Christopher Sims : Citation Profile

Princeton University

41

H index

59

i10 index

23282

Citations

RESEARCH PRODUCTION:

73

Articles

53

Papers

11

Chapters

EDITOR:

4

Books edited

RESEARCH ACTIVITY:

   55 years (1969 - 2024). See details.
   Cites by year: 423
   Journals where Christopher Sims has often published
   Relations with other researchers
   Recent citing documents: 933.    Total self citations: 35 (0.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psi12
   Updated: 2025-11-22    RAS profile: 2022-10-29    
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Relations with other researchers

Works with:

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 (167)

GUPTA, RANGAN (156)

Rubio-Ramirez, Juan F (139)

Maćkowiak, Bartosz (138)

Kim, Soyoung (119)

Schorfheide, Frank (115)

Bianchi, Francesco (110)

Lütkepohl, Helmut (104)

Waggoner, Daniel (104)

Fernandez-Villaverde, Jesus (101)

Cites to:

Zha, Tao (37)

Christiano, Lawrence (29)

Leeper, Eric (28)

Eichenbaum, Martin (21)

Woodford, Michael (15)

Bernanke, Ben (13)

Svensson, Lars (11)

Waggoner, Daniel (11)

Geweke, John (11)

Gertler, Mark (10)

Hamilton, James (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
International Economic Review2
The Review of Economics and Statistics2
Journal of Economic Perspectives2
Journal of Economic Dynamics and Control2
Journal of Money, Credit and Banking2
Proceedings2
Review2
Conference Series ; [Proceedings]2
Journal of Monetary Economics2
Carnegie-Rochester Conference Series on Public Policy2

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 (2025 and 2024)

YearTitle of citing document
2024Artificial intelligence, inattention and liability rules. (2024). Obidzinski, Marie ; Oytana, Yves. In: Working Papers AFED. RePEc:afd:wpaper:2406.

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2024The essential role of U.S.-China tensions: a fresh insight into the gold market. (2024). Qin, Meng. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:227-246.

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2024Green finance and innovation input: the promoters of carbon neutrality in China. (2024). Peculea, Adelina Dumitrescu ; Zhu, Yating ; Gao, Song. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:31-52.

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2025Exploring the relationship between the Put Call Ratio and Market Indices: a comparative analysis of S&P 500 and BET. (2025). Abr, Genia-Iulia. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:187-210.

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2024Fiscal and Monetary Policy Interactions in Malawi: Evidence from Backward-Looking and Forward-Looking Approaches. (2024). Mapila, Salim A. In: African Journal of Economic Review. RePEc:ags:afjecr:362928.

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2025Uneven Transmission: Monetary Policy, Sectoral Asymmetries, and the Planning Gap Under Malawi 2063. (2025). Mapila, Salim A. In: African Journal of Economic Review. RePEc:ags:afjecr:362952.

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2024Impact of the total expenditure shocks on food security: VAR model. (2024). Al-Mahish, Mohammed ; Elzaki, Raga M ; Alkunain, Batool. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:355971.

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2025Business Sentiment of Japanese Companies and Wages in Thailand. (2025). Sakurai, Hiroaki. In: Asian Journal of Applied Economics. RePEc:ags:thkase:356820.

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2025Drivers of Fertilizer Markets: Supply, Demand, and Prices. (2025). Boline, Amy ; Collins, Laporchia A ; Williams, Angelica. In: Economic Research Report. RePEc:ags:uersrr:369107.

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2025Investigating commodity price interdependence with grancer causality networks. (2025). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:498.

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2024Are professional forecasters inattentive to public discussions? The case of inflation in Argentina. (2024). Aromi, J. Daniel ; Llada, Martin. In: Working Papers. RePEc:aoz:wpaper:300.

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2024Effectiveness of monetary policy under economic uncertainty regimes. (2024). Ramírez-Rondán, Nelson R. ; Yepez, Luis ; Ramirez-Rondan, Nelson R. In: Working Papers. RePEc:apc:wpaper:204.

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2025Monetary Policy and the Credit Channel, 2008-2019. (2025). Barquero-Romero, Jose Pablo ; Loaiza-Marn, Kerry. In: Documentos de Trabajo. RePEc:apk:doctra:2504.

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

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2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2025Costly Attention and Retirement. (2025). Hentall MacCuish, Jamie. In: Papers. RePEc:arx:papers:1904.06520.

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

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

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

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

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2025Private Private Information. (2024). He, Kevin ; Tamuz, Omer ; Sandomirskiy, Fedor. In: Papers. RePEc:arx:papers:2112.14356.

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2025Approximate Factor Models for Functional Time Series. (2025). Otto, Sven ; Salish, Nazarii. In: Papers. RePEc:arx:papers:2201.02532.

