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Details about Christopher Sims
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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Journal Articles Chapters Software Items
Working Papers
2007
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
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)
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
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
Rational inattention: a research agenda
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre View citations
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
MCMC method for Markov mixture simultaneous-equation models: a note
Working Paper, Federal Reserve Bank of Atlanta View citations
2003
Calculating and Using Second Order Accurate Solutions of Discrete Time
Levine's Bibliography, UCLA Department of Economics View citations
2001
Fiscal Aspects of Central Bank Independence
CESifo Working Paper Series, CESifo Group Munich View citations
1999
The Precarious Fiscal Foundations of EMU
DNB Staff Reports (discontinued), Netherlands Central Bank View citations
1998
Does monetary policy generate recessions?
Working Paper, Federal Reserve Bank of Atlanta View citations
See also Journal Article in Macroeconomic Dynamics (2006)
1996
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
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
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
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)
Empirical Implications of Arbitrage-Free Asset Markets
Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
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
Comment on 'To Criticize the Critics,' by Peter C. B. Phillips
Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
1990
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
Modeling trends
Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations
Models and their uses
Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations
Solving nonlinear stochastic optimization and equilibrium problems backwards
Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations
1988
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)
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
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
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)
Efficient Estimation of Time Series Models with Predetermined
Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
Martingale-Like Behavior of Prices
NBER Working Papers, National Bureau of Economic Research, Inc View citations
1977
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
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)
Inflation expectations, uncertainty, the Phillips curve, and monetary policy
Conference Series ; [Proceedings] , 2008
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
Comment
Journal of Business & Economic Statistics , 2007, 25 , 152-154
Monetary Policy Models
Brookings Papers on Economic Activity , 2007, 38 , (2007-2), 75-90
See also Working Paper (2007)
Thinking about instrumental variables (in Russian)
Quantile , 2007, (2), 83-94
2006
DOES MONETARY POLICY GENERATE RECESSIONS?
Macroeconomic Dynamics , 2006, 10 , (02), 231-272 View citations
See also Working Paper (1998)
Rational Inattention: Beyond the Linear-Quadratic Case
American Economic Review , 2006, 96 , (2), 158-163 View citations
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
Commentary on "trends in hours, balanced growth, and the role of technology in the business cycle"
Review , 2005, (Jul), 487-492 View citations
Model uncertainty and policy evaluation: some theory and empirics - comments
Proceedings , 2005
2004
Econometrics for Policy Analysis: Progress and Regress
De Economist , 2004, 152 , (2), 167-175
2003
Implications of rational inattention
Journal of Monetary Economics , 2003, 50 , (3), 665-690 View citations
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment
Journal of Business & Economic Statistics , 2003, 21 , (4), 500-503
2002
Macroeconomic switching
Proceedings , 2002, (Mar) View citations
Solving Linear Rational Expectations Models
Computational Economics , 2002, 20 , (1-2), 1-20 View citations
See also Software Item (2001)
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
A Review of Monetary Policy Rules
Journal of Economic Literature , 2001, 39 , (2), 562-566 View citations
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
Pitfalls of a Minimax Approach to Model Uncertainty
American Economic Review , 2001, 91 , (2), 51-54 View citations
2000
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
Using a likelihood perspective to sharpen econometric discourse: Three examples
Journal of Econometrics , 2000, 95 , (2), 443-462 View citations
1999
Error Bands for Impulse Responses
Econometrica , 1999, 67 , (5), 1113-1156 View citations
See also Working Paper (1995)
1998
Bayesian Methods for Dynamic Multivariate Models
International Economic Review , 1998, 39 , (4), 949-68 View citations
See also Working Paper (1996)
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
Econometric implications of the government budget constraint
Journal of Econometrics , 1998, 83 , (1-2), 9-19 View citations
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
Stickiness
Carnegie-Rochester Conference Series on Public Policy , 1998, 49 , (1), 317-356
1996
Inflation and growth - commentary
Proceedings , 1996, (May), 173-178 View citations
Macroeconomics and Methodology
Journal of Economic Perspectives , 1996, 10 , (1), 105-20 View citations
What Does Monetary Policy Do?
Brookings Papers on Economic Activity , 1996, 27 , (1996-2), 1-78 View citations
1994
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
Rational expectations modeling with seasonally adjusted data
Journal of Econometrics , 1993, 55 , (1-2), 9-19 View citations
See also Working Paper (1990)
1992
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
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
To Criticize the Critics: Comment
Journal of Applied Econometrics , 1991, 6 , (4), 423-34
Understanding Unit Rooters: A Helicopter Tour
Econometrica , 1991, 59 , (6), 1591-99 View citations
See also Working Paper (1988)
1990
Inference in Linear Time Series Models with Some Unit Roots
Econometrica , 1990, 58 , (1), 113-44 View citations
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
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)
Uncertainty across Models
American Economic Review , 1988, 78 , (2), 163-67
1987
Vector Autoregressions and Reality: Comment
Journal of Business & Economic Statistics , 1987, 5 , (4), 443-49 View citations
1986
Are forecasting models usable for policy analysis?
Quarterly Review , 1986, (Win), 2-16 View citations
1985
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
Forecasting and conditional projection using realistic prior distributions
Econometric Reviews , 1984, 3 , (1), 1-100 View citations
See also Working Paper (1986)
Reply
Econometric Reviews , 1984, 3 , (1), 131-144
1983
Is There a Monetary Business Cycle?
American Economic Review , 1983, 73 , (2), 228-33 View citations
Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments
Econometrica , 1983, 51 , (3), 783-98 View citations
1982
Policy Analysis with Econometric Models
Brookings Papers on Economic Activity , 1982, 13 , (1982-1), 107-164 View citations
1981
Current Monetary Policy Research at the Federal Reserve Board: Discussion
Journal of Finance , 1981, 36 , (2), 515-17
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
Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered
American Economic Review , 1980, 70 , (2), 250-57 View citations
See also Working Paper (1980)
Macroeconomics and Reality
Econometrica , 1980, 48 , (1), 1-48 View citations
1979
A comment on the papers by Zellner and Schwert
Carnegie-Rochester Conference Series on Public Policy , 1979, 10 , (1), 103-108 View citations
1974
Output and Labor Input in Manufacturing
Brookings Papers on Economic Activity , 1974, 5 , (1974-3), 695-736 View citations
1972
Money, Income, and Causality
American Economic Review , 1972, 62 , (4), 540-52 View citations
1971
Discrete Approximations to Continuous Time Distributed Lags in Econometrics
Econometrica , 1971, 39 , (3), 545-63 View citations
Linear Regression with Non-Normal Error Terms: A Comment
The Review of Economics and Statistics , 1971, 53 , (2), 204-05
1969
Theoretical Basis for a Double Deflated Index of Real Value Added
The Review of Economics and Statistics , 1969, 51 , (4), 470-71
Chapters
2007
Comment on "International Transmission and Monetary Policy Cooperation"
A chapter in International Dimensions of Monetary Policy , 2007
2004
Limits to Inflation Targeting
A chapter in The Inflation-Targeting Debate , 2004, pp 283-310
1994
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
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
Contributed Comments to "Seasonal Analysis of Economic Time Series"
A chapter in Seasonal Analysis of Economic Time Series , 1978, pp 461-479
1977
Remarks on Real Value Added
A chapter in Annals of Economic and Social Measurement, Volume 6, number 1 , 1977, pp 135-139
1974
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
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
Matlab Code for Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
2001
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
Matlab Optimization Software
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles