Christopher Sims : Citation Profile

Are you Christopher Sims?

Princeton University

40

H index

58

i10 index

22358

Citations

RESEARCH PRODUCTION:

72

Articles

53

Papers

11

Chapters

EDITOR:

4

Books edited

RESEARCH ACTIVITY:

   55 years (1969 - 2024). See details.
   Cites by year: 406
   Journals where Christopher Sims has often published
   Relations with other researchers
   Recent citing documents: 1001.    Total self citations: 35 (0.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi12
   Updated: 2024-12-03    RAS profile: 2022-10-29    
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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 (216)

Leeper, Eric (159)

GUPTA, RANGAN (156)

Rubio-Ramirez, Juan F (140)

Maćkowiak, Bartosz (123)

Schorfheide, Frank (114)

Kim, Soyoung (114)

Waggoner, Daniel (104)

Lütkepohl, Helmut (104)

Fernandez-Villaverde, Jesus (101)

Ricco, Giovanni (99)

Cites to:

Zha, Tao (37)

Christiano, Lawrence (29)

Leeper, Eric (28)

Eichenbaum, Martin (21)

Bernanke, Ben (13)

Woodford, Michael (12)

Waggoner, Daniel (11)

Geweke, John (11)

Uribe, Martín (11)

Svensson, Lars (11)

Gertler, Mark (10)

Main data

Where Christopher Sims has published?

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

Working Papers Series with more than one paper published# docs
Working Papers / Princeton University, Department of Economics, Center for Economic Policy Studies.7
Discussion Paper / Institute for Empirical Macroeconomics / Federal Reserve Bank of Minneapolis7
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta7
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 (2024 and 2023)

YearTitle of citing document
2023Mistakes in Future Consumption, High MPCs Now. (2023). Lian, Chen. In: American Economic Review: Insights. RePEc:aea:aerins:v:5:y:2023:i:4:p:563-81.

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2023Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244.

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2024Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao. In: Papers. RePEc:arx:papers:1607.00393.

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2023Distribution 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.

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2023The cost of information. (2019). Tamuz, Omer ; Strack, Philipp ; Pomatto, Luciano. In: Papers. RePEc:arx:papers:1812.04211.

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2023Identification and inference in discrete choice models with imperfect information. (2019). Sinha, Shruti ; Gualdani, Cristina. In: Papers. RePEc:arx:papers:1911.04529.

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

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2024The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2023Sharp Bounds in the Latent Index Selection Model. (2020). Marx, Philip. In: Papers. RePEc:arx:papers:2012.02390.

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2024Dynamic covariate balancing: estimating treatment effects over time. (2021). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280.

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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.

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2023Inflation -- who cares? Monetary Policy in Times of Low Attention. (2021). Pfauti, Oliver. In: Papers. RePEc:arx:papers:2105.05297.

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2023Bounded 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.

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

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2024Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998.

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2024Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038.

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2023Rainbow Options under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2112.10447.

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2024Private Private Information. (2021). He, Kevin ; Tamuz, Omer ; Sandomirskiy, Fedor. In: Papers. RePEc:arx:papers:2112.14356.

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2024Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532.

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2024Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012.

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2023Buying Opinions. (2022). Whitmeyer, Mark ; Zhang, Kun. In: Papers. RePEc:arx:papers:2202.05249.

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

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2023Content Filtering with Inattentive Information Consumers. (2022). Slivkins, Alex ; Lucier, Brendan ; Immorlica, Nicole ; Grana, Justin ; Bono, James ; Ball, Ian. In: Papers. RePEc:arx:papers:2205.14060.

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2024Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2024Engagement Maximization. (2022). Zhong, Weijie ; Benjamin, . In: Papers. RePEc:arx:papers:2207.00685.

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2023On the Distributional Robustness of Finite Rational Inattention Models. (2022). Melo, Emerson. In: Papers. RePEc:arx:papers:2208.03370.

