Christopher Sims : Citation Profile

Are you Christopher Sims?

Princeton University

38

H index

54

i10 index

13672

Citations

RESEARCH PRODUCTION:

71

Articles

50

Papers

11

Chapters

EDITOR:

4

Books edited

RESEARCH ACTIVITY:

   48 years (1969 - 2017). See details.
   Cites by year: 284
   Journals where Christopher Sims has often published
   Relations with other researchers
   Recent citing documents: 1528.    Total self citations: 30 (0.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi12
   Updated: 2019-10-06    RAS profile: 2018-12-11    
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Relations with other researchers

Works with:

Del Negro, Marco (3)

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 (184)

GUPTA, RANGAN (127)

Leeper, Eric (117)

Maćkowiak, Bartosz (92)

Schorfheide, Frank (86)

Kim, Soyoung (82)

Waggoner, Daniel (81)

Canova, Fabio (80)

Lütkepohl, Helmut (77)

Rubio-Ramirez, Juan F (74)

Miller, Stephen (71)

Cites to:

Zha, Tao (36)

Leeper, Eric (27)

Christiano, Lawrence (19)

Eichenbaum, Martin (16)

Waggoner, Daniel (10)

Gertler, Mark (10)

Schorfheide, Frank (9)

Hamilton, James (9)

Benhabib, Jess (9)

Evans, Charles (9)

Schmitt-Grohe, Stephanie (8)

Main data

Where Christopher Sims has published?

Journals with more than one article published# docs
American Economic Review10
Econometrica6
Brookings Papers on Economic Activity5
Journal of Business & Economic Statistics5
Journal of Econometrics4
European Economic Review3
The Review of Economics and Statistics2
Conference Series ; [Proceedings]2
Review2
Proceedings2
Carnegie-Rochester Conference Series on Public Policy2
International Economic Review2
Journal of Economic Dynamics and Control2
Journal of Money, Credit and Banking2
Journal of Monetary Economics2
Journal of Economic Perspectives2

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta7
Discussion Paper / Institute for Empirical Macroeconomics / Federal Reserve Bank of Minneapolis7
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University5
Working Papers / Princeton University, Department of Economics, Center for Economic Policy Studies.5

Recent works citing Christopher Sims (2018 and 2017)

YearTitle of citing document
2017Nonlinear models in macroeconometrics. (2017). Teräsvirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-32.

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2018Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters. (2018). Zhang, Shuwei ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-04.

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2017Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-10.

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2017Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-13.

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2017Clearing Up the Fiscal Multiplier Morass. (2017). Traum, Nora ; Leeper, Eric ; Walker, Todd B. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2409-54.

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2019Walk on the Wild Side: Temporarily Unstable Paths and Multiplicative Sunspots. (2019). Bonomolo, Paolo ; Lopes, Hedibert F ; Ascari, Guido. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:5:p:1805-42.

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2017Optimal Sovereign Default. (2017). Adam, Klaus ; Grill, Michael. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:128-64.

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2017Incentives for Quality in Friendly and Hostile Informational Environments. (2017). Glachant, Matthieu ; Fleckinger, Pierre ; Moineville, Gabrielle . In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:9:y:2017:i:1:p:242-74.

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2017Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach. (2017). Sosvilla-Rivero, Simon ; Icaza, Victor Echevarria . In: Working Papers. RePEc:aee:wpaper:1701.

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2017Export Instability and Economic Growth in Nigeria: A Time Series Analysis. (2017). Oladipo, Olajide S. In: Research Papers. RePEc:aer:rpaper:rp_322.

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2017Determinants of Foreign Direct Investment in Romania: a Quantitative Approach. (2017). Merino, Fernando ; Enache, Calcedonia . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:s10:y:2017:i:18:p:275.

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2017Prix du blé, régulations et croissance économique : L’analyse cliométrique permet-elle de trancher le débat sur les bleds des années 1750 ?. (2017). Rivot, Sylvie ; Jaoul-Grammare, Magali ; Boyer, Jean-Daniel. In: Working Papers. RePEc:afc:wpaper:11-17.

