Details about Christopher Sims

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Homepage:	http://www.princeton.edu/~sims
Workplace:	Department of Economics, Princeton University, (more information at EDIRC)

Access statistics for papers by Christopher Sims.

Last updated 2009-07-10. Update your information in the RePEc Author Service.

Short-id: psi12

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Working Papers

2007

1. Monetary Policy Models
   Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies.
   See also Journal Article in Brookings Papers on Economic Activity (2007)

2006

2. Improving Monetary Policy Models
   Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. View citations
   See also Journal Article in Journal of Economic Dynamics and Control (2008)
3. Methods for inference in large multiple-equation Markov-switching models
   Working Paper, Federal Reserve Bank of Atlanta View citations
   See also Journal Article in Journal of Econometrics (2008)

2005

4. Calculating and Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models
   Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University View citations
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2003) View citations
   Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) View citations
   Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations
5. Rational inattention: a research agenda
   Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre View citations
6. Were There Regime Switches in U.S. Monetary Policy?
   Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. View citations
   Also in Working Paper, Federal Reserve Bank of Atlanta (2004) View citations
   See also Journal Article in American Economic Review (2006)

2004

7. MCMC method for Markov mixture simultaneous-equation models: a note
   Working Paper, Federal Reserve Bank of Atlanta View citations

2003

8. Calculating and Using Second Order Accurate Solutions of Discrete Time
   Levine's Bibliography, UCLA Department of Economics View citations

2001

9. Fiscal Aspects of Central Bank Independence
   CESifo Working Paper Series, CESifo Group Munich View citations

1999

10. The Precarious Fiscal Foundations of EMU
    DNB Staff Reports (discontinued), Netherlands Central Bank View citations

1998

11. Does monetary policy generate recessions?
    Working Paper, Federal Reserve Bank of Atlanta View citations
    See also Journal Article in Macroeconomic Dynamics (2006)

1996

12. Bayesian methods for dynamic multivariate models
    Working Paper, Federal Reserve Bank of Atlanta View citations
    See also Journal Article in International Economic Review (1998)

1995

13. Error bands for impulse responses
    Working Paper, Federal Reserve Bank of Atlanta View citations
    Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1994) View citations
    See also Journal Article in Econometrica (1999)

1994

14. Toward a Modern Macroeconomic Model Usable for Policy Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc
    Also in Working Paper, Federal Reserve Bank of Atlanta (1994)
    See also Chapter (1994)

1992

15. A Nine Variable Probabilistic Macroeconomic Forecasting Model
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1989) View citations
    See also Chapter (1993)
16. Empirical Implications of Arbitrage-Free Asset Markets
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
17. Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See also Journal Article in European Economic Review (1992)

1991

18. Comment on 'To Criticize the Critics,' by Peter C. B. Phillips
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

1990

19. Rational expectations modeling with seasonally adjusted data
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis
    See also Journal Article in Journal of Econometrics (1993)

1989

20. Modeling trends
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations
21. Models and their uses
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations
22. Solving nonlinear stochastic optimization and equilibrium problems backwards
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations

1988

23. Bayesian skepticism on unit root econometrics
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations
    See also Journal Article in Journal of Economic Dynamics and Control (1988)
24. Understanding unit rooters: a helicopter tour
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations
    See also Journal Article in Econometrica (1991)

1986

25. Forecasting and conditional projection using realistic prior distribution
    Staff Report, Federal Reserve Bank of Minneapolis View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1983) View citations
    See also Journal Article in Econometric Reviews (1984)

1980

26. Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in American Economic Review (1980)
27. Efficient Estimation of Time Series Models with Predetermined
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
28. Martingale-Like Behavior of Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

1977

29. Business cycle modeling without pretending to have too much a priori economic theory
    Working Papers, Federal Reserve Bank of Minneapolis View citations

Journal Articles

2008

1. Improving monetary policy models
   Journal of Economic Dynamics and Control, 2008, 32, (8), 2460-2475 View citations
   Also in Proceedings, 2005 (2005)
   See also Working Paper (2006)
2. Inflation expectations, uncertainty, the Phillips curve, and monetary policy
   Conference Series ; [Proceedings], 2008
3. Methods for inference in large multiple-equation Markov-switching models
   Journal of Econometrics, 2008, 146, (2), 255-274 View citations
   See also Working Paper (2006)

2007

4. Comment
   Journal of Business & Economic Statistics, 2007, 25, 152-154
5. Monetary Policy Models
   Brookings Papers on Economic Activity, 2007, 38, (2007-2), 75-90
   See also Working Paper (2007)
6. Thinking about instrumental variables (in Russian)
   Quantile, 2007, (2), 83-94

2006

7. DOES MONETARY POLICY GENERATE RECESSIONS?
   Macroeconomic Dynamics, 2006, 10, (02), 231-272 View citations
   See also Working Paper (1998)
8. Rational Inattention: Beyond the Linear-Quadratic Case
   American Economic Review, 2006, 96, (2), 158-163 View citations
9. Were There Regime Switches in U.S. Monetary Policy?
   American Economic Review, 2006, 96, (1), 54-81 View citations
   See also Working Paper (2005)

2005

10. Commentary on "trends in hours, balanced growth, and the role of technology in the business cycle"
    Review, 2005, (Jul), 487-492 View citations
11. Model uncertainty and policy evaluation: some theory and empirics - comments
    Proceedings, 2005

2004

12. Econometrics for Policy Analysis: Progress and Regress
    De Economist, 2004, 152, (2), 167-175

2003

13. Implications of rational inattention
    Journal of Monetary Economics, 2003, 50, (3), 665-690 View citations
14. Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment
    Journal of Business & Economic Statistics, 2003, 21, (4), 500-503

2002

15. Macroeconomic switching
    Proceedings, 2002, (Mar) View citations
16. Solving Linear Rational Expectations Models
    Computational Economics, 2002, 20, (1-2), 1-20 View citations
    See also Software Item (2001)
17. The Role of Models and Probabilities in the Monetary Policy Process
    Brookings Papers on Economic Activity, 2002, 33, (2002-2), 1-62 View citations

2001

18. A Review of Monetary Policy Rules
    Journal of Economic Literature, 2001, 39, (2), 562-566 View citations
19. Fiscal Consequences for Mexico of Adopting the Dollar
    Journal of Money, Credit and Banking, 2001, 33, (2), 597-616 View citations
    Also in Proceedings, 2001, 597-625 (2001) View citations
20. Pitfalls of a Minimax Approach to Model Uncertainty
    American Economic Review, 2001, 91, (2), 51-54 View citations

2000

21. Comment on Three Lessons for Monetary Policy in a Low-Inflation Era
    Journal of Money, Credit and Banking, 2000, 32, (4), 967-72 View citations
22. Using a likelihood perspective to sharpen econometric discourse: Three examples
    Journal of Econometrics, 2000, 95, (2), 443-462 View citations

1999

23. Error Bands for Impulse Responses
    Econometrica, 1999, 67, (5), 1113-1156 View citations
    See also Working Paper (1995)

1998

24. Bayesian Methods for Dynamic Multivariate Models
    International Economic Review, 1998, 39, (4), 949-68 View citations
    See also Working Paper (1996)
25. Comment on Glenn Rudebusch's "Do Measures of Monetary Policy in a VAR Make Sense?"
    International Economic Review, 1998, 39, (4), 933-41 View citations
26. Econometric implications of the government budget constraint
    Journal of Econometrics, 1998, 83, (1-2), 9-19 View citations
27. Role of interest rate policy in the generation and propagation of business cycles: what has changed since the '30s?
    Conference Series ; [Proceedings], 1998, (Jun), 121-175 View citations
28. Stickiness
    Carnegie-Rochester Conference Series on Public Policy, 1998, 49, (1), 317-356

1996

29. Inflation and growth - commentary
    Proceedings, 1996, (May), 173-178 View citations
30. Macroeconomics and Methodology
    Journal of Economic Perspectives, 1996, 10, (1), 105-20 View citations
31. What Does Monetary Policy Do?
    Brookings Papers on Economic Activity, 1996, 27, (1996-2), 1-78 View citations

1994

32. A Simple Model for Study of the Determination of the Price Level and the Interaction of Monetary and Fiscal Policy
    Economic Theory, 1994, 4, (3), 381-99 View citations

1993

33. Rational expectations modeling with seasonally adjusted data
    Journal of Econometrics, 1993, 55, (1-2), 9-19 View citations
    See also Working Paper (1990)

1992

34. Interpreting the macroeconomic time series facts: The effects of monetary policy
    European Economic Review, 1992, 36, (5), 975-1000 View citations
    See also Working Paper (1992)

1991

35. Empirical analysis of macroeconomic time series: VAR and structural models: by Michael P. Clements and Grayham E. Mizon
    European Economic Review, 1991, 35, (4), 922-932
36. To Criticize the Critics: Comment
    Journal of Applied Econometrics, 1991, 6, (4), 423-34
37. Understanding Unit Rooters: A Helicopter Tour
    Econometrica, 1991, 59, (6), 1591-99 View citations
    See also Working Paper (1988)

