Christopher Sims : Citation Profile

Are you Christopher Sims?

Princeton University

40

H index

58

i10 index

20947

Citations

RESEARCH PRODUCTION:

73

Articles

53

Papers

11

Chapters

EDITOR:

4

Books edited

RESEARCH ACTIVITY:

   53 years (1969 - 2022). See details.
   Cites by year: 395
   Journals where Christopher Sims has often published
   Relations with other researchers
   Recent citing documents: 1273.    Total self citations: 35 (0.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi12
   Updated: 2023-01-28    RAS profile: 2022-10-29    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Brunnermeier, Markus (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christopher Sims.

Is cited by:

Zha, Tao (213)

Leeper, Eric (160)

GUPTA, RANGAN (150)

Schorfheide, Frank (114)

Kim, Soyoung (111)

Rubio-Ramirez, Juan F (109)

Maćkowiak, Bartosz (109)

Waggoner, Daniel (103)

Bianchi, Francesco (100)

Fernandez-Villaverde, Jesus (99)

Lütkepohl, Helmut (92)

Cites to:

Zha, Tao (37)

Leeper, Eric (28)

Christiano, Lawrence (25)

Eichenbaum, Martin (20)

Woodford, Michael (14)

Sargent, Thomas (12)

Bernanke, Ben (11)

Geweke, John (11)

Waggoner, Daniel (11)

Svensson, Lars (11)

Uribe, Martín (10)

Main data

Where Christopher Sims has published?

Journals with more than one article published# docs
American Economic Review11
Econometrica6
Brookings Papers on Economic Activity5
Journal of Business & Economic Statistics5
Journal of Econometrics4
European Economic Review3
Journal of Monetary Economics2
The Review of Economics and Statistics2
Journal of Money, Credit and Banking2
Proceedings2
Carnegie-Rochester Conference Series on Public Policy2
Journal of Economic Dynamics and Control2
International Economic Review2
Review2
Journal of Economic Perspectives2
Conference Series ; [Proceedings]2

Working Papers Series with more than one paper published# docs
Discussion Paper / Institute for Empirical Macroeconomics / Federal Reserve Bank of Minneapolis7
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta7
Working Papers / Princeton University, Department of Economics, Center for Economic Policy Studies.7
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University5
NBER Working Papers / National Bureau of Economic Research, Inc4
Working Papers / Princeton University. Economics Department.2

Recent works citing Christopher Sims (2022 and 2021)

YearTitle of citing document
2022Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524.

Full description at Econpapers || Download paper

2021Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters. (2021). Kim, Hyeongwoo ; Zhang, Shuwei. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2021-04.

Full description at Econpapers || Download paper

2022Policy Coordination and the Effectiveness of Fiscal Stimulus. (2022). Kim, Hyeongwoo ; Zhang, Shuwei. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2022-01.

Full description at Econpapers || Download paper

2022Policy Coordination and the Effectiveness of Fiscal Stimulus. (2022). Zhang, Shuwei ; Shao, Peng ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2022-04.

Full description at Econpapers || Download paper

2021Revisiting the macroeconomic effects of monetary policy shocks. (2021). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2021-02.

Full description at Econpapers || Download paper

2022The Decline of the Labor Share: New Empirical Evidence. (2022). Maffei-Faccioli, Nicolo ; Furlanetto, Francesco ; Bergholt, Drago . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:3:p:163-98.

Full description at Econpapers || Download paper

2022Report by the AEA Data Editor. (2022). Vilhuber, Lars. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:112:y:2022:p:813-23.

Full description at Econpapers || Download paper

2022Fiscal Histories. (2022). Cochrane, John H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:125-46.

Full description at Econpapers || Download paper

2021Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21.

Full description at Econpapers || Download paper

2021Fiscal policy and growth-inequality tradeoffs: Bayesian evidence from Cote d’Ivoire. (2021). Yeboua, Kouassi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:297-310.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021Public Health Expenditure and Economic Growth in Nigeria: Testing of Wagners Hypothesis. (2021). Olayiwola, Saheed ; Abiodun, S O ; Bakare-Aremu, Tunde Abubakar. In: African Journal of Economic Review. RePEc:ags:afjecr:315793.

