Econometric Model of the United States

E681558

Econometric Model of the United States is a large-scale macroeconometric model developed to analyze and forecast the U.S. economy, particularly associated with the pioneering work of economist Lawrence Klein.

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Predicate Object
instanceOf macroeconometric model
associatedWith Lawrence Klein NERFINISHED
basedOn Keynesian macroeconomics NERFINISHED
calibration estimated on historical U.S. macroeconomic data
countryModeled United States NERFINISHED
dataFrequency annual data
quarterly data
developedAt University of Pennsylvania NERFINISHED
developedBy Lawrence Klein NERFINISHED
field econometrics
macroeconomics
hasComponent behavioral equations
identity equations
stochastic error terms
historicalPeriodCovered post–World War II U.S. economy
includes consumption equations
export equations
fiscal sector equations
government expenditure equations
import equations
investment equations
labor market equations
monetary sector equations
price equations
wage equations
influenced LINK Project global models NERFINISHED
Wharton Econometric Forecasting Model NERFINISHED
languageOfImplementation FORTRAN NERFINISHED
method econometric estimation
simultaneous equations
purpose analyze effects of fiscal policy
analyze effects of monetary policy
evaluate macroeconomic stabilization policies
study business cycles
recognizedFor pioneering large-scale macroeconometric modeling
relatedTo Lawrence Klein’s Nobel Prize in Economics NERFINISHED
timeHorizon medium-run forecasting
short-run forecasting
use economic forecasting
policy analysis
simulation of macroeconomic scenarios
usedBy academic researchers
policy institutions
private forecasters

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Lawrence Klein notableWork Econometric Model of the United States