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Christopher Sims

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Personal Details

First Name: Christopher
Middle Name:
Last Name: Sims
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RePEc Short-ID: psi12

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Homepage: http://www.princeton.edu/~sims
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Affiliation

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This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
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  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
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  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h, where author has written h papers that have each been cited at least h times.
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  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
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  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  34. Wu-Index

Works

| Working papers | Articles | Software | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Christopher A. Sims & Daniel F. Waggoner & Tao Zha, 2006. "Methods for inference in large multiple-equation Markov-switching models," Working Paper 2006-22, Federal Reserve Bank of Atlanta. [Downloadable!]

  2. Christopher A. Sims, 2006. "Improving Monetary Policy Models," Working Papers 74, Princeton University, Department of Economics, Center for Economic Policy Studies.. [Downloadable!]
    Published as:

  3. Sims, Christopher A., 2005. "Rational inattention: a research agenda," Discussion Paper Series 1: Economic Studies 2005,34, Deutsche Bundesbank, Research Centre. [Downloadable!]

  4. Christopher A. Sims & Tao Zha, 2004. "Were there regime switches in U.S. monetary policy?," Working Paper 2004-14, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
    Published as:

  5. Christopher A. Sims & Tao Zha, 2004. "MCMC method for Markov mixture simultaneous-equation models: a note," Working Paper 2004-15, Federal Reserve Bank of Atlanta. [Downloadable!]

  6. Christopher A. Sims & Jinill Kim & Sunghyun Kim, 2004. "Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models," Econometric Society 2004 North American Winter Meetings 411, Econometric Society. [Downloadable!]
    Other versions:

  7. Jinill Kim & Sunghyun Kim & Ernst Schaumburg & Christopher A. Sims, 2003. "Calculating and Using Second Order Accurate Solutions of Discrete Time," Levine's Bibliography 666156000000000284, UCLA Department of Economics. [Downloadable!]

  8. Sims, Christopher A., 2001. "Fiscal Aspects of Central Bank Independence," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]

  9. C.A. Sims, 1999. "The Precarious Fiscal Foundations of EMU," DNB Staff Reports (discontinued) 34, Netherlands Central Bank. [Downloadable!]

  10. Christopher A. Sims & Tao A. Zha, 1998. "Does monetary policy generate recessions?," Working Paper 98-12, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  11. Christopher A. Sims & Tao Zha, 1996. "Bayesian methods for dynamic multivariate models," Working Paper 96-13, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  12. Christopher A. Sims & Tao Zha, 1994. "Error Bands for Impulse Responses," Cowles Foundation Discussion Papers 1085, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
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  13. Eric M. Leeper & Christopher A. Sims, 1994. "Toward a modern macroeconomic model usable for policy analysis," Working Paper 94-5, Federal Reserve Bank of Atlanta.
    Other versions:

  14. Christopher A. Sims, 1992. "Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy," Cowles Foundation Discussion Papers 1011, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

  15. Christopher A. Sims, 1992. "A Nine Variable Probabilistic Macroeconomic Forecasting Model," Cowles Foundation Discussion Papers 1034, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:

  16. S. Maheswaran & Christopher A. Sims, 1992. "Empirical Implications of Arbitrage-Free Asset Markets," Cowles Foundation Discussion Papers 1008, Cowles Foundation, Yale University. [Downloadable!]

  17. Christopher A. Sims, 1991. "Comment on 'To Criticize the Critics,' by Peter C. B. Phillips," Cowles Foundation Discussion Papers 985, Cowles Foundation, Yale University. [Downloadable!]

  18. Christopher A. Sims, 1990. "Rational expectations modeling with seasonally adjusted data," Discussion Paper / Institute for Empirical Macroeconomics 35, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  19. Christopher A. Sims, 1989. "Solving nonlinear stochastic optimization and equilibrium problems backwards," Discussion Paper / Institute for Empirical Macroeconomics 15, Federal Reserve Bank of Minneapolis. [Downloadable!]

  20. Christopher A. Sims, 1989. "Modeling trends," Discussion Paper / Institute for Empirical Macroeconomics 22, Federal Reserve Bank of Minneapolis. [Downloadable!]

