1 The Problem of Macroeconometrics.- I. Alternative Econometric Methodologies.- 2 Recent Advances in Solving and Estimating Dynamic Macroeconomic Models.- 3 The Economics of VAR Models.- 4 Progressive Modeling of Macroeconomic Time Series: The LSE Methodology.- 5 The Econometrics of the General Equilibrium Approach toBusiness Cycles.- II. The Lucas Critique Reconsidered.- 6 Causal Orderings.- 7 On Policy Regimes.- 8 The Lucas Critique in Practice: Theory Without Measurement.- 9 Rational Expectations and the Economic Consequences ofChanges in Regime.- 10 Historical Macroeconomics and Macroeconomic History.- Ill. Frontiers of Macroeconometrics.- 11 Modeling Volatility Dynamics.- 12 Dynamic Specification and Testing for Unit Roots and Cointegration.- 13 Nonlinear Models of Economic Fluctuations.