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2018Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Su, Chi-Wei ; Chang, Hsu-Ling ; Gao, Xue. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72.

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2017Examination of the exchange rate and interest rate channels of the monetary transmission mechanism during the inflation targeting: Turkey and Mexico countries examples. (2017). Altay, Ouzhan N ; Atgur, Musa. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:137-160.

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2018A revisited causality analysis of Okun’s Law: The case of Turkey. (2018). yurtkuran, süleyman ; PATA, Uğur ; KALCA, Adem. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(617):y:2018:i:4(617):p:121-134.

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2017An analysis of the effect of monetary policy changes on macroeconomic factors. (2017). Nasrin, Shamima ; Ahmad, Moid U. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:303-318.

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2019Per capita gross domestic product and welfare of Gabonese households: A VAR model with exogenous hypothesis. (2019). Assoumou-Ella, Giscard. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:185-204.

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2017Cattle, Cutouts, and the Drop: How Much Information is in Disaggregated Cattle Prices?. (2017). Hahn, William. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258027.

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2017Measuring Storage Responses of Broiler Meat Producers During an Outbreak of Highly Pathogenic Avian Influenza. (2017). MacLachlan, Matthew J ; Hagerman, Amy D. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258032.

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2017Product Formulation and Glyphosate Application Rates: Confusion or Rational Behavior?. (2017). Moschini, GianCarlo ; Hennessy, David A ; Perry, Edward . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259115.

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2018Identifying the price determinants of animal products in the presence of structural breaks. (2018). MacLachlan, Matthew J ; Boussios, David. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273974.

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2018Monetary Policy Shocks and Industrial Output in Nigeria: A Dynamic Effect. (2018). Dada, James ; Temitope, Dada James ; Olanrewaju, Akanbi Michael. In: African Journal of Economic Review. RePEc:ags:afjecr:274744.

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2018Price Transmission Analysis: the Case of Milk Products in Russia. (2018). Kharin, S. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276092.

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2017SYSTEMATIC RISK FACTORS AND STOCK RETURN VOLATILITY. (2017). Ali, Syed Kamran ; Ahmed, Ishtiaq ; Hashmi, Shujahat Haider. In: APSTRACT: Applied Studies in Agribusiness and Commerce. RePEc:ags:apstra:265587.

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2017Cross country maize market linkages in Africa: integration and price transmission across local and global markets. (2017). Kaminski, Jonathan ; Pierre, Guillaume. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261280.

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2017Bertrand Competition in Oligopsonistic Market Structures - the Case of the Indonesian Rubber Processing Sector. (2017). Kopp, Thomas. In: 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017. RePEc:ags:gewi17:261980.

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2018FOOD PRICE SENSITIVITY TO CHANGES IN PETROLEUM PRICE AND EXCHANGE RATE IN GHANA: A COINTEGRATION ANALYSIS. (2018). Ebenezer, Appiah Collins ; Mensa-Bonsu, Akwasi ; Baptist, John. In: 2018 Conference (2nd), August 8-11, Kumasi, Ghana. RePEc:ags:ghaaae:277791.

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2018Financial and Commodity-specific expectations in soybean futures markets. (2018). Grosche, S.-C., ; Cao, A. N. Q., . In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277538.

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2017Demand-side factors of housing price increases in Turkey: Blanchard-Quah SVAR model. (2017). Karakoyun, Hulya Deniz ; Yildirim, Nurtac. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264702.

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2017The Impact of Monetary Policy on Agricultural Price Index in China: A FAVAR Approach. (2017). Paudel, Krishna ; Tan, Ying ; Sha, Wenbiao . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252676.

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2017Quantification model of the consequences of monetary policy shocks. (2017). Emilia, Sebastian Coralia. In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2017:i:19:p:122-128.

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2018Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Grabowski, Daniel. In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2018.

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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Lodz Economics Working Papers. RePEc:ann:wpaper:4/2018.

