, Jennifer (24)

Herzer, Dierk (24)

Martinez, Andrew (22)

Nymoen, Ragnar (19)

Shahbaz, Muhammad (16)

Clements, Michael (15)

Rault, Christophe (14)

Bahmani-Oskooee, Mohsen (14)

Marcellino, Massimiliano (13)

Cites to:

Hendry, David (321)

Johansen, Soren (90)

Engle, Robert (41)

Mizon, Grayham (40)

Richard, Jean-Francois (39)

Castle, Jennifer (33)

Phillips, Peter (32)

Clements, Michael (27)

juselius, katarina (27)

Pesaran, Mohammad (24)

Santos, Carlos (24)

Main data


Where Neil R. Ericsson has published?


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

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)41
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 (2024 and 2023)


YearTitle of citing document
2023Interrelationships between Tourist Arrivals, Exchange Rate, Inflation, and Economic Growth: Empirical Evidence for Turkiye. (2023). Akarsu, Gulsum. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:49-76.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis. (2023). Maktouf, Samir ; Ochi, Anis ; Saidi, Yosra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:426-449.

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2023Dynamics of public opinion and policy response under proportional and plurality elections. (2023). Bartle, John ; Dellepianeavellaneda, Sebastian ; McGann, Anthony J. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:1:p:333-355.

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2023The stability of UK households Divisia money balances. (2023). Barlow, David. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:451-459.

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2023The British Stock Market, currencies, brexit, and media sentiments: A big data analysis. (2023). Das, Pranab ; Mukherjee, Debashis ; Marjit, Sugata ; Basak, Gopal K ; Yang, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001966.

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2024Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987.

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2024Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change. (2024). Pretis, Felix ; Jiao, Xiyu ; Schwarz, Moritz. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002634.

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2023Robust Discovery of Regression Models. (2023). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer L. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:31-51.

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2023An independent European macroeconomics? A history of European macroeconomics through the lens of the European Economic Review. (2023). Goutsmedt, Aurélien ; Truc, Alexandre. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001873.

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2023The historical role of energy in UK inflation and productivity with implications for price inflation. (2023). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004450.

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2023Could financial development eliminate energy poverty through renewable energy in Poland?. (2023). Mikayilov, Jeyhun I ; Mukhtarov, Shahriyar. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003324.

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2023On the linkages between energy and agricultural commodity prices: A dynamic time warping analysis. (2023). Miljkovic, Dragan ; Vatsa, Puneet. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003502.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2023Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000525.

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2023A Comparative Textual Study of FOMC Transcripts Through Inflation Peaks. (2023). Ruman, Asif M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000902.

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2023Analysing differences between scenarios. (2023). Hendry, David ; Pretis, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:754-771.

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2023The power of narrative sentiment in economic forecasts. (2023). Sharpe, Steven ; Hollrah, Christopher A ; Sinha, Nitish R. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1097-1121.

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2024How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183.

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2023Can the tone of central bankers’ speeches discourage potential bank borrowers in the Eurozone?. (2023). Tsouknidis, Dimitris ; Anastasiou, Dimitris ; Drakos, Konstantinos ; Krokida, Styliani-Iris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001511.

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2023Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development. (2023). Suleymanov, Elchin ; Hasanov, Fakhri J ; Taskin, Dilvin ; Aliyev, Ruslan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002313.

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2023Natural resources extraction and financial inclusion: Linear and non-linear effect of natural resources on financial sector. (2023). Badeeb, Ramez ; Zhang, Changyong ; Uktamov, Khusniddin Fakhriddinovich ; Khan, Zeeshan ; Zhao, Jun ; Wang, BO. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005378.

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2024Exploring the asymmetric relationship between natural resources, fintech, remittance and environmental pollution for BRICS nations: New insights from MMQR approach. (2024). Bedekar, Abhay Arvind ; Le, Luan Thanh ; al Shraah, Ata ; Wei, Siao-Yun ; Sharaf, Mohamed ; Kai, Zhang. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000606.

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2024Exploring the individual and combined effect of natural resource rents, fin-tech, and renewable energy on sustainable development: New insights from SSA countries. (2024). Shen, Yang ; Zhou, Pengfei ; Zhu, Jia. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724001144.

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2023The extreme risk connectedness of the global financial system: G7 and BRICS evidence. (2023). Lu, Shuai ; Li, Shaofang ; Chen, Ning. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000312.

