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Building and Using a Small Macroeconometric Model: Klein Model I as an Example

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  • Renfro, Charles G

Abstract

This book describes the estimation and use of Klein Model I, including the formation of the individual equations, the data used for its estimation and the methodology of the construction and use of the model involving the MODLER software and an electronic computer

Suggested Citation

  • Renfro, Charles G, 2009. "Building and Using a Small Macroeconometric Model: Klein Model I as an Example," MPRA Paper 13102, University Library of Munich, Germany, revised 01 Jan 2009.
    • Handle: RePEc:pra:mprapa:13102
    as

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    File URL: https://mpra.ub.uni-muenchen.de/13102/1/MPRA_paper_13102.pdf
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    References listed on IDEAS

    as
    1. Ronald G. Bodkin & Lawrence R. Klein & Kanta Marwah, 1991. "A History of Macroeconometric Model-Building," Books, Edward Elgar Publishing, number 51.
    2. Friedman, Milton & Schwartz, Anna J, 1991. "Alternative Approaches to Analyzing Economic Data," American Economic Review, American Economic Association, vol. 81(1), pages 39-49, March.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Giorgio Calzolari, 2015. "Indirect estimation and econometrics exams: how to live a round life," Econometrics Working Papers Archive 2015_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    2. 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.
    3. Rodolphe Buda, 2015. "Data Checking and Econometric Software Development: A Technique of Traceability by Fictive Data Encoding," Computational Economics, Springer;Society for Computational Economics, vol. 46(2), pages 325-357, August.

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    More about this item

    Keywords

    econometrics; macroeconomics; econometric computation;
    All these keywords.

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E00 - Macroeconomics and Monetary Economics - - General - - - General
    • C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics

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