World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
43
Citations
11146
World Ranking
1936
National Ranking
1129

Mathematics

D-Index
33
Citations
8631
World Ranking
2984
National Ranking
1199

Overview

Neil R. Ericsson is affiliated with the Federal Reserve System in the United States. Their research spans multiple fields, primarily focusing on Environmental Science and Economics, Econometrics, and Finance. The work covers a variety of subfields including Global and Planetary Change, Finance, Management Science and Operations Research, Electrical and Electronic Engineering, and General Economics, Econometrics and Finance.

The research topics addressed by Neil R. Ericsson include:

  • Hydrology and Drought Analysis
  • Climate variability and models
  • Financial Risk and Volatility Modeling
  • Forecasting Techniques and Applications
  • Energy Load and Power Forecasting
  • Monetary Policy and Economic Impact

Neil R. Ericsson has published in several venues, notably:

  • International Finance Discussion Paper
  • Econometrics
  • Annals of Operations Research

Recent papers authored by Neil R. Ericsson include:

  • "Detecting and Quantifying Structural Breaks in Climate," Econometrics, 2022
  • "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Paper, 2021

Additionally, a coauthor in recent work, Andrew B. Martinez, contributed to the paper "Improving empirical models and forecasts with saturation-based machine learning," published in the Annals of Operations Research in 2025. Frequent coauthors of Neil R. Ericsson include Mohammed H. Dore and Hassan Butt.

Best Publications

  • The Power of Cointegration Tests

    Jeroen J. M. Kremers;Neil R. Ericsson;Juan J. Dolado

  • The power of cointegration tests

    Juan J. Dolado;Neil R. Ericsson;Jeroen J. M. Kremers

  • Modeling the demand for narrow money in the United Kingdom and the United States

    David F. Hendry;David F. Hendry;Neil R. Ericsson

  • Distributions of error correction tests for cointegration

    Neil R. Ericsson;James G. MacKinnon

  • Exogeneity, cointegration, and economic policy analysis

    Neil R. Ericsson;David F. Hendry;Grayham E. Mizon

  • 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

    David F. Hendry;Neil R. Ericsson

  • Modeling Inflation in Australia

    Gordon de Brouwer;Neil R. Ericsson

  • Cointegration tests in the presence of structural breaks

    Julia Campos;Neil R. Ericsson;David F. Hendry

  • General-to-specific Modeling: An Overview and Selected Bibliography

    Julia Campos;Neil R. Ericsson;David F. Hendry

  • Output and Inflation in the Long Run

    Neil R. Ericsson;John S. Irons;Ralph W. Tryon

  • The Lucas Critique in Practice

    Neil R. Ericsson;John S. Irons

  • The Demand for Broad Money in the United Kingdom, 1878-1993*

    Neil R. Ericsson;David F. Hendry;Kevin M. Prestwich

  • Cointegration, exogeneity, and policy analysis: An overview

    Neil R. Ericsson

  • The Lucas critique in practice: theory without measurement

    Neil R. Ericsson;John S. Irons

  • Empirical modeling of money demand

    Neil R. Ericsson

  • Modelling inflation in Australia

    Gordon de Brouwer;Neil R. Ericsson

  • Exogeneity, Cointegration, and Economic Policy Analysis

    Unknown

  • Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration

    Neil R. Ericsson

  • Dollarization in Argentina

    Steven B. Kamin;Neil R. Ericsson

  • HAZARDS IN IMPLEMENTING A MONETARY CONDITIONS INDEX

    Kari H. Eika;Neil R. Ericsson;Ragnar Nymoen

  • Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom

    Neil R. Ericsson;David F. Hendry;Hong-Anh Tran

Frequent Co-Authors

David F. Hendry
David F. Hendry University of Oxford
Steven B. Kamin
Steven B. Kamin American Enterprise Institute
Grayham E. Mizon
Grayham E. Mizon University of Southampton
Juan J. Dolado
Juan J. Dolado European University Institute
Esfandiar Maasoumi
Esfandiar Maasoumi Emory University
Michael P. Clements
Michael P. Clements University of Reading
Denise R. Osborn
Denise R. Osborn University of Manchester

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