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2024Don’t blame the government!? An assessment of debt forecast errors with a view to the EU Economic Governance Review. (2024). Prammer, Doris ; Bachleitner, Alena. In: European Journal of Political Economy. RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000260.

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2023Does central bank communication on financial stability work? ——An empirical study based on Chinese stock market. (2023). Xing, Mengyue ; Zhu, Degao ; Cheng, Jinfeng ; Du, Xiuli. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:390-407.

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2024Semantics matter: An empirical study on economic policy uncertainty index. (2024). Yang, Fang ; Huang, Yu-Lieh ; Chen, Chung-Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1286-1302.

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2023Reconsidering the relationship between health and income in the UK. (2023). Watson, Duncan ; Cook, Steve ; Chowdhury, Rosen. In: Social Science & Medicine. RePEc:eee:socmed:v:332:y:2023:i:c:s0277953623004513.

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2024Demand for U.S Banknotes at Home and Abroad: A Post-Covid Update. (2024). Judson, Ruth A. In: International Finance Discussion Papers. RePEc:fip:fedgif:1387.

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2023Interregional Differences in Inflation through the Prism of Ackley’s Theory. (2023). Alekhin, Boris I. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:230101:p:8-25.

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2023The Driving Factors of Italy’s CO 2 Emissions Based on the STIRPAT Model: ARDL, FMOLS, DOLS, and CCR Approaches. (2023). Ridwan, Mohammad ; Akter, Salma ; Voumik, Liton Chandra ; Salehi, Mahdi ; Tahrim, Farian ; Pattak, Dulal Chandra ; Zimon, Grzegorz ; Sadowska, Beata. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:15:p:5845-:d:1212197.

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2023Caring for Blue-Green Solutions (BGS) in Everyday Life: An Investigation of Recreational Use, Neighborhood Preferences and Willingness to Pay in Augustenborg, Malmö. (2023). Sternudd, Catharina ; Karrholm, Mattias ; Jonsson, Karin ; Haghighatafshar, Salar ; Nordstrom, Jonas ; Mottaghi, Misagh. In: Land. RePEc:gam:jlands:v:12:y:2023:i:2:p:336-:d:1047591.

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2023Oil and Non-Oil Determinants of Saudi Arabia’s International Competitiveness: Historical Analysis and Policy Simulations. (2023). Razek, Noha ; Hasanov, Fakhri J. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:9011-:d:1162758.

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2023Causes of Higher Ecological Footprint in Pakistan. Does Energy Consumption Contribute? Evidence from the Non-Linear ARDL Model. (2023). Munir, Mubbasher ; Ur, Hafeez ; Amjad, Muhammad Asif ; Asghar, Nabila ; Alhajj, Reda. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3013-:d:1060602.

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2023Determinants of compliance with fiscal rules: Misplaced efforts or hidden motivations?. (2023). Ulloa-Suarez, Carolina. In: Post-Print. RePEc:hal:journl:hal-04171829.

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2023Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance. (2023). Shi, Zhan ; Huang, Jing-Zhi. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1780-1804.

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2023Forecasting inflation with excess liquidity and excess depreciation: the case of Angola. (2023). de Freitas, Miguel Lebre. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09427-y.

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2023Anti-pandemic restrictions, uncertainty and sentiment in seven countries. (2023). Rybiski, Krzysztof ; Makarova, Svetlana ; Charemza, Wojciech. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09447-8.

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2023Long run non-linearity in $$\hbox {CO}_2$$ CO 2 emissions: the I(2) cointegration model and the environmental Kuznets curve. (2023). Kivedal, Bjornar Karlsen. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09587-8.

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2024Artificial intelligence and religious freedom: divergent paths converging on economic expansion. (2024). He, Yugang. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02642-0.

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2023Disentangling the Nexus Between Exchange Rate Volatility, Exports, and FDI: Empirical Evidence from the Indian Economy. (2023). Bhat, G M ; Jamal, Aamir. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:15:y:2023:i:3:p:449-472.

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2024Tourism development and income inequality in OECD countries: New insights from method of moments quantile regression. (2024). Chi, Junwook. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:3:p:767-784.

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2023Do current and capital account liberalizations affect economic growth in the long run?. (2023). Giansoldati, Marco ; Gregori, Tullio. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02324-3.

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2023Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5.

