Malthus in state space: Macro economic-demographic relations in English history, 1540 to 1870 |
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Authors: | Ronald Lee Michael Anderson |
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Institution: | (1) Demography and Economics, University of California, 2232 Piedmont Ave, Berkeley, CA 94720, USA (Fax: +1-510-643-8558; e-mail: rlee@demog.berkeley.edu), US;(2) Mountain View Research, 2251 Grant Road, A, Los Altos, CA 94024, USA (Fax: +1-650-937-1284; e-mail: mike@mvr.org), US |
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Abstract: | . The history of preindustrial Europe provides an opportunity to examine the causes and consequences of population change
at a macro level. However, serious statistical problems arise from the endogeneity of all observed variables in a Malthusian
system (fertility, mortality, population size, and real wages), and from unobserved influences such as shifts in the demand
for labor and variations in health. These problems have undermined both informal inference from the data and more complex
econometric investigations. This paper takes a new statistical approach, finding the maximum likelihood estimate of a state
space representation of the Malthusian system by repeated application of Kalman filter methods, using annual data from England,
1540 to 1870. The new estimates confirm some findings of the earlier literature and contradict others. Some variables are
estimated for the first time. Implications are discussed for the interpretation of English economic-demographic history.
Received: 3 January 2000/Accepted: 22 January 2001 |
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Keywords: | JEL classification: J10 N34 O10 |
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