Christopher Sims
Personal Details
First Name: | Christopher |
Middle Name: | |
Last Name: | Sims |
Suffix: | |
RePEc Short-ID: | psi12 |
| |
http://www.princeton.edu/~sims | |
Terminal Degree: | 1968 Department of Economics; Harvard University (from RePEc Genealogy) |
Affiliation
Department of Economics
Princeton University
Princeton, New Jersey (United States)https://economics.princeton.edu/
RePEc:edi:deprius (more details at EDIRC)
Research output
Jump to: Working papers Articles Software Chapters BooksWorking papers
- Christopher A. Sims, 2024.
"Optimal Fiscal and Monetary Policy with Distorting Taxes,"
Working Papers
256, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Christopher A. Sims, 2022. "Optimal Fiscal and Monetary Policy with Distorting Taxes," Working Papers 2022-11, Princeton University. Economics Department..
- Markus K. Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2019.
"Feedbacks: Financial Markets and Economic Activity,"
Working Papers
257, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Markus Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2021. "Feedbacks: Financial Markets and Economic Activity," American Economic Review, American Economic Association, vol. 111(6), pages 1845-1879, June.
- Marco Del Negro & Christopher A. Sims, 2015. "Central Bank Solvency and Inflation," Liberty Street Economics 20150401, Federal Reserve Bank of New York.
- Christopher Sims & Marco Del Negro, 2014.
"When does a central bank's balance sheet require fiscal support?,"
2014 Meeting Papers
763, Society for Economic Dynamics.
- Del Negro, Marco & Sims, Christopher A., 2015. "When does a central bank׳s balance sheet require fiscal support?," Journal of Monetary Economics, Elsevier, vol. 73(C), pages 1-19.
- Marco Del Negro & Christopher A. Sims, 2014. "When does a central bank’s balance sheet require fiscal support?," Staff Reports 701, Federal Reserve Bank of New York.
- Christopher A. Sims, 2013.
"Gaps in the Institutional Structure of the Euro Area,"
Working Papers
1460, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Sims, S.A., 2012. "Gaps in the institutional structure of the euro area," Financial Stability Review, Banque de France, issue 16, pages 217-223, April.
- Sims, Christopher A., 2011. "Autobiography," Nobel Prize in Economics documents 2011-4, Nobel Prize Committee.
- Sargent, Thomas J. & Sims, Christopher A., 2011. "Interview with the 2011 Laureates in Economic Sciences Thomas J. Sargent and Christopher A. Sims," Nobel Prize in Economics documents 2011-3, Nobel Prize Committee.
- Filip Matejka & Christopher A. Sims, 2011. "Discrete Actions in Information-Constrained Tracking Problems," CERGE-EI Working Papers wp441, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Sims, Christopher A., 2011.
"Statistical Modeling of Monetary Policy and its Effects,"
Nobel Prize in Economics documents
2011-5, Nobel Prize Committee.
- Christopher A. Sims, 2012. "Statistical Modeling of Monetary Policy and Its Effects," American Economic Review, American Economic Association, vol. 102(4), pages 1187-1205, June.
- Christopher Sims, 2010. "Modeling the influence of fiscal policy on inflation," 2010 Meeting Papers 235, Society for Economic Dynamics.
- Christopher A. Sims, 2010. "Commentary on Policy at the Zero Lower Bound," Working Papers 1205, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Christopher Sims, 2009. "Price Level Determination in Equilibrium," Annual Meeting Plenary 2009-3, Society for Economic Dynamics.
- Christopher A Sims, 2009. "Inflation expectations, uncertainty and monetary policy," BIS Working Papers 275, Bank for International Settlements.
- Christopher A. Sims, 2007. "Recognizing and Communicating Uncertainty in Monetary Policy Projections," 2007 Meeting Papers 925, Society for Economic Dynamics.
- Christopher A. Sims, 2007.
"Monetary Policy Models,"
Working Papers
1032, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Christopher A. Sims, 2007. "Monetary Policy Models," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(2), pages 75-90.
- Christopher A. Sims, 2006.
"Improving Monetary Policy Models,"
Working Papers
74, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Sims, Christopher A., 2008. "Improving monetary policy models," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2460-2475, August.