  21. Christopher A. Sims, 1989. "Models and their uses," Discussion Paper / Institute for Empirical Macroeconomics 11, Federal Reserve Bank of Minneapolis. [Downloadable!]

  22. Christopher A. Sims, 1988. "Bayesian skepticism on unit root econometrics," Discussion Paper / Institute for Empirical Macroeconomics 3, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  23. Christopher A. Sims & Harald Uhlig, 1988. "Understanding unit rooters: a helicopter tour," Discussion Paper / Institute for Empirical Macroeconomics 4, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  24. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1986. "Forecasting and conditional projection using realistic prior distribution," Staff Report 93, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
    Published as:

  25. Fumio Hayashi & Christopher Sims, 1980. "Efficient Estimation of Time Series Models with Predetermined," Discussion Papers 450, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]

  26. Christopher A. Sims, 1980. "Martingale-Like Behavior of Prices," NBER Working Papers 0489, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  27. Christopher A. Sims, 1980. "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered," NBER Working Papers 0430, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  28. Thomas J. Sargent & Christopher A. Sims, 1977. "Business cycle modeling without pretending to have too much a priori economic theory," Working Papers 55, Federal Reserve Bank of Minneapolis. [Downloadable!]

Articles

  1. Christopher A. Sims, 2007. "Thinking about instrumental variables (in Russian)," Quantile, Quantile, issue 2, pages 83-94, March. [Downloadable!]

  2. Christopher A. Sims, 2007. "Monetary Policy Models," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(2007-2), pages 75-90. [Downloadable!]

  3. Christopher A. Sims & Tao Zha, 2006. "Were There Regime Switches in U.S. Monetary Policy?," American Economic Review, American Economic Association, vol. 96(1), pages 54-81, March. [Downloadable!]
    Other versions:

  4. Sims, Christopher A. & Zha, Tao, 2006. "Does Monetary Policy Generate Recessions?," Macroeconomic Dynamics, Cambridge University Press, vol. 10(02), pages 231-272, April. [Downloadable!]
    Other versions:

  5. Christopher A. Sims, 2006. "Rational Inattention: Beyond the Linear-Quadratic Case," American Economic Review, American Economic Association, vol. 96(2), pages 158-163, May. [Downloadable!]

  6. Christopher Sims, 2005. "Improving monetary policy models," Proceedings, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:

  7. Christopher A. Sims, 2005. "Commentary on "trends in hours, balanced growth, and the role of technology in the business cycle"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 487-492. [Downloadable!]

  8. Christopher Sims, 2005. "Model uncertainty and policy evaluation: some theory and empirics - comments," Proceedings, Federal Reserve Bank of San Francisco. [Downloadable!]

  9. Christopher A. Sims, 2004. "Econometrics for Policy Analysis: Progress and Regress," De Economist, Springer, vol. 152(2), pages 167-175, 06. [Downloadable!]

  10. Sims, Christopher A., 2003. "Implications of rational inattention," Journal of Monetary Economics, Elsevier, vol. 50(3), pages 665-690, April. [Downloadable!] (restricted)

  11. Sims, Christopher A, 2003. "Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 500-503, October.

  12. Christopher Sims & Tao Zha, 2002. "Macroeconomic switching," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]

  13. Christopher A. Sims, 2002. "The Role of Models and Probabilities in the Monetary Policy Process," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 33(2002-2), pages 1-62. [Downloadable!]

  14. Sims, Christopher A, 2002. "Solving Linear Rational Expectations Models," Computational Economics, Springer, vol. 20(1-2), pages 1-20, October. [Downloadable!]
    Also available as:

  15. Christopher A. Sims, 2001. "Pitfalls of a Minimax Approach to Model Uncertainty," American Economic Review, American Economic Association, vol. 91(2), pages 51-54, May. [Downloadable!] (restricted)

  16. Christopher A. Sims, 2001. "Fiscal consequences for Mexico of adopting the dollar," Proceedings, Federal Reserve Bank of Cleveland, pages 597-625.
    Published as:

  17. Christopher Sims, 2001. "A Review of Monetary Policy Rules," Journal of Economic Literature, American Economic Association, vol. 39(2), pages 562-566, June. [Downloadable!] (restricted)

  18. Sims, Christopher A, 2000. "Comment on Three Lessons for Monetary Policy in a Low-Inflation Era," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(4), pages 967-72, November.