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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2023Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting. (2022). Wang, Christina Dan ; Chen, Shuaiyu ; Gao, Jiechao ; Sun, Xinghang ; Liu, Xiao-Yang ; Dirk, Berend Jelmer. In: Papers. RePEc:arx:papers:2209.05559.

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2024Attention Capture. (2022). Sanguanmoo, Sivakorn ; Koh, Andrew. In: Papers. RePEc:arx:papers:2209.05570.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2024Flexibility and Information. (2022). Whitmeyer, Mark. In: Papers. RePEc:arx:papers:2210.04418.

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2024How to sample and when to stop sampling: The generalized Wald problem and minimax policies. (2022). Adusumilli, Karun. In: Papers. RePEc:arx:papers:2210.15841.

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2023Boosted p-Values for High-Dimensional Vector Autoregression. (2022). Huang, Xiao. In: Papers. RePEc:arx:papers:2211.02215.

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2023On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness. (2022). Yilmaz, Kamil ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2211.04184.

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2023Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263.

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2023Sequential Sampling Equilibrium. (2022). Gonccalves, Duarte. In: Papers. RePEc:arx:papers:2212.07725.

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2024Rationally Inattentive Statistical Discrimination: Arrow Meets Phelps. (2022). Echenique, Federico ; Li, Anqi. In: Papers. RePEc:arx:papers:2212.08219.

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2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621.

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2024High-Dimensional Causality for Climatic Attribution. (2023). Smeekes, Stephan ; Margaritella, Luca ; Friedrich, Marina. In: Papers. RePEc:arx:papers:2302.03996.

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2023Information extraction and artwork pricing. (2023). Tu, Zhiyong ; Li, Jian ; Ju, Lan ; Choi, Jaehyuk. In: Papers. RePEc:arx:papers:2302.08167.

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2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

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2024Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2024Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2023sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125.

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2023Redeeming Falsifiability?. (2023). Zhang, Kun ; Whitmeyer, Mark. In: Papers. RePEc:arx:papers:2303.15723.

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2023Futures Quantitative Investment with Heterogeneous Continual Graph Neural Network. (2023). Liu, Bin ; Wei, LU ; Wang, Yixuan ; Hu, Min ; Tan, Zhizhong. In: Papers. RePEc:arx:papers:2303.16532.

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2024Heterogeneity-robust granular instruments. (2023). Qian, Eric. In: Papers. RePEc:arx:papers:2304.01273.

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2024Signaling With Commitment. (2023). Shadmehr, Mehdi ; Boleslavsky, Raphael. In: Papers. RePEc:arx:papers:2305.00777.

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2023Surveying Generative AIs Economic Expectations. (2023). Bybee, Leland. In: Papers. RePEc:arx:papers:2305.02823.

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2023Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256.

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2023The Federal Reserves Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis. (2023). KAMKOUM, Arnaud Cedric. In: Papers. RePEc:arx:papers:2305.12318.

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2024Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2023Robust Predictions in Games with Rational Inattention. (2023). Ravid, Doron ; Denti, Tommaso. In: Papers. RePEc:arx:papers:2306.09964.

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2024Bloated Disclosures: Can ChatGPT Help Investors Process Financial Information?. (2023). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2306.10224.

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2024Optimization of the Generalized Covariance Estimator in Noncausal Processes. (2023). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2306.14653.

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2023Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions. (2023). Rudebusch, Glenn ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2307.03552.

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2023Robust Impulse Responses using External Instruments: the Role of Information. (2023). Mazzali, Marco ; Franconi, Alessandro ; Brignone, Davide. In: Papers. RePEc:arx:papers:2307.06145.

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2024Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958.

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2023Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks. (2023). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2308.15769.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2023Human-AI Interactions and Societal Pitfalls. (2023). Martin, S'Ebastien ; Gao, Jian ; Castro, Francisco. In: Papers. RePEc:arx:papers:2309.10448.

