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The experiment in macroeconometrics

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Author Info
John Aldrich (Division of Economics, University of Southampton)
Anna Staszewska (Chair of Econometric Models and Forecasts, University of Lodz)

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Abstract

This paper examines the experiment in macroeconometrics, the different forms it has taken and the rules that have been proposed for its proper conduct. Here an "experiment" means putting a question to a model and getting an answer. Different types of experiment are distinguished and the justification that can be provided for a particular choice of experiment is discussed. Three types of macroeconometric modelling are considered: the Cowles (system of equations) approach, the vector autoregressive model approach and the computational experiment.

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File URL: http://www.sgh.waw.pl/instytuty/zes/wp/aewp05-06.pdf
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Publisher Info
Paper provided by Department of Applied Econometrics, Warsaw School of Economics in its series Working Papers with number 12.

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Length: 18 pages
Date of creation: 22 May 2006
Date of revision:
Handle: RePEc:wse:wpaper:12

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Postal: 02-554 Warszawa, Al. Niepodległosci 164
Web page: http://www.sgh.waw.pl/instytuty/zes
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Related research
Keywords: experiment; impulse response analysis; ceteris paribus; structural invariance;

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Find related papers by JEL classification:
B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
C5 - Mathematical and Quantitative Methods - - Econometric Modeling
E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation

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This page was last updated on 2009-12-10.

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