Christopher A. Sims
#2,779
Most Influential Person Now
American econometrician and macroeconomist
Christopher A. Sims's AcademicInfluence.com Rankings
Christopher A. Simseconomics Degrees
Economics
#104
World Rank
#141
Historical Rank
#71
USA Rank
Econometrics
#7
World Rank
#8
Historical Rank
#4
USA Rank
Macroeconomics
#19
World Rank
#22
Historical Rank
#14
USA Rank
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Economics
Why Is Christopher A. Sims Influential?
(Suggest an Edit or Addition)According to Wikipedia, Christopher Albert Sims is an American econometrician and macroeconomist. He is currently the John J.F. Sherrerd '52 University Professor of Economics at Princeton University. Together with Thomas Sargent, he won the Nobel Memorial Prize in Economic Sciences in 2011. The award cited their "empirical research on cause and effect in the macroeconomy".
Christopher A. Sims's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- MACROECONOMICS AND REALITY (1980) (11250)
- Money, Income, and Causality (1972) (3139)
- Implications of rational inattention (2003) (3001)
- INFERENCE IN LINEAR TIME SERIES MODELS WITH SOME UNIT ROOTS (1990) (2509)
- Interpreting the macroeconomic time series facts: The effects of monetary policy☆ (1992) (2045)
- Forecasting and Conditional Projection Using Realistic Prior Distributions (1983) (1650)
- Solving Linear Rational Expectations Models (2002) (1320)
- Are forecasting models usable for policy analysis (1986) (1274)
- What Does Monetary Policy Do (1996) (1152)
- Business cycle modeling without pretending to have too much a priori economic theory (1976) (1026)
- Bayesian methods for dynamic multivariate models (1998) (985)
- Error Bands for Impulse Responses (1999) (959)
- Vector Autoregressions (1999) (945)
- Were there Regime Switches in U.S. Monetary Policy (2006) (889)
- A simple model for study of the determination of the price level and the interaction of monetary and fiscal policy (1994) (864)
- Were There Regime Switches in U.S. Monetary Policy? (2004) (785)
- Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered (1980) (765)
- DOES MONETARY POLICY GENERATE RECESSIONS? (2006) (582)
- Bayesian skepticism on unit root econometrics (1988) (535)
- Policy Analysis with Econometric Models (1982) (465)
- Understanding unit rooters: a helicopter tour (1991) (407)
- Rational Inattention: Beyond the Linear-Quadratic Case (2006) (387)
- The Role of Models and Probabilities in the Monetary Policy Process (2002) (326)
- Advances in Econometrics (1996) (312)
- RATIONAL INATTENTION AND MONETARY ECONOMICS (2010) (308)
- Methods for Inference in Large Multiple-Equation Markov-Switching Models (2006) (250)
- SECOND ORDER ACCURATE SOLUTION OF DISCRETE TIME DYNAMIC EQUILIBRIUM MODELS (2003) (238)
- Seasonality in Regression (1974) (229)
- NEARLY EFFICIENT ESTIMATION OF TIME SERIES MODELS WITH PREDETERMINED, BUT NOT EXOGENOUS, INSTRUMENTS (1983) (207)
- Calculating and Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models (2003) (206)
- Macroeconomics and Methodology (1996) (206)
- A nine variable probabilistic macroeconomic forecasting model (1993) (204)
- Toward a Modern Macroeconomic Model Usable for Policy Analysis (1994) (202)
- Rational Inattention: A Research Agenda (2005) (176)
- Matlab Code for Solving Linear Rational Expectations Models (2001) (171)
- Comment on Glenn Rudebusch's "Do Measures of Monetary Policy in a VAR Make Sense?" (1998) (162)
- DISCRETE APPROXIMATIONS TO CONTINUOUS TIME DISTRIBUTED LAGS IN ECONOMETRICS (1971) (156)
- Models and Their Uses (1989) (144)
- When Does a Central Bank's Balance Sheet Require Fiscal Support? (2014) (141)
- Stepping on a rake: The role of fiscal policy in the inflation of the 1970s (2011) (140)
