Christopher A. Sims et la représentation VAR
Jean-Baptiste Gossé () and
Cyriac Guillaumin ()
Additional contact information
Jean-Baptiste Gossé: CEPN - Centre d'Economie de l'Université Paris Nord - UP13 - Université Paris 13 - USPC - Université Sorbonne Paris Cité - CNRS - Centre National de la Recherche Scientifique
Working Papers from HAL
On October 10th, 2011 the Royal Swedish Academy of Sciences awarded the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 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. We first present his academic cursus. Then, we summarise his key contributions. In order to overcome the limitations of Keynesian Macroeconometric models, Sims (1980) made the famous Sims critique and proposed a multivariate model where the only restrictions are the selection of variables and the choice of the number of lags. We conclude with an outlook of the academic researches generated by the Sims' pioneering work.
Keywords: Sims; VAR process.; Mots-clefs : Sims; processus VAR. (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-00642920
References: Add references at CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed
Downloads: (external link)
Working Paper: Christopher A. Sims et la représentation VAR (2011)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:hal:wpaper:hal-00642920
Access Statistics for this paper
More papers in Working Papers from HAL
Bibliographic data for series maintained by CCSD ().