IDEAS home Printed from https://ideas.repec.org/p/use/tkiwps/1810.html
   My bibliography  Save this paper

Survey on Recent Work in the History of Econometrics: A Witness Report

Author

Listed:
  • M.J. Boumans

Abstract

This survey is written to show historians of economics what is happening in history of econometrics, and is the second survey I did with this aim. The first survey, published in 2011, concluded that interest in the history of econometrics has arisen primarily from within econometrics itself and that its histories have been written mainly by econometricians. After the publication of the first survey, history of econometrics remained mainly the interest of econometricians. More recently, however, one can observe an increasing interest in the history of econometrics among historians of economics and historians of science. It seems that if the subject of study is econometrics as a discipline it remains to be of interest only to the econometricians, but if the subject is the artefacts created by econometricians, such as econometric models, it caught the attention of historians of science.

Suggested Citation

  • M.J. Boumans, 2018. "Survey on Recent Work in the History of Econometrics: A Witness Report," Working Papers 18-10, Utrecht School of Economics.
    • Handle: RePEc:use:tkiwps:1810
    as

    Download full text from publisher

    File URL: https://dspace.library.uu.nl/bitstream/handle/1874/374927/18_10.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Matthew T. Panhans & John D. Singleton, 2015. "The Empirical Economist's Toolkit: From Models to Methods," Center for the History of Political Economy Working Paper Series 2015-3, Center for the History of Political Economy.
    2. Qin, Duo & Gilbert, Christopher L., 2001. "The Error Term In The History Of Time Series Econometrics," Econometric Theory, Cambridge University Press, vol. 17(2), pages 424-450, April.
    3. Morgan, Mary S., 1995. "The History of Econometrics: Errors and Refutations - THE HISTORY OF ECONOMETRICS: ERRORS AND REFUTATIONS," Econometric Theory, Cambridge University Press, vol. 11(2), pages 392-397, February.
    4. Marcel Boumans, 2014. "Haavelmo’s Epistemology for an Inexact Science," History of Political Economy, Duke University Press, vol. 46(2), pages 211-229, Summer.
    5. Olav Bjerkholt, 2009. "The making of the Leif Johansen multi-sectoral model," History of Economic Ideas, Fabrizio Serra Editore, Pisa - Roma, vol. 17(3), pages 103-126.
    6. Qin, Duo, 2015. "Consolidation Of The Haavelmo-Cowles Commission Research Program," Econometric Theory, Cambridge University Press, vol. 31(2), pages 275-293, April.
    7. Kevin D. Hoover, 2010. "Minisymposium on the History of Econometrics: Introduction," History of Political Economy, Duke University Press, vol. 42(1), pages 19-20, Spring.
    8. Hendry,David F. & Morgan,Mary S., 1997. "The Foundations of Econometric Analysis," Cambridge Books, Cambridge University Press, number 9780521588706.
    9. Till Düppe & E. Roy Weintraub, 2014. "Finding Equilibrium: Arrow, Debreu, McKenzie and the Problem of Scientific Credit," Economics Books, Princeton University Press, edition 1, number 10206.
    10. Antonella Rancan, 2017. "The wage–employment relationship in Modigliani's 1944 article," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 24(1), pages 143-174, January.
    11. Bjerkholt, Olav, 2017. "On The Founding Of The Econometric Society," Journal of the History of Economic Thought, Cambridge University Press, vol. 39(2), pages 175-198, June.
    12. Hoover, Kevin D., 2014. "On the Reception of Haavelmo’s Econometric Thought," Journal of the History of Economic Thought, Cambridge University Press, vol. 36(1), pages 45-65, March.
    13. Qin, Duo, 1989. "Formalization of Identification Theory," Oxford Economic Papers, Oxford University Press, vol. 41(1), pages 73-93, January.
    14. Olav Bjerkholt & Ariane Dupont, 2010. "Ragnar Frisch's Conception of Econometrics," History of Political Economy, Duke University Press, vol. 42(1), pages 21-73, Spring.
    15. Cherrier, Beatrice & Backhouse, Roger, 2018. "The ordinary business of macroeconometric modeling: working on the Fed-MIT-Penn model (1964-1974)," SocArXiv 39xkz, Center for Open Science.
    16. Juan Acosta & Goulven Rubin, 2019. "Bank Behavior in Large-Scale Macroeconometric Models of the 1960s," Post-Print hal-02651887, HAL.
    17. Marcel Boumans & Ariane Dupont-Kieffer, 2011. "A History of the Histories of Econometrics," History of Political Economy, Duke University Press, vol. 43(5), pages 5-31, Supplemen.
    18. Qin, Duo, 2013. "A History of Econometrics: The Reformation from the 1970s," OUP Catalogue, Oxford University Press, number 9780199679348.
    19. Marcel Boumans & Matthias Klaes, 2013. "Introduction," Chapters, in: Marcel Boumans & Matthias Klaes (ed.), Mark Blaug: Rebel with Many Causes, chapter 1, pages 1-8, Edward Elgar Publishing.
    20. Duo Qin, 2011. "The Phillips Curve from the Perspective of the History of Econometrics," History of Political Economy, Duke University Press, vol. 43(5), pages 283-308, Supplemen.
    21. Yann Giraud, 2018. "Textbooks in the History of Recent Economics," Post-Print halshs-01876381, HAL.
