20
H index
29
i10 index
2323
Citations
George Washington University | 20 H index 29 i10 index 2323 Citations RESEARCH PRODUCTION: 40 Articles 52 Papers EDITOR: Books edited RESEARCH ACTIVITY:
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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: | Cites to: |
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2025 | The Alchemy of Multibagger Stocks: An empirical investigation of factors that drive outperformance in the stock market. (2025). Yartseva, Anna. In: CAFE Working Papers. RePEc:akf:cafewp:33. Full description at Econpapers || Download paper |
2024 | The Janus model of money demand. (2024). McAdam, Peter ; Faria, Joo Ricardo. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:20:y:2024:i:3:p:334-351. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques. (2025). Arranz, Miguel Angel ; Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:45845. Full description at Econpapers || Download paper |
2024 | Modelling 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. Full description at Econpapers || Download paper |
2024 | Testing 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. Full description at Econpapers || Download paper |
2024 | Understanding 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. Full description at Econpapers || Download paper |
2024 | Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2024 | Exploring 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. Full description at Econpapers || Download paper |
2024 | Exploring 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. Full description at Econpapers || Download paper |
2024 | Uncertainty, politics, and crises: The case for cash. (2024). Seitz, Franz ; Rosl, Gerhard. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:3:s2666143824000103. Full description at Econpapers || Download paper |
2024 | Don’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. Full description at Econpapers || Download paper |
2024 | Semantics 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. Full description at Econpapers || Download paper |
2024 | Forecasting US GDP growth rates in a rich environment of macroeconomic data. (2024). Tao, Ying ; Zeng, Qing ; Lu, Fei ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004684. Full description at Econpapers || Download paper |
2024 | Demand 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. Full description at Econpapers || Download paper |
2025 | Public Expenditure and Economic Growth: Further Evidence for the European Union. (2025). Sosvilla-Rivero, Simon ; del Carmen, Mara ; Rubio-Guerrero, Juan J. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:60-:d:1596203. Full description at Econpapers || Download paper |
2024 | Artificial 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. Full description at Econpapers || Download paper |
2024 | Impact of Economic Policy Uncertainty Shocks on China€™s Stock Market Development: Evidence from Nonlinear Autoregressive Distributed Lag and Spectral Causality Approaches. (2024). Ye, Chenghui ; Zhao, Xinshun ; Ullah, Assad ; Kamal, Muhammad Abdul. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241266026. Full description at Econpapers || Download paper |
2024 | Tourism 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. Full description at Econpapers || Download paper |
2025 | Assessing the impact of renewable energy and non-renewable energy use on carbon emissions: evidence from select developing and developed countries. (2025). Rai, Pratibha ; Gupta, Priya ; Saini, Neha ; Tiwari, Aviral Kumar. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:2:d:10.1007_s10668-023-04001-6. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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1991 | An Econometric Analysis of U.K. Money Demand in Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna Schwartz. In: American Economic Review. [Full Text][Citation analysis] | article | 145 |
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.(1989) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 145 | paper | |
1993 | Testing for Common Features: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 8 |
1998 | Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 86 |
1998 | Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
1998 | Modeling Inflation in Australia. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 120 |
1995 | Modelling inflation in Australia.(1995) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | paper | |
1995 | Modelling Inflation in Australia.(1995) In: RBA Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 120 | paper | |
1992 | The Power of Cointegration Tests. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 612 |
1992 | The power of cointegration tests.(1992) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 612 | paper | |
1996 | Hazards in Implementing a Monetary Conditions Index. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 63 |
1996 | Hazards in implementing a monetary conditions index.(1996) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
1996 | Hazards in Implementing a Monetary Conditions Index..(1996) In: Memorandum. [Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
2008 | The Fragility of Sensitivity Analysis: An Encompassing Perspective* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
2008 | The fragility of sensitivity analysis: an encompassing perspective.(2008) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1998 | The Demand for Broad Money in the United Kingdom, 1878–1993 In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 25 |
1997 | The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2008 | Comment on Economic Forecasting in a Changing World (by Michael Clements and David Hendry) In: Capitalism and Society. [Full Text][Citation analysis] | article | 4 |
2016 | Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2004 | THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
1991 | Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses. In: Econometrica. [Full Text][Citation analysis] | article | 10 |
2000 | Distributions of Error Correction Tests for Cointegration In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 188 |
2002 | Distributions of error correction tests for cointegration.(2002) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | article | |
1999 | Distributions of error correction tests for cointegration.(1999) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
1998 | A framework for economic forecasting In: Econometrics Journal. [Citation analysis] | article | 6 |
1998 | A framework for economic forecasting.(1998) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
1999 | Contructive data mining: modeling consumers expenditure in Venezuela In: Econometrics Journal. [Citation analysis] | article | 14 |
2000 | Constructive data mining: modeling consumers expenditure in Venezuela.(2000) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
1990 | An analogue model of phase-averaging procedures In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
1987 | An analogue model of phase-averaging procedures.(1987) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
1995 | Conditional and structural error correction models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