Full description at Econpapers || Download paper

2021How has the minimum support price policy of India affected cross-commodity price linkages?. (2021). Magrini, Emiliano ; Balie, Jean ; Morales, Luis Emilio. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:316240.

Full description at Econpapers || Download paper

2021The Determinants of Agricultural Exports: Empirical Validation for the Case of Tunisia. (2021). Zidi, Ahmed ; Khalfallah, Sirine ; Bakari, Sayef. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:316272.

Full description at Econpapers || Download paper

2021Market Responses to Export Restrictions from Highly Pathogenic Avian Influenza Outbreaks. (2021). , Maclachlan. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310527.

Full description at Econpapers || Download paper

2021Fragmentation in the European Monetary Union: Is it really over?. (2021). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021015.

Full description at Econpapers || Download paper

2021Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples. (2021). Wohlfart, Johannes ; Roth, Christopher ; Pizzinelli, Carlo ; Andre, Peter. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:119.

Full description at Econpapers || Download paper

2022Information Frictions among Firms and Households. (2022). Wohlfart, Johannes ; Roth, Christopher ; Peichl, Andreas ; Link, Sebastian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:140.

Full description at Econpapers || Download paper

2021The Impacts of Oil Prices, Exchange Rate and COVID-19 Pandemic on BIST Petrochemical Market. (2021). Camoglu, Seval Mutlu. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:1:p:17-33.

Full description at Econpapers || Download paper

2021Economic and Monetary Integration in ECOWAS Countries: A Panel VAR Approach to Identify Macroeconomic Shocks. (2021). Diop, Ibrahima Thione ; Ndongo, Asta. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:61-87.

Full description at Econpapers || Download paper

2022NON-MONETARY MOTIVATIONS OF AGROENVIRONMENTAL POLICIES ADOPTION. A CAUSAL FOREST APPROACH.. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:459.

Full description at Econpapers || Download paper

2021Examining the Inter-Sectoral Relationship, Productivity and Inclusive Growth of Pakistani and Indonesian Economies. (2021). Rehman, Atiq ; Hassan, Nadia. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:1:p:38-57.

Full description at Econpapers || Download paper

2021Prices, Money Supply and Output Nexus in Pakistan – A Macro Econometric Model. (2021). Hussain, Altaf ; Ahmad, Hafiz Khalil ; Awan, Asma ; Khan, Muhammad Yousuf. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:2:p:106-118.

Full description at Econpapers || Download paper

2022Role of Natural Resources and Eco-Innovations in Determination of the Environmental Quality of Pakistan: Evidence through Vector Autoregressive (VAR) Estimation. (2022). Ibraheem, Ruqayya ; Fazal, Snober ; Nawaz, Muhammad Atif ; Hanif, Sobia. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:1:p:127-140.

Full description at Econpapers || Download paper

2022Does Foreign Direct Investment Affect Macroeconomic Dynamics? An S-VAR Approach for Turkey. (2022). Siklar, Ilyas. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2022:p:85-103.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK. (2019). Chernozhukov, Victor ; Luo, Siyi ; Fern, Iv'An. In: Papers. RePEc:arx:papers:1811.11603.

Full description at Econpapers || Download paper

2022Rational Inattention and Retirement Puzzles. (2019). MacCuish, Jamie Hentall. In: Papers. RePEc:arx:papers:1904.06520.

Full description at Econpapers || Download paper

2021Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:1912.09002.

Full description at Econpapers || Download paper

2021ResLogit: A residual neural network logit model. (2019). Farooq, Bilal ; Wong, Melvin. In: Papers. RePEc:arx:papers:1912.10058.

Full description at Econpapers || Download paper

2021Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535.

Full description at Econpapers || Download paper

2022What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274.

Full description at Econpapers || Download paper

2021The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

Full description at Econpapers || Download paper

2021Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333.

Full description at Econpapers || Download paper

2023Inverse Reinforcement Learning for Sequential Hypothesis Testing and Search. (2020). Krishnamurthy, Vikram ; Pattanayak, Kunal. In: Papers. RePEc:arx:papers:2007.03481.

Full description at Econpapers || Download paper

2021The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

Full description at Econpapers || Download paper

2021Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714.