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2023Uncertainty, politics, and crises: The case for cash. (2023). Seitz, Franz ; Rosl, Gerhard. In: IMFS Working Paper Series. RePEc:zbw:imfswp:186.

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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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article145
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 nother version. Agregated cites: 145
paper
1993Testing for Common Features: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article8
1998Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]
article88
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 88
paper
1998Modeling Inflation in Australia. In: Journal of Business & Economic Statistics.
[Citation analysis]
article120
1995Modelling inflation in Australia.(1995) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 120
paper
1995Modelling Inflation in Australia.(1995) In: RBA Research Discussion Papers.
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This paper has nother version. Agregated cites: 120
paper
1992The Power of Cointegration Tests. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article609
1992The power of cointegration tests.(1992) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 609
paper
1996Hazards in Implementing a Monetary Conditions Index. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article62
1996Hazards in implementing a monetary conditions index.(1996) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 62
paper
1996Hazards in Implementing a Monetary Conditions Index..(1996) In: Memorandum.
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This paper has nother version. Agregated cites: 62
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 nother 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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article24
1997The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 24
paper
2008Comment on Economic Forecasting in a Changing World (by Michael Clements and David Hendry) In: Capitalism and Society.
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article4
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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article2
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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article10
2000Distributions of Error Correction Tests for Cointegration In: Econometric Society World Congress 2000 Contributed Papers.
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paper187
2002Distributions of error correction tests for cointegration.(2002) In: Econometrics Journal.
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This paper has nother version. Agregated cites: 187
article
1999Distributions of error correction tests for cointegration.(1999) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 187
paper
1998A framework for economic forecasting In: Econometrics Journal.
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article6
1998A framework for economic forecasting.(1998) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 6
paper
1999Contructive data mining: modeling consumers expenditure in Venezuela In: Econometrics Journal.
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article14
2000Constructive data mining: modeling consumers expenditure in Venezuela.(2000) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 14
paper
1990An analogue model of phase-averaging procedures In: Journal of Econometrics.
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article8
1987An analogue model of phase-averaging procedures.(1987) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 8
paper
1995Conditional and structural error correction models In: Journal of Econometrics.
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article29
1994Conditional and structural error correction models.(1994) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 29
paper
1996Cointegration tests in the presence of structural breaks In: Journal of Econometrics.
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article121
1993Cointegration tests in the presence of structural breaks.(1993) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 121
paper
1991Modeling the demand for narrow money in the United Kingdom and the United States In: European Economic Review.
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article131
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 nother version. Agregated cites: 131
paper
2016Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis In: International Journal of Forecasting.
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article36
2015Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis.(2015) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 36
paper
2015Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 36
paper
2017Economic forecasting in theory and practice: An interview with David F. Hendry In: International Journal of Forecasting.
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article8
2016Economic Forecasting in Theory and Practice : An Interview with David F. Hendry.(2016) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 8
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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 nother version. Agregated cites: 8
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2017How biased are U.S. government forecasts of the federal debt? In: International Journal of Forecasting.
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article10
2017How Biased Are U.S. Government Forecasts of the Federal Debt?.(2017) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 10
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2017How Biased Are U.S. Government Forecasts of the Federal Debt?.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 10
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2017Interpreting estimates of forecast bias In: International Journal of Forecasting.
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article1
2003Dollarization in post-hyperinflationary Argentina In: Journal of International Money and Finance.
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article38
1992Cointegration, exogeneity, and policy analysis: An overview In: Journal of Policy Modeling.
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article49
1991Cointegration, exogeneity, and policy analysis: an overview.(1991) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 49
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1992Cointegration, exogeneity, and policy analysis: A synopsis In: Journal of Policy Modeling.
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article19
1992Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration In: Journal of Policy Modeling.
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article71
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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This paper has nother version. Agregated cites: 71
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2012Evaluating a global vector autoregression for forecasting In: International Finance Discussion Papers.
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paper19
2012Evaluating a Global Vector Autoregression for Forecasting.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 19
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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 nother version. Agregated cites: 19
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2021Dynamic Econometrics in Action: A Biography of David F. Hendry In: International Finance Discussion Papers.
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paper2
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: The Review of Economic Studies.
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This paper has nother version. Agregated cites: 6
article
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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paper15
1999Encompassing and rational expectations: How sequential corroboration can imply refutation.(1999) In: Empirical Economics.
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This paper has nother version. Agregated cites: 15
article
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 nother version. Agregated cites: 13
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