Neil R. Ericsson

Biography

Neil R. Ericsson is research professor in economics at The George Washington University, director of the H.O. Stekler Research Program on Forecasting, chair of the Federal Forecasters Consortium, adjunct professor at Johns Hopkins University’s School of Advanced International Studies, and a former staff economist in the Division of International Finance of the Federal Reserve Board. He received his B.A. in Economics from Yale University, and an M.Sc. in Econometrics and Mathematical Economics and a Ph.D. in Economics from the London School of Economics. His research interests include econometric methods, empirical modelling, and economic forecasting. His recent work has concentrated on evaluating forecasts used in policy decisions and developing and implementing machine learning and AI methods for improving those forecasts. He has published in the American Economic Review, Econometric Theory, Econometrica, Econometrics, International Journal of Forecasting, Journal of Econometrics, Journal of Applied Econometrics, Review of Economic Studies, Review of Economics and Statistics, and Journal of Business and Economic Statistics. He has also edited three books: Testing Exogeneity, Understanding Economic Forecasts, and General-to-Specific Modelling. He has refereed proposals for Cambridge University Press, the Guggenheim Foundation, MIT Press, the National Science Foundation, and Oxford University Press. He has been an associate editor for the Review of Economics and Statistics, Journal of Business and Economic Statistics, Econometric Reviews, Journal of Applied Econometrics, Empirical Economics, and Econometrics; and he has served on program committees for Econometric Society meetings, Dynamic Econometrics conferences, and other smaller conferences. He has taught extensively at U.S. and foreign universities, international organizations, foreign central banks and statistical agencies, and in the American Economic Association summer training and scholarship program.