Full description at Econpapers || Download paper

2022Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

Full description at Econpapers || Download paper

2021Instrumental Variable Identification of Dynamic Variance Decompositions. (2020). Wolf, Christian K ; Plagborg-Moller, Mikkel. In: Papers. RePEc:arx:papers:2011.01380.

Full description at Econpapers || Download paper

2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

Full description at Econpapers || Download paper

2021Dynamic pricing under nested logit demand. (2021). Shikhman, Vladimir ; Nesterov, Yurii ; Muller, David. In: Papers. RePEc:arx:papers:2101.04486.

Full description at Econpapers || Download paper

2021Behavioral Economics Approach to Interpretable Deep Image Classification. Rationally Inattentive Utility Maximization Explains Deep Image Classification. (2021). Krishnamurthy, Vikram ; Pattanayak, Kunal. In: Papers. RePEc:arx:papers:2102.04594.

Full description at Econpapers || Download paper

2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

Full description at Econpapers || Download paper

2021Identification and Inference Under Narrative Restrictions. (2021). Kitagawa, Toru ; Read, Matthew ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2102.06456.

Full description at Econpapers || Download paper

2021A maximum entropy model of bounded rational decision-making with prior beliefs and market feedback. (2021). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2102.09180.

Full description at Econpapers || Download paper

2021Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048.

Full description at Econpapers || Download paper

2021Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626.

Full description at Econpapers || Download paper

2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

Full description at Econpapers || Download paper

2021Dynamic covariate balancing: estimating treatment effects over time. (2021). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280.

Full description at Econpapers || Download paper

2021The Impact of COVID-19 on Stock Market Volatility in Pakistan. (2021). Syed, Ateeb Akhter Shah ; Fatima, Kaneez. In: Papers. RePEc:arx:papers:2103.03219.

Full description at Econpapers || Download paper

2021Contracts for acquiring information. (2021). Reggiani, Giovanni ; Clark, Aubrey. In: Papers. RePEc:arx:papers:2103.03911.

Full description at Econpapers || Download paper

2021On Spurious Causality, CO2, and Global Temperature. (2021). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2103.10605.

Full description at Econpapers || Download paper

2022A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity. (2021). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2103.11371.

Full description at Econpapers || Download paper

2021Forecasting open-high-low-close data contained in candlestick chart. (2021). Wang, Shanshan ; Huang, Wenyang. In: Papers. RePEc:arx:papers:2104.00581.

Full description at Econpapers || Download paper

2023Deep Reinforcement Learning in a Monetary Model. (2021). Kumhof, Michael ; Chen, Mingli ; Zhou, Xuan ; Shi, Rui ; Pan, Xinlei ; Joseph, Andreas. In: Papers. RePEc:arx:papers:2104.09368.

Full description at Econpapers || Download paper

2022Inflation -- who cares? Monetary Policy in Times of Low Attention. (2021). Pfauti, Oliver. In: Papers. RePEc:arx:papers:2105.05297.

Full description at Econpapers || Download paper

2021Attention elasticities and invariant information costs. (2021). Csaba, D'Aniel. In: Papers. RePEc:arx:papers:2105.07565.

Full description at Econpapers || Download paper

2021Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Papers. RePEc:arx:papers:2105.11182.

Full description at Econpapers || Download paper

2021Dynamic Asymmetric Causality Tests with an Application. (2021). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2106.07612.

Full description at Econpapers || Download paper

2021Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844.

Full description at Econpapers || Download paper

2022Bounded rationality for relaxing best response and mutual consistency: An information-theoretic model of partial self-reference. (2021). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2106.15844.

Full description at Econpapers || Download paper

2022A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

Full description at Econpapers || Download paper

2021Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804.

Full description at Econpapers || Download paper

2021Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552.

Full description at Econpapers || Download paper

2021Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.13678.

Full description at Econpapers || Download paper

2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

Full description at Econpapers || Download paper

2023Partial Identification and Inference for the Conditional Distribution of Treatment Effects. (2021). Lee, Sungwon. In: Papers. RePEc:arx:papers:2108.00723.

Full description at Econpapers || Download paper

2022Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998.

Full description at Econpapers || Download paper

2022Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676.

Full description at Econpapers || Download paper

2022Can an AI agent hit a moving target?. (2021). , Shi. In: Papers. RePEc:arx:papers:2110.02474.

