MACROECONOMETRIC MODELLING

Edited by Kenneth F. Wallis, Professor of Econometrics, Department of Economics, University of Warwick, UK

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.