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history of macroeconometric modeling

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Journal Article
History of Political Economy (2019) 51 (3): 391–400.
Published: 01 June 2019
...”, “measurements”, and “observations.” The articles in this special issue show that a change of perspective in historical analysis toward the practice of macroeconometric modeling will enrich the history of macroeconomics. The history of macroeconomics is not only a history of ideas, but includes also histories...
Journal Article
History of Political Economy (1994) 26 (1): 169–171.
Published: 01 March 1994
... of Social Thought. New York: Fordham University Press. A History of Macroeconometric Model-Building. By Ronald G. Bodkin, Lawrence R. Klein, and Kanta Marwah. Aldershot, England: Edward Elgar, 1991. 573 pp. $97.95. A History of Macroeconometric Model-Building provides a nice summary...
Journal Article
History of Political Economy (2019) 51 (3): 401–423.
Published: 01 June 2019
... of Macroeconometric Model-Building . Hants : Edward Elgar . Cherrier Béatrice . 2014 . “ Toward a History of Economics at MIT .” In MIT and the Transformation of American Economics , edited by Weintraub E. Roy . History of Political Economy 46 ( supplement ): 15 – 44 . Clark Colin...
Journal Article
History of Political Economy (2022) 54 (2): 217–250.
Published: 01 April 2022
... of Macroeconometric Modeling: Working on the Fed-MIT-Penn Model, 1964–74 .” History of Political Economy 51 , no. 3 : 425 – 47 . Baranzini , Roberto , and Pascal Bridel . 2005 . “ ‘L’École de Lausanne,’ l'utilité marginale moyenne et l'idée de marché .” In Histoire des représentations du...
Journal Article
History of Political Economy (2019) 51 (5): 805–826.
Published: 01 October 2019
... and historians. The last and most recent involvement is a conference on the history of macroeconometric modeling which I orga- nized to find out what is currently happening on this topic. Errors and Refutations Within a short period around 1990, three monographs were published with the aim of covering...
Journal Article
History of Political Economy (1994) 26 (1): 167–169.
Published: 01 March 1994
.... Stark, Werner. 1963. The Fundamental Forms of Social Thought. New York: Fordham University Press. A History of Macroeconometric Model-Building. By Ronald G. Bodkin, Lawrence R. Klein, and Kanta Marwah. Aldershot, England: Edward Elgar, 1991. 573 pp. $97.95. A History...
Journal Article
History of Political Economy (2019) 51 (3): 471–491.
Published: 01 June 2019
...Juan Acosta; Goulven Rubin In this article we discuss the implementation of a portfolio choice framework and the inclusion of credit rationing by banks in several large-scale macroeconometric models built during the 1960s. We argue that the Fed-MIT-Penn model has a more transparent structure...
Journal Article
History of Political Economy (2019) 51 (3): 557–578.
Published: 01 June 2019
... of Macroeconomics ”. Journal of Political Economy 84 ( 3 ): 631 – 40 . Sargent T. J. 1976b . “ A Classical Macroeconometric Model of the United States ”. Journal of Political Economy 84 ( 2 ): 207 – 37 . Sargent T. J. Sims C. A. 1977 . “ Business Cycle Modeling without...
Journal Article
History of Political Economy 557–578.
Published: 20 March 2019
... . “ Christopher Sims and Vector Autoregressions .” Scandinavian Journal of Economics 114 : 1082 – 1104 . Cooley T. F. LeRoy S. F. 1985 . “ Atheoretical Macroeconometrics: A Critique .” Journal of Monetary Economics 16 : 283 – 308 . De Vroey M. 2015 . A History of Macroeconomics...
Journal Article
History of Political Economy (2019) 51 (3): 535–556.
Published: 01 June 2019
... Marwah Kanta 1991 . A History of Macroeconometric Model-Building . Aldershot, U.K. : Edward Elgar Publishing . De Vroey Michel . 2016 . A History of Modern Macroeconomics from Keynes to Lucas and Beyond . Cambridge : Cambridge University Press . Duarte Pedro Garcia Lima...
Journal Article
History of Political Economy (2019) 51 (3): 425–447.
