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 2013-04-18. Update your information in the RePEc Author Service.

Short-id: psi12

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Working Papers

2011

1. Discrete Actions in Information-Constrained Tracking Problems
   CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economic Institute, Prague View citations (5)
2. Interview with the 2011 Laureates in Economic Sciences Thomas J. Sargent and Christopher A. Sims
   Nobel Prize in Economics documents, Nobel Prize Committee

2010

3. Commentary on Policy at the Zero Lower Bound
   Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies.
4. Modeling the influence of fiscal policy on inflation
   2010 Meeting Papers, Society for Economic Dynamics

2009

5. Inflation expectations, uncertainty and monetary policy
   BIS Working Papers, Bank for International Settlements View citations (1)

2007

6. Monetary Policy Models
   Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. View citations (4)
   See also Journal Article in Brookings Papers on Economic Activity (2007)
7. Recognizing and Communicating Uncertainty in Monetary Policy Projections
   2007 Meeting Papers, Society for Economic Dynamics

2006

8. Improving Monetary Policy Models
   Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. View citations (2)
   See also Journal Article in Journal of Economic Dynamics and Control (2008)
9. Methods for inference in large multiple-equation Markov-switching models
   Working Paper, Federal Reserve Bank of Atlanta View citations (13)
   See also Journal Article in Journal of Econometrics (2008)

2005

10. 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 (75)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2003) View citations (51)
    Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) View citations (7)
    Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (33)
11. Rational inattention: a research agenda
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre View citations (24)
12. Were There Regime Switches in U.S. Monetary Policy?
    Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. View citations (7)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (35)
    See also Journal Article in American Economic Review (2006)

2004

13. MCMC method for Markov mixture simultaneous-equation models: a note
    Working Paper, Federal Reserve Bank of Atlanta View citations (4)

2003

14. Calculating and Using Second Order Accurate Solutions of Discrete Time
    Levine's Bibliography, UCLA Department of Economics View citations (66)

2001

15. Fiscal Aspects of Central Bank Independence
    CESifo Working Paper Series, CESifo Group Munich View citations (5)

1999

16. The Precarious Fiscal Foundations of EMU
    DNB Staff Reports (discontinued), Netherlands Central Bank View citations (23)

1998

17. Does monetary policy generate recessions?
    Working Paper, Federal Reserve Bank of Atlanta View citations (94)
    See also Journal Article in Macroeconomic Dynamics (2006)

1996

18. Bayesian methods for dynamic multivariate models
    Working Paper, Federal Reserve Bank of Atlanta View citations (3)
    See also Journal Article in International Economic Review (1998)

1995

19. Error bands for impulse responses
    Working Paper, Federal Reserve Bank of Atlanta View citations (14)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1994) View citations (26)
    See also Journal Article in Econometrica (1999)

1994

20. Toward a Modern Macroeconomic Model Usable for Policy Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
    Also in Working Paper, Federal Reserve Bank of Atlanta (1994) View citations (22)
    See also Chapter (1994)

1992

21. A Nine Variable Probabilistic Macroeconomic Forecasting Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (9)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1989) View citations (1)
    See also Chapter (1993)
22. Empirical Implications of Arbitrage-Free Asset Markets
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
23. Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (413)
    See also Journal Article in European Economic Review (1992)

1991

24. Comment on 'To Criticize the Critics,' by Peter C. B. Phillips
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University

1990

25. 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

26. Modeling trends
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (3)
27. Models and their uses
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (37)
28. Solving nonlinear stochastic optimization and equilibrium problems backwards
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (4)

1988

29. Bayesian skepticism on unit root econometrics
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (92)
    See also Journal Article in Journal of Economic Dynamics and Control (1988)
30. Understanding unit rooters: a helicopter tour
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (3)
    See also Journal Article in Econometrica (1991)

1986

31. Forecasting and conditional projection using realistic prior distribution
    Staff Report, Federal Reserve Bank of Minneapolis View citations (79)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1983) View citations (295)

1980

32. Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (131)
    See also Journal Article in American Economic Review (1980)
33. Efficient Estimation of Time Series Models with Predetermined
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (2)
34. Martingale-Like Behavior of Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

1977

35. Business cycle modeling without pretending to have too much a priori economic theory
    Working Papers, Federal Reserve Bank of Minneapolis View citations (140)

Journal Articles

2013

1. Paper Money
   American Economic Review, 2013, 103, (2), 563-84

2012

2. Foreword
   American Economic Review, 2012, 102, (3), x-x
3. Statistical Modeling of Monetary Policy and Its Effects
   American Economic Review, 2012, 102, (4), 1187-1205

2011

4. Gaps in the institutional structure of the euro area
   Financial Stability Review, 2011, (16), 217-223
5. Stepping on a rake: The role of fiscal policy in the inflation of the 1970s
   European Economic Review, 2011, 55, (1), 48-56 View citations (2)

2010

6. But Economics Is Not an Experimental Science
   Journal of Economic Perspectives, 2010, 24, (2), 59-68 View citations (7)
7. Commentary: Commentary on Policy at the Zero Lower Bound
   International Journal of Central Banking, 2010, 6, (1), 205-213

2008

8. Improving monetary policy models
   Journal of Economic Dynamics and Control, 2008, 32, (8), 2460-2475 View citations (7)
   Also in Proceedings, 2005 (2005)
   See also Working Paper (2006)
9. Inflation expectations, uncertainty, the Phillips curve, and monetary policy
   Conference Series ; [Proceedings], 2008
10. Methods for inference in large multiple-equation Markov-switching models
    Journal of Econometrics, 2008, 146, (2), 255-274 View citations (20)
    See also Working Paper (2006)

2007

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

2006

14. DOES MONETARY POLICY GENERATE RECESSIONS?
    Macroeconomic Dynamics, 2006, 10, (02), 231-272 View citations (34)
    See also Working Paper (1998)
15. Rational Inattention: Beyond the Linear-Quadratic Case
    American Economic Review, 2006, 96, (2), 158-163 View citations (21)
16. Were There Regime Switches in U.S. Monetary Policy?
    American Economic Review, 2006, 96, (1), 54-81 View citations (225)
    See also Working Paper (2005)

2005

17. Commentary on "trends in hours, balanced growth, and the role of technology in the business cycle"
    Review, 2005, (Jul), 487-492 View citations (1)
18. Model uncertainty and policy evaluation: some theory and empirics - comments
    Proceedings, 2005

2004

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

2003

20. Implications of rational inattention
    Journal of Monetary Economics, 2003, 50, (3), 665-690 View citations (299)
21. Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment
    Journal of Business & Economic Statistics, 2003, 21, (4), 500-503

2002

22. Macroeconomic switching
    Proceedings, 2002, (Mar) View citations (34)
23. Solving Linear Rational Expectations Models
    Computational Economics, 2002, 20, (1-2), 1-20 View citations (182)
    See also Software Item (2001)
24. The Role of Models and Probabilities in the Monetary Policy Process
    Brookings Papers on Economic Activity, 2002, 33, (2), 1-62 View citations (74)

2001

25. A Review of Monetary Policy Rules
    Journal of Economic Literature, 2001, 39, (2), 562-566 View citations (7)
26. Fiscal Consequences for Mexico of Adopting the Dollar
    Journal of Money, Credit and Banking, 2001, 33, (2), 597-616 View citations (31)
    Also in Proceedings, 2001, 597-625 (2001) View citations (34)
27. Pitfalls of a Minimax Approach to Model Uncertainty
    American Economic Review, 2001, 91, (2), 51-54 View citations (47)

2000

28. 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 (3)
29. Using a likelihood perspective to sharpen econometric discourse: Three examples
    Journal of Econometrics, 2000, 95, (2), 443-462 View citations (3)

1999

30. Error Bands for Impulse Responses
    Econometrica, 1999, 67, (5), 1113-1156 View citations (175)
    See also Working Paper (1995)

1998

31. Bayesian Methods for Dynamic Multivariate Models
    International Economic Review, 1998, 39, (4), 949-68 View citations (158)
    See also Working Paper (1996)
32. 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 (21)
33. Econometric implications of the government budget constraint
    Journal of Econometrics, 1998, 83, (1-2), 9-19 View citations (18)
34. 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 (22)
35. Stickiness
    Carnegie-Rochester Conference Series on Public Policy, 1998, 49, (1), 317-356

1996

36. Inflation and growth - commentary
    Review, 1996, (May), 173-178
37. Macroeconomics and Methodology
    Journal of Economic Perspectives, 1996, 10, (1), 105-120 View citations (42)
38. What Does Monetary Policy Do?
    Brookings Papers on Economic Activity, 1996, 27, (2), 1-78 View citations (424)

