My Citations
Scholar Home
  Advanced Scholar Search



Scholar      Create email alertResults 1 - 100 of about 242. (0.33 sec) 

Macroeconomics and reality

[PDF] from uw.edu.pl
CA Sims - Econometrica: Journal of the Econometric Society, 1980 - JSTOR
Page 1. ECONOMETRICA VOLUME 48 JANUARY, 1980 NUMBER 1
MACROECONOMICS AND REALITY' BY CHRISTOPHER A. SIMS Existing strategies
for econometric analysis related to macroeconomics are subject to a ...
Cited by 6295 - Related articles - Get it from MIT Libraries - Library Search - All 24 versions

Money, income, and causality

[PDF] from sonoma.edu
Full text - MIT Libraries
CA Sims - The American Economic Review, 1972 - JSTOR
Page 1. Money, Income, and Causality By CHRISTOPHER A. SIMs* This study has two
purposes. One is to examine the substantive question: Is there statistical evidence that money
is "exogenous" in some sense in the money- income relationship? ...
Cited by 2642 - Related articles - All 24 versions

Inference in linear time series models with some unit roots

CA Sims, JH Stock… - Econometrica: Journal of the …, 1990 - JSTOR
Page 1. Econometrica, Vol. 58, No. 1 (January, 1990), 113-144 INFERENCE IN
LINEAR TIME SERIES MODELS WITH SOME UNIT ROOTS BY CHRISTOPHER A.
SIMS, JAMWS H. STOCK, AND MARK W. WATSON1 This paper ...
Cited by 1389 - Related articles - Get it from MIT Libraries - Library Search - All 9 versions

Interpreting the macroeconomic time series facts: The effects of monetary policy

[PDF] from yale.edu
Full text - MIT Libraries
CA Sims - European Economic Review, 1992 - Elsevier
... Sims, 1971 Christopher Sims, Money income and causality. American Economic Review, (1971).
Sims, 1980 Christopher Sims, Macroeconomics and reality. Econometrica, (1980). Sims, 1986
Christopher Sims, Are forecasting models usable for policy analysis?. ...
Cited by 1206 - Related articles - Library Search - All 24 versions

[PDF] Are forecasting models usable for policy analysis?

[PDF] from minneapolisfed.org
Full text - MIT Libraries
CA Sims - Federal Reserve Bank of Minneapolis Quarterly …, 1986 - minneapolisfed.org
Page 1. Are Forecasting Models Usable for Policy Analysis?* Christopher A. Sims
Professor of Economics University of Minnesota In one of the early papers describing
the applications of vector autoregression (VAR) models ...
Cited by 894 - Related articles - All 17 versions

Forecasting and conditional projection using realistic prior distributions

[PDF] from minneapolisfed.org
Full text - MIT Libraries
T Doan, R Litterman… - Econometric Reviews, 1984 - Taylor & Francis
This paper develops a forecasting procedure based on a Bayesian method for estimating
vector autoregressions. The procedure is applied to 10 macroeconomic variables and is
shown to improve out-of-sample forecasts relative to univariate equations. Although cross- ...
Cited by 812 - Related articles - Library Search - All 18 versions

What does monetary policy do?

[PDF] from benoitmojon.com
Full text - MIT Libraries
EM Leeper, CA Sims, T Zha, RE Hall… - Brookings Papers on …, 1996 - JSTOR
Page 1. ERIC M. LEEPER Indiana University CHRISTOPHER A. SIMS Yale University
TAO ZHA Federal Reserve Bank of Atlanta What Does Monetary Policy Do? THERE
IS A long tradition in monetary economics of searching ...
Cited by 764 - Related articles - BL Direct - All 22 versions

Solving linear rational expectations models

[PS] from princeton.edu
Full text - MIT Libraries
CA Sims - Computational Economics, 2002 - Springer
Page 1. Computational Economics 20: 1–20, 2001. © 2001 Kluwer Academic
Publishers. Printed in the Netherlands. 1 Solving Linear Rational Expectations Models
CHRISTOPHER A. SIMS Department of Economics, 104 Fischer ...
Cited by 747 - Related articles - BL Direct - All 17 versions

Systematic monetary policy and the effects of oil price shocks

[PDF] from nyu.edu
Full text - MIT Libraries
BS Bernanke, M Gertler, M Watson, CA Sims… - Brookings papers on …, 1997 - JSTOR
... Put more positively, if one takes the VAR evidence on monetary policy seriously (as we do), then
any case for an important role of monetary policy in the business cycle rests on Thanks to
Benjamin Friedman, Christopher Sims, and the Brookings Panel for help- ful comments. ...
Cited by 740 - Related articles - Library Search - BL Direct - All 15 versions

Implications of rational inattention

[PDF] from nyu.edu
Full text - MIT Libraries
CA Sims - Journal of Monetary Economics, 2003 - Elsevier
Cited by 718 - Related articles - All 17 versions

[PDF] Business cycle modeling without pretending to have too much a priori economic theory

[PDF] from frb.fed.us
TJ Sargent… - New Methods in Business …, 1977 - research.mpls.frb.fed.us
Page 1. Business Cycle Modeling Without Pretending to Have Too Much A Priori
Economic Theory by Thomas J. Sargent Christopher A. Sims Revised January 1977
Working Paper : #55 Rsch, File: #299.1 The views expressed ...
Cited by 685 - Related articles - All 12 versions

Comparison of interwar and postwar business cycles: Monetarism reconsidered

CA Sims - 1980 - nber.org
Page 1. NBER WORKING PAPER SERIES COMPARISON OF INTERWAR AND
POSTWAR CYCLES: MONETARISM RECONSIDERED Christopher A. Sims Working
Paper No. 1430 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
Cited by 609 - Related articles - Library Search - All 12 versions

Were there regime switches in US monetary policy?

