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VARs

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Journal Article
History of Political Economy (20 March 2019)
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 of...
Journal Article
History of Political Economy (1 June 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 of...
Journal Article
History of Political Economy (1 December 2011) 43 (suppl_1): 140–165.
Published: 01 December 2011
... : 386 – 405 . 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...
Journal Article
History of Political Economy (1 December 2012) 44 (suppl_1): 226–249.
Published: 01 December 2012
... (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 one is probably Muth’s (1961, 315, 316) origi- nal statement: “[Rational] expectations...
Journal Article
History of Political Economy (1 December 2012) 44 (suppl_1): 253–269.
Published: 01 December 2012
..., importance 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...
Journal Article
History of Political Economy (1 December 2011) 43 (suppl_1): 283–308.
Published: 01 December 2011
... the Cowles Commission Paradigm . Draft chapter . 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...
Journal Article
History of Political Economy (1 March 1990) 22 (1): 180–182.
Published: 01 March 1990
.... Also, 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...
Journal Article
History of Political Economy (1 December 2011) 43 (suppl_1): 333–354.
Published: 01 December 2011
... models, 154–57 Einaudi, Luigi, 221 and Sims, Christopher A., 157–59 Einstein, Albert, 216 vector autoregressive approach Eisenhart, Churchill, 264–66 (VAR), 141–42, 158–59 Eisenhower administration, 321 Ezekiel, Mordecai, 238...
Journal Article
History of Political Economy (1 March 2013) 45 (1): 39–59.
Published: 01 March 2013
... penningpolitiken” [“A Plan 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...
Journal Article
History of Political Economy (1 June 2005) 37 (2): 205–210.
Published: 01 June 2005
... are MDs, and the others come from var- ious backgrounds. None of my colleagues has any training in history. I have, nonetheless, heard the story of John Snow and the wretched Broad Street pump handle many, many times. Why has that particular story be- come the foundation story for modern...
Journal Article
History of Political Economy (1 September 2001) 33 (3): 627–640.
Published: 01 September 2001
... abstinence’ or the compensation for any sort of cost 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...
Journal Article
History of Political Economy (1 June 1985) 17 (2): 309–321.
Published: 01 June 1985
... determination of the level 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...
Journal Article
History of Political Economy (1 June 1984) 16 (2): 291–309.
Published: 01 June 1984
... economic var- iables. Unless one understands the shift that Lucas effected, the role of these horse-racing papers is not clear. In retrospect it can be suggested that in meeting the challenge of persistence by allowing nominal demand changes to have a lasting effect on real output, Lucas had...
Journal Article
History of Political Economy (1 November 1984) 16 (4): 577–582.
Published: 01 November 1984
... might have approached this problem. Though Wicksell com- monly employed constant returns production 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...
Journal Article
History of Political Economy (1 November 1984) 16 (4): 583–590.
Published: 01 November 1984
... monetarists are portfolio 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...
Journal Article
History of Political Economy (1 November 1999) 31 (4): 653–673.
Published: 01 November 1999
... . Edited by John Pullen. Var. ed. 2 vols. Cambridge: Cambridge University Press. Milgate , Murray , and Stimson Shannon. 1991 . Ricardian Politics . Princeton, N.J.: Princeton University Press. Musgrave , Robert . 1959 . Theory of Public Finance: A Study in Public Economics . New York...
Journal Article
History of Political Economy (1 June 2005) 37 (2): 245–261.
Published: 01 June 2005
...) in monetary terms, or our nominal wealth (or our nominal income), can ac- 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...
Journal Article
History of Political Economy (1 December 1996) 28 (Supplement): 184–207.
Published: 01 December 1996
..., Chile); in applied economics research centers such as the IBRE (Brazilian Institute of Economics) of the FGV (Getulio Var- gas Foundation); and within organs of government, the so-called practical schools of economic knowledge such as the Superintendency of Money and Credit, created in 1945...
Journal Article
History of Political Economy (1 December 2017) 49 (Supplement): 34–57.
Published: 01 December 2017
Journal Article
History of Political Economy (1 November 2001) 33 (4): 815–824.
Published: 01 November 2001
... text” (Rowe- Dutton 1946). Two days later, after a telephone call, he forwarded Brand’s letter together with Towers’s criticismto Austin Robinson. On reflection, Robinson (1946a) noted that “I think the best thing would be an editorial note after the end saying that K had shown this to var- ious...