  19. Sims, Christopher A., 2000. "Using a likelihood perspective to sharpen econometric discourse: Three examples," Journal of Econometrics, Elsevier, vol. 95(2), pages 443-462, April. [Downloadable!] (restricted)

  20. Christopher A. Sims & Tao Zha, 1999. "Error Bands for Impulse Responses," Econometrica, Econometric Society, vol. 67(5), pages 1113-1156, September.
    Other versions:

  21. Sims, Christopher A & Zha, Tao, 1998. "Bayesian Methods for Dynamic Multivariate Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 949-68, November.
    Other versions:

  22. Sims, Christopher A., 1998. "Econometric implications of the government budget constraint," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 9-19. [Downloadable!] (restricted)

  23. Sims, Christopher A, 1998. "Comment on Glenn Rudebusch's "Do Measures of Monetary Policy in a VAR Make Sense?"," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 933-41, November.

  24. Sims, Christopher A., 1998. "Stickiness," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 317-356, December. [Downloadable!] (restricted)

  25. Christopher A. Sims, 1998. "Role of interest rate policy in the generation and propagation of business cycles: what has changed since the '30s?," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, issue Jun, pages 121-175. [Downloadable!]

  26. Christopher A. Sims, 1996. "Inflation and growth - commentary," Proceedings, Federal Reserve Bank of St. Louis, issue May, pages 173-178. [Downloadable!]

  27. Sims, Christopher A, 1996. "Macroeconomics and Methodology," Journal of Economic Perspectives, American Economic Association, vol. 10(1), pages 105-20, Winter. [Downloadable!] (restricted)

  28. Eric M. Leeper & Christopher A. Sims & Tao Zha, 1996. "What Does Monetary Policy Do?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(1996-2), pages 1-78. [Downloadable!]

  29. Sims, Christopher A, 1994. "A Simple Model for Study of the Determination of the Price Level and the Interaction of Monetary and Fiscal Policy," Economic Theory, Springer, vol. 4(3), pages 381-99.

  30. Sims, Christopher A., 1993. "Rational expectations modeling with seasonally adjusted data," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 9-19. [Downloadable!] (restricted)
    Other versions:

  31. Sims, Christopher A., 1992. "Interpreting the macroeconomic time series facts : The effects of monetary policy," European Economic Review, Elsevier, vol. 36(5), pages 975-1000, June. [Downloadable!] (restricted)
    Other versions:

  32. Sims, Christopher A & Uhlig, Harald, 1991. "Understanding Unit Rooters: A Helicopter Tour," Econometrica, Econometric Society, vol. 59(6), pages 1591-99, November. [Downloadable!] (restricted)
    Other versions:

  33. Sims, Christopher A, 1991. "To Criticize the Critics: Comment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 423-34, Oct.-Dec.. [Downloadable!] (restricted)

  34. Sims, Christopher A., 1991. "Empirical analysis of macroeconomic time series: VAR and structural models : by Michael P. Clements and Grayham E. Mizon," European Economic Review, Elsevier, vol. 35(4), pages 922-932, May. [Downloadable!] (restricted)

  35. Sims, Christopher A & Stock, James H & Watson, Mark W, 1990. "Inference in Linear Time Series Models with Some Unit Roots," Econometrica, Econometric Society, vol. 58(1), pages 113-44, January. [Downloadable!] (restricted)

  36. Sims, Christopher A, 1990. "Solving the Stochastic Growth Model by Backsolving with a Particular Nonlinear Form for the Decision Rule," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 45-47, January.

  37. Sims, Christopher A., 1988. "Bayesian skepticism on unit root econometrics," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 463-474. [Downloadable!] (restricted)
    Other versions:

  38. Sims, Christopher A, 1988. "Uncertainty across Models," American Economic Review, American Economic Association, vol. 78(2), pages 163-67, May. [Downloadable!] (restricted)

  39. Sims, Christopher A, 1987. "Vector Autoregressions and Reality: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 443-49, October.

  40. Christopher A. Sims, 1986. "Are forecasting models usable for policy analysis?," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 2-16. [Downloadable!]