- Calculating and Using Second Order Accurate Solutions of Discrete Time (2003) (140)
- Pitfalls of a Minimax Approach to Model Uncertainty (2001) (139)
- Advances in econometrics : Sixth World Congress (1994) (133)
- The Role of Approximate Prior Restrictions in Distributed Lag Estimation (1972) (128)
- The Precarious Fiscal Foundations of EMU (1999) (127)
- But Economics Is Not an Experimental Science (2010) (117)
- FISCAL CONSEQUENCES FOR MEXICO OF ADOPTING THE DOLLAR (2001) (115)
- Fiscal Foundations of Price Stability in Open Economies (1997) (108)
- Output Persistence, Economic Structure, and the Choice of Stabilization Policy (1989) (108)
- The Role of Interest Rate Policy in the Generation and Propagation of Business Cycles: What Has Changed Since the 30's? (1998) (91)
- Exogeneity and Causal Ordering in Macroeconomic Models (1976) (86)
- Output and Labor Input in Manufacturing (1974) (81)
- DRIFT AND BREAKS IN MONETARY POLICY (1999) (80)
- Estimation of continuous-time models in finance (1994) (77)
- A Rational Expectations Framework for Short Run Policy Analysis (1985) (74)
- Fiscal Aspects of Central Bank Independence (2001) (72)
- Econometric implications of the government budget constraint (1998) (72)
- Using a likelihood perspective to sharpen econometric discourse: Three examples (2000) (71)
- Macro Factors and the Affine Term Structure of Interest Rates (2006) (70)
- Rational expectations modeling with seasonally adjusted data (1993) (68)
- Feedbacks: Financial Markets and Economic Activity (2019) (67)
- Inflation Expectations, Uncertainty and Monetary Policy (2009) (65)
- Discrete Actions in Information-Constrained Tracking Problems (2011) (62)
- PROBABILITY MODELS FOR MONETARY POLICY DECISIONS (2003) (59)
- Statistical Modeling of Monetary Policy and its Effects (2012) (56)
- Vector Autoregressions and Reality: Comment (1987) (55)
- MACRO-ECONOMICS AND REALITY (1977) (54)
- Distributed Lag Estimation When the Parameter Space is Explicitly Infinite- Dimensional (1971) (54)
- Commentary on Policy at the Zero Lower Bound (2010) (52)
- Empirical Implications of Arbitrage-Free Asset Markets (1992) (52)
- Theoretical Basis for a Double Deflated Index of Real Value Added (1969) (47)
- Improving monetary policy models (2008) (47)
- Projecting policy effects with statistical models (1988) (47)
- DOMESTIC CURRENCY DENOMINATED GOVERNMENT DEBT AS EQUITY IN THE PRIMARY SURPLUS (1999) (43)
- Martingale-Like Behavior of Prices and Interest Rates (1984) (42)
- STABILITY AND INSTABILITY IN US MONETARY POLICY BEHAVIOR (2001) (38)
- Monetary Policy Models (2008) (38)
- Solving the Stochastic Growth Model by Backsolving With a Particular Nonlinear Form for the Decision Rule (1990) (37)
- Discrete Actions in Information-Constrained Decision Problems (2017) (36)
- [Evolving Post-World War II U.S. Inflation Dynamics]: Comment (2001) (35)
- NON-NEUTRALITY OF OPEN-MARKET OPERATIONS† (2015) (35)
- Is There a Monetary Business Cycle (1983) (33)
- Gaps in the Institutional Structure of the Euro Area (2013) (32)
- Bayesian Methods in Applied Econometrics, or, Why Econometrics Should Always and Everywhere Be Bayesian (2007) (26)
- Fluctuating Macro Policies and the Fiscal Theory [with Comments and Discussion] (2006) (25)
- Comment by Christopher A. Sims on ‘to criticize the critics’, by Peter C. B. Phillips (1991) (25)
- Inference For Multivariate Time Series Models With Trend (1999) (24)
- A Review of Monetary Policy Rules (2001) (24)
- Scientific Standards in Econometric Modeling (1982) (21)
- MAKING MACRO MODELS BEHAVE REASONABLY (2006) (19)
- Solving nonlinear stochastic optimization and equilibrium problems backwards (1989) (19)
- COMMENT ON DEL NEGRO, SCHORFHEIDE, SMETS AND WOUTERS COMMENT ON DEL NEGRO, SCHORFHEIDE, SMETS AