Macroeconometrics : developments, tensions, and prospects

Abstract

Introduction. 1. The Problem of Macroeconometrics K. D. Hoover. Part I: Alternative Econometric Methodologies. 2. Recent Advances in Solving and Estimating Dynamic Macroeconomic Models B. Fisher Ingram. Commentary A. Pagan. 3. The Economics of VAR Models F. Canova. Commentary M. Ogaki. 4. Progressive Modelling of Macroeconomic Time Series: The LSE Methodology G.E. Mizon. Commentary C.H. Whiteman, J. Faust. 5. The Econometrics of the General Equilibrium Approach to Business Cycles F.E. Kydland, E.C. Prescott. Commentary G. Smith. Part II: The Lucas Critique Reconsidered. 6. Causal Orderings S.F. LeRoy. Commentary C.W.J. Granger. 7. On Policy Regimes S.F. LeRoy. Commentary W.T. Roberds. 8. The Lucas Critique in Practice: Theory without Measurement N. Ericsson, J. Irons. Commentary E. Leeper. 9. Rational Expectations and the Economic Consequences of Changes in Regime J.D. Hamilton. Commentary G.D. Rudebusch. 10. Historical Macroeconomics and Macroeconomic History C.W. Calomiris, C. Hanes. Part III: Frontiers of Macroeconometrics. 11. Modelling Volatility Dynamics F.X. Diebold, J.A. Lopez. Commentary D.G. Steigerwald. 12. Dynamic Specification and Testing for Unit Roots and Co-Integration A. Banerjee. Commentary E. Zivot. 13. Nonlinear Models of Economic Fluctuations S.M. Potter. Commentary D.E. Sichel. Index.

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