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The experiment in macroeconometrics

The experiment in macroeconometrics
The experiment in macroeconometrics
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.
experiment, impulse response analysis, ceteris paribus, structural invariance
1350-178X
143-166
Aldrich, John
a8ab8666-24a2-4d98-83bb-6053438c00ee
Staszewska, Anna
76c0e02b-9d89-4039-8bb8-4d64186df6d4
Aldrich, John
a8ab8666-24a2-4d98-83bb-6053438c00ee
Staszewska, Anna
76c0e02b-9d89-4039-8bb8-4d64186df6d4

Aldrich, John and Staszewska, Anna (2007) The experiment in macroeconometrics. Journal of Economic Methodology, 14 (2), 143-166. (doi:10.1080/13501780701394060).

Record type: Article

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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More information

e-pub ahead of print date: 12 June 2007
Published date: June 2007
Keywords: experiment, impulse response analysis, ceteris paribus, structural invariance
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Identifiers

Local EPrints ID: 63037
URI: http://eprints.soton.ac.uk/id/eprint/63037
DOI: doi:10.1080/13501780701394060
ISSN: 1350-178X
PURE UUID: 6a65e577-3fcd-4e4a-a288-e5d12c404e16

Catalogue record

Date deposited: 14 Oct 2008
Last modified: 15 Mar 2024 11:34

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Contributors

Author: John Aldrich
Author: Anna Staszewska

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