    22. Duo Qin, 2011. "Rise Of Var Modelling Approach," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 156-174, February.
    23. Olav Bjerkholt, 2015. "How it all began: the first Econometric Society meeting, Lausanne, September 1931," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 22(6), pages 1149-1178, December.
    24. Olav Bjerkholt & Ariane Dupont-Kieffer, 2011. "Ragnar Frisch and the Probability Approach," History of Political Economy, Duke University Press, vol. 43(5), pages 109-139, Supplemen.
    25. Bjerkholt, Olav, 2005. "Frisch'S Econometric Laboratory And The Rise Of Trygve Haavelmo'S Probability Approach," Econometric Theory, Cambridge University Press, vol. 21(3), pages 491-533, June.
    26. Thomas A. Stapleford, 2017. "Historical Epistemology and the History of Economics:Views Through the Lens of Practice," Research in the History of Economic Thought and Methodology, in: Including a Symposium on the Historical Epistemology of Economics, volume 35, pages 113-145, Emerald Group Publishing Limited.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Belyanova, E. & Makasheva, N., 2020. "The constructivist project 'Econometrics-1930': Implementation of the impossible or realization of inevitable?," Journal of the New Economic Association, New Economic Association, vol. 47(3), pages 158-177.
    2. Robert W. Dimand, 2019. "The Cowles Commission and Foundation for Research in Economics," Cowles Foundation Discussion Papers 2207, Cowles Foundation for Research in Economics, Yale University.
    3. Christopher L. Gilbert & Duo Qin, 2005. "The First Fifty Years of Modern Econometrics," Working Papers 544, Queen Mary University of London, School of Economics and Finance.
    4. Aurélien Goutsmedt & Erich Pinzon-Fuchs & Matthieu Renault & Francesco Sergi, 2015. "Criticizing the Lucas Critique: Macroeconometricians' Response to Robert Lucas," Post-Print halshs-01179114, HAL.
    5. Christopher L. Gilbert & Duo Qin, 2005. "The First Fifty Years of Modern Econometrics," Working Papers 544, Queen Mary University of London, School of Economics and Finance.
    6. Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.
    7. Hendry, David F., 2018. "Deciding between alternative approaches in macroeconomics," International Journal of Forecasting, Elsevier, vol. 34(1), pages 119-135.
    8. Robert W. Dimand, 2020. "Macroeconomic dynamics at the Cowles Commission from the 1930s to the 1950s," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 27(4), pages 564-581, July.
    9. Schilirò, Daniele & Young, Warren, 2021. "The Econometric Society European meetings 1931-1939: Influences on economics," MPRA Paper 109270, University Library of Munich, Germany.
    10. Duo Qin, 2014. "Inextricability of Autonomy and Confluence in Econometrics," Working Papers 189, Department of Economics, SOAS University of London, UK.
    11. Akhabbar, Amanar, 2014. "Circulation du capital et explication du changement économique chez Marschak, Frisch et Leontief [Capital Circulation and the Explanation of Economic Change by Marschak, Frisch and Leontief]," MPRA Paper 93327, University Library of Munich, Germany.
    12. Bjerkholt, Olav, 2015. "Trygve Haavelmo At The Cowles Commission," Econometric Theory, Cambridge University Press, vol. 31(1), pages 1-84, February.
    13. Olav Bjerkholt & Duo Qin, 2010. "Teaching Economics As a Science: The 1930 Yale Lectures of Ragnar Frisch," Working Papers 665, Queen Mary University of London, School of Economics and Finance.
    14. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
    15. Rancan, Antonella, 2021. "The “Place Of The Phillips Curve” in Macroeconometric Models: The Case of the First Federal Reserve Board’s Model (1966-1980s)," OSF Preprints t5jrx, Center for Open Science.
    16. Kolev, Stefan, 2021. "Ein Baltendeutscher bei den Preußen des Balkans: Oskar Anderson und das Sofioter Institut für Wirtschaftsforschung (SWIFO)," HWWI Research Papers 198, Hamburg Institute of International Economics (HWWI).
    17. B. L. S. Prakasa Rao & T. Krishna Kumar, 2021. "On Some Characterizations of Probability Distributions with Applications in Econometrics: A Centennial Tribute to CR Rao," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(2), pages 181-205, June.
    18. Marcel Boumans & Ariane Dupont-Kieffer, 2011. "A History of the Histories of Econometrics," History of Political Economy, Duke University Press, vol. 43(5), pages 5-31, Supplemen.
    19. Duo Qin & Yanqun Zhang, 2013. "A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators," Working Papers 183, Department of Economics, SOAS University of London, UK.
    20. Bjerkholt, Olav, 2008. "Trygve Haavelmo’s visit in Aarhus 1938-39," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2008(1), pages 66-88.

    More about this item

    Keywords

    history of econometrics; metaphors; scientific revolution; discipline; crediting; science practice;
    All these keywords.

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:use:tkiwps:1810. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Marina Muilwijk (email available below). General contact details of provider: https://edirc.repec.org/data/eiruunl.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.