Full description at Econpapers || Download paper

2021Auction design with ambiguity: Optimality of the first-price and all-pay auctions. (2021). Hwang, Sung-Ha ; Baik, Sosung. In: Papers. RePEc:arx:papers:2110.08563.

Full description at Econpapers || Download paper

2021An Economy of Neural Networks: Learning from Heterogeneous Experiences. (2021). Kuriksha, Artem. In: Papers. RePEc:arx:papers:2110.11582.

Full description at Econpapers || Download paper

2021On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis. (2021). Peng, Bin ; Gao, Jiti ; Yan, Yayi. In: Papers. RePEc:arx:papers:2111.00450.

Full description at Econpapers || Download paper

2022Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038.

Full description at Econpapers || Download paper

2021The Evolving Causal Structure of Equity Risk Factors. (2021). BONCHI, FRANCESCO ; Bajardi, Paolo ; D'Acunto, Gabriele ; de Francisci, Gianmarco. In: Papers. RePEc:arx:papers:2111.05072.

Full description at Econpapers || Download paper

2021Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170.

Full description at Econpapers || Download paper

2021Decoding Causality by Fictitious VAR Modeling. (2021). Hu, Xingwei. In: Papers. RePEc:arx:papers:2111.07465.

Full description at Econpapers || Download paper

2021Whose Bias?. (2021). Whitmeyer, Mark ; Jain, Vasudha. In: Papers. RePEc:arx:papers:2111.10335.

Full description at Econpapers || Download paper

2022Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149.

Full description at Econpapers || Download paper

2022Rainbow Options under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2112.10447.

Full description at Econpapers || Download paper

2022Private Private Information. (2021). He, Kevin ; Tamuz, Omer ; Sandomirskiy, Fedor. In: Papers. RePEc:arx:papers:2112.14356.

Full description at Econpapers || Download paper

2022Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models. (2022). Li, Junye ; Heng, Jeremy ; Fulop, Andras. In: Papers. RePEc:arx:papers:2201.01094.

Full description at Econpapers || Download paper

2022Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532.

Full description at Econpapers || Download paper

2022Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012.

Full description at Econpapers || Download paper

2022Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380.

Full description at Econpapers || Download paper

2022Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310.

Full description at Econpapers || Download paper

2022Buying Opinions. (2022). Whitmeyer, Mark ; Zhang, Kun. In: Papers. RePEc:arx:papers:2202.05249.

Full description at Econpapers || Download paper

2022Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473.

Full description at Econpapers || Download paper

2022Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834.

Full description at Econpapers || Download paper

2022Measuring Shocks to Central Bank Independence using Legal Rulings. (2022). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: Papers. RePEc:arx:papers:2202.12695.

Full description at Econpapers || Download paper

2022Optimal and Robust Disclosure of Public Information. (2022). Ui, Takashi. In: Papers. RePEc:arx:papers:2203.16809.

Full description at Econpapers || Download paper

2022Causal Discovery of Macroeconomic State-Space Models. (2022). Hall-Hoffarth, Emmet. In: Papers. RePEc:arx:papers:2204.02374.

Full description at Econpapers || Download paper

2022Impacts of Public Information on Flexible Information Acquisition. (2022). Ui, Takashi. In: Papers. RePEc:arx:papers:2204.09250.

Full description at Econpapers || Download paper

2022Financial Markets and the Real Economy: A Statistical Field Perspective on Capital Allocation and Accumulation. (2022). Lotz, Aïleen ; Wambst, Marc ; Gosselin, Pierre. In: Papers. RePEc:arx:papers:2205.03087.

Full description at Econpapers || Download paper

2023Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970.

Full description at Econpapers || Download paper

2022Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model. (2022). Yin, G ; Wei, J ; Jin, Z ; Zhang, Y. In: Papers. RePEc:arx:papers:2205.08743.

Full description at Econpapers || Download paper

2022Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

Full description at Econpapers || Download paper

2022Engagement Maximization. (2022). Zhong, Weijie ; Benjamin, . In: Papers. RePEc:arx:papers:2207.00685.

Full description at Econpapers || Download paper

2022Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988.