1994

39. 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 (200)

1993

40. Rational expectations modeling with seasonally adjusted data
    Journal of Econometrics, 1993, 55, (1-2), 9-19 View citations (17)
    See also Working Paper (1990)

1992

41. Interpreting the macroeconomic time series facts: The effects of monetary policy
    European Economic Review, 1992, 36, (5), 975-1000 View citations (373)
    See also Working Paper (1992)

1991

42. 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
43. To Criticize the Critics: Comment
    Journal of Applied Econometrics, 1991, 6, (4), 423-34
44. Understanding Unit Rooters: A Helicopter Tour
    Econometrica, 1991, 59, (6), 1591-99 View citations (86)
    See also Working Paper (1988)

1990

45. Inference in Linear Time Series Models with Some Unit Roots
    Econometrica, 1990, 58, (1), 113-44 View citations (428)
46. 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 (12)

1988

47. Bayesian skepticism on unit root econometrics
    Journal of Economic Dynamics and Control, 1988, 12, (2-3), 463-474 View citations (87)
    See also Working Paper (1988)
48. Uncertainty across Models
    American Economic Review, 1988, 78, (2), 163-67

1987

49. Vector Autoregressions and Reality: Comment
    Journal of Business & Economic Statistics, 1987, 5, (4), 443-49 View citations (3)

1986

50. Are forecasting models usable for policy analysis?
    Quarterly Review, 1986, (Win), 2-16 View citations (207)

1985

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

1983

52. Is There a Monetary Business Cycle?
    American Economic Review, 1983, 73, (2), 228-33 View citations (2)
53. Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments
    Econometrica, 1983, 51, (3), 783-98 View citations (43)

1982

54. Policy Analysis with Econometric Models
    Brookings Papers on Economic Activity, 1982, 13, (1), 107-164 View citations (80)

1981

55. Current Monetary Policy Research at the Federal Reserve Board: Discussion
    Journal of Finance, 1981, 36, (2), 515-17
56. 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

57. Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered
    American Economic Review, 1980, 70, (2), 250-57 View citations (124)
    See also Working Paper (1980)
58. Macroeconomics and Reality
    Econometrica, 1980, 48, (1), 1-48 View citations (1547)

1979

59. A comment on the papers by Zellner and Schwert
    Carnegie-Rochester Conference Series on Public Policy, 1979, 10, (1), 103-108 View citations (3)

1974

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

1972

61. Money, Income, and Causality
    American Economic Review, 1972, 62, (4), 540-52 View citations (314)

1971

62. Discrete Approximations to Continuous Time Distributed Lags in Econometrics
    Econometrica, 1971, 39, (3), 545-63 View citations (28)
63. Linear Regression with Non-Normal Error Terms: A Comment
    The Review of Economics and Statistics, 1971, 53, (2), 204-05

1969

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

Edited books

1996

1. Advances in Econometrics
   Cambridge Books, Cambridge University Press View citations (1)
2. Advances in Econometrics
   Cambridge Books, Cambridge University Press View citations (1)

1994

3. Advances in Econometrics
   Cambridge Books, Cambridge University Press
4. Advances in Econometrics
   Cambridge Books, Cambridge University Press

Chapters

2013

1. Comment on "Dormant Shocks and Fiscal Virtue"
   A chapter in NBER Macroeconomics Annual 2013, Volume 28, 2013

2010

2. Rational Inattention and Monetary Economics
   Chapter 04 in Handbook of Monetary Economics, 2010, vol. 3, pp 155-181 View citations (3)

2007

3. Comment on "International Transmission and Monetary Policy Cooperation"
   A chapter in International Dimensions of Monetary Policy, 2007, pp 192-195

2004

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

1994

5. Toward a Modern Macroeconomic Model Usable for Policy Analysis
   A chapter in NBER Macroeconomics Annual 1994, Volume 9, 1994, pp 81-140 View citations (24)
   See also Working Paper (1994)

1993

6. A Nine-Variable Probabilistic Macroeconomic Forecasting Model
   A chapter in Business Cycles, Indicators and Forecasting, 1993, pp 179-212 View citations (13)
   See also Working Paper (1992)

1978

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

1977

8. Remarks on Real Value Added
   A chapter in Annals of Economic and Social Measurement, Volume 6, number 1, 1977, pp 127-131

1974

9. 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 (1)

1972

10. 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 (3)

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