- Christopher A. Sims, 2005. "Improving monetary policy models," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Christopher A. Sims & Daniel F. Waggoner & Tao Zha, 2006.
"Methods for inference in large multiple-equation Markov-switching models,"
FRB Atlanta Working Paper
2006-22, Federal Reserve Bank of Atlanta.
- Sims, Christopher A. & Waggoner, Daniel F. & Zha, Tao, 2008. "Methods for inference in large multiple-equation Markov-switching models," Journal of Econometrics, Elsevier, vol. 146(2), pages 255-274, October.
- Sims, Christopher A., 2005. "Rational inattention: a research agenda," Discussion Paper Series 1: Economic Studies 2005,34, Deutsche Bundesbank.
- Christopher A. Sims & Tao Zha, 2004. "MCMC method for Markov mixture simultaneous-equation models: a note," FRB Atlanta Working Paper 2004-15, Federal Reserve Bank of Atlanta.
- 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.
- Christopher A. Sims & Jinill Kim & Sunghyun Kim, 2003. "Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models," Computing in Economics and Finance 2003 162, Society for Computational Economics.
- Henry Kim & Jinill Kim & Ernst Schaumburg & Christopher A. Sims, 2005. "Calculating and Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models," Discussion Papers Series, Department of Economics, Tufts University 0505, Department of Economics, Tufts University.
- Jinill Kim & Sunghyun Henry Kim & Ernst Schaumburg & Christopher A. Sims, 2003. "Calculating and using second order accurate solutions of discrete time dynamic equilibrium models," Finance and Economics Discussion Series 2003-61, Board of Governors of the Federal Reserve System (U.S.).
- Christopher A. Sims & Tao Zha, 2004.
"Were there regime switches in U.S. monetary policy?,"
FRB Atlanta Working Paper
2004-14, Federal Reserve Bank of Atlanta.
- 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.
- Christopher A. Sims & Tao Zha, 2005. "Were There Regime Switches in U.S. Monetary Policy?," Working Papers 92, Princeton University, Department of Economics, Center for Economic Policy Studies..
- 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.
- Christopher A. Sims, 2001. "Fiscal Aspects of Central Bank Independence," CESifo Working Paper Series 547, CESifo.
- Christopher A. Sims & Tao Zha, 1998.
"Does monetary policy generate recessions?,"
FRB Atlanta Working Paper
98-12, Federal Reserve Bank of Atlanta.
- Sims, Christopher A. & Zha, Tao, 2006. "Does Monetary Policy Generate Recessions?," Macroeconomic Dynamics, Cambridge University Press, vol. 10(2), pages 231-272, April.
- Christopher A. Sims & Tao Zha, 1996.
"Bayesian methods for dynamic multivariate models,"
FRB Atlanta Working Paper
96-13, Federal Reserve Bank of Atlanta.
- 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 949-968, November.
- Christopher A. Sims & Tao Zha, 1994.
"Error Bands for Impulse Responses,"
Cowles Foundation Discussion Papers
1085, Cowles Foundation for Research in Economics, Yale University.
- Christopher A. Sims & Tao Zha, 1999. "Error Bands for Impulse Responses," Econometrica, Econometric Society, vol. 67(5), pages 1113-1156, September.
- Christopher A. Sims & Tao Zha, 1995. "Error bands for impulse responses," FRB Atlanta Working Paper 95-6, Federal Reserve Bank of Atlanta.
- Eric M. Leeper & Christopher A. Sims, 1994.
"Toward a modern macroeconomic model usable for policy analysis,"
FRB Atlanta Working Paper
94-5, Federal Reserve Bank of Atlanta.
- Eric M. Leeper & Christopher A. Sims, 1994. "Toward a Modern Macroeconomic Model Usable for Policy Analysis," NBER Chapters, in: NBER Macroeconomics Annual 1994, Volume 9, pages 81-140, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Christopher A. Sims, 1994. "Toward a Modern Macroeconomic Model Usable for Policy Analysis," NBER Working Papers 4761, National Bureau of Economic Research, Inc.
- Christopher A. Sims, 1992.
"Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy,"
Cowles Foundation Discussion Papers
1011, Cowles Foundation for Research in Economics, Yale University.
- 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.
- Christopher A. Sims, 1992.
