Friedman, Becker y Klein y las ilusiones estadísticas: desarrollando criterios para juzgar el desempeño de los modelos macro-econométricos de gran escala

Autores/as

DOI:

https://doi.org/10.17533/udea.le.n98a349111

Palabras clave:

Historia de la macroeconomía, historia de la econometría, simulación dinámica computacional, modelización macroeconométrica de gran escala, Lawrence R. Klein, Milton Friedman

Resumen

En febrero de 1957, Milton Friedman y Gary Becker (1957) acusaron a los modelizadores keynesianos de caer en una ilusión estadística basada en la inadecuada utilización de la función de consumo en sus modelos y su inhabilidad de producir predicciones acertadas del nivel futuro de ingreso. Sin embargo, a pesar de sus críticas, Friedman y Becker (1957) inconscientemente terminaron contribuyendo de forma importante a la modelización macroeconométrica keynesiana, anticipando, por un lado, la diseminación de un método para la evaluación del desempeño de los modelos keynesianos y, por otro lado, el rol que la dinámica jugaría en la construcción de este tipo de modelos. El método anticipado fue la simulación completa de modelos, más tarde convertida en la rutinaria simulación dinámica computarizada. Este artículo cuenta la historia de las discusiones tempranas sobre la evaluación del desempeño de los modelos macroeconométricos keynesianos y la forma en que las ideas sobre la dinámica entraron en la discusión de la modelización macroeconométrica.

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Biografía del autor/a

Erich Pinzón-Fuchs, Universidad Nacional de Colombia

Profesor Asistente de la  Universidad Nacional de Colombia, Bogotá, Colombia. Dirección electrónica: erapinzonfu@unal.edu.co
Twitter: @Pinzon_Fuchs

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Publicado

2023-01-23

Cómo citar

Pinzón-Fuchs, E. (2023). Friedman, Becker y Klein y las ilusiones estadísticas: desarrollando criterios para juzgar el desempeño de los modelos macro-econométricos de gran escala. Lecturas De Economía, (98), 131–165. https://doi.org/10.17533/udea.le.n98a349111

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