Published: 01 June 2019
... . Acosta Juan Pinzón-Fuchs Erich 2018 . “ Macroeconometric Modeling and the SSRC’s Committee on Economic Stability, 1959–1963 .” Center for the History of Political Economy Working Paper Series , Duke University, No. 2018–08 . Acosta Juan Rubin Goulven 2018 . “ Bank Behavior...
Journal Article
History of Political Economy (2024) 56 (1): 1–40.
Published: 01 February 2024
... Mehrling 2010 on central banks as dealers of last resort, Rancan 2019 , Acosta and Rubin 2019 , and Acosta and Cherrier 2021 on the history of macroeconometric modeling at the Fed. 3. Our quantitative analysis uses three databases: (1) the Web of Science, for access to academic publications...
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Includes: Supplementary data
Journal Article
History of Political Economy (1998) 30 (1): 51–94.
Published: 01 March 1998
... Holland. Kmenta , J. , and J. Ramsey, eds. 1981 . Large-Scale Macroeconometrics Models . Amsterdam: North Holland. Koestler , A. 1959 . The Sleepwalkers: A History of Man's Changing Vision of the Universe . Harmondsworth, England: Penguin. Koopmans , T. C. 1947 . Measurement...
Journal Article
History of Political Economy (2011) 43 (suppl_1): 166–187.
Published: 01 December 2011
... . Bodkin Ronald G. Klein Lawrence R. Marwah Kanta . 1991 . A History of Macroeconometric Model-Building . Aldershot, U.K. : Elgar . Brainard William C. Tobin James . 1968 . Pitfalls in Financial Model Building . American Economic Review: AEA Papers and Proceedings 58.2 : 99...
Journal Article
History of Political Economy (2004) 36 (Suppl_1): 1–11.
Published: 01 December 2004
... macroeconomic research, the IS-LM model continues to be a mainstay of undergraduate textbooks, finds wide application in ar- eas of applied macroeconomics away from the front lines of macroeco- nomic theory, and lies at the conceptual core of most government and commercial macroeconometric models. What...
Journal Article
History of Political Economy (2020) 52 (5): 827–861.
Published: 01 October 2020
... of Chicago. 860 History of Political Economy 52:5 (2020) Patinkin, Don. 1956. Money, Interest, and Prices. Evanston, IL: Row, Peterson and Company. Pinzon-Fuchs, Erich. 2016. Macroeconometric Modeling as a Photographic Descrip- tion of Reality or as an Engine for the Discovery of Concrete Truth...
Journal Article
History of Political Economy (2012) 44 (suppl_1): 226–249.
Published: 01 December 2012
... business cycle and DSGE models and to the use of shocks as generators of impulse-response functions, which are in turn used as data in matching estimators. The history is organized around the observability of shocks. As well as documenting a critical conceptual development in economics, the history...
Journal Article
History of Political Economy (2011) 43 (suppl_1): 188–210.
Published: 01 December 2011
... . Ohkawa K. Shinohara M. Umemura M. , eds. 1965–85 . Estimates of Long-Term Economic Statistics of Japan since 1868 . Tokyo : Toyokeizai Shimpo-sha . Sato K. 1991 . Econometric Models of the Japanese Economy . In A History of Macroeconometric Model-Building , edited by Bodkin...
Journal Article
History of Political Economy (2017) 49 (Supplement): 158–186.
Published: 01 December 2017
..., 6002 Lucerne, Switzerland; e-mail: verena.halsmayer@unilu.ch . Copyright © 2017 Duke University Press 2017 macroeconometric modeling economic planning multi-sector growth model Leif Johansen Norwegian economics computational general-equilibrium models history of applied economics...
Journal Article
History of Political Economy (2019) 51 (3): 449–470.
Published: 01 June 2019
... . A History of Macroeconometric Model-Building . Brookfield, Vt. : Edward Elgar . Boumans Marcel . 2013 . “ Friedman and the Cowles Commission ” In Milton Friedman: Contributions to Economics and Public Policy , edited by Cord Robert A. Hammond Daniel J. Oxford : Oxford University...