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2018AVALIAÇÃO DA MEDIDA DE NÚCLEO DE INFLAÇÃO BASEADA NO MÉTODO WAVELET PARA O BRASIL. (2018). Denardin, Anderson Antonio ; Schmidt, Alex A ; Kozakevicius, Alice. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:34.

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2018FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43.

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2018EFFECT OF THE COMMUNICATION AND CLARITY OF THE FISCAL Christopher SimsITY ON MARKET EXPECTATIONS: EVIDENCE FROM THE BRAZILIAN ECONOMY. (2018). Nicolay, Rodolfo ; de Mendonça, Helder ; da Fonseca, Rodolfo Tomas ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:65.

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2018Analyzing the Savings-Investment Trend in a Panel of G-7 Countries. (2018). Mansoor, Abdul ; Saeed, Romana ; Sultana, Baserat. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:147-154.

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2017Measuring the Stance of Monetary Policy in a Time-Varying. (2017). Pérez Forero, Fernando. In: Working Papers. RePEc:apc:wpaper:2017-102.

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2018Real Exchange Returns and Real Stock Price Returns in Nigeria: An Econometrics Analysis of the Direction of Causality. (2018). Otonne, Adewumi ; Adereni, Adebayo ; Usar, Terzungwe. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:131-144.

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2018Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao. In: Papers. RePEc:arx:papers:1607.00393.

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2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

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2017Econophysics Macroeconomic Model. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1701.06625.

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2017Relation between regional uncertainty spillovers in the global banking system. (2017). Tungsong, Sachapon ; Aste, Tomaso ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1702.05944.

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2018Sparse Bayesian vector autoregressions in huge dimensions. (2018). Kastner, Gregor ; Huber, Florian. In: Papers. RePEc:arx:papers:1704.03239.

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2017Forecasting the U.S. Real House Price Index. (2017). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Papers. RePEc:arx:papers:1707.04868.

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2017Discrete Choice and Rational Inattention: a General Equivalence Result. (2017). Shum, Matthew ; Fosgerau, Mogens ; de Palma, André ; Melo, Emerson. In: Papers. RePEc:arx:papers:1709.09117.

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2018Chocs technologiques, chocs des prix et fluctuations du ch\^omage en R\epublique D\emocratique du Congo. (2018). Muganza, Henry ; Miyamueni, Antoine Kamiantako. In: Papers. RePEc:arx:papers:1804.09532.

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2018New HSIC-based tests for independence between two stationary multivariate time series. (2018). Zhu, Ke ; Li, Wai Keung ; Wang, Guochang. In: Papers. RePEc:arx:papers:1804.09866.

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2018Stochastic model specification in Markov switching vector error correction models. (2018). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529.

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2018Indirect information measure and dynamic learning. (2018). Zhong, Weijie. In: Papers. RePEc:arx:papers:1809.00697.

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2018Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness. (2018). Hajargasht, Gholamreza ; Rao, Prasada . In: Papers. RePEc:arx:papers:1811.04197.

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2018Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2018). Lutkepohl, Helmut ; Wo, Tomasz. In: Papers. RePEc:arx:papers:1811.08167.

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2019The cost of information. (2018). Pomatto, Luciano ; Tamuz, Omer ; Strack, Philipp. In: Papers. RePEc:arx:papers:1812.04211.

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2019Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (2019). Smeekes, Stephan ; Margaritella, Luca ; Hecq, Alain. In: Papers. RePEc:arx:papers:1902.10991.

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2019A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2019The Leland-Toft optimal capital structure model under Poisson observations. (2019). Yamazaki, Kazutoshi ; SURYA, BUDHI ARTA ; Jos'e Luis P'erez, ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:1904.03356.

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

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2019Information processing constraints in travel behaviour modelling: A generative learning approach. (2019). Farooq, Bilal ; Wong, Melvin. In: Papers. RePEc:arx:papers:1907.07036.

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2019Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

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2017Importance of housing wealth effect in selected European countries: evidence from panel VAR model. (2017). Casni, Anita Ceh . In: ERES. RePEc:arz:wpaper:eres2017_138.

