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MACROECONOMETRIC MODELLING

Edited by Kenneth F. Wallis, Professor of Econometrics, Department of Economics, University of Warwick, UK
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.
Two volume set
Extent: 976 pp
Hardback Price: $511.00 Web: $459.90
Publication Date: 1994
ISBN: 978 1 85278 664 9
Availability: In Stock
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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.
‘. . . these are interesting volumes which include the core references on macroeconomic modelling. They will make an important addition to any economics library. The idea of collecting together key contributions to a subject is worthwhile.’
– Ken Holden, International Journal of Forecasting
40 articles, dating from 1933 to 1989
Contributors include: G.C. Chow, E.P. Howrey, L.R. Klein, C.A. Sims, J.B. Taylor, H.Theil, J. Tinbergen