1994 | Conditional and structural error correction models.(1994) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
1996 | Cointegration tests in the presence of structural breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 121 |
1993 | Cointegration tests in the presence of structural breaks.(1993) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 121 | paper | |
1991 | Modeling the demand for narrow money in the United Kingdom and the United States In: European Economic Review. [Full Text][Citation analysis] | article | 133 |
1990 | Modeling the demand for narrow money in the United Kingdom and the United States.(1990) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
2016 | Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 37 |
2015 | Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis.(2015) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2015 | Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2017 | Economic forecasting in theory and practice: An interview with David F. Hendry In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
2016 | Economic Forecasting in Theory and Practice : An Interview with David F. Hendry.(2016) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2016 | Economic Forecasting in Theory and Practice: An Interview with David F. Hendry.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2017 | How biased are U.S. government forecasts of the federal debt? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
2017 | How Biased Are U.S. Government Forecasts of the Federal Debt?.(2017) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2017 | How Biased Are U.S. Government Forecasts of the Federal Debt?.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2017 | Interpreting estimates of forecast bias In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2003 | Dollarization in post-hyperinflationary Argentina In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 39 |
1992 | Cointegration, exogeneity, and policy analysis: An overview In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 49 |
1991 | Cointegration, exogeneity, and policy analysis: an overview.(1991) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
1992 | Cointegration, exogeneity, and policy analysis: A synopsis In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 19 |
1992 | Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 69 |
1991 | Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration.(1991) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2012 | Evaluating a global vector autoregression for forecasting In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2012 | Evaluating a Global Vector Autoregression for Forecasting.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2012 | Evaluating a Global Vector Autoregression for Forecasting.(2012) In: International Advances in Economic Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2021 | Dynamic Econometrics in Action: A Biography of David F. Hendry In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1985 | Conditional econometric modelling : an application to new house prices in the United Kingdom In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
1985 | Assertion 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. [Full Text][Citation analysis] | paper | 1 |
1986 | Post-simulation analysis of Monte Carlo experiments: interpreting Pesarans (1974) study of non-nested hypothesis test statistics In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
1986 | Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesarans (1974) Study of Non-nested Hypothesis Test Statistics.(1986) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
1987 | Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1988 | Econometric modeling of consumers expenditure in Venezuela In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1989 | Exact and approximate multi-period mean-square forecast errors for dynamic econometric models In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1989 | Encompassing and rational expectations: how sequential corroboration can imply refutation In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
1999 | Encompassing and rational expectations: How sequential corroboration can imply refutation.(1999) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
1990 | Evaluating the predictive performance of trade-account models In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
1991 | PC-give and David Hendrys econometric methodology In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
1990 | Pc-Give and David HendryS Econometric Methodology.(1990) In: Brazilian Review of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
1993 | Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
1993 | Dollarization in Argentina In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
1995 | The Lucas critique in practice: theory without measurement In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 91 |
1996 | Broad money demand and financial liberalization in Greece In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
1998 | Broad money demand and financial liberalization in Greece.(1998) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
2000 | Output and inflation in the long run In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 62 |
2001 | Output and inflation in the long run.(2001) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | article | |
2000 | Predictable uncertainty in economic forecasting In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2001 | Forecast uncertainty in economic modeling In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2001 | A retrospective on J. Denis Sargan and his contributions to econometrics In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2004 | The ET interview: professor David F. Hendry In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2005 | General-to-specific modeling: an overview and selected bibliography In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 65 |
2008 | Constructive data mining: modeling Argentine broad money demand In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2016 | Predicting Fed Forecasts In: IFDP Notes. [Full Text][Citation analysis] | paper | 1 |
2017 | Predicting Fed Forecasts.(2017) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2017 | Milton Friedman and Data Adjustment In: IFDP Notes. [Full Text][Citation analysis] | paper | 0 |
1996 | The UK Demand for Broad Money over the Long run In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
1982 | Testing Linear versus Logarithmic Regression Models: A Comment In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 0 |
1983 | Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 9 |
1978 | The Economic Feasibility of Shale Oil: An Activity Analysis In: Bell Journal of Economics. [Full Text][Citation analysis] | article | 0 |
1998 | Empirical modeling of money demand In: Empirical Economics. [Full Text][Citation analysis] | article | 82 |
1998 | Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
1993 | Encompassing the Forecasts of U.S. Trade Balance Models. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 18 |
An early version of The Lucas Critique in Practice: Theory without Measurement In: Home Pages. [Full Text][Citation analysis] | paper | 0 |
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