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2018Ownership Structure and Bank Performance: Empirical Evidence from the UAE. (2018). Owusu-Antwi, George ; Ofei, Patrick ; Banerjee, Rachna. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1422-1438.

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2019The Study on the Correlation between Wholesale Price and Trading Volume in Taiwan Milkfish Market. (2019). Lee, Jia-Jan. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:73-81.

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2019Demand and Supply-side Drivers of Labour Productivity Growth: an empirical assessment for G7 countries. (2019). Paternesi Meloni, Walter ; Deleidi, Matteo ; Antenucci, Fabrizio. In: Working Papers. RePEc:ast:wpaper:0042.

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2019Monetary Policy Transmission in the Euro Zone. (2019). Binatli, Ayla Ogu ; Sohrabji, Niloufer . In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev5i1-4.

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2017Economic rationality under cognitive load. (2017). Nayga, Rodolfo ; Drichoutis, Andreas ; Rodolfo, JR. In: Working Papers. RePEc:aua:wpaper:2017-2.

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2017The Effects of Presumptive Methods of Taxation on Revenue Mobilization in the Value Added Tax. (2017). Sedrakyan, Gohar. In: International Center for Public Policy Working Paper Series, at AYSPS, GSU. RePEc:ays:ispwps:paper1718.

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2018Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds Alphas?. (2018). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1884.

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2019Dynamic Responses of the Economy to Monetary Shocks in the United Kingdom. (2019). Raffiee, Kambiz ; Baade, Hannah ; Adrangi, Bahram. In: Review of Economics & Finance. RePEc:bap:journl:190104.

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2017Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702.

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2018Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data. (2018). Wohlfarth, Paul. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1803.

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2018Measuring Retail Trade Using Card Transactional Data. (2018). García López, Juan ; Valero, Heribert ; Ulloa, Camilo ; Ruiz, Pep ; de Dios, Juan ; Rodrigo, Tomasa ; Pacce, Matias ; Murillo, Juan ; Garcia, Juan Ramon ; Bodas, Diego. In: Working Papers. RePEc:bbv:wpaper:1803.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2018Noisy Monetary Policy. (2018). Dahlhaus, Tatjana ; Gambetti, Luca. In: Staff Working Papers. RePEc:bca:bocawp:18-23.

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2018Sluggish Forecasts. (2018). Jain, Monica. In: Staff Working Papers. RePEc:bca:bocawp:18-39.

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2018What Drives Interbank Loans? Evidence from Canada. (2018). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:18-5.

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2018Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts. (2018). Champagne, Julien ; Sekkel, Rodrigo ; Poulin-Bellisle, Guillaume. In: Staff Working Papers. RePEc:bca:bocawp:18-52.

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2019Central Bank Communication That Works: Lessons from Lab Experiments. (2019). Kryvtsov, Oleksiy ; Petersen, Luba. In: Staff Working Papers. RePEc:bca:bocawp:19-21.

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2017Empirical Findings on Inflation Expectations in Brazil: a survey. (2017). Gaglianone, Wagner. In: Working Papers Series. RePEc:bcb:wpaper:464.

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2018Monetary Policy Volatility Shocks in Brazil. (2018). Fasolo, Angelo. In: Working Papers Series. RePEc:bcb:wpaper:480.

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2018Incentive-driven Inattention. (2018). Skreta, Vasiliki ; Gaglianone, Wagner ; Issler, Joo Victor ; Giacomini, Raffaella. In: Working Papers Series. RePEc:bcb:wpaper:485.

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2017Immigration and the macroeconomy: some new empirical evidence. (2017). Furlanetto, Francesco ; Robstad, Orjan. In: Working Papers. RePEc:bde:wpaper:1716.

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2017Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo. In: Working Papers. RePEc:bde:wpaper:1726.

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2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731.

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2018A large central bank balance sheet? floor vs corridor systems in a new keynesian environment. (2018). Arce, Oscar ; Thomas, Carlos ; Thaler, Dominik ; Nuo, Galo. In: Working Papers. RePEc:bde:wpaper:1851.

