IDEAS home Printed from https://ideas.repec.org/p/hal/cepnwp/hal-00642920.html
   My bibliography  Save this paper

Christopher A. Sims et la représentation VAR

Author

Listed:
  • Jean-Baptiste Gossé

    (CEPN - Centre d'Economie de l'Université Paris Nord - UP13 - Université Paris 13 - USPC - Université Sorbonne Paris Cité - CNRS - Centre National de la Recherche Scientifique)

  • Cyriac Guillaumin

    (CREG - Centre de recherche en économie de Grenoble - UPMF - Université Pierre Mendès France - Grenoble 2)

Abstract

On October 10th, 2011 the Royal Swedish Academy of Sciences awarded the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel to Thomas Sargent and Christopher Sims "for their empirical research on cause and effect in the macroeconomy". In this article we present the contribution for which Sims was awarded. We first present his academic cursus. Then, we summarise his key contributions. In order to overcome the limitations of Keynesian Macroeconometric models, Sims (1980) made the famous Sims critique and proposed a multivariate model where the only restrictions are the selection of variables and the choice of the number of lags. We conclude with an outlook of the academic researches generated by the Sims' pioneering work.

Suggested Citation

  • Jean-Baptiste Gossé & Cyriac Guillaumin, 2011. "Christopher A. Sims et la représentation VAR," CEPN Working Papers hal-00642920, HAL.
    • Handle: RePEc:hal:cepnwp:hal-00642920
    Note: View the original document on HAL open archive server: https://hal.science/hal-00642920
    as

    Download full text from publisher

    File URL: https://hal.science/hal-00642920/document
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jonas Kibala Kuma, 2018. "Structural VAR Model : Theory review and practices on software [Le Modèle VAR Structurel : Eléments de théorie et pratiques sur logiciels]," Post-Print cel-01771221, HAL.
    2. Njamenkengdo, Arsene Aurelien & Kouladoum, Jean-Claude, 2018. "Military Expenses: A Brake on Economic Growth in Chad," International Journal of Development and Conflict, Gokhale Institute of Politics and Economics, vol. 8(1), pages 14-26.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:cepnwp:hal-00642920. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.