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The experiment in macroeconometrics

  • Staszewska, Anna
  • Aldrich, John

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. Keywords; experiment, impulse response analysis, ceteris paribus, structural invariance JEL classification: B41, C5, E37

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Paper provided by Economics Division, School of Social Sciences, University of Southampton in its series Discussion Paper Series In Economics And Econometrics with number 0604.

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Date of creation: 01 Jan 2005
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Handle: RePEc:stn:sotoec:0604
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