Full description at Econpapers || Download paper

2022Sparse Bayesian State-Space and Time-Varying Parameter Models. (2022). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2207.12147.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Christopher Sims has edited the books:

YearTitleTypeCited

Works by Christopher Sims:

YearTitleTypeCited
2012Foreword In: American Economic Review.
[Full Text][Citation analysis]		article0
2012Statistical Modeling of Monetary Policy and Its Effects In: American Economic Review.
[Full Text][Citation analysis]		article19
2011Statistical Modeling of Monetary Policy and its Effects.(2011) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2013Paper Money In: American Economic Review.
[Full Text][Citation analysis]		article76
2021Feedbacks: Financial Markets and Economic Activity In: American Economic Review.
[Full Text][Citation analysis]		article22
2019Feedbacks: Financial Markets and Economic Activity.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
1972Money, Income, and Causality. In: American Economic Review.
[Full Text][Citation analysis]		article908
1980Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered. In: American Economic Review.
[Citation analysis]		article298
1980Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered.(1980) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 298		paper
1983Is There a Monetary Business Cycle? In: American Economic Review.
[Citation analysis]		article6
1988Uncertainty across Models. In: American Economic Review.
[Full Text][Citation analysis]		article9
2001Pitfalls of a Minimax Approach to Model Uncertainty In: American Economic Review.
[Full Text][Citation analysis]		article87
2006Were There Regime Switches in U.S. Monetary Policy? In: American Economic Review.
[Full Text][Citation analysis]		article1280
2004Were there regime switches in U.S. monetary policy?.(2004) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1280		paper
2005Were There Regime Switches in U.S. Monetary Policy?.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1280		paper
2006Rational Inattention: Beyond the Linear-Quadratic Case In: American Economic Review.
[Full Text][Citation analysis]		article176
2001A Review of Monetary Policy Rules In: Journal of Economic Literature.
[Full Text][Citation analysis]		article11
1996Macroeconomics and Methodology In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article89
2010But Economics Is Not an Experimental Science In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article57
2003Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
2007Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
1985Comment on Issues Involved with the Seasonal Adjustment of Economic Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]		article2
1987Vector Autoregressions and Reality: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article18
1990Solving the Stochastic Growth Model by Backsolving with a Particular Nonlinear Form for the Decision Rule. In: Journal of Business & Economic Statistics.
[Citation analysis]		article20
2012Gaps in the institutional structure of the euro area. In: Financial Stability Review.
[Full Text][Citation analysis]		article29
2013Gaps in the Institutional Structure of the Euro Area.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
1982Policy Analysis with Econometric Models In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article256
1996What Does Monetary Policy Do? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article793
2002The Role of Models and Probabilities in the Monetary Policy Process In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article192
2007Monetary Policy Models In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article33
2007Monetary Policy Models.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
1974Output and Labor Input in Manufacturing In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article21
2009Inflation expectations, uncertainty and monetary policy In: BIS Working Papers.
[Full Text][Citation analysis]		paper26
1981Current Monetary Policy Research at the Federal Reserve Board: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article0
2011Discrete Actions in Information-Constrained Tracking Problems In: CERGE-EI Working Papers.
[Full Text][Citation analysis]		paper19
2001Fiscal Aspects of Central Bank Independence In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper8
2003Calculating and Using Second Order Accurate Solutions of Discrete Time In: Levine's Bibliography.
[Full Text][Citation analysis]		paper103
2006DOES MONETARY POLICY GENERATE RECESSIONS? In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article350
1998Does monetary policy generate recessions?.(1998) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 350		paper
1992Empirical Implications of Arbitrage-Free Asset Markets In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1
1992Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1233
1992Interpreting the macroeconomic time series facts : The effects of monetary policy.(1992) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1233		article
1992A Nine Variable Probabilistic Macroeconomic Forecasting Model In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper109
1989A nine variable probabilistic macroeconomic forecasting model.(1989) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 109		paper
1993A Nine-Variable Probabilistic Macroeconomic Forecasting Model.(1993) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 109		chapter
1994Error Bands for Impulse Responses In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper621
1999Error Bands for Impulse Responses.(1999) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 621		article
1995Error bands for impulse responses.(1995) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 621		paper
1991Comment on To Criticize the Critics, by Peter C. B. Phillips In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper5
1971Discrete Approximations to Continuous Time Distributed Lags in Econometrics. In: Econometrica.
[Full Text][Citation analysis]		article64
1980Macroeconomics and Reality. In: Econometrica.
[Full Text][Citation analysis]		article4576
1983Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments. In: Econometrica.
[Full Text][Citation analysis]		article88
1990Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica.
[Full Text][Citation analysis]		article1406
1991Understanding Unit Rooters: A Helicopter Tour. In: Econometrica.
[Full Text][Citation analysis]		article212
1988Understanding unit rooters: a helicopter tour.(1988) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 212		paper
2004Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]		paper148
2003Calculating and using second order accurate solutions of discrete time dynamic equilibrium models.(2003) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148		paper
2003Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models.(2003) In: Computing in Economics and Finance 2003.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148		paper
2005Calculating and Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models.(2005) In: Discussion Papers Series, Department of Economics, Tufts University.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148		paper
1979A comment on the papers by Zellner and Schwert In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article3
1998Stickiness In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article0
1988Bayesian skepticism on unit root econometrics In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article215
1988Bayesian skepticism on unit root econometrics.(1988) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 215		paper
2008Improving monetary policy models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article27
2005Improving monetary policy models.(2005) In: Proceedings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2006Improving Monetary Policy Models.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2008Methods for inference in large multiple-equation Markov-switching models In: Journal of Econometrics.
[Full Text][Citation analysis]		article177
2006Methods for inference in large multiple-equation Markov-switching models.(2006) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177		paper
1993Rational expectations modeling with seasonally adjusted data In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
1990Rational expectations modeling with seasonally adjusted data.(1990) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
1998Econometric implications of the government budget constraint In: Journal of Econometrics.
[Full Text][Citation analysis]		article44
2000Using a likelihood perspective to sharpen econometric discourse: Three examples In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
1991Empirical analysis of macroeconomic time series: VAR and structural models : by Michael P. Clements and Grayham E. Mizon In: European Economic Review.
[Full Text][Citation analysis]		article6
2011Stepping on a rake: The role of fiscal policy in the inflation of the 1970s In: European Economic Review.
[Full Text][Citation analysis]		article69
2010Rational Inattention and Monetary Economics In: Handbook of Monetary Economics.
[Full Text][Citation analysis]		chapter186
2003Implications of rational inattention In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1535
2015When does a central bank?s balance sheet require fiscal support? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article139
2014When does a central bank’s balance sheet require fiscal support?.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 139		paper
2014When does a central banks balance sheet require fiscal support?.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 139		paper
2004MCMC method for Markov mixture simultaneous-equation models: a note In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper1
1994Toward a modern macroeconomic model usable for policy analysis In: FRB Atlanta Working Paper.
[Citation analysis]		paper70
1994Toward a Modern Macroeconomic Model Usable for Policy Analysis.(1994) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70		chapter
1994Toward a Modern Macroeconomic Model Usable for Policy Analysis.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70		paper
1996Bayesian methods for dynamic multivariate models In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper654
1998Bayesian Methods for Dynamic Multivariate Models..(1998) In: International Economic Review.
[Citation analysis]
This paper has another version. Agregated cites: 654		article
1998Role of interest rate policy in the generation and propagation of business cycles: what has changed since the 30s? In: Conference Series ; [Proceedings].
[Full Text][Citation analysis]		article28
2008Inflation expectations, uncertainty, the Phillips curve, and monetary policy In: Conference Series ; [Proceedings].
[Full Text][Citation analysis]		article4
2001Fiscal consequences for Mexico of adopting the dollar In: Proceedings.
[Citation analysis]		article72
2001Fiscal Consequences for Mexico of Adopting the Dollar..(2001) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 72		article
