In the present paper, the author proposed basic concepts about statistical macroeconomic modelling. The main attention is paid to a retrospective analysis of the development of economic theory and its influence on the process of development of macroeconomic modelling. In addition to this, were proposed the main characteristics of structural and non-structural modelling, namely the disadvantages and advantages of models, as well as the limits of their application in practice. In the present paper, the foundational concepts of statistical macroeconomic modelling are examined, emphasizing the reciprocal influence between the development of economic theory and macroeconomic modelling. A retrospective analysis forms the core of the research, aimed at deepening the understanding of the synergies between theoretical underpinnings and their practical manifestations in modelling. The paper includes a categorical segregation of the discourse into structural and non-structural modelling, allowing for an in-depth exploration of each model's inherent characteristics, advantages, disadvantages, and limitations within practical applications. Through this stratified approach, the paper enabled the detailed examination of the optimal conditions requisite for the efficacious application of each model, emphasising their distinctive scopes and constraints. The synthesis of the research outcomes offers a cohesive overview of the varied macroeconomic models, exploring the nuanced differences and connections between structural and non-structural frameworks. The insights derived are aimed at enhancing academic discourse by providing enriched perspectives on the applicability and relevance of different modelling approaches and enhancing proficiency in the application of varied modelling techniques in the realm of economic research. This concise yet comprehensive exposition aims to contribute to the ongoing academic conversations surrounding macroeconomic modelling by promoting a refined, more nuanced understanding and fostering informed discussions on the diverse modelling techniques and their empirical applications.