What Samuelson says precisely on p. 157 of his 1997 JEP piece is
"When Edwin Nourse, first chairman of the Council of Economic Advisers,
asked Alvin Hansen who invented the new-fangled word macroeconomics,
Hansen wrote back, "I don't know.  Probably Samuelson."  I have much to
declare before St. Peter, but I was pretty sure that Frisch or Tinbergen was
the culprit...Subsequent research suggests, however, that Erik Lindahl 
(1939)
first used the word in Swedish and English print."

Now, Kevin Hoover has shown that Fleming used "macro-economics" in
print in 1938, although "macrodynamics" definitely predated it, being used
in various places from the early 1930s by Frisch and Kalecki.

I think the bottom line issue is that the 1939 book of Lindahl contains as 
its
second chapter an English translation of his 1930 book, in which all say he
presented his basic macroeconomic model, which was a peculiar cross of
Austrian and (pre-) Keynesian elements.  So, the issue would be if his use
in English appeared in that chapter, better yet, if there is anybody out 
there
who has a copy of the 1930 book, and can attest whether Samuelson's
rather vague apparent claim that Lindahl used it "in Swedish" actually 
refers
back to this 1930 book.  If it appeared there, then that would almost 
certainly
be the first usage.  Clearly the 1939 one is not, despite Samuelson's claim.

Barkley Rosser