2002Macroeconomic switching In: Proceedings.
[Full Text][Citation analysis]		article39
2005Model uncertainty and policy evaluation: some theory and empirics - comments In: Proceedings.
[Full Text][Citation analysis]		article0
1996Inflation and growth - commentary In: Proceedings.
[Full Text][Citation analysis]		article0
1996Inflation and growth - commentary.(1996) In: Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2005Commentary on \\trends in hours, balanced growth, and the role of technology in the business cycle\\ In: Review.
[Full Text][Citation analysis]		article1
1989Models and their uses In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper78
1989Models and Their Uses.(1989) In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78		article
1989Solving nonlinear stochastic optimization and equilibrium problems backwards In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper8
1989Modeling trends In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper3
1986Are forecasting models usable for policy analysis? In: Quarterly Review.
[Full Text][Citation analysis]		article406
1986Forecasting and conditional projection using realistic prior distribution In: Staff Report.
[Full Text][Citation analysis]		paper425
1983Forecasting and Conditional Projection Using Realistic Prior Distributions.(1983) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 425		paper
1977Business cycle modeling without pretending to have too much a priori economic theory In: Working Papers.
[Full Text][Citation analysis]		paper280
2015Central Bank Solvency and Inflation In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
1998Comment on Glenn Rudebuschs Do Measures of Monetary Policy in a VAR Make Sense?. In: International Economic Review.
[Citation analysis]		article85
2010Commentary: Commentary on Policy at the Zero Lower Bound In: International Journal of Central Banking.
[Full Text][Citation analysis]		article8
1991To Criticize the Critics: Comment. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article8
2002Solving Linear Rational Expectations Models. In: Computational Economics.
[Full Text][Citation analysis]		article668
2004Econometrics for Policy Analysis: Progress and Regress In: De Economist.
[Full Text][Citation analysis]		article6
2000Comment on Three Lessons for Monetary Policy in a Low-Inflation Era. In: Journal of Money, Credit and Banking.
[Citation analysis]		article6
2007Comment on International Transmission and Monetary Policy Cooperation In: NBER Chapters.
[Full Text][Citation analysis]		chapter4
1974Optimal Stable Policies for Unstable Instruments In: NBER Chapters.
[Full Text][Citation analysis]		chapter4
1977Remarks on Real Value Added In: NBER Chapters.
[Full Text][Citation analysis]		chapter1
2013Comment on Dormant Shocks and Fiscal Virtue In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2015Comment on Expectations and Investment In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
1978Contributed Comments to Seasonal Analysis of Economic Time Series In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
1972Are There Exogenous Variables in Short-Run Production Relations In: NBER Chapters.
[Full Text][Citation analysis]		chapter3
2004Limits to Inflation Targeting In: NBER Chapters.
[Full Text][Citation analysis]		chapter14
1980Martingale-Like Behavior of Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
1980Efficient Estimation of Time Series Models with Predetermined In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2016Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article1
2019Discrete Actions in Information-Constrained Decision Problems In: Review of Economic Studies.
[Full Text][Citation analysis]		article14
2010Commentary on Policy at the Zero Lower Bound In: Working Papers.
[Full Text][Citation analysis]		paper7
2022Optimal Fiscal and Monetary Policy with Distorting Taxes In: Working Papers.
[Full Text][Citation analysis]		paper1
.() In: .
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
In: .
[Full Text][Citation analysis]		paper1
2007Thinking about instrumental variables (in Russian) In: Quantile.
[Full Text][Citation analysis]		article5
2007Recognizing and Communicating Uncertainty in Monetary Policy Projections In: 2007 Meeting Papers.
[Citation analysis]		paper0
2010Modeling the influence of fiscal policy on inflation In: 2010 Meeting Papers.
[Full Text][Citation analysis]		paper1
2009Price Level Determination in Equilibrium In: Annual Meeting Plenary.
[Full Text][Citation analysis]		paper1
2011Interview with the 2011 Laureates in Economic Sciences Thomas J. Sargent and Christopher A. Sims In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]		paper0
2011Autobiography In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]		paper0
1994A Simple Model for Study of the Determination of the Price Level and the Interaction of Monetary and Fiscal Policy. In: Economic Theory.
[Citation analysis]		article680
1969Theoretical Basis for a Double Deflated Index of Real Value Added. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article17
1971Linear Regression with Non-Normal Error Terms: A Comment. In: The Review of Economics and Statistics.
[Citation analysis]		article0
1981What Kind of Science is Economics? A Review Article on Causality in Economics by John R. Hicks. In: Journal of Political Economy.
[Full Text][Citation analysis]		article1
2016Comment In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]		article0
2005Rational inattention: a research agenda In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper82

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team