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2019Monetary policy implications of state-dependent prices and wages. (2019). Petit, Borja ; Costain, James ; Nakov, Anton. In: Working Papers. RePEc:bde:wpaper:1910.

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2018Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18.

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2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

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2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

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2017Explaining Inflation with a Classical Dichotomy Model and Switching Monetary Regimes: Mexico 1932-2013. (2017). Daniel, Garces Diaz . In: Working Papers. RePEc:bdm:wpaper:2017-20.

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2018Inflation Dynamics under Fiscal Deficit Regime Switching in Mexico. (2018). Garcia-Verdu, Santiago ; Manuel, Sanchez-Martinez. In: Working Papers. RePEc:bdm:wpaper:2018-21.

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2018Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case. (2018). Garavito, Aaron ; Cárdenas Hurtado, Camilo ; Toro-Cordoba, Jorge Hernan ; Garavito-Acosta, Aaron Levi ; Cardenas-Hurtado, Camilo Alberto. In: Borradores de Economia. RePEc:bdr:borrec:1043.

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2018Inflation Targeting in Emerging Economies. (2018). Walker, Todd B. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:36:y:2018:i:85:p:7-20.

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2017Why are inflation forecasts sticky? Theory and application to France and Germany. (2017). Boucekkine, Raouf ; Bec, Frédérique ; Jardet, C. In: Working papers. RePEc:bfr:banfra:650.

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2018Monetary Policy and Long-Run Systemic Risk-Taking. (2018). Colletaz, Gilbert ; Popescu, Alexandra ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:694.

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2018Monetary Policy and Corporate Debt Structure. (2018). Szczerbowicz, Urszula ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:697.

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2018Monetary Rules, Determinacy and Limited Enforcement. (2018). Mengus, Eric ; Barthélemy, Jean. In: Working papers. RePEc:bfr:banfra:700.

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2019Bayesian Inference for Markov-switching Skewed Autoregressive Models. (2019). Lhuissier, Stephane. In: Working papers. RePEc:bfr:banfra:726.

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2019The Good, The Bad and The Complex: Product Design with Imperfect Information. (2019). Asriyan, Vladimir ; Vanasco, Victoria ; Foarta, Dana. In: Working Papers. RePEc:bge:wpaper:1079.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2019VAR-Based Granger-Causality Test in the Presence of Instabilities. (2019). Rossi, Barbara ; Wang, Yiru. In: Working Papers. RePEc:bge:wpaper:1083.

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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]		article11
2011Statistical Modeling of Monetary Policy and its Effects.(2011) In: Nobel Prize in Economics documents.
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This paper has another version. Agregated cites: 11		paper
2013Paper Money In: American Economic Review.
[Full Text][Citation analysis]		article35
1972Money, Income, and Causality. In: American Economic Review.
[Full Text][Citation analysis]		article621
1980Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered. In: American Economic Review.
[Citation analysis]		article229
1980Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered.(1980) In: NBER Working Papers.
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This paper has another version. Agregated cites: 229		paper
1983Is There a Monetary Business Cycle? In: American Economic Review.
[Citation analysis]		article4
1988Uncertainty across Models. In: American Economic Review.
[Full Text][Citation analysis]		article4
2001Pitfalls of a Minimax Approach to Model Uncertainty In: American Economic Review.
[Full Text][Citation analysis]		article68
2006Were There Regime Switches in U.S. Monetary Policy? In: American Economic Review.
[Full Text][Citation analysis]		article815
2004Were there regime switches in U.S. monetary policy?.(2004) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 815		paper
2005Were There Regime Switches in U.S. Monetary Policy?.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 815		paper
2006Rational Inattention: Beyond the Linear-Quadratic Case In: American Economic Review.
[Full Text][Citation analysis]		article104
2001A Review of Monetary Policy Rules In: Journal of Economic Literature.
[Full Text][Citation analysis]		article10
1996Macroeconomics and Methodology In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article84
2010But Economics Is Not an Experimental Science In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article42
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]		article9
1990Solving the Stochastic Growth Model by Backsolving with a Particular Nonlinear Form for the Decision Rule. In: Journal of Business & Economic Statistics.
[Citation analysis]		article16
2012Gaps in the institutional structure of the euro area. In: Financial Stability Review.
[Full Text][Citation analysis]		article18
2013Gaps in the Institutional Structure of the Euro Area.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
1982Policy Analysis with Econometric Models In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article169
1996What Does Monetary Policy Do? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article582
2002The Role of Models and Probabilities in the Monetary Policy Process In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article130
2007Monetary Policy Models In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article15
2007Monetary Policy Models.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
1974Output and Labor Input in Manufacturing In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article17
2009Inflation expectations, uncertainty and monetary policy In: BIS Working Papers.
[Full Text][Citation analysis]		paper13
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]		paper14
2001Fiscal Aspects of Central Bank Independence In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2003Calculating and Using Second Order Accurate Solutions of Discrete Time In: Levine's Bibliography.
[Full Text][Citation analysis]		paper63
2006DOES MONETARY POLICY GENERATE RECESSIONS? In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article261
1998Does monetary policy generate recessions?.(1998) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 261		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]		paper903
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: 903		article
1992A Nine Variable Probabilistic Macroeconomic Forecasting Model In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper33
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: 33		paper
1993A Nine-Variable Probabilistic Macroeconomic Forecasting Model.(1993) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		chapter
1994Error Bands for Impulse Responses In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper469
1999Error Bands for Impulse Responses.(1999) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 469		article
1995Error bands for impulse responses.(1995) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 469		paper
1991Comment on To Criticize the Critics, by Peter C. B. Phillips In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1
1999The Precarious Fiscal Foundations of EMU In: DNB Staff Reports (discontinued).
[Full Text][Citation analysis]		paper48
1971Discrete Approximations to Continuous Time Distributed Lags in Econometrics. In: Econometrica.
[Full Text][Citation analysis]		article48
1980Macroeconomics and Reality. In: Econometrica.
[Full Text][Citation analysis]		article3282
1983Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments. In: Econometrica.
[Full Text][Citation analysis]		article73
1990Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica.
[Full Text][Citation analysis]		article1001
1991Understanding Unit Rooters: A Helicopter Tour. In: Econometrica.
[Full Text][Citation analysis]		article167
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: 167		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]		paper125
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: 125		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]
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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: 125		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]		article177
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: 177		paper
2008Improving monetary policy models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article20
2005Improving monetary policy models.(2005) In: Proceedings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
2006Improving Monetary Policy Models.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2008Methods for inference in large multiple-equation Markov-switching models In: Journal of Econometrics.
[Full Text][Citation analysis]		article144
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: 144		paper
1993Rational expectations modeling with seasonally adjusted data In: Journal of Econometrics.
[Full Text][Citation analysis]		article26
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: 26		paper
1998Econometric implications of the government budget constraint In: Journal of Econometrics.
[Full Text][Citation analysis]		article39
2000Using a likelihood perspective to sharpen econometric discourse: Three examples In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
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]		article0
2011Stepping on a rake: The role of fiscal policy in the inflation of the 1970s In: European Economic Review.
[Full Text][Citation analysis]		article29
2010Rational Inattention and Monetary Economics In: Handbook of Monetary Economics.
[Full Text][Citation analysis]		chapter60