"A Nine Variable Probabilistic Macroeconomic Forecasting Model,"
Cowles Foundation Discussion Papers
1034, Cowles Foundation for Research in Economics, Yale University.
- Christopher A. Sims, 1993. "A Nine-Variable Probabilistic Macroeconomic Forecasting Model," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 179-212, National Bureau of Economic Research, Inc.
- Christopher A. Sims, 1989. "A nine variable probabilistic macroeconomic forecasting model," Discussion Paper / Institute for Empirical Macroeconomics 14, Federal Reserve Bank of Minneapolis.
- S. Maheswaran & Christopher A. Sims, 1992. "Empirical Implications of Arbitrage-Free Asset Markets," Cowles Foundation Discussion Papers 1008, Cowles Foundation for Research in Economics, Yale University.
- Christopher A. Sims, 1991. "Comment on 'To Criticize the Critics,' by Peter C. B. Phillips," Cowles Foundation Discussion Papers 985, Cowles Foundation for Research in Economics, Yale University.
- Christopher A. Sims, 1990.
"Rational expectations modeling with seasonally adjusted data,"
Discussion Paper / Institute for Empirical Macroeconomics
35, Federal Reserve Bank of Minneapolis.
- Sims, Christopher A., 1993. "Rational expectations modeling with seasonally adjusted data," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 9-19.
- Christopher A. Sims, 1989.
"Models and their uses,"
Discussion Paper / Institute for Empirical Macroeconomics
11, Federal Reserve Bank of Minneapolis.
- Christopher A. Sims, 1989. "Models and Their Uses," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(2), pages 489-494.
- Christopher A. Sims, 1989. "Modeling trends," Discussion Paper / Institute for Empirical Macroeconomics 22, Federal Reserve Bank of Minneapolis.
- Christopher A. Sims, 1989. "Solving nonlinear stochastic optimization and equilibrium problems backwards," Discussion Paper / Institute for Empirical Macroeconomics 15, Federal Reserve Bank of Minneapolis.
- Christopher A. Sims, 1988.
"Bayesian skepticism on unit root econometrics,"
Discussion Paper / Institute for Empirical Macroeconomics
3, Federal Reserve Bank of Minneapolis.
- Sims, Christopher A., 1988. "Bayesian skepticism on unit root econometrics," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 463-474.
- Tom Doan, "undated". "BAYESTST: RATS procedure to perform Bayesian Unit Root test," Statistical Software Components RTS00014, Boston College Department of Economics.
- Christopher A. Sims & Harald Uhlig, 1988.
"Understanding unit rooters: a helicopter tour,"
Discussion Paper / Institute for Empirical Macroeconomics
4, Federal Reserve Bank of Minneapolis.
- Sims, Christopher A & Uhlig, Harald, 1991. "Understanding Unit Rooters: A Helicopter Tour," Econometrica, Econometric Society, vol. 59(6), pages 1591-1599, November.
- 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.
- Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1983. "Forecasting and Conditional Projection Using Realistic Prior Distributions," NBER Working Papers 1202, National Bureau of Economic Research, Inc.
- Christopher A. Sims, 1980.
"Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered,"
NBER Working Papers
0430, National Bureau of Economic Research, Inc.
- Sims, Christopher A, 1980. "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered," American Economic Review, American Economic Association, vol. 70(2), pages 250-257, May.
- Christopher A. Sims, 1980. "Martingale-Like Behavior of Prices," NBER Working Papers 0489, National Bureau of Economic Research, Inc.
- 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.
- 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.
- Tom Doan, "undated". "RATS program to estimate observable index model from Sargent-Sims(1977)," Statistical Software Components RTZ00126, Boston College Department of Economics.
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repec:dnb:staffs:34 is not listed on IDEAS
Articles
- Markus Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2021.
"Feedbacks: Financial Markets and Economic Activity,"
American Economic Review, American Economic Association, vol. 111(6), pages 1845-1879, June.
- Markus K. Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2019. "Feedbacks: Financial Markets and Economic Activity," Working Papers 257, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Junehyuk Jung & Jeong Ho (John) Kim & Filip Matějka & Christopher A Sims, 2019. "Discrete Actions in Information-Constrained Decision Problems," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(6), pages 2643-2667.
