Christopher A. Sims

Christopher Albert Sims ( born October 21, 1942 in Washington, DC) is an American economist. In 2011 he was awarded the Prize in Economic Sciences the Bank of Sweden in memory of Alfred Nobel ( Nobel Prize in Economics ) together with Thomas Sargent for his research in the field of macroeconomics.

Life

1959 Christopher Sims began studying at Harvard University, from which he graduated in 1963 with a bachelor's degree in mathematics. He received his doctorate just there for Ph. D. in Economics in 1968. After another two years as an assistant professor at Harvard, he moved in 1970 to the University of Minnesota, where he was an associate professor until 1974 and then to 1990 professor. From 1990 to 1999 he taught as Henry Ford II Professor at Yale University, before he went to Princeton University in 1999. He was Professor of Economics and since 2004 Harold H. Helm '20 Professor of Economics and Banking. Visiting professor taken him to Yale in 1974 and 1979/ 80 ans Massachusetts Institute of Technology (MIT).

Sims works in the field of macroeconomics and econometrics. He is also known for vectorautoregressive.

Memberships

Works

  • The Dynamics of Productivity Change. A Theoretical and Empirical Study. Dissertation, Harvard University, 1968.
  • Publisher: Advances in econometrics. Sixth world congress. ( GivenName Papers at the Sixth World Congress of the Econometric Society in Barcelona in August 1990. ) University Press, Cambridge [ua ] 1994, ISBN 0-521-44459-4

Articles (Selection )

  • Discrete Approximations to Continuous Time Distributed Lags in Econometrics. In: Econometrica. Volume 39, No. 3, 1971, p 545-563
  • Distributed Lag Estimation When the Parameter Space is Explicitly Infinite -Dimensional. In: Annals of Mathematical Statistics. Volume 42, No. 5, 1971, pp. 1622-1636.
  • Money, Income, and Causality. In: American Economic Review. Volume 62, No. 4, 1972, p 540-552
  • Seasonality in regression. In: Journal of the American Statistical Association. Volume 69, 1974, p 618-627
  • Exogeneity and causal orderings in macroeconometric models. In: New methods in business cycle research. Federal Reserve Bank of Minneapolis, Minneapolis 1977.
  • Macroeconomics and Reality. In: Econometrica. Volume 48, No. 1, 1980, p 1-48
  • Policy Analysis with Econometric Models. In: Brookings Papers on Economic Activity. Volume 13, 1982, p 107-164.
  • With Harald Uhlig: Understanding Unit Rooters. A Helicopter Tour. In: Econometrica. Volume 59, No. 6, 1991, pp. 1591-1599
  • With Eric M. Leeper: Towards a Modern Macroeconomic Model Usable for Policy Analysis. In: NBER Macroeconomics Annual. MIT Press, 1994, pp. 81-118
  • A Simple Model for Study of the Determination of the Price Level and the Interaction of Monetary and Fiscal Policy. In: Economic Theory. Springer, Volume 4, No. 3, 1994, pp. 381-399.
  • Macroeconomics and Methodology. In: Journal of Economic Perspectives. Volume 10, No. 1, 1996, pp. 105-120
  • With Eric M. Leeper and Tao Zha: What Does Monetary Policy Do? In: Brookings Papers on Economic Activity. Volume 27, 1996, p 1-78
  • With Tao Zha: Bayesian Methods for Dynamic Multivariate Models. In: International Economic Review. Volume 39, No. 4, 1998, pp. 949-968
  • Role of interest rate policy in the generation and propagation of business cycles. What has changed since the '30s? . Proceedings 1998 Annual Boston FRB Res Conf., Federal Reserve Bank of Boston, 1999, pp. 121-160
  • With Tao Zha: Error Bands for Impulse Responses. In: Econometrica. Volume 67, No. 5, 1999, pp. 1113-1156
  • The Precarious Fiscal Foundations of EMU. In: De Economist. Volume 147, No. 4, 1999, pp. 415-436
  • Solving Linear Rational Expectations Models. In: Computational Economics. Volume 20, No. 1/2, 2002, pp. 1-20
  • The Role of Models and Probabilities in the Monetary Policy Process. In: Brookings Papers on Economic Activity. Volume 33, 2002, pp. 1-62
  • Rational Inattention. Beyond the Linear - Quadratic Case. In: American Economic Review. Volume 96, No. 2, 2006, pp. 158-163
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