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  • Neil R. Ericsson (a1)

Professor David F. Hendry is interviewed by Neil R. Ericsson.

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The interviewer is a staff economist in the Division of International Finance, Board of Governors of the Federal Reserve System, Washington, D.C. 20551 U.S.A., and the interviewee is an ESRC Professorial Research Fellow and the head of the Economics Department at the University of Oxford. They may be reached on the Internet at and, respectively. The views in this interview are solely the responsibility of the author and the interviewee and should not be interpreted as reflecting the views of the Board of Governors of the Federal Reserve System or of any other person associated with the Federal Reserve System. We are grateful to Julia Campos, Jonathan Halket, Jaime Marquez, Kristian Rogers, and especially Peter Phillips for helpful comments and discussion, and to Margaret Gray and Hayden Smith for assistance in transcription. Empirical results and graphics were obtained using PcGive Professional Version 10: see [195] and [201].
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