- Christopher A. Sims, 2016. "Comment," NBER Macroeconomics Annual, University of Chicago Press, vol. 30(1), pages 432-434.
- Christopher A. Sims, 2016. "Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 272-277.
- Del Negro, Marco & Sims, Christopher A., 2015.
"When does a central bank׳s balance sheet require fiscal support?,"
Journal of Monetary Economics, Elsevier, vol. 73(C), pages 1-19.
- Marco Del Negro & Christopher A. Sims, 2014. "When does a central bank’s balance sheet require fiscal support?," Staff Reports 701, Federal Reserve Bank of New York.
- Christopher Sims & Marco Del Negro, 2014. "When does a central bank's balance sheet require fiscal support?," 2014 Meeting Papers 763, Society for Economic Dynamics.
- Christopher A. Sims, 2013. "Paper Money," American Economic Review, American Economic Association, vol. 103(2), pages 563-584, April.
- Christopher A. Sims, 2012.
"Statistical Modeling of Monetary Policy and Its Effects,"
American Economic Review, American Economic Association, vol. 102(4), pages 1187-1205, June.
- Sims, Christopher A., 2011. "Statistical Modeling of Monetary Policy and its Effects," Nobel Prize in Economics documents 2011-5, Nobel Prize Committee.
- Sims, S.A., 2012.
"Gaps in the institutional structure of the euro area,"
Financial Stability Review, Banque de France, issue 16, pages 217-223, April.
- Christopher A. Sims, 2013. "Gaps in the Institutional Structure of the Euro Area," Working Papers 1460, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Chris Sims, 2012. "Foreword," American Economic Review, American Economic Association, vol. 102(3), pages 1-1, May.
- Sims, Christopher A., 2011. "Stepping on a rake: The role of fiscal policy in the inflation of the 1970s," European Economic Review, Elsevier, vol. 55(1), pages 48-56, January.
- Christopher A. Sims, 2010. "Commentary: Commentary on Policy at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 205-213, March.
- Christopher A. Sims, 2010. "But Economics Is Not an Experimental Science," Journal of Economic Perspectives, American Economic Association, vol. 24(2), pages 59-68, Spring.
- Sims, Christopher A. & Waggoner, Daniel F. & Zha, Tao, 2008.
"Methods for inference in large multiple-equation Markov-switching models,"
Journal of Econometrics, Elsevier, vol. 146(2), pages 255-274, October.
- Christopher A. Sims & Daniel F. Waggoner & Tao Zha, 2006. "Methods for inference in large multiple-equation Markov-switching models," FRB Atlanta Working Paper 2006-22, Federal Reserve Bank of Atlanta.
- Christopher A. Sims, 2008. "Inflation expectations, uncertainty, the Phillips curve, and monetary policy," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
- Sims, Christopher A., 2007. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 152-154, April.
- Christopher A. Sims, 2007.
"Monetary Policy Models,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(2), pages 75-90.
- Christopher A. Sims, 2007. "Monetary Policy Models," Working Papers 1032, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Christopher A. Sims, 2007. "Thinking about instrumental variables (in Russian)," Quantile, Quantile, issue 2, pages 83-94, March.
- 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.
- Christopher A. Sims & Tao Zha, 2004. "Were there regime switches in U.S. monetary policy?," FRB Atlanta Working Paper 2004-14, Federal Reserve Bank of Atlanta.
- Christopher A. Sims & Tao Zha, 2005. "Were There Regime Switches in U.S. Monetary Policy?," Working Papers 92, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Sims, Christopher A. & Zha, Tao, 2006.
"Does Monetary Policy Generate Recessions?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 10(2), pages 231-272, April.
- Christopher A. Sims & Tao Zha, 1998. "Does monetary policy generate recessions?," FRB Atlanta Working Paper 98-12, Federal Reserve Bank of Atlanta.
- Christopher A. Sims, 2006. "Rational Inattention: Beyond the Linear-Quadratic Case," American Economic Review, American Economic Association, vol. 96(2), pages 158-163, May.
- Christopher A. Sims, 2005.
"Improving monetary policy models,"
Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Sims, Christopher A., 2008. "Improving monetary policy models," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2460-2475, August.
- Christopher A. Sims, 2006. "Improving Monetary Policy Models," Working Papers 74, Princeton University, Department of Economics, Center for Economic Policy Studies..
- 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, vol. 87(Jul), pages 487-492.
- Christopher A. Sims, 2005. "Model uncertainty and policy evaluation: some theory and empirics - comments," Proceedings, Federal Reserve Bank of San Francisco.
- Christopher A. Sims, 2004. "Econometrics for Policy Analysis: Progress and Regress," De Economist, Springer, vol. 152(2), pages 167-175, June.
- Sims, Christopher A., 2003. "Implications of rational inattention," Journal of Monetary Economics, Elsevier, vol. 50(3), pages 665-690, April.
- 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.
- Christopher A. Sims & Tao Zha, 2002. "Macroeconomic switching," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- 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(2), pages 1-62.
- Sims, Christopher A, 2002.
"Solving Linear Rational Expectations Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 20(1-2), pages 1-20, October.
- Christopher Sims, 2001. "Matlab Code for Solving Linear Rational Expectations Models," QM&RBC Codes 11, Quantitative Macroeconomics & Real Business Cycles.
- Christopher A. Sims, 2001. "A Review of Monetary Policy Rules," Journal of Economic Literature, American Economic Association, vol. 39(2), pages 562-566, June.
- 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.
- Christopher A. Sims, 2001.
"Fiscal consequences for Mexico of adopting the dollar,"
Proceedings, Federal Reserve Bank of Cleveland, pages 597-625.
- Sims, Christopher A, 2001. "Fiscal Consequences for Mexico of Adopting the Dollar," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 33(2), pages 597-616, May.
- 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.
- 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 967-972, November.
- Christopher A. Sims & Tao Zha, 1999.
"Error Bands for Impulse Responses,"
Econometrica, Econometric Society, vol. 67(5), pages 1113-1156, September.
- Christopher A. Sims & Tao Zha, 1994. "Error Bands for Impulse Responses," Cowles Foundation Discussion Papers 1085, Cowles Foundation for Research in Economics, Yale University.
- Tom Doan, "undated". "RATS programs to replicate Sims and Zha(1999) "Error Bands for Impulse Responses"," Statistical Software Components RTZ00145, Boston College Department of Economics.
- Christopher A. Sims & Tao Zha, 1995. "Error bands for impulse responses," FRB Atlanta Working Paper 95-6, Federal Reserve Bank of Atlanta.
- Sims, Christopher A., 1998. "Econometric implications of the government budget constraint," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 9-19.
- 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 949-968, November.
- Christopher A. Sims & Tao Zha, 1996. "Bayesian methods for dynamic multivariate models," FRB Atlanta Working Paper 96-13, Federal Reserve Bank of Atlanta.
- 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, vol. 42(Jun), pages 121-175.
- 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 933-941, November.
- Sims, Christopher A., 1998. "Stickiness," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 317-356, December.
- Christopher A. Sims, 1996. "Macroeconomics and Methodology," Journal of Economic Perspectives, American Economic Association, vol. 10(1), pages 105-120, Winter.
- 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(2), pages 1-78.
- Christopher A. Sims, 1996.
"Inflation and growth - commentary,"
Review, Federal Reserve Bank of St. Louis, vol. 78(May), pages 173-178.
- Christopher A. Sims, 1996. "Inflation and growth - commentary," Proceedings, Federal Reserve Bank of St. Louis, vol. 78(May), pages 173-178.
- 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;Society for the Advancement of Economic Theory (SAET), vol. 4(3), pages 381-399.
- Sims, Christopher A., 1993.
"Rational expectations modeling with seasonally adjusted data,"
Journal of Econometrics, Elsevier, vol. 55(1-2), pages 9-19.
- Christopher A. Sims, 1990. "Rational expectations modeling with seasonally adjusted data," Discussion Paper / Institute for Empirical Macroeconomics 35, Federal Reserve Bank of Minneapolis.
- 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.
- Christopher A. Sims, 1992. "Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy," Cowles Foundation Discussion Papers 1011, Cowles Foundation for Research in Economics, Yale University.
- Sims, Christopher A, 1991. "To Criticize the Critics: Comment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 423-434, Oct.-Dec..
- Sims, Christopher A & Uhlig, Harald, 1991.
"Understanding Unit Rooters: A Helicopter Tour,"
Econometrica, Econometric Society, vol. 59(6), pages 1591-1599, November.
- Christopher A. Sims & Harald Uhlig, 1988. "Understanding unit rooters: a helicopter tour," Discussion Paper / Institute for Empirical Macroeconomics 4, Federal Reserve Bank of Minneapolis.
- 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.
- 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.
- 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 113-144, January.
- Christopher A. Sims, 1989.
"Models and Their Uses,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(2), pages 489-494.
- Christopher A. Sims, 1989. "Models and their uses," Discussion Paper / Institute for Empirical Macroeconomics 11, Federal Reserve Bank of Minneapolis.
- Sims, Christopher A., 1988.
"Bayesian skepticism on unit root econometrics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 463-474.
- Christopher A. Sims, 1988. "Bayesian skepticism on unit root econometrics," Discussion Paper / Institute for Empirical Macroeconomics 3, Federal Reserve Bank of Minneapolis.
- Sims, Christopher A, 1988. "Uncertainty across Models," American Economic Review, American Economic Association, vol. 78(2), pages 163-167, May.
- Sims, Christopher A, 1987. "Vector Autoregressions and Reality: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 443-449, October.
- Christopher A. Sims, 1986. "Are forecasting models usable for policy analysis?," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 10(Win), pages 2-16.
- 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.
- 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 783-798, May.
- Sims, Christopher A, 1983. "Is There a Monetary Business Cycle?," American Economic Review, American Economic Association, vol. 73(2), pages 228-233, May.
- Christopher A. Sims, 1982. "Policy Analysis with Econometric Models," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 13(1), pages 107-164.
- 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 578-583, June.
- Sims, Christopher A, 1981. "Current Monetary Policy Research at the Federal Reserve Board: Discussion," Journal of Finance, American Finance Association, vol. 36(2), pages 515-517, May.
- Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
- Sims, Christopher A, 1980.
"Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered,"
American Economic Review, American Economic Association, vol. 70(2), pages 250-257, May.
- Christopher A. Sims, 1980. "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered," NBER Working Papers 0430, National Bureau of Economic Research, Inc.
- 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.
- Christopher A. Sims, 1974. "Output and Labor Input in Manufacturing," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 5(3), pages 695-736.
- Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-552, September.
- Sims, Christopher A, 1971. "Discrete Approximations to Continuous Time Distributed Lags in Econometrics," Econometrica, Econometric Society, vol. 39(3), pages 545-563, May.
- 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 204-205, May.
- 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 470-471, November.
Software components
- Christopher Sims, 2001.
"Matlab Code for Solving Linear Rational Expectations Models,"
QM&RBC Codes
11, Quantitative Macroeconomics & Real Business Cycles.
- Sims, Christopher A, 2002. "Solving Linear Rational Expectations Models," Computational Economics, Springer;Society for Computational Economics, vol. 20(1-2), pages 1-20, October.
- 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.
- Christopher Sims, 1999. "Matlab Optimization Software," QM&RBC Codes 13, Quantitative Macroeconomics & Real Business Cycles.
Chapters
- Christopher A. Sims, 2015. "Comment on "Expectations and Investment"," NBER Chapters, in: NBER Macroeconomics Annual 2015, Volume 30, pages 432-434, National Bureau of Economic Research, Inc.
- Christopher A. Sims, 2013. "Comment on "Dormant Shocks and Fiscal Virtue"," NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 59-64, National Bureau of Economic Research, Inc.
- Sims, Christopher A., 2010. "Rational Inattention and Monetary Economics," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 4, pages 155-181, Elsevier.
- Christopher A. Sims, 2007. "Comment on "International Transmission and Monetary Policy Cooperation"," NBER Chapters, in: International Dimensions of Monetary Policy, pages 192-195, National Bureau of Economic Research, Inc.
- Christopher A. Sims, 2004. "Limits to Inflation Targeting," NBER Chapters, in: The Inflation-Targeting Debate, pages 283-299, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Christopher A. Sims, 1994.