1990

38. Inference in Linear Time Series Models with Some Unit Roots
    Econometrica, 1990, 58, (1), 113-44 View citations
39. Solving the Stochastic Growth Model by Backsolving with a Particular Nonlinear Form for the Decision Rule
    Journal of Business & Economic Statistics, 1990, 8, (1), 45-47 View citations

1988

40. Bayesian skepticism on unit root econometrics
    Journal of Economic Dynamics and Control, 1988, 12, (2-3), 463-474 View citations
    See also Working Paper (1988)
41. Uncertainty across Models
    American Economic Review, 1988, 78, (2), 163-67

1987

42. Vector Autoregressions and Reality: Comment
    Journal of Business & Economic Statistics, 1987, 5, (4), 443-49 View citations

1986

43. Are forecasting models usable for policy analysis?
    Quarterly Review, 1986, (Win), 2-16 View citations

1985

44. Comment on "Issues Involved with the Seasonal Adjustment of Economic Time Series."
    Journal of Business & Economic Statistics, 1985, 3, (1), 92-94 View citations

1984

45. Forecasting and conditional projection using realistic prior distributions
    Econometric Reviews, 1984, 3, (1), 1-100 View citations
    See also Working Paper (1986)
46. Reply
    Econometric Reviews, 1984, 3, (1), 131-144

1983

47. Is There a Monetary Business Cycle?
    American Economic Review, 1983, 73, (2), 228-33 View citations
48. Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments
    Econometrica, 1983, 51, (3), 783-98 View citations

1982

49. Policy Analysis with Econometric Models
    Brookings Papers on Economic Activity, 1982, 13, (1982-1), 107-164 View citations

1981

50. Current Monetary Policy Research at the Federal Reserve Board: Discussion
    Journal of Finance, 1981, 36, (2), 515-17
51. What Kind of Science is Economics? A Review Article on Causality in Economics by John R. Hicks
    Journal of Political Economy, 1981, 89, (3), 578-83

1980

52. Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered
    American Economic Review, 1980, 70, (2), 250-57 View citations
    See also Working Paper (1980)
53. Macroeconomics and Reality
    Econometrica, 1980, 48, (1), 1-48 View citations

1979

54. A comment on the papers by Zellner and Schwert
    Carnegie-Rochester Conference Series on Public Policy, 1979, 10, (1), 103-108 View citations

1974

55. Output and Labor Input in Manufacturing
    Brookings Papers on Economic Activity, 1974, 5, (1974-3), 695-736 View citations

1972

56. Money, Income, and Causality
    American Economic Review, 1972, 62, (4), 540-52 View citations

1971

57. Discrete Approximations to Continuous Time Distributed Lags in Econometrics
    Econometrica, 1971, 39, (3), 545-63 View citations
58. Linear Regression with Non-Normal Error Terms: A Comment
    The Review of Economics and Statistics, 1971, 53, (2), 204-05

1969

59. Theoretical Basis for a Double Deflated Index of Real Value Added
    The Review of Economics and Statistics, 1969, 51, (4), 470-71

Chapters

2007

1. Comment on "International Transmission and Monetary Policy Cooperation"
   A chapter in International Dimensions of Monetary Policy, 2007

2004

2. Limits to Inflation Targeting
   A chapter in The Inflation-Targeting Debate, 2004, pp 283-310

1994

3. Toward a Modern Macroeconomic Model Usable for Policy Analysis
   A chapter in NBER Macroeconomics Annual 1994, Volume 9, 1994, pp 81-140
   See also Working Paper (1994)

1993

4. A Nine-Variable Probabilistic Macroeconomic Forecasting Model
   A chapter in Business Cycles, Indicators and Forecasting, 1993, pp 179-212 View citations
   See also Working Paper (1992)

1978

5. Contributed Comments to "Seasonal Analysis of Economic Time Series"
   A chapter in Seasonal Analysis of Economic Time Series, 1978, pp 461-479

1977

6. Remarks on Real Value Added
   A chapter in Annals of Economic and Social Measurement, Volume 6, number 1, 1977, pp 135-139

1974

7. Optimal Stable Policies for Unstable Instruments
   A chapter in Annals of Economic and Social Measurement, Volume 3, number 1, 1974, pp 257-266 View citations

1972

8. Are There Exogenous Variables in Short-Run Production Relations
   A chapter in Annals of Economic and Social Measurement, Volume 1, number 1, 1972, pp 16-35 View citations

Software Items

2003

1. Matlab Code for Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

2001

2. Matlab Code for Solving Linear Rational Expectations Models
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Journal Article in Computational Economics (2002)

1999

3. Matlab Optimization Software
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles