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Sims, Christopher Albert

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Author ID: sims.christopher-a Recent zbMATH articles by "Sims, Christopher Albert"
Published as: Sims, Christopher; Sims, Christopher A.
External Links: MGP · Wikidata · GND
Awards: Nobel Memorial Prize in Economic Sciences (2011)
Documents Indexed: 23 Publications since 1971, including 2 Books
Biographic References: 2 Publications

Publications by Year

Citations contained in zbMATH

19 Publications have been cited 547 times in 480 Documents Cited by Year
Inference in linear time series models with some unit roots. Zbl 0724.62087
Sims, Christopher A.; Stock, James H.; Watson, Mark W.
108
1990
Solving linear rational expectations models. Zbl 1034.91060
Sims, Christopher A.
103
2002
Forecasting and conditional projection using realistic prior distributions (with discussion). Zbl 0613.62142
Doan, Thomas; Litterman, Robert; Sims, Christopher
69
1984
Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models. Zbl 1181.91142
Kim, Jinill; Kim, Sunghyun; Schaumburg, Ernst; Sims, Christopher A.
41
2008
A simple model for study of the determination of the price level and the interaction of monetary and fiscal policy. Zbl 0815.90055
Sims, Christopher A.
32
1994
Bayesian skepticism on unit root econometrics. Zbl 0647.62098
Sims, Christopher A.
32
1988
Understanding unit rooters: A helicopter tour. Zbl 0739.62085
Sims, Christopher A.; Uhlig, Harald
30
1991
Error bands for impulse responses. Zbl 1056.62533
Sims, Christopher A.; Zha, Tao
28
1999
Nearly efficient estimation of time series models with predetermined, but not exogenous, instruments. Zbl 0536.62097
Hayashi, Fumio; Sims, Christopher
20
1983
Methods for inference in large multiple-equation Markov-switching models. Zbl 1429.62698
Sims, Christopher A.; Waggoner, Daniel F.; Zha, Tao
19
2008
Discrete approximation to continuous time distributed lags in econometrics. Zbl 0224.90021
Sims, Christopher A.
19
1971
The role of approximate prior restrictions in distributed lag estimation. Zbl 0231.62105
Sims, Christopher A.
12
1972
Distributed lags. Zbl 0338.90023
Sims, Christopher A.
11
1974
Distributed lag estimation when the parameter space is explicitly infinite-dimensional. Zbl 0238.62101
Sims, Christopher A.
8
1971
Does monetary policy generate recessions? Zbl 1151.91659
Sims, Christopher A.; Zha, Tao
7
2006
Using a likelihood perspective to sharpen econometric discourse: Three examples. Zbl 0954.62133
Sims, Christopher A.
3
2000
A note on exact tests for serial correlation. Zbl 0309.62036
Sims, Christopher A.
2
1975
Approximate specification in distributed lag models. Zbl 0246.90005
Sims, Christopher A.
2
1971
Econometric implications of the government budget constraint. Zbl 0886.62122
Sims, Christopher A.
1
1998
Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models. Zbl 1181.91142
Kim, Jinill; Kim, Sunghyun; Schaumburg, Ernst; Sims, Christopher A.
41
2008
Methods for inference in large multiple-equation Markov-switching models. Zbl 1429.62698
Sims, Christopher A.; Waggoner, Daniel F.; Zha, Tao
19
2008
Does monetary policy generate recessions? Zbl 1151.91659
Sims, Christopher A.; Zha, Tao
7
2006
Solving linear rational expectations models. Zbl 1034.91060
Sims, Christopher A.
103
2002
Using a likelihood perspective to sharpen econometric discourse: Three examples. Zbl 0954.62133
Sims, Christopher A.
3
2000
Error bands for impulse responses. Zbl 1056.62533
Sims, Christopher A.; Zha, Tao
28
1999
Econometric implications of the government budget constraint. Zbl 0886.62122
Sims, Christopher A.
1
1998
A simple model for study of the determination of the price level and the interaction of monetary and fiscal policy. Zbl 0815.90055
Sims, Christopher A.
32
1994
Understanding unit rooters: A helicopter tour. Zbl 0739.62085
Sims, Christopher A.; Uhlig, Harald
30
1991
Inference in linear time series models with some unit roots. Zbl 0724.62087
Sims, Christopher A.; Stock, James H.; Watson, Mark W.
108
1990
Bayesian skepticism on unit root econometrics. Zbl 0647.62098
Sims, Christopher A.
32
1988
Forecasting and conditional projection using realistic prior distributions (with discussion). Zbl 0613.62142
Doan, Thomas; Litterman, Robert; Sims, Christopher
69
1984
Nearly efficient estimation of time series models with predetermined, but not exogenous, instruments. Zbl 0536.62097
Hayashi, Fumio; Sims, Christopher
20
1983
A note on exact tests for serial correlation. Zbl 0309.62036
Sims, Christopher A.
2
1975
Distributed lags. Zbl 0338.90023
Sims, Christopher A.
11
1974
The role of approximate prior restrictions in distributed lag estimation. Zbl 0231.62105
Sims, Christopher A.
12
1972
Discrete approximation to continuous time distributed lags in econometrics. Zbl 0224.90021
Sims, Christopher A.
19
1971
Distributed lag estimation when the parameter space is explicitly infinite-dimensional. Zbl 0238.62101
Sims, Christopher A.
8
1971
Approximate specification in distributed lag models. Zbl 0246.90005
Sims, Christopher A.
2
1971
all top 5

Cited by 660 Authors

10 Lütkepohl, Helmut
7 Hendry, David F.
7 Zha, Tao
6 Koop, Gary
6 Phillips, Peter Charles Bonest
6 Schorfheide, Frank
6 Sims, Christopher Albert
5 Kendrick, David A.
5 Kilian, Lutz
5 Waggoner, Daniel F.
5 Wagner, Martin Franz-Xaver
4 Amman, Hans M.
4 Canova, Fabio
4 Farmer, Roger E. A.
4 Geweke, John F.
4 Inoue, Atsushi
4 Kim, Jinill
4 Kollmann, Robert
4 Meyer-Gohde, Alexander
4 Sorge, Marco Maria
4 Toda, Hiro Y.
3 Benigno, Pierpaolo
3 Bierens, Herman J.
3 Chan, Joshua C. C.
3 Chiuso, Alessandro
3 Diebold, Francis X.
3 Fernández-Villaverde, Jesús
3 Ghysels, Eric
3 Granger, Clive William John
3 Gupta, Rangan
3 Hansen, Lars Peter
3 Huber, Florian
3 Johansen, Søren Glud
3 Kabundi, Alain
3 Kim, Sunghyun Henry
3 Korobilis, Dimitris
3 Meligkotsidou, Loukia
3 Paccagnini, Alessia
3 Pap, Gyula
3 Pesavento, Elena
3 Robinson, Peter Michael
3 Rubio-Ramıŕez, Juan Francisco
3 Saikkonen, Pentti
3 Strachan, Rodney W.
3 Tristani, Oreste
3 Tzavalis, Elias
3 Vrontos, Ioannis D.
3 West, Kenneth D.
3 Woodford, Michael
3 Xiao, Zhijie
3 Yamamoto, Taku
2 Al-Sadoon, Majid M.
2 Amisano, Gianni
2 Anatolyev, Stanislav
2 Annicchiarico, Barbara
2 Aruoba, S. Borağan
2 Baillie, Richard T.
2 Barnett, William A.
2 Barthelemy, Jean
2 Bassetto, Marco
2 Bauer, Dietmar
2 Bianchi, Francesco
2 Billio, Monica
2 Bloise, Gaetano
2 Breitung, Jorg
2 Chamberlain, Gary
2 Chan, Ngai Hang
2 Chaturvedi, Anoop
2 Chen, Cathy W. S.
2 de Jong, Robert M.
2 DeJong, David N.
2 Dennis, Richard
2 Dorfman, Jeffrey H.
2 Driffill, John
2 Dufour, Jean-Marie
2 Eisenstat, Eric
2 Evans, George W. II
2 Fanelli, Luca
2 Gelles, Gregory M.
2 Giacomini, Raffaella
2 Giannone, Domenico
2 Haldrup, Niels
2 Hespeler, Frank
2 Hirose, Yasuo
2 Hsiao, Cheng
2 Kapetanios, George
2 Kim, Jae-Young
2 Kuersteiner, Guido M.
2 Kulish, Mariano
2 Kumar, Jitendra
2 Kurozumi, Eiji
2 Lan, Hong
2 Lee, Sangyeol
2 Lin, Chien-Fu Jeff
2 Lippi, Marco
2 Maneejuk, Paravee
2 Marriott, John M.
2 Marx, Magali
2 Maynard, Alex S.
2 McCrorie, J. Roderick
...and 560 more Authors
all top 5

Cited in 63 Serials

156 Journal of Econometrics
116 Journal of Economic Dynamics & Control
31 Economics Letters
18 Econometric Theory
10 Econometric Reviews
10 Computational Statistics and Data Analysis
10 Macroeconomic Dynamics
9 Journal of Economic Theory
9 Open Economies Review
8 Computational Economics
7 Journal of Statistical Planning and Inference
6 Economic Theory
5 Journal of Time Series Analysis
5 Communications in Statistics. Theory and Methods
5 Journal of Applied Statistics
4 Quantitative Economics
3 Computers & Mathematics with Applications
3 International Economic Review
3 Journal of Statistical Computation and Simulation
3 AStA. Advances in Statistical Analysis
2 Automatica
2 Journal of the American Statistical Association
2 Journal of Mathematical Economics
2 Statistics & Probability Letters
2 Linear Algebra and its Applications
2 Statistische Hefte
2 The Econometrics Journal
2 International Journal of Theoretical and Applied Finance
2 Quantitative Finance
2 Asia-Pacific Financial Markets
2 Thai Journal of Mathematics
2 Journal of Forecasting
2 European Journal of Pure and Applied Mathematics
2 Bulletin of Economic Research
1 International Journal of Control
1 Scandinavian Journal of Statistics
1 Annals of the Institute of Statistical Mathematics
1 International Statistical Review
1 Journal of Multivariate Analysis
1 Journal of Optimization Theory and Applications
1 Metroeconomica
1 The Scandinavian Journal of Economics
1 Insurance Mathematics & Economics
1 American Journal of Mathematical and Management Sciences
1 Statistical Science
1 Journal of Economics
1 Computers & Operations Research
1 Neural Computation
1 Computational Statistics
1 Zeitschrift für Operations Research. Serie A: Theorie
1 SIAM Journal on Scientific Computing
1 Statistical Papers
1 Journal of Difference Equations and Applications
1 Decisions in Economics and Finance
1 North American Actuarial Journal
1 Statistical Methods and Applications
1 Statistical Analysis and Data Mining
1 The Annals of Applied Statistics
1 Eurasian Mathematical Journal
1 Statistics and Computing
1 Annals of Finance
1 Journal of Nonlinear Evolution Equations and Applications
1 Journal de la Société Française de Statistique & Revue de Statistique Appliquée

Citations by Year

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