"Toward a Modern Macroeconomic Model Usable for Policy Analysis,"
NBER Chapters, in: NBER Macroeconomics Annual 1994, Volume 9, pages 81-140,
National Bureau of Economic Research, Inc.
- Eric M. Leeper & Christopher A. Sims, 1994. "Toward a Modern Macroeconomic Model Usable for Policy Analysis," NBER Working Papers 4761, National Bureau of Economic Research, Inc.
- Eric M. Leeper & Christopher A. Sims, 1994. "Toward a modern macroeconomic model usable for policy analysis," FRB Atlanta Working Paper 94-5, Federal Reserve Bank of Atlanta.
- Christopher A. Sims, 1993.
"A Nine-Variable Probabilistic Macroeconomic Forecasting Model,"
NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 179-212,
National Bureau of Economic Research, Inc.
- Christopher A. Sims, 1992. "A Nine Variable Probabilistic Macroeconomic Forecasting Model," Cowles Foundation Discussion Papers 1034, Cowles Foundation for Research in Economics, Yale University.
- Christopher A. Sims, 1989. "A nine variable probabilistic macroeconomic forecasting model," Discussion Paper / Institute for Empirical Macroeconomics 14, Federal Reserve Bank of Minneapolis.
- John P. Burman & Dennis Farley & Stephen Zeller & Martin M. G. Fase & Agustin Maravall & Christopher A. Sims & Kenneth F. Wallis, 1978. "Contributed Comments to "Seasonal Analysis of Economic Time Series"," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 461-479, National Bureau of Economic Research, Inc.
- Christopher A. Sims, 1977. "Remarks on Real Value Added," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 6, number 1, pages 127-131, National Bureau of Economic Research, Inc.
- Christopher A. Sims, 1974. "Optimal Stable Policies for Unstable Instruments," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 1, pages 257-265, National Bureau of Economic Research, Inc.
- Christopher A. Sims, 1972. "Are There Exogenous Variables in Short-Run Production Relations?," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 1, number 1, pages 17-36, National Bureau of Economic Research, Inc.
Books
- Sims,Christopher A. (ed.), 1996. "Advances in Econometrics," Cambridge Books, Cambridge University Press, number 9780521566100, October.
- Sims,Christopher A. (ed.), 1996. "Advances in Econometrics," Cambridge Books, Cambridge University Press, number 9780521566094, October.
- Sims,Christopher A. (ed.), 1994. "Advances in Econometrics," Cambridge Books, Cambridge University Press, number 9780521444590, October.
- Sims,Christopher A. (ed.), 1994. "Advances in Econometrics," Cambridge Books, Cambridge University Press, number 9780521444606, October.
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Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:- í¬ë¦¬ì¤í í¼ ì¬ì¤ in Wikipedia (Korean)
- Christopher A. Sims in Wikipedia (Catalan)
- Nobel laureates in economics
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MON: Monetary Economics (9) 1998-12-09 2004-08-09 2013-08-10 2015-01-03 2015-01-26 2020-01-13 2020-02-17 2022-03-14 2022-09-12. Author is listed
- NEP-DGE: Dynamic General Equilibrium (8) 2003-09-28 2003-10-20 2004-01-18 2005-02-20 2015-01-26 2020-01-13 2022-03-14 2022-09-12. Author is listed
- NEP-MAC: Macroeconomics (8) 2004-01-18 2004-08-09 2013-08-10 2015-01-03 2015-01-26 2020-01-13 2020-02-17 2022-03-14. Author is listed
- NEP-CBA: Central Banking (7) 2006-08-05 2013-08-10 2015-01-03 2015-01-26 2020-01-13 2020-01-13 2022-03-14. Author is listed
- NEP-CMP: Computational Economics (4) 2003-09-28 2004-01-18 2004-08-09 2005-02-20
- NEP-ECM: Econometrics (4) 2000-06-29 2004-08-09 2005-02-20 2006-12-16
- NEP-ETS: Econometric Time Series (4) 2000-06-29 2004-08-09 2004-08-09 2006-12-16
- NEP-FDG: Financial Development and Growth (1) 2020-01-13
- NEP-ORE: Operations Research (1) 2020-01-13
- NEP-PBE: Public Economics (1) 2022-09-12
- NEP-UPT: Utility Models and Prospect Theory (1) 2006-08-05
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