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history of macroeconometric modeling

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Journal Article
History of Political Economy (1 June 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 of...
Journal Article
History of Political Economy (1 March 1994) 26 (1): 169–171.
Published: 01 March 1994
... 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 of Macroeconometric Model-Building provides a nice...
Journal Article
History of Political Economy (1 June 2019) 51 (3): 401–423.
Published: 01 June 2019
... . Copyright © 2019 Duke University Press 2019 Lawrence R. Klein history of macroeconometric modeling Cowles Commission MIT Survey Research Center References Acosta Juan Pinzón-Fuchs Erich . Forthcoming . “ Peddling Macroeconometric Modelling and Quantitative Policy Analysis: The...
Journal Article
History of Political Economy (1 June 2019) 51 (3): 425–447.
Published: 01 June 2019
... 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 in Early Large-Scale...
Journal Article
History of Political Economy (1 June 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: the...
Journal Article
History of Political Economy (1 June 2019) 51 (3): 515–534.
Published: 01 June 2019
... , Paris . Dupont-Kieffer Ariane . 2012a . “ Genealogy of Frisch’s 1933 Rocking Horse Model: Back to the Source-The Norwegian Debates on Reinvestment Cycles ”. Journal of History of Economic Theory 34 ( 4 ): 447 – 73 . Dupont-Kieffer Ariane . 2012b . “ Lindahl and Frisch: National...
Journal Article
History of Political Economy (1 December 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 (1 June 2019) 51 (3): 449–470.
Published: 01 June 2019
... Marwah Kanta 1991 . 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...
Journal Article
History of Political Economy (1 December 2014) 46 (suppl_1): 229–251.
Published: 01 December 2014
... .” Cambridge Journal of Economics 25 ( 1 ): 79 – 96 . Bodkin Ronald G. Klein Lawrence R. Marwah Kanta . 1991 . A History of Macroeconometric Model-Building . Brookfield, Vt. : Elgar . Boianovsky Mauro Hoover Kevin D. , eds. 2009 . Robert Solow and the Development of...
Journal Article
History of Political Economy (1 June 2019) 51 (3): 557–578.
Published: 01 June 2019
... Press 2019 macroeconometrics monetary policy VARs semantic networks citation and cocitation networks References Barro R. Gordon D. 1983a . “ A Positive Theory of Monetary Policy in a Natural Rate Model ”. Journal of Political Economy 91 ( 4 ): 589 – 610 . Barro...
Journal Article
History of Political Economy (20 March 2019)
Published: 20 March 2019
... University Press 2019 macroeconometrics monetary policy VARs semantic networks citation and cocitation networks References Barro R. Gordon D. 1983a . “ A Positive Theory of Monetary Policy in a Natural Rate Model .” Journal of Political Economy 91 ( 4 ): 589 – 610...
Journal Article
History of Political Economy (1 March 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 (1 December 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 (1 June 2019) 51 (3): 535–556.
Published: 01 June 2019
... and Rise of Keynesian Economics ”. Economic Record 64 ( 4 ): 278 – 94 . Bodkin Ronald G. Klein Lawrence Marwah Kanta 1991 . A History of Macroeconometric Model-Building . Aldershot, U.K. : Edward Elgar Publishing . De Vroey Michel . 2016 . A History of Modern...
Journal Article
History of Political Economy (1 December 2011) 43 (suppl_1): 283–308.
Published: 01 December 2011
...Duo Qin This essay examines the history of econometrics through a case study of the Phillips curve, that is, econometric modeling of the trade-off between inflation and unemployment. It focuses on a number of questions: What econometric tools did modelers choose to use in modeling the Phillips...
Journal Article
History of Political Economy (1 December 2017) 49 (Supplement): 127–157.
Published: 01 December 2017
... data to estimate structural parameters, who developed the Žrst macroeconometric models and used them to conduct a wide range of policy simulations (Morgan 1990, 100). By the 1950s researchers at the Cowles Commission had made break- throughs in two areas of economics: general equilibrium...
Journal Article
History of Political Economy (1 November 2011) 43 (4): 779–781.
Published: 01 November 2011
... the methodology of macroeconometric models teaches more generally about how to identify structural changes and how to cope with them. As far as I know, little was written about the issue in the decades during which construction and utilization of such models were the most active. Even...
Journal Article
History of Political Economy (1 December 2004) 36 (Suppl_1): 1–11.
Published: 01 December 2004
... macroeconometric models. What explains the rise, the fall, and the persistence of the IS-LM model? This volume presents essays from the HOPE conference held 25–27 April 2003 at Duke University that provide partial answers to this question. In addition to the ten essays from the conference, we are fortunate to...
Journal Article
History of Political Economy (1 June 2019) 51 (3): 493–513.
Published: 01 June 2019
... Macroeconometric Modeling, 1939–1959 .” PhD diss. , Université Paris 1 Panthéon-Sorbonne . Samuelson Paul A. 1941 . “ A Statistical Analysis of the Consumption Function ”. In Fiscal Policy and Business Cycles , edited by Hansen Alvin H. , 250 – 60 . New York : Norton . Sapir Michael...
Journal Article
History of Political Economy (1 December 2004) 36 (Suppl_1): 165–189.
Published: 01 December 2004
... Theory of Banking. Journal of the Royal Statistical Society 51.1 : 113 -27. Fair, Ray C. 1979 . An Analysis of the Accuracy of Four Macroeconometric Models. Journal of Political Economy 87 : 701 -19. Fellner, William. 1946 . Monetary Policies and Full Employment . Berkeley: University of...