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

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2024Policy Choice in Time Series by Empirical Welfare Maximization. (2024). Wang, Weining ; Kitagawa, Toru ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2205.03970.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2025Engagement Maximization. (2025). Zhong, Weijie ; Hebert, Benjamin. In: Papers. RePEc:arx:papers:2207.00685.

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

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

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2025A Dynamic Stochastic Block Model for Multi-Layer Networks. (2022). Casarin, Roberto ; L'Opez, Ovielt Baltodano. In: Papers. RePEc:arx:papers:2209.09354.

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2024Making Information More Valuable. (2024). Whitmeyer, Mark. In: Papers. RePEc:arx:papers:2210.04418.

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2025How to sample and when to stop sampling: The generalized Wald problem and minimax policies. (2024). Adusumilli, Karun. In: Papers. RePEc:arx:papers:2210.15841.

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

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

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

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2024Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2025Redeeming Falsifiability?. (2023). Zhang, Kun ; Whitmeyer, Mark. In: Papers. RePEc:arx:papers:2303.15723.

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

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2025Signaling With Commitment. (2025). Boleslavsky, Raphael ; Shadmehr, Mehdi. In: Papers. RePEc:arx:papers:2305.00777.

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2025Impulse Response Analysis of Structural Nonlinear Time Series Models. (2025). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2025Bloated Disclosures: Can ChatGPT Help Investors Process Information?. (2025). 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. (2024). Jasiak, Joann ; Hecq, Alain ; Cubadda, Gianluca ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2306.14653.

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2024What Does it Take to Control Global Temperatures? A toolbox for testing and estimating the impact of economic policies on climate. (2024). Chevillon, Guillaume ; Kurita, Takamitsu. In: Papers. RePEc:arx:papers:2307.05818.

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

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2025Human-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. (2024). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153.

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

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2025Decomposable Stochastic Choice. (2024). Tamuz, Omer ; Sandomirskiy, Fedor. In: Papers. RePEc:arx:papers:2312.04827.

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2024Costly Persuasion by a Partially Informed Sender. (2024). Jiang, Shaofei. In: Papers. RePEc:arx:papers:2401.14087.

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2024Islamic Law, Western European Law and the Roots of Middle Easts Long Divergence: a Comparative Empirical Investigation (800-1600). (2024). Spruk, Rok ; Schäfer, Hans-Bernd ; Schaefer, Hans-Bernd. In: Papers. RePEc:arx:papers:2401.14435.

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2024Learning and Calibrating Heterogeneous Bounded Rational Market Behaviour with Multi-Agent Reinforcement Learning. (2024). Ganesh, Sumitra ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2402.00787.

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2024Common Trends and Long-Run Identification 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). Lizzeri, Alessandro ; Yariv, Leeat ; Shmaya, Eran. In: Papers. RePEc:arx:papers:2404.19116.

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2024Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity. (2024). Kwiatkowski, Lukasz ; Wr, Justyna. In: Papers. RePEc:arx:papers:2406.03053.

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2025Information Aggregation with Costly Information Acquisition. (2024). Mikhalishchev, Sergei ; Galanis, Spyros. In: Papers. RePEc:arx:papers:2406.07186.

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2024Heterogeneous Beliefs Model of Stock Market Predictability. (2024). Park, Jiho. In: Papers. RePEc:arx:papers:2406.08448.

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2024EM Estimation of Conditional Matrix Variate $t$ Distributions. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2406.10837.

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2024Complexity Aversion. (2024). gu, yuan ; Chan, Chao Hung. In: Papers. RePEc:arx:papers:2406.18463.

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2025Macroeconomic Forecasting with Large Language Models. (2025). Shekhar, Shubhranshu ; Carriero, Andrea ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2407.00890.

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2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

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2024Comparative analysis of Mixed-Data Sampling (MIDAS) model compared to Lag-Llama model for inflation nowcasting. (2024). de Weerd, Harmen ; Bahelka, Adam. In: Papers. RePEc:arx:papers:2407.08510.

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2025Artificial intelligence and financial crises. (2024). Danielsson, Jon ; Uthemann, Andreas. In: Papers. RePEc:arx:papers:2407.17048.

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2024Efficient Asymmetric Causality Tests. (2024). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2408.03137.

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2024Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression. (2024). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2408.12210.

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2025Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality. (2024). Dufour, Jean-Marie ; Wang, Endong. In: Papers. RePEc:arx:papers:2409.10820.

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2024Dynamic Factor Allocation Leveraging Regime-Switching Signals. (2024). Mulvey, John M ; Shu, Yizhan. In: Papers. RePEc:arx:papers:2410.14841.

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2024MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188.

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2024Do Activists Align with Larger Mutual Funds?. (2024). Jha, Manish. In: Papers. RePEc:arx:papers:2411.16553.

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2024Navigating through Economic Complexity: Phase Diagrams & Parameter Sloppiness. (2024). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2412.11259.

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2025VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Causal Claims in Economics. (2025). Garg, Prashant ; Fetzer, Thiemo. In: Papers. RePEc:arx:papers:2501.06873.

