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  • Book
  • © 2013

Macroeconometric Models

Authors:

  • Gives a comprehensive description of macroeconometric modeling
  • Summarizes the history and development of macroeconometric model building in various regions
  • Explains the systematic characteristics of macroeconometric models?

Part of the book series: Advanced Studies in Theoretical and Applied Econometrics (ASTA, volume 47)

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Table of contents (21 chapters)

  1. Front Matter

    Pages I-XXVII
  2. The History in Outline

    1. Front Matter

      Pages 1-1
    2. Introduction

      • Władysław Welfe
      Pages 3-7
    3. The Origins of Macroeconometric Models

      • Władysław Welfe
      Pages 9-13
    4. Models of the French Economy

      • Władysław Welfe
      Pages 63-73
    5. The Dutch Macroeconometric Models

      • Władysław Welfe
      Pages 75-84
    6. The Models of the Nordic and Baltic Countries

      • Władysław Welfe
      Pages 85-99
    7. Models of the Central and South European Countries

      • Władysław Welfe
      Pages 101-121
    8. Macroeconometric Multicountry Models

      • Władysław Welfe
      Pages 241-273
    9. The Epilogue

      • Władysław Welfe
      Pages 275-278
  3. The Structure of Macroeconometric Models

    1. Front Matter

      Pages 279-279
    2. Introduction

      • Władysław Welfe
      Pages 281-283
    3. Macroeconometric Models—The Classification

      • Władysław Welfe
      Pages 285-302
    4. Modelling the Behaviour of Households

      • Władysław Welfe
      Pages 303-314
    5. The Models of the Enterprise Sector

      • Władysław Welfe
      Pages 315-346

About this book

This book gives a comprehensive description of macroeconometric modeling and its development over time. The first part depicts the history of macroeconometric model building, starting with Jan Tinbergen's and Lawrence R. Klein's contributions. It is unique in summarizing the development and specific structure of macroeconometric models built in North America, Europe, and various other parts of the world. The work thus offers an extensive source for researchers in the field. The second part of the book covers the systematic characteristics of macroeconometric models. It includes the household and enterprise sectors, disequilibria, financial flows, and money market sectors.

Reviews

“The book gives a comprehensive survey of the history of macro-econometric modelling (Part 1) and of the development of econometric models over time (Part 2). It is well written and clearly arranged and will certainly become an important reference for economists.” (Peter Hackl, Statistical Papers, Vol. 56, 2015)

Authors and Affiliations

  • Institute of Econometrics, University of Lodz, Lodz, Poland

    Władysław Welfe

Bibliographic Information

Buy it now

Buying options

eBook USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access