[PDF] from earthlink.net
Full text - MIT Libraries
CA Sims… - The American Economic Review, 2006 - ingentaconnect.com
Page 1. Were There Regime Switches in US Monetary Policy? By CHRISTOPHER A. SIMS
AND TAO ZHA* A multivariate regime-switching model for monetary policy is confronted with
US data. The best fit allows time variation in disturbance variances only. ...
Cited by 595 - Related articles - Library Search - BL Direct - All 39 versions

Policy analysis with econometric models

[PDF] from uab.es
Full text - MIT Libraries
CA Sims, SM Goldfeld… - Brookings Papers on Economic Activity, 1982 - JSTOR
Page 1. CHRISTOPHER A. SIMS University of Minnesota Policy Analysis with Econometric
Models RECENTLY the rational expectations school has mounted an attack on the
conventional use of simultaneous equations models for policy analysis. ...
Cited by 521 - Related articles - All 17 versions

A simple model for study of the determination of the price level and the interaction of monetary and fiscal policy

[PDF] from yale.edu
Full text - MIT Libraries
CA Sims - Economic Theory, 1994 - Springer
Page 1. Econ. Theory 4, 381-399 (1994) Econom/c Theory 9 Springer-Verlag 1994
A simple model for study of the determination of the price level and the interaction
of monetary and fiscal policy* Christopher A. Sims Department ...
Cited by 494 - Related articles - All 17 versions

Error bands for impulse responses

[PDF] from wisc.edu
Full text - MIT Libraries
CA Sims… - Econometrica, 1999 - Wiley Online Library
Page 1. Ž . Econometrica, Vol. 67, No. 5 September, 1999 , 11131155 ERROR BANDS
FOR IMPULSE RESPONSES BY CHRISTOPHER A. SIMS AND TAO ZHA 1 We show
how correctly to extend known methods for generating ...
Cited by 461 - Related articles - BL Direct - All 16 versions

Bayesian skepticism on unit root econometrics

[PDF] from ecfor.ru
Full text - MIT Libraries
CA Sims - Journal of Economic Dynamics and Control, 1988 - Elsevier
Cited by 395 - Related articles - Library Search - All 15 versions

Bayesian methods for dynamic multivariate models

CA Sims… - International Economic Review, 1998 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 39, No. 4, November 1998 BAYESIAN
METHODS FOR DYNAMIC MULTIVARIATE MODELS* BY CHRISTOPHER A. SIMS AND TAO
ZHAt1 Yale University, USA Federal Reserve Bank of Atlanta, USA ...
Cited by 290 - Related articles - Get it from MIT Libraries - BL Direct - All 6 versions

Understanding unit rooters: A helicopter tour

[PDF] from northwestern.edu
CA Sims… - Econometrica: Journal of the Econometric Society, 1991 - JSTOR
Page 1. Econometrica, Vol. 59, No. 6 (November, 1991), 1591-1599
UNDERSTANDING UNIT ROOTERS: A HELICOPTER TOUR BY CHRISTOPHER
A. SIMS' AND HARALD UHLIG While technically p-values should not be ...
Cited by 267 - Related articles - Get it from MIT Libraries - Library Search - All 22 versions

[BOOK] Does monetary policy generate recessions?

[PDF] from princeton.edu
CA Sims, T Zha… - 1998 - sims.princeton.edu
Page 1. DOES MONETARY POLICY GENERATE RECESSIONS?* CHRISTOPHER A. SIMS
DEPARTMENT OF ECONOMICS PRINCETON UNIVERSITY PRINCETON, NJ 08544-1021
TELEPHONE: 609-258-4033 FAX: 609-258-6419 EMAIL: SIMS@PRINCETON.EDU AND ...
Cited by 259 - Related articles - View as HTML - Get it from MIT Libraries - Library Search - All 21 versions

[Vector Autoregressions and Reality]: Comment

Full text - MIT Libraries
CA Sims - Journal of Business & Economic Statistics, 1987 - JSTOR
Page 1. Journal of Business & Economic Statistics, October 1987, Vol. 5, No. 4
Comment Christopher A. Sims Department of Economics, University of Minnesota,
1. INTRODUCTION David Runkle's article is useful in focusing ...
Cited by 199 - Related articles - All 5 versions

Seasonality in regression

[PDF] from umn.edu
CA Sims - Journal of the American Statistical Association, 1974 - JSTOR
Page 1. Seasonality in Regression CHRISTOPHER A. SIMS * The effects of seasonal
noise on regression estimates are considered as a type of errors-in-variables problem.
The natures of asymptotic biases due to the presence ...
Cited by 195 - Related articles - Get it from MIT Libraries - All 6 versions

The role of models and probabilities in the monetary policy process

[PDF] from princeton.edu
Full text - MIT Libraries
CA Sims - Brookings Papers on Economic Activity, 2002 - JSTOR
Page 1. CHRISTOPHER A. SIMS Princeton University The Role of Models and
Probabilities in the Monetary Policy Process THIS IS A PAPER ON THE way data
relate to decisionmaking in central banks. One component of the ...
Cited by 193 - Related articles - BL Direct - All 29 versions

Roots of the recent recoveries: labor reforms or private sector forces?

[PDF] from bupedu.com
Full text - MIT Libraries
JP Fitoussi, D Jestaz, ES Phelps, G Zoega… - Brookings Papers on …, 2000 - JSTOR
Page 1. JEAN-PAUL FITOUSSI Observatoire Frangais des Conjonctures Economiques DAVID
JESTAZ Observatoir-e Fr-angais des Conjonctures Economiques EDMUND S. PHELPS Columbia
University GYLFI ZOEGA Birkbeck College Roots of the Recent Recoveries: ...
Cited by 187 - Related articles - Library Search - BL Direct - All 26 versions

Nearly efficient estimation of time series models with predetermined, but not exogenous, instruments

[PDF] from 129.105.97.149
F Hayashi… - Econometrica: Journal of the Econometric Society, 1983 - JSTOR
Particularly under the assumption of rational expectations, a model may have serially
correlated errors and those errors may be uncorrelated with contemporaneous and lagged
values of a predetermined instrument, yet the instruments may not be strictly exogenous. ...
Cited by 184 - Related articles - Get it from MIT Libraries - Library Search - All 9 versions

Macroeconomics and methodology

[PDF] from uw.edu.pl
Full text - MIT Libraries
CA Sims - The Journal of Economic Perspectives, 1996 - JSTOR
Page 1. Journal of Economic Perspectives-Volume 10, Number 1-Winter 1996-Pages
105-120 Macroeconomics and Methodology Christopher A. Sims his essay begins with
a sketch of some ways I find it useful to think about science and its uses. ...
Cited by 176 - Related articles - BL Direct - All 21 versions

[PDF] Toward a modern macroeconomic model usable for policy analysis

[PDF] from nber.org
EM Leeper… - 1994 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of Economic
Research Volume Title: NBER Macroeconomics Annual 1994, Volume 9 Volume Author/Editor:
Stanley Fischer and Julio J. Rotemberg, eds. Volume Publisher: MIT Press ...
Cited by 171 - Related articles - View as HTML - Library Search - BL Direct - All 11 versions

Stickiness

Full text - MIT Libraries
CA Sims - Carnegie-Rochester Conference Series on Public …, 1998 - Elsevier
Cited by 167 - Related articles - All 6 versions

The rigidity of wages and the persistence of unemployment

[PDF] from brookings.edu
Full text - MIT Libraries
RE Hall, C Sims, R Solow… - Brookings Papers on Economic …, 1975 - JSTOR
IN THE MODERN American economy, fluctuations in unemployment usually persist from
one year to the next. Past decades have seen two lengthy deviations from equilibrium in the
labor market: 1958 through 1963, when the market was slack for six straight years, and ...
Cited by 170 - Related articles - All 9 versions

Discrete approximations to continuous time distributed lags in econometrics

CA Sims - Econometrica: Journal of the Econometric Society, 1971 - JSTOR
Page 1. Econometrica, Vol. 39, No. 3 (May, 1971) DISCRETE APPROXIMATIONS
TO CONTINUOUS TIME DISTRIBUTED LAGS IN ECONOMETRICS BY
CHRISTOPHER A. SIMS A model is considered in which a covariance ...
Cited by 146 - Related articles - Get it from MIT Libraries - All 5 versions

Comment on Glenn Rudebusch's" Do measures of monetary policy in a VAR make sense?"

Full text - MIT Libraries
CA Sims - International Economic Review, 1998 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 39, No. 4, November 1998 COMMENT
ON GLENN RUDEBUSCH'S "DO MEASURES OF MONETARY POLICY IN A VAR MAKE
SENSE?99* BY CHRISTOPHER A. SIMSt Yale University, USA ...
Cited by 131 - Related articles - BL Direct - All 6 versions

[BOOK] Rational inattention: a research agenda

[PDF] from yale.edu
CA Sims… - 2005 - econ.yale.edu
Page 1. RATIONAL INATTENTION RATIONAL INATTENTION: A RESEARCH AGENDA
CHRISTOPHER A. SIMS ABSTRACT. The literature applying information-theoretic ideas
to economics has so far considered only Gaussian uncertainty. ...
Cited by 135 - Related articles - View as HTML - Get it from MIT Libraries - Library Search - All 42 versions

Investment, interest rates, and the effects of stabilization policies

[PDF] from brookings-tsinghua.cn
Full text - MIT Libraries
RE Hall, CA Sims, F Modigliani… - Brookings Papers on …, 1977 - JSTOR
Page 1. ROBERT E. HALL Massachusetts Institute of Technology Investment, Interest Rates,
and the Efects of Stabilization olicies THE RESPONSE of investment expenditure to changes
in interest rates is at the heart of any analysis of stabilization policy. ...
Cited by 122 - Related articles - All 9 versions

Does monetary policy generate recessions?

Full text - MIT Libraries
CA Sims… - Macroeconomic Dynamics, 2006 - Cambridge Univ Press
Page 1. Macroeconomic Dynamics, 10, 2006, 231–272. Printed in the United States
of America. DOI: 10.1017.S136510050605019X VINTAGE ARTICLE DOES
MONETARY POLICY GENERATE RECESSIONS? CHRISTOPHER ...
Cited by 112 - Related articles - BL Direct - All 7 versions

[CITATION] Exogeneity and causal ordering in macroeconomic models

CA Sims - New Methods in Business Cycle Research: …, 1976 - conservancy.umn.edu
Cited by 105 - Related articles - Cached - Library Search - All 2 versions

Models and their uses

Full text - MIT Libraries
CA Sims - American Journal of Agricultural Economics, 1989 - ajae.oxfordjournals.org
Page 1. Policy Analysis with Time-Series Econometric Models (Maureen Kilkenny,
Pennsylvania State University, presiding) Models and Their Uses Christopher A.
Sims There are economists doing research with VAR models ...
Cited by 104 - Related articles - Library Search - All 8 versions

[PDF] Limits to inflation targeting

[PDF] from nber.org
CA Sims - 2004 - nber.org
Page 1. This PDF is a selection from a published volume from the National Bureau of Economic
Research Volume Title: The Inflation-Targeting Debate Volume Author/Editor: Ben S. Bernanke
and Michael Woodford, editors Volume Publisher: University of Chicago Press ...
Cited by 106 - Related articles - View as HTML - All 11 versions

Can the Inflation of the 1970s be Explained?

[PDF] from brookings.edu
Full text - MIT Libraries
RJ Gordon, G Perry, F Modigliani, A Okun… - Brookings Papers on …, 1977 - JSTOR
BY MANY STANDARDS inflation has been a" surprise" during the past six years. Errors in
forecasting inflation have increased markedly compared with earlier periods. For instance,
during the interval 1971: 3 to 1975: 4 the root mean-square error of the Livingston panel of ...
Cited by 102 - Related articles - All 7 versions

Fiscal consequences for Mexico of adopting the dollar

[PDF] from princeton.edu
CA Sims - Journal of Money, Credit and Banking, 2001 - JSTOR
Page 1. CHRISTOPHER A. SIMS Fiscal Consequences for Mexico of Adopting the
Dollar Dollarization implies a reduction in the menu of assets available to the
government and to the private sector in managing risk. What- ever ...
Cited by 96 - Related articles - Get it from MIT Libraries - BL Direct - All 20 versions

[PDF] A nine-variable probabilistic macroeconomic forecasting model

[PDF] from nber.org
CA Sims - 1993 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau
of Economic Research Volume Title: Business Cycles, Indicators and Forecasting Volume
Author/Editor: James H. Stock and Mark W. Watson, editors ...
Cited by 94 - Related articles - View as HTML - All 27 versions

[PDF] Distributed lags

[PDF] from umn.edu
CA Sims - Frontiers of quantitative economics, 1974 - conservancy.umn.edu
Page 1. DISTRIBUTED LAGS by Christopher A. Sims Discussion Paper No. 28, March 1973
Center for Economic Research Department of Economics University of Minnesota Minneapolis,
Minnesota 55455 Page 2. DISTRIBUTED LAGS by Christopher A. Sims ...
Cited by 89 - Related articles - View as HTML - All 7 versions

Pitfalls of a minimax approach to model uncertainty

[PDF] from psu.edu
Full text - MIT Libraries
CA Sims - The American Economic Review, 2001 - JSTOR
Page 1. Pitfalls of a Minimax Approach to Model Uncertainty By CHRISTOPHER A.
SIMs* The recent spate of work applying the ideas of "least favorable prior" decision
theory (Itzhak Gilboa and David Schmeidler, 1989; Chamberlain ...
Cited by 90 - Related articles - BL Direct - All 15 versions

Output persistence, economic structure, and the choice of stabilization policy

[PDF] from brookings-tsinghua.cn
Full text - MIT Libraries
SN Durlauf, D Romer… - Brookings Papers on Economic Activity, 1989 - JSTOR
... Most theoretical work on the subject has treated unit roots exclusively as a manifestation of
I thank Andrew Bernard, Robert Hall, David Romer, John Shoven, Christopher Sims, Gavin
Wright, and members of the Brookings Panel for helpful discussions. ...
Cited by 83 - Related articles - All 10 versions

[PDF] Macroeconomic switching

[PDF] from psu.edu
CA Sims… - Manuscript, Princeton University, 2002 - Citeseer
Page 1. MACROECONOMIC SWITCHING CHRISTOPHER A. SIMS AND TAO ZHA
ABSTRACT. We discuss the results of fitting a 6-variable structural VAR in which
we allow for certain types of parameter variation over time. ...
Cited by 83 - Related articles - View as HTML - All 14 versions

[PDF] Error bands for impulse responses

[PDF] from princeton.edu
CA Sims… - Federal Reserve Bank of Atlanta Working …, 1995 - sims.princeton.edu
Page 1. 1 Error Bands for Impulse Responses Christopher A. Sims and Tao Zha July
1995 Revised, July 1998 We show how correctly to extend known methods for generating
error bands in reduced form VAR's to overidentified models. ...
Cited by 82 - Related articles - View as HTML - All 26 versions

[PDF] Fiscal foundations of price stability in open economies

[PDF] from psu.edu
CA Sims - Manuscript, Yale University, 1997 - Citeseer
Page 1. This draft is preliminary and incomplete. © 1997 by Christopher A. Sims. Single
copies for personal use and multiple copies for educational and research purposes,
are allowed, so long as this copyright notice is included ...
Cited by 81 - Related articles - View as HTML - All 5 versions

[CITATION] An autoregressive index model for the US 1948-1975

CA Sims - Large-Scale Macro-Econometric Models, Amsterdam: …, 1981
Cited by 83 - Related articles

Output and labor input in manufacturing

[PDF] from brookings-tsinghua.cn
Full text - MIT Libraries
CA Sims, MC Lovell… - Brookings Papers on Economic Activity, 1974 - JSTOR
Page 1. CHRISTOPHER A. SIMS University of Minnesota Output and Labor Input
in Manufacturing THE RELATION between output and labor input in manufacturing
is im- portant in quantitative analysis of economic fluctuations. ...
Cited by 79 - Related articles - All 11 versions

[CITATION] Identifying policy effects

CA Sims - … Macroeconomics for Interdependent Economics, ed. by …, 1988
Cited by 78 - Related articles

[PDF] Drift and breaks in monetary policy

[PDF] from princeton.edu
CA Sims - Manuscript, Princeton University, 1999 - sims.princeton.edu
Page 1. DRIFT AND BREAKS IN MONETARY POLICY CHRISTOPHER A. SIMS
Abstract. US monetary policy behavior since 1948 is modeled as nonlinear, chang-
ing over time according to a hidden Markov chain specification. ...
Cited by 74 - Related articles - View as HTML - All 5 versions

The precarious fiscal foundations of EMU

[PDF] from dnb.nl
Full text - MIT Libraries
CA Sims - De Economist, 1999 - Springer
Page 1. THE PRECARIOUS FISCAL FOUNDATIONS OF EMU* BY CHRISTOPHER
A. SIMS** Summary After a brief overview of the fiscal theory of the price level, we
consider the insights it provides into monetary policy formation ...
Cited by 70 - Related articles - Library Search - BL Direct - All 16 versions

[PDF] The Role of Interest Rate Policy in the Generation and Propagation of Business Cycles: What Has Changed Since the'30s?

[PDF] from frb.org
CA Sims - Conference series-Federal Reserve Bank of Boston, 1998 - bos.frb.org
Page 1. THE ROLE OF INTEREST RATE POLICY IN THE GENERATION AND PROPAGATION
OF BUSINESS CYCLES: WHAT HAS CHANGED SINCE THE '30S? Christopher A. Sims*
Governments have two broad classes of macroeconomic impact. ...
Cited by 69 - Related articles - View as HTML - BL Direct - All 14 versions

Inflation in theory and practice

[PDF] from brookings.edu
Full text - MIT Libraries
GL Perry, W Fellner, RJ Gordon… - Brookings Papers on …, 1980 - JSTOR
THE ECONOMIC EXPERIENCE of the past decade has confirmed the limitations of
stabilization policy for slowing inflation. The two recessions of the decade revealed how
costly it is to stop an entrenched inflation by creating economic slack. Two episodes of ...
Cited by 67 - Related articles - All 8 versions

Rational inattention: Beyond the linear-quadratic case

Full text - MIT Libraries
CA Sims - The American economic review, 2006 - JSTOR
Page 1. Rational Inattention: Beyond the Linear-Quadratic Case By CHRISTOPHER
A. SIMs* In a pair of earlier papers (Sims, 2003, 1998) I have argued for modeling
the observed inertial reaction of economic agents to external ...
Cited by 68 - Related articles - BL Direct - All 10 versions

Should we fear deflation?

[HTML] from typepad.com
Full text - MIT Libraries
JB DeLong… - Brookings Papers on Economic Activity, 1999 - JSTOR
... What has happened to that belief, and to that built-in I would like to thank Christopher Sims, Alan
Blinder, Menzie Chinn, Barry Eichengreen, Robert Hall, Kenneth Kletzer, Michael Perelman, and
David Romer, among others, for help- ful comments and discussions. ...
Cited by 63 - Related articles - BL Direct - All 12 versions

[Evolving Post-World War II US Inflation Dynamics]: Comment

Full text - MIT Libraries
CA Sims - NBER macroeconomics annual, 2001 - JSTOR
Page 1. Comment CHRISTOPHER A. SIMS Princeton University 1. Introduction My
comments fall under three main headings: (i) The later, Taylor-rule part of the paper
is a structural VAR analysis. It uses nonstandard, and questionable ...
Cited by 63 - Related articles

[PDF] Probability models for monetary policy decisions

[PDF] from bankofcanada.ca
CA Sims - Manuscript, 2003 - bankofcanada.ca
Page 1. PROBABILITY MODELS FOR MONETARY POLICY DECISIONS CHRISTOPHER A.
SIMS ABSTRACT. To be written. I. THE STATE OF CENTRAL BANK POLICY MODELING I.1.
Not probability models. I.2. Ad hoc “econometrics” layered on a “long-run” core. ...
Cited by 59 - Related articles - View as HTML - All 37 versions

[PDF] A uniform analysis of development patterns

[PDF] from usaid.gov
HB Chenery, H Elkington… - Economic development report, 1970 - pdf.usaid.gov
The background research on thic paper was supported by the Project for Quantitative
Research in Economic Development through funds provided by the Agency for International
Development under Contract CSD-1543 and by the National Science Foundation Grant ...
Cited by 58 - Related articles - View as HTML - Library Search

Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models

[PDF] from ecfor.ru
Full text - MIT Libraries
J Kim, S Kim, E Schaumburg… - Journal of Economic Dynamics …, 2008 - Elsevier
Cited by 53 - Related articles - All 5 versions

Martingale-Like Behavior of Prices

[PDF] from princeton.edu
CA Sims - 1980 - nber.org
Page 1. NBER WORKING PAPER SERIES MARTINGALE-LIKE BEHAVIOR OF
PRICES Christopher A. Sims Working Paper No. H89 NATIONAL BUREAU OF
ECONOMIC RESEARCH IO5O Massachusetts Avenue Cambridge ...
Cited by 51 - Related articles - Library Search - All 11 versions

Rational expectations modeling with seasonally adjusted data

[PDF] from ecfor.ru
Full text - MIT Libraries
CA Sims - Journal of Econometrics, 1993 - Elsevier
Cited by 50 - Related articles - Library Search - All 19 versions

[PDF] Projecting policy effects with statistical models

[PDF] from princeton.edu
CA Sims - Revista de Analisis Economico, 1988 - sims.princeton.edu
Page 1. PROJECTING POLICY EFFECTS WITH STATISTICAL MODELS by Christopher A. Sims
University of Minnesota July, 1988 Prepared for presentation at the Latin American Meetings
of the Econometric Society, San Jose, Costa Rica August 2-5 1988. ...
Cited by 48 - Related articles - View as HTML - Get it from MIT Libraries - All 5 versions

[BOOK] A rational expectations framework for short-run policy analysis

[PDF] from princeton.edu
CA Sims - 1987 - sims.princeton.edu
Page 1. A RATIONAL EXPECTATIONS FRAMEWORK FOR SHORT RUN POLICY
ANALYSIS CHRISTOPHER A. SIMS 1. Introduction There is increasing recognition
that Lucas's [1976] critique of econometric policy evaluation ...
Cited by 45 - Related articles - View as HTML - Get it from MIT Libraries - Library Search - All 8 versions

Methods for inference in large multiple-equation Markov-switching models

[PDF] from ucr.edu
Full text - MIT Libraries
CA Sims, DF Waggoner… - Journal of Econometrics, 2008 - Elsevier
Cited by 43 - Related articles - Library Search - All 23 versions

[CITATION] Does monetary policy generate recessions?: Using less aggregate price data to identify monetary policy

CA Sims… - manuscript (December 1994), 1995
Cited by 42 - Related articles

State and local budgets the day after it rained: why is the surplus so high?

[PDF] from brookings.edu
Full text - MIT Libraries
EM Gramlich, R Hall, M Wachter… - Brookings Papers on …, 1978 - JSTOR
READERS of the financial press will be shocked to find that, in the aggregate, the 78,000
state and local governments in this country are running a hefty budget surplus. These
governments had a combined budget surplus of $29.2 billion in 1977, by far the largest ...
Cited by 43 - Related articles - All 9 versions

[CITATION] Theoretical basis for a double deflated index of real value added

Full text - MIT Libraries
C Sims - The Review of Economics and Statistics, 1969 - econpapers.repec.org
Downloads: (external link) http://links.jstor.org/sici?sici=0034-6535%2819691 ...
O%3B2-4&origin=repec full text (application/pdf) Access to full text is restricted to JSTOR
subscribers. See http://www.jstor.org for details. ... Related works: This item may be ...
Cited by 41 - Related articles - Cached - All 5 versions

Fiscal Aspects of Central Bank Independence

[PDF] from princeton.edu
CA Sims - Chapter, 2004 - books.google.com
Page 125. Fiscal Aspects of Central Bank Independence Christopher A. Sims 4.1
Introduction There are two ideal models of a central bank, of which actual central banks
are usually a mixture. In type F, which is close to describing ...
Cited by 41 - Related articles - All 24 versions

[BOOK] Empirical implications of arbitrage-free asset markets

[PDF] from princeton.edu
S Maheswaran, CA Sims… - 1992 - sims.princeton.edu
Page 1. EMPIRICAL IMPLICATIONS OF ARBITRAGE-FREE ASSET MARKETS by
S. Maheswaran Washington University, St. Louis and Christopher A. Sims Yale
University January 1992 ABSTRACT The martingale-equivalence ...
Cited by 38 - Related articles - View as HTML - Get it from MIT Libraries - Library Search - All 14 versions

Econometric implications of the government budget constraint

[PDF] from psu.edu
Full text - MIT Libraries
CA Sims - Journal of Econometrics, 1998 - Elsevier
Cited by 37 - Related articles - All 11 versions

Contract Theory and the Moderation of Inflation by Recession and by Controls

[PDF] from brookings.edu
Full text - MIT Libraries
MN Baily, WD Nordhaus… - Brookings papers on economic activity, 1976 - JSTOR
Page 1. MARTIN NEIL BAILY Yale University Contract Theory and the Moderation
of Inflation by Recession and by Controls THE EXTRAORDINARY persistence of
price inflation in the face of mild and then severe recession ...
Cited by 36 - Related articles - All 10 versions

Comment by Christopher A. Sims on 'to criticize the critics', by Peter CB Phillips

[PDF] from yale.edu
Full text - MIT Libraries
CA Sims - Journal of Applied Econometrics, 1991 - Wiley Online Library
Page 1. JOURNAL OF APPLIED ECONOMETRICS, VOL. 6, 423-434 (1991) COMMENT BY
CHRISTOPHER A. SIMS ON 'TO CRITICIZE THE CRITICS', BY PETER CB PHILLIPS
CHRISTOPHER A. SIMS Department of Economics, Yale University, New Haven, CT, USA ...
Cited by 31 - Related articles - Library Search - All 16 versions

[PDF] Stability and instability in US monetary policy behavior

[PDF] from princeton.edu
CA Sims - Manuscript, Princeton University, 2001 - sims.princeton.edu
Page 1. STABILITY AND INSTABILITY IN US MONETARY POLICY BEHAVIOR CHRISTOPHER
A. SIMS ABSTRACT. A monetary policy reaction function is estimated, allowing for several possi-
ble patterns of time variation in both its coefficients and its disturbance variances. ...
Cited by 32 - Related articles - View as HTML - All 5 versions

Using a likelihood perspective to sharpen econometric discourse: Three examples

[PDF] from princeton.edu
Full text - MIT Libraries
CA Sims - Journal of econometrics, 2000 - Elsevier
Cited by 30 - Related articles - All 14 versions

Solving the stochastic growth model by backsolving with a particular nonlinear form for the decision rule

CA Sims - Journal of Business & Economic Statistics, 1990 - JSTOR
Page 1. Journal of Business & Economic Statistics, January 1990, Vol. 8, No. 1 Solving
the Stochastic Growth Model by Backsolving With a Particular Nonlinear Form for the
Decision Rule Christopher A. Sims Department of Economics ...
Cited by 29 - Related articles - Get it from MIT Libraries - All 6 versions

[PDF] Solving nonlinear stochastic optimization and equilibrium problems backwards

[PDF] from frb.org
CA Sims - Federal Reserve Bank of Minneapolis Discussion …, 1989 - mpls.frb.org
Page 1. Discussion Paper 15 Institute for Empirical Macroeconomics Federal Reserve
Bank of Minneapolis 250 Marquette Avenue Minneapolis, Minnesota 55480 May
1989 SOLVING NONLINEAR STOCHASTIC OPTIMIZATION ...
Cited by 29 - Related articles - All 13 versions

[PDF] Domestic currency denominated government debt as equity in the primary surplus

[PDF] from 148.205.148.5
CA Sims - Latin American meetings of the Econometric Society, …, 1999 - 148.205.148.5
Page 1. DOMESTIC CURRENCY DENOMINATED GOVERNMENT DEBT AS EQUITY IN THE
PRIMARY SURPLUS CHRISTOPHER A. SIMS Prepared for presentation at the August 1999
Latin American meetings of the Econometric Society at Cancun, Mexico Abstract. ...
Cited by 28 - Related articles - View as HTML - All 11 versions

[BOOK] Advances in econometrics: sixth World Congress

CA Sims - 1996 - books.google.com
Page 1. ADVANCES IN ECONOMETRICS SIXTH WORLD CONGRESS Vol. II Edited
by CHRISTOPHER A. SIMS ECONOMETRIC SOCIETY MONOGRAPHS Page 2. Page
3. This book comprises papers examining recent developments ...
Cited by 26 - Related articles - Get it from MIT Libraries - Library Search - All 4 versions

Is There a Monetary Business Cycle?

Full text - MIT Libraries
CA Sims - The American Economic Review, 1983 - JSTOR
Page 1. Is There a Monetary Business Cycle? By CHRISTOPHER A. SIMs* There
is a view that monetary policy is effectively summarized by the time path of a single
variable, the money stock, and that erratic fluctuations in the ...
Cited by 27 - Related articles - All 8 versions

[PDF] Rational inattention and monetary economics

[PDF] from stanford.edu
CA Sims - Handbook of Monetary Economics, 2010 - econ-new.stanford.edu
Page 1. RATIONAL INATTENTION AND MONETARY ECONOMICS CHRISTOPHER A. SIMS
ABSTRACT. At this point, this is for the most part (especially at the beginning) a description of
what the actual paper may look like, not the actual paper. I. MOTIVATION ...
Cited by 25 - Related articles - View as HTML - All 6 versions

Improving monetary policy models

[PDF] from princeton.edu
Full text - MIT Libraries
CA Sims - Journal of Economic Dynamics and Control, 2008 - Elsevier
Cited by 23 - Related articles - Library Search - All 11 versions

But economics is not an experimental science

[PDF] from nthu.edu.tw
Full text - MIT Libraries
CA Sims - The Journal of Economic Perspectives, 2010 - ingentaconnect.com
Page 1. Journal of Economic Perspectives—Volume 24, Number 2—Spring
2010—Pages 59–68 Without apparent irony, Angrist and Pischke (this issue) quote
Griliches (1986): “If the data were perfect, collected from well-designed ...
Cited by 21 - Related articles - All 11 versions

[PDF] Comment

[PDF] from amstat.org
Full text - MIT Libraries
CA Sims - Journal of Business and Economic Statistics, 2007 - ASA
Page 1. 152 Journal of Business & Economic Statistics, April 2007 allows us to deal
with the admitted fact that the models in- volved are approximations and yet assess
their adequacy and usefulness in terms relevant to the underlying ...
Cited by 19 - Related articles - View as HTML - All 7 versions

[PDF] Scientific standards in econometric modelling

[PDF] from umn.edu
CA Sims - H. Hazewinkel and ANG Rinnooy Kan, Current …, 1982 - econ.umn.edu
Page 1. SCIENTIFIC STANDARDS IN ECONOMETRIC MODELING by Christopher
A. Sims Discussion Paper No. 82-160, April 1982 Prepared for presentation at the
celebration of the 25th anniversary of the Rotterdam Econometrics ...
Cited by 19 - Related articles - View as HTML - All 5 versions

A note on exact tests for serial correlation

[PDF] from umn.edu
CA Sims - Journal of the American Statistical Association, 1975 - JSTOR
Page 1. A Note on Exact Tests for Serial Correlation CHRISTOPHER A. SIMS* A
transformation of the OLS residual vector to achieve a desired covariance structure,
proposed earlier by Durbin [3], is shown to be capable of substantially ...
Cited by 18 - Related articles - Get it from MIT Libraries - Library Search - All 7 versions

[CITATION] Inflation and growth-commentary

C Sims - Proceedings, 1996 - econpapers.repec.org
... EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Inflation and growth - commentary. Christopher Sims (). Proceedings, 1996, issue May,
pages 173-178. Keywords: Inflation; (Finance) (search ...
Cited by 18 - Related articles - Cached - Get it from MIT Libraries - BL Direct - All 4 versions

Evaluating Short-Term Macro-Economic Forecasts: The Dutch Performance

Full text - MIT Libraries
CA Sims - The Review of Economics and Statistics, 1967 - JSTOR
Page 1. EVALUATING SHORT-TERM MACRO-ECONOMIC FORECASTS: THE
DUTCH PERFORMANCE Christopher A. Sims * THE Netherlands Central Planning
Bureau has been using relatively sophisticated econometric ...
Cited by 17 - Related articles

[PDF] Are there exogenous variables in short-run production relations

[PDF] from nber.org
CA Sims - 1972 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of
Economic Research Volume Title: Annals of Economic and Social Measurement, Volume
1, number 1 Volume Author/Editor: NBER Volume Publisher: NBER ...
Cited by 17 - Related articles - View as HTML - All 11 versions

Uncertainty across models

Full text - MIT Libraries
CA Sims - The American Economic Review, 1988 - JSTOR
Page 1. UNCERTAINTY IN MACROECONOMICSt Uncertainty Across Models By CHRISTOPHER
A. SIMs* Everyone recognizes-indeed, it is a stale joke-that economists and economic models
are likely to offer a variety of different con- clusions on any given policy issue. ...
Cited by 18 - Related articles - All 8 versions

[CITATION] New methods in business cycle research: Proceedings from a conference

C Sims… - 1977 - Federal Reserve Bank of …
Cited by 17 - Related articles - Get it from MIT Libraries - Library Search

Stepping on a rake: The role of fiscal policy in the inflation of the 1970s

[PDF] from nber.org
Full text - MIT Libraries
CA Sims - European Economic Review, 2011 - Elsevier
Cited by 15 - Related articles - All 18 versions

[PDF] Least-squares Estimation of Autoregressions with Some Unit Roots

[PDF] from umn.edu
CA Sims… - 1978 - econ.umn.edu
Page 1. LEAST-SQUARES ESTIMATION OF AUTOREGRESSIONS WITH SOME UNIT ROOTS
by Christopher A. Sims Discussion Paper No. 78-95, March 1978 Center for Economic Research
Departlnent of Economics University of Minnesota Minneapolis, Minnesota 55455 ...
Cited by 15 - Related articles - View as HTML - Library Search - All 4 versions

[PDF] Making macro models behave reasonably

[PDF] from princeton.edu
CA Sims - manuscript, Princeton University, 2008 - sims.princeton.edu
Page 1. MAKING MACRO MODELS BEHAVE REASONABLY CHRISTOPHER A. SIMS
ABSTRACT. Using the idea of generalized dummy observations, we extend the meth- ods of
Del Negro and Schorfheide (DS), who have proposed a way to use a dynamic ...
Cited by 14 - Related articles - View as HTML - All 17 versions

[BOOK] Inflation expectations, uncertainty and monetary policy

[PDF] from bis.org
CA Sims - 2009 - papers.ssrn.com
... 15:45 Coffee break Chair: Tito Mboweni, South African Reserve Bank 16:15 Session 3:
Expectations formation: beyond rational expectations Paper title: Inflation expectations,
uncertainty and monetary policy Author: Christopher Sims (Princeton University) ...
Cited by 16 - Related articles - Get it from MIT Libraries - Library Search - All 16 versions

[PDF] International evidence on monetary factors in macroeconomic fluctuations

[PDF] from umn.edu
CA Sims - Center for Economic Research Discussion Paper, 1980 - econ.umn.edu
Page 1. INTERNATIONAL EVIDENCE ON MONETARY FACTORS IN MACROECONOMIC
FLUCTUATIONS by Christopher A. Sims Discussion Paper No. 80 - 137, September 1980 Center
for Economic Research Department of Economics University of Minnesota ...
Cited by 14 - Related articles - View as HTML - Library Search - All 5 versions

[CITATION] Efficiency in the construction industry

CA Sims - 1973
Cited by 14 - Related articles

A Review of" Monetary Policy Rules"

Full text - MIT Libraries
CA Sims - Journal of Economic Literature, 2001 - JSTOR
Page 1. Journal of Economic Literature Vol. XXXIX (June 2001) pp. 562-566 A Review
of Monetary Policy Rules' CHRISTOPHER A. SIMS2 THESE NINE papers by seventeen
authors are from a conference about monetary policy. ...
Cited by 15 - Related articles - BL Direct - All 6 versions

Monetary policy models

[PDF] from princeton.edu
Full text - MIT Libraries
CA Sims - Brookings Papers on Economic Activity, 2007 - JSTOR
Page 1. CHRISTOPHER A. SIMS Princeton University Monetary Policy Models Some
History I have written several Brookings Papers looking at the relation of
multiple-equation economic models to the process of monetary policy ...
Cited by 10 - Related articles - Library Search - BL Direct - All 14 versions

[CITATION] What Does Monetary Policy Do?

Full text - MIT Libraries
CA Sims, EM Leeper… - Brookings Papers on Economic Activity, 1996
Cited by 10 - Related articles

[CITATION] VDoes Monetary Policy Generate Recessions? V, Macro& economic Dynamics

C Sims… - 2006 - Cambridge University Press
Cited by 10 - Related articles

 Create email alert



1

2

3

Next


 

About Google Scholar - All About Google - My Citations

©2012 Google