Macroeconometric modelling

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書誌事項

Macroeconometric modelling

edited by Kenneth F. Wallis

（An Elgar reference collection）（The international library of critical writings in econometrics, 2）

E. Elgar Pub., c1994

  • : set
  • v. 1
  • v. 2

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注記

Includes bibliographical references and index

v. 1: The first thirty years

v. 2: From the 1960s

内容説明・目次

内容説明

Jan Tinbergen presented the first macroeconometric model of the Dutch economy to a meeting in The Hague in October 1936. Since that time econometric models of national economies have developed enormously and proliferated worldwide, thanks to improvements in economic data, progress in economic theory and econometric methods, a series of revolutions in computing, and the demonstrated usefulness of the end product.This two volume set contains a selection of the key contributions to this development process, which continues to this day. The editor's introduction offers a personal commentary on each article, together with extensive references to related literature.

目次

  • Volume 1 The first thirty years. Part 1 Beginnings - Propagation problems and impulse problems in dynamic economics, Ragnar Frisch, (1933)
  • an econometric approach to business cycle problems, J. Tinbergen, (1937)
  • a dynamic scheme for the British trade cycle, 1929-1937, E.A. Radice (1939)
  • Mr. Keynes and the "classics"
  • a suggested interpretation, J.R. Hicks, (1937)
  • methods of measuring the marginal propensity to consume, Trygre Haavelmo, (1947)
  • the use of econometric models as a guide to economic policy, L.R. Klein, (1947)
  • model building - general principles, Lawrence R. Klein, (1950)
  • a system of equations explaining the United States trade cycle, 1921 to 1941, Colin Clark, (1949). Part 2 Early studies of models, their properties and uses - stabilisation policy in a closed economy, A.W. Phillips, (1954)
  • econometric models and welfare maximisation, H. Theil, (1954)
  • macrodynamic policy-making: an application of strategy and certainty equivalence concepts to the economy of the United States, 1933-36, P.J.M. van den Bogaard, H. Theil, (1959)
  • aggregate econometric models, Carl F. Christ, (1956)
  • the dynamic properties of the Klein-Goldberger model, Irma Adelman, Frank L. Adelman, (1959)
  • the final form of econometric equation systems, H. Theil, J.C.G. Boot, (1962)
  • forecasting and analysis with an econometric model, Daniel B. Suits, (1962)
  • a tabular survey of macro-econometric models, Marl Nerlove, (1966). Volume 2 : From the 1960s. Part 3 Model specification - a simple macroeconomic model with a government budget restraint, Carl F. Christ, (1968)
  • pitfalls in financial model building, William C. Brainard, James Tobin, (1968)
  • the role of exchange rate changes in balance of payments adjustment - the United Kingdom case, R.J. Ball, T. Burns, J.S.E. Laury, (1977)
  • the supply side, Lawrence R. Klein, (1978)
  • estimation and control of a macroeconomic model with rational expectations, John B. Taylor (1979)
  • estimation of a quarterly macroeconomic model with quantity rationing, P. Artus, G. Laroque, G. Michel, (1984). Part 4 Model application and evaluation: solution and simulation methods - solutions of the complete system, Gary Fromm, Lawrence R. Klein, (1969)
  • simulation versus analytical solutions, E.P. Howrey, H.H. Kelejian, (1969)
  • some notes on the generation of pseudo-structural errors for use in stochastic simulation studies, Michael D. McCarthy, (1972)
  • the one-period forecast errors in nonlinear econometric models, Carlo Bianchi, Giorgio Calzolari, (1980)
  • estimating the uncertainty of policy effects in nonlinear models, Ray C. Fair, (1980)
  • part contents.

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