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L’apport de la représentation VAR de Chrisropher A. Sims à la science économique

Jean-Baptiste Gossé and Cyriac Guillaumin ()

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Abstract: The Royal Swedish Academy of Sciences awarded the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2011 to Thomas Sargent and Christopher Sims "for their empirical research on cause and effect in the macroeconomy". In this article we present the contribution for which Sims was awarded. In order to overcome the limitations of Keynesian Macroeconometric models, Sims (1980) made the famous Sims critique and proposed a multivariate model which has deeply influenced economic sciences. After presenting the main contributions of this approach, we conclude with an outlook of the academic researches generated by the Sims' pioneering work.

Keywords: modélisation; modèle; économétrie; macroéconomie; science économique; modèle VAR (search for similar items in EconPapers)
Date: 2013
Note: View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-01075741
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Published in Actualite Economique, Ecole des Hautes Etudes Commerciales, 2013, 89 (4), pp.305-319

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