Contact Information
202-452-3709
neil.r.ericsson@frb.gov

Fields of Interest
Econometrics and Statistics
Monetary Economics
Macroeconomics

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

Professional Experience
Board of Governors of the Federal Reserve System, 1983-present
Consultant, International Monetary Fund, 1995-present
Adjunct Professor, Department of Economics, George Washington University, 1996-1997, 1999
Erskine Research Fellow, Department of Economics, University of Canterbury, Christchurch, New Zealand, Sept.-Nov. 1998
Visiting Consultant, Reserve Bank of Australia, 1993-1994, 1998
Visiting Consultant, Bank of Norway, 1990, 1995-1997
Associate Editor, Review of Economics and Statistics, 1996-present

Selected Publications

• ''Distributions of Error Correction Tests for Cointegration'' (with James G. MacKinnon), Econometrics Journal, vol. 5 (2002), pp. 285-318.
• Understanding Economic Forecasts (ed. with David F. Hendry). Cambridge, MA: MIT Press, 2001.
• ''Modeling Inflation in Australia'' (with Gordon de Brouwer), Journal of Business and Economic Statistics, vol. 16 (October 1998), pp. 433-49.
• ''The Lucas Critique in Practice: Theory Without Measurement'' (with John S. Irons), in Kevin D. Hoover, ed., Macroeconometrics: Developments, Tensions, and Prospects. Boston, MA: Kluwer, 1995.
• Testing Exogeneity (ed. with John S. Irons). Oxford: Oxford University Press, 1994.
• ''Encompassing the Forecasts of U.S. Trade Balance Models'' (with Jaime Marquez), Review of Economics and Statistics, vol. 75 (February 1993), pp. 19-31.
• ''Cointegration, Exogeneity, and Policy Analysis: An Overview,'' Journal of Policy Modeling, vol. 14 (June 1992), pp. 251-80.
• ''Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses,'' Econometrica, vol. 59 (September 1991), pp. 1249-77.
• ''Modeling the Demand for Narrow Money in the United Kingdom and the United States'' (with David F. Hendry), European Economic Review, vol. 35 (May 1991), pp. 833-81.
• ''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'' (with David F. Hendry), American Economic Review, vol. 81 (March 1991), pp. 8-38.