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2025A robust measure of complexity. (2025). Tsakas, Elias ; Bronnikov, Egor. In: Papers. RePEc:arx:papers:2501.09139.

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2025An Analysis of the Interdependence Between Peanut and Other Agricultural Commodities in Chinas Futures Market. (2025). Li, Suke. In: Papers. RePEc:arx:papers:2501.16697.

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2025IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects. (2025). Yamagata, Takashi ; Chen, Jia ; Sarafidis, Vasilis ; Cui, Guowei. In: Papers. RePEc:arx:papers:2501.18467.

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2025BiHRNN -- Bi-Directional Hierarchical Recurrent Neural Network for Inflation Forecasting. (2025). Vilenko, Maya. In: Papers. RePEc:arx:papers:2503.01893.

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2025Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364.

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2025Tactical Asset Allocation with Macroeconomic Regime Detection. (2025). Oliveira, Daniel Cunha ; Sandfelder, Dylan ; Dong, Xiaowen ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2503.11499.

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2025Identification and estimation of structural vector autoregressive models via LU decomposition. (2025). Fujimori, Kou ; Shimokawa, Masato. In: Papers. RePEc:arx:papers:2503.12378.

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2025Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668.

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2025Modelling bounded rational decision-making through Wasserstein constraints. (2025). Ganesh, Sumitra ; Ardon, Leo ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2504.03743.

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2025Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649.

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2025A Set-Sequence Model for Time Series. (2025). Giesecke, Kay ; Sadhwani, Apaar ; Epstein, Elliot L. In: Papers. RePEc:arx:papers:2505.11243.

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2025(Visualizing) Plausible Treatment Effect Paths. (2025). Freyaldenhoven, Simon ; Hansen, Christian. In: Papers. RePEc:arx:papers:2505.12014.

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2025Vague Knowledge: Evidence from Analyst Reports. (2025). Xiao, Kerry ; Zang, Amy. In: Papers. RePEc:arx:papers:2505.12269.

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2025Hierarchical Representations for Evolving Acyclic Vector Autoregressions (HEAVe). (2025). Cornell, Cameron ; Roughan, Matthew ; Mitchell, Lewis. In: Papers. RePEc:arx:papers:2505.12806.

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2025An Attentional Model of Time Discounting. (2025). Wang, Zijian Zark. In: Papers. RePEc:arx:papers:2505.13016.

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2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2025A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs. (2025). Arias, Jonas E ; Rubio-Ram, Juan F ; Shin, Minchul. In: Papers. RePEc:arx:papers:2505.23542.

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2025Let the Tree Decide: FABART A Non-Parametric Factor Model. (2025). Velasco, Sofia. In: Papers. RePEc:arx:papers:2506.11551.

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2025Identification of Impulse Response Functions for Nonlinear Dynamic Models. (2025). Lee, Quinlan ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2506.13531.

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2025The Geopolitical Determinants of Economic Growth, 1960-2019. (2025). Fan, Tianyu. In: Papers. RePEc:arx:papers:2507.04833.

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2025Becoming Green: Decomposing the Macroeconomic Effects of Green Technology News Shocks. (2025). Ramos, Andrey ; Jaulin, Oscar. In: Papers. RePEc:arx:papers:2507.18386.

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2025Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints. (2025). Rojas, Randall R ; Liu, Haojie ; Lin, Zihan. In: Papers. RePEc:arx:papers:2507.20039.

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2025Procedural Mixture Sets. (2025). Rommeswinkel, Hendrik. In: Papers. RePEc:arx:papers:2508.07588.

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2025Estimation in linear models with clustered data. (2025). Jing, Baiyun ; Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2508.12860.

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2025Bias-Adjusted LLM Agents for Human-Like Decision-Making via Behavioral Economics. (2025). Kitadai, Ayato ; Nishino, Nariaki ; Fukasawa, Yusuke. In: Papers. RePEc:arx:papers:2508.18600.

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2025How Big Data Dilutes Cognitive Resources, Interferes with Rational Decision-making and Affects Wealth Distribution ?. (2025). Hu, Yongheng. In: Papers. RePEc:arx:papers:2508.20435.

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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]		article30
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: 30		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]		article55
2019Feedbacks: Financial Markets and Economic Activity.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
1972Money, Income, and Causality. In: American Economic Review.
[Full Text][Citation analysis]		article966
1980Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered. In: American Economic Review.
[Citation analysis]		article323
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: 323		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]		article89
2006Were There Regime Switches in U.S. Monetary Policy? In: American Economic Review.
[Full Text][Citation analysis]		article1448
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: 1448		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: 1448		paper
2006Rational Inattention: Beyond the Linear-Quadratic Case In: American Economic Review.
[Full Text][Citation analysis]		article210
2001A Review of Monetary Policy Rules In: Journal of Economic Literature.
[Full Text][Citation analysis]		article11
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