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1969Sveriges Riksbank Prize · Foundations

Ragnar Frisch and Jan Tinbergen

Citation: For developing and applying dynamic models for the analysis of economic processes.

The key idea

Economics is a measurable science. Build dynamic equations of the economy, estimate them with data, use them to forecast and design policy.

The explanation

Frisch coined the words 'econometrics' and 'macroeconomics' and built the first impulse-propagation models — small shocks propagated through a system produce business cycles. Tinbergen built the first complete macroeconometric model of a national economy (the Netherlands, 1936) and the first model of the United States. Together they argued that economic policy must specify clear targets and equally many independent instruments — the Tinbergen Rule.

Why Africa should care

Every African central bank that publishes a forecast — CBK, SARB, Bank of Ghana, BNR — uses a descendant of Tinbergen's machinery. The Tinbergen Rule explains why countries with one instrument (a policy rate) cannot simultaneously target inflation, the exchange rate, and the output gap; they have to choose.

How to use it

Whenever a policymaker promises to fix inflation, employment, the shilling, and growth simultaneously with one instrument, count the targets vs the instruments and ask what was quietly dropped.

Watch out for

Macroeconometric models calibrated on one regime fail catastrophically in another — the Lucas critique (1995). Don't trust 30-year coefficient estimates through a structural break.

Canonical works

  • Jan Tinbergen (1939) "Statistical Testing of Business-Cycle Theories" League of Nations
  • Ragnar Frisch (1933) "Propagation Problems and Impulse Problems in Dynamic Economics" Economic Essays in Honour of Gustav Cassel
  • Jan Tinbergen (1952) "On the Theory of Economic Policy" North-Holland
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