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VARs

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Journal Article
History of Political Economy 557–578.
Published: 20 March 2019
...Boris Salazar; Daniel Otero This article assesses the impact of Christopher Sims’s VARs upon the evolution of contemporary macroeconometrics within the contentious context of the new classical revolution. We argue that the decision of using VARs was not an all-or-nothing affair, but the outcome...
Journal Article
History of Political Economy (2019) 51 (3): 557–578.
Published: 01 June 2019
...Boris Salazar; Daniel Otero This article assesses the impact of Christopher Sims’s VARs upon the evolution of contemporary macroeconometrics within the contentious context of the new classical revolution. We argue that the decision of using VARs was not an all-or-nothing affair, but the outcome...
Journal Article
History of Political Economy (2011) 43 (suppl_1): 140–165.
Published: 01 December 2011
... . Cooley Thomas F. Dwyer Mark . 1998 . Business Cycle Analysis without Much Theory: A Look at Structural VARs . Journal of Econometrics 83.1–2 : 57 – 88 . Engle Robert F. 2000 . The Econometrics of Ultra-High-Frequency Data . Econometrica 68.1 : 1 – 22 . Engle Robert F...
Journal Article
History of Political Economy (2012) 44 (suppl_1): 226–249.
Published: 01 December 2012
..., that it was promoted by the increased role of shocks as a result of Christo- pher Sims’s vector autoregression (VAR) econometric approach. While rational expectations has been given various glosses (e.g., people use all the information available or people know the true model of the economy), the most relevant...
Journal Article
History of Political Economy (2011) 43 (suppl_1): 283–308.
Published: 01 December 2011
... . Queen Mary College , London . ———. 2010 . Econometric Studies of Business Cycles in the History of Econometrics . School of Economics and Finance Working Paper Series 669 . Queen Mary College , London . ———. 2011 . Rise of VAR Modelling Approach . Journal of Economic Surveys 25 : 156...
Journal Article
History of Political Economy (2012) 44 (suppl_1): 253–269.
Published: 01 December 2012
... of establishing, price controls, study of, 142–44 95–96, 102, 107, 107n22, and VAR approach, 240 110, 111 256 Index Davenant, Charles, 77 Eastman, Crystal, 187 Deane, Phyllis, 5, 8 Econometric revolution, 1 De la richesse...
Journal Article
History of Political Economy (2011) 43 (suppl_1): 333–354.
Published: 01 December 2011
..., Albert, 216 vector autoregressive approach Eisenhart, Churchill, 264–66 (VAR), 141–42, 158–59 Eisenhower administration, 321 Ezekiel, Mordecai, 238 Index  339 Farm management research, 244–47...
Journal Article
History of Political Economy (2013) 45 (1): 39–59.
Published: 01 March 2013
... for Monetary Policy”] . Stockholms Dagblad , January 17 . ———. 1921d . “Målet för vår valutapolitik” [“The Aim of Our Monetary Policy”] . Stockholms Dagblad , February 26 . ———. 1922a . “Särskilda yttranden” [“Special Remarks”] . In Utlåtande i valutafrågan [Individual Remarks in a Statement...
Journal Article
History of Political Economy (1990) 22 (1): 180–182.
Published: 01 March 1990
..., it seems a questionable procedure to reduce developments since the 1960s to two chapters on exogeneity and VAR models. One consequence of this is that the modern British time-series econometrics, which is perhaps the most remarkable development in econometric methods since the 1940s and 1950s...
Journal Article
History of Political Economy (1985) 17 (2): 309–321.
Published: 01 June 1985
... of investment spending, the intertemporal-coordination problem looms large in theories dealing with capital and with macroeconomic phenomena. Var- ious explanations of macro maladies often hinge on the various ways in which the invisible hand can fail to achieve an intertemporal coordination...
Journal Article
History of Political Economy (2005) 37 (2): 205–210.
Published: 01 June 2005
... history in Canada are uncontested, most of the controversy stems not from disputes about what happened, but about what is impor- tant and what it means. Let me tell a second story. My department is made up mostly of epi- demiologists. A large minority are MDs, and the others come from var- ious...
Journal Article
History of Political Economy (2022) 54 (2): 217–250.
Published: 01 April 2022
..., Malinvaud firmly opposed Sims's suggestion to replace large-scale models with VAR models to guide macroeconomic policies (e.g., Malinvaud 1982a , 1988b , 1997a ). 27 Malinvaud considered this complete nonsense, because VAR models were intrinsically limited, as would be any other inductive method...
Journal Article
History of Political Economy (2001) 33 (3): 627–640.
Published: 01 September 2001
... to the capitalist [saver]. Senior has been answered by substi- tuting for the abstinence theory the socialist exploitation of labor theory slightly modified” (395).4 Finally, besides asserting Rae’s superiority to Böhm-Bawerk in var- ious contexts, Mixter rounds off his 1902 paper by rebutting Böhm- Bawerk’s...
Journal Article
History of Political Economy (2005) 37 (2): 245–261.
Published: 01 June 2005
...- curately express our real assets (or our real income). That is to say the numerous useful goods that they enable us to use in var- ious circumstances—and conversely, whether the outer value of 5. [Here, the wording is clumsy, as it is in the original French: “Si la mesure d’une...
Journal Article
History of Political Economy (2021) 53 (1): 161–165.
Published: 01 February 2021
... to accept in their journals the sort of research that had already been circulated in the reprints format, even when that circulation had been limited to a few copies. This was especially true in Britain, whereas in France, the relation between learned societies and journals var- ied greatly...
Journal Article
History of Political Economy (2019) 51 (5): 805–826.
Published: 01 October 2019
... contributions, indeed, show a difference between the chronology of the standard narrative and their own account, for example, with respect to the influence of the Lucas critique (Gouts- medt, Pinzón-Fuchs, Renault, and Sergi 2019) and the VAR approach (Salazar and Otero 2019). Changes of chronologies...
Journal Article
History of Political Economy (1984) 16 (4): 577–582.
Published: 01 November 1984
... functions, he did so not be- cause he considered them to be accurate representations of the conditions of production but because they serve as good local approximations to var- iable returns functions at an equilibrium. For example, Wicksell (Lectures, p. 129; Wicksell’s italics) indicates...
Journal Article
History of Political Economy (1984) 16 (2): 291–309.
Published: 01 June 1984
... feature of the program. Thus the natural rate was shifted from center stage in the tests conducted within the program and Erom the center of the discussion. The focus shifted to the proposition that expected movements in policy could not influence trends in the real economic var- iables...
Journal Article
History of Political Economy (1984) 16 (4): 583–590.
Published: 01 November 1984
... theorists using a wealth constraint on the demand for money, while the Fisherine formulation emphasizes flow var- iables. An alternative linkage, which is the Cambridge quantity theory of money, must be found. Fortunately, Pigou ( 19 17-1 9 18) presents a compact statement of the Cambridge...
Journal Article
History of Political Economy (2020) 52 (1): 191–196.
Published: 01 February 2020
..., this scholarly edition of Pareto s Manual of Political Economy does a great service not only to our understanding of Pareto s work but also by clarifying the origins of mod- ern theory of choice a great deal. The history of the various attempts to publish the present English critical and var- iorum edition...