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I have located an answer to a query posed on this list some time ago. 
According to Fitoussi and Velupillia, Frisch used the term 'macroeconomics' 
in his lectures since 1931; the first written use of the word may have been 
by Lindahl, in 1939. 
 
J. P. Fitoussi and K. Velupillia.  1993.  Macroeconomic Perspectives.  In 
Barkai, H, Fischer, S and Liviatan, N eds. Monetary Theory and Thought. 
London: Macmillan.   
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Robert Leeson - Senior Lecturer - Economics Department 
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Murdoch University, Western Australia 
 
 
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