2003Implications of rational inattention In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article884
2015When does a central bank׳s balance sheet require fiscal support? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article70
2015When does a central bank’s balance sheet require fiscal support?.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70		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: 70		paper
2017Discrete Actions in Information-constrained Decision Problems In: Emory Economics.
[Full Text][Citation analysis]		paper0
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]		paper46
1994Toward a Modern Macroeconomic Model Usable for Policy Analysis.(1994) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		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: 46		paper
1996Bayesian methods for dynamic multivariate models In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper431
1998Bayesian Methods for Dynamic Multivariate Models..(1998) In: International Economic Review.
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This paper has another version. Agregated cites: 431		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]		article26
2008Inflation expectations, uncertainty, the Phillips curve, and monetary policy In: Conference Series ; [Proceedings].
[Full Text][Citation analysis]		article3
2001Fiscal consequences for Mexico of adopting the dollar In: Proceedings.
[Citation analysis]		article63
2001Fiscal Consequences for Mexico of Adopting the Dollar..(2001) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 63		article
2002Macroeconomic switching In: Proceedings.
[Full Text][Citation analysis]		article38
2005Model uncertainty and policy evaluation: some theory and empirics - comments In: Proceedings.
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1996Inflation and growth - commentary In: Proceedings.
[Full Text][Citation analysis]		article0
1996Inflation and growth - commentary.(1996) In: Review.
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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]		paper60
1989Models and Their Uses.(1989) In: American Journal of Agricultural Economics.
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1989Solving nonlinear stochastic optimization and equilibrium problems backwards In: Discussion Paper / Institute for Empirical Macroeconomics.
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1989Modeling trends In: Discussion Paper / Institute for Empirical Macroeconomics.
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1986Are forecasting models usable for policy analysis? In: Quarterly Review.
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1986Forecasting and conditional projection using realistic prior distribution In: Staff Report.
[Full Text][Citation analysis]		paper402
1983Forecasting and Conditional Projection Using Realistic Prior Distributions.(1983) In: NBER Working Papers.
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This paper has another version. Agregated cites: 402		paper
1977Business cycle modeling without pretending to have too much a priori economic theory In: Working Papers.
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1998Comment on Glenn Rudebuschs Do Measures of Monetary Policy in a VAR Make Sense?. In: International Economic Review.
[Citation analysis]		article70
2010Commentary: Commentary on Policy at the Zero Lower Bound In: International Journal of Central Banking.
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1991To Criticize the Critics: Comment. In: Journal of Applied Econometrics.
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2002Solving Linear Rational Expectations Models. In: Computational Economics.
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2004Econometrics for Policy Analysis: Progress and Regress In: De Economist.
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2000Comment on Three Lessons for Monetary Policy in a Low-Inflation Era. In: Journal of Money, Credit and Banking.
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2007Comment on International Transmission and Monetary Policy Cooperation In: NBER Chapters.
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1974Optimal Stable Policies for Unstable Instruments In: NBER Chapters.
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1977Remarks on Real Value Added In: NBER Chapters.
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2013Comment on Dormant Shocks and Fiscal Virtue In: NBER Chapters.
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2015Comment on Expectations and Investment In: NBER Chapters.
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1978Contributed Comments to Seasonal Analysis of Economic Time Series In: NBER Chapters.
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1972Are There Exogenous Variables in Short-Run Production Relations In: NBER Chapters.
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2004Limits to Inflation Targeting In: NBER Chapters.
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1980Martingale-Like Behavior of Prices In: NBER Working Papers.
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1980Efficient Estimation of Time Series Models with Predetermined In: Discussion Papers.
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2016Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference In: Journal of Financial Econometrics.
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2010Commentary on Policy at the Zero Lower Bound In: Working Papers.
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2007Thinking about instrumental variables (in Russian) In: Quantile.
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2007Recognizing and Communicating Uncertainty in Monetary Policy Projections In: 2007 Meeting Papers.
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2010Modeling the influence of fiscal policy on inflation In: 2010 Meeting Papers.
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2009Price Level Determination in Equilibrium In: Annual Meeting Plenary.
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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.
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1994A Simple Model for Study of the Determination of the Price Level and the Interaction of Monetary and Fiscal Policy. In: Economic Theory.
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1969Theoretical Basis for a Double Deflated Index of Real Value Added. In: The Review of Economics and Statistics.
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1971Linear Regression with Non-Normal Error Terms: A Comment. In: The Review of Economics and Statistics.
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1981What Kind of Science is Economics? A Review Article on Causality in Economics by John R. Hicks. In: Journal of Political Economy.
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2016Comment In: NBER Macroeconomics Annual.
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2005Rational inattention: a research agenda In: Discussion Paper Series 1: Economic Studies.
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