  41. Sims, Cristopher A, 1985. "Comment on "Issues Involved with the Seasonal Adjustment of Economic Time Series."," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(1), pages 92-94, January.

  42. Thomas Doan & Robert Litterrnan & Christopher Sims, 1984. "Reply," Econometric Reviews, Taylor and Francis Journals, vol. 3(1), pages 131-144. [Downloadable!] (restricted)

  43. Thomas Doan & Robert Litterman & Christopher Sims, 1984. "Forecasting and conditional projection using realistic prior distributions," Econometric Reviews, Taylor and Francis Journals, vol. 3(1), pages 1-100. [Downloadable!] (restricted)
    Other versions:

  44. Hayashi, Fumio & Sims, Christopher A, 1983. "Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments," Econometrica, Econometric Society, vol. 51(3), pages 783-98, May. [Downloadable!] (restricted)

  45. Sims, Christopher A, 1983. "Is There a Monetary Business Cycle?," American Economic Review, American Economic Association, vol. 73(2), pages 228-33, May.

  46. Christopher A. Sims, 1982. "Policy Analysis with Econometric Models," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 13(1982-1), pages 107-164. [Downloadable!]

  47. Sims, Christopher A, 1981. "What Kind of Science is Economics? A Review Article on Causality in Economics by John R. Hicks," Journal of Political Economy, University of Chicago Press, vol. 89(3), pages 578-83, June. [Downloadable!] (restricted)

  48. Sims, Christopher A, 1981. "Current Monetary Policy Research at the Federal Reserve Board: Discussion," Journal of Finance, American Finance Association, vol. 36(2), pages 515-17, May. [Downloadable!] (restricted)

  49. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January. [Downloadable!] (restricted)

  50. Sims, Christopher A, 1980. "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered," American Economic Review, American Economic Association, vol. 70(2), pages 250-57, May.
    Other versions:

  51. Sims, Christopher A., 1979. "A comment on the papers by Zellner and Schwert," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 10(1), pages 103-108, January. [Downloadable!] (restricted)

  52. Christopher A. Sims, 1974. "Output and Labor Input in Manufacturing," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 5(1974-3), pages 695-736. [Downloadable!]

  53. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-52, September. [Downloadable!] (restricted)

  54. Sims, Christopher A, 1971. "Discrete Approximations to Continuous Time Distributed Lags in Econometrics," Econometrica, Econometric Society, vol. 39(3), pages 545-63, May. [Downloadable!] (restricted)

  55. Sims, Christopher A, 1971. "Linear Regression with Non-Normal Error Terms: A Comment," The Review of Economics and Statistics, MIT Press, vol. 53(2), pages 204-05, May.

  56. Sims, Christopher A, 1969. "Theoretical Basis for a Double Deflated Index of Real Value Added," The Review of Economics and Statistics, MIT Press, vol. 51(4), pages 470-71, November. [Downloadable!] (restricted)

Software components

  1. Christopher Sims, 2001. "Matlab Code for Solving Linear Rational Expectations Models," QM&RBC Codes 11, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Published as:

  2. Christopher Sims, 2000. "Matlab Code for Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models," QM&RBC Codes 12, Quantitative Macroeconomics & Real Business Cycles, revised 26 Jun 2003. [Downloadable!]

  3. Christopher Sims, 1999. "Matlab Optimization Software," QM&RBC Codes 13, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2006-08-05
  2. NEP-CMP: Computational Economics (4) 2003-09-28 2004-01-18 2004-08-09 2005-02-20 Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (4) 2003-09-28 2003-10-20 2004-01-18 2005-02-20 Author is listed
  4. NEP-ECM: Econometrics (4) 2000-06-29 2004-08-09 2005-02-20 2006-12-16 Author is listed
  5. NEP-ETS: Econometric Time Series (4) 2000-06-29 2004-08-09 2004-08-09 2006-12-16 Author is listed
  6. NEP-MAC: Macroeconomics (2) 2004-01-18 2004-08-09
  7. NEP-MON: Monetary Economics (2) 1998-12-09 2004-08-09
  8. NEP-UPT: Utility Models & Prospect Theory (1) 2006-08-05
Did you know? IDEAS also indexes software components.

This page was last updated on 2008-11-12.

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