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2024A time-varying finance-led model for U.S. business cycles. (2023). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Linkages among the Foreign Exchange, Stock, and Bond Markets in Japan and the United States. (2023). Shimizu, Shohei ; Jiang, YI. In: Papers. RePEc:arx:papers:2310.16841.

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2024Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2024Decomposable Stochastic Choice. (2023). Tamuz, Omer ; Sandomirskiy, Fedor. In: Papers. RePEc:arx:papers:2312.04827.

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2024Common Trends and Long-Run Multipliers in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2024Bayesian Markov-Switching Vector Autoregressive Process. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2404.11235.

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2024Decentralized Finance and Local Public Goods: A Bayesian Maximum Entropy Model of School District Spending in the U.S. (2024). Melo, Juan. In: Papers. RePEc:arx:papers:2404.17700.

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2024Disentangling Exploration from Exploitation. (2024). Yariv, Leeat ; Shmaya, Eran ; Lizzeri, Alessandro. In: Papers. RePEc:arx:papers:2404.19116.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca ; Tsoukalas, John D. In: BCAM Working Papers. RePEc:bbk:bbkcam:2206.

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2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

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2024U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12.

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2023Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574.

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2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

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2023.

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2023.

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2023.

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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]		article27
2011Statistical Modeling of Monetary Policy and its Effects.(2011) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		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]		article44
2019Feedbacks: Financial Markets and Economic Activity.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
1972Money, Income, and Causality. In: American Economic Review.
[Full Text][Citation analysis]		article947
1980Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered. In: American Economic Review.
[Citation analysis]		article315
1980Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered.(1980) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 315		paper
1983Is There a Monetary Business Cycle? In: American Economic Review.
[Citation analysis]		article7
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]		article90
2006Were There Regime Switches in U.S. Monetary Policy? In: American Economic Review.
[Full Text][Citation analysis]		article1392
2004Were there regime switches in U.S. monetary policy?.(2004) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1392		paper
2005Were There Regime Switches in U.S. Monetary Policy?.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1392		paper
2006Rational Inattention: Beyond the Linear-Quadratic Case In: American Economic Review.
[Full Text][Citation analysis]		article195
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]		article95
2010But Economics Is Not an Experimental Science In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article64
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]		article3
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]		article33
2013Gaps in the Institutional Structure of the Euro Area.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
1982Policy Analysis with Econometric Models In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article268
1996What Does Monetary Policy Do? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article806
2002The Role of Models and Probabilities in the Monetary Policy Process In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article204
2007Monetary Policy Models In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article35
2007Monetary Policy Models.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
1974Output and Labor Input in Manufacturing In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article23
2009Inflation expectations, uncertainty and monetary policy In: BIS Working Papers.
[Full Text][Citation analysis]		paper31
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]		paper9
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]		article377
1998Does monetary policy generate recessions?.(1998) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 377		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]		paper1309
1992Interpreting the macroeconomic time series facts : The effects of monetary policy.(1992) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1309		article
1992A Nine Variable Probabilistic Macroeconomic Forecasting Model In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper117
1989A nine variable probabilistic macroeconomic forecasting model.(1989) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 117		paper
1993A Nine-Variable Probabilistic Macroeconomic Forecasting Model.(1993) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 117		chapter
1994Error Bands for Impulse Responses In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper659
1999Error Bands for Impulse Responses.(1999) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 659		article
1995Error bands for impulse responses.(1995) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 659		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]		article77
1980Macroeconomics and Reality. In: Econometrica.
[Full Text][Citation analysis]		article4980
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]		article1491
1991Understanding Unit Rooters: A Helicopter Tour. In: Econometrica.
[Full Text][Citation analysis]		article227
1988Understanding unit rooters: a helicopter tour.(1988) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 227		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]		paper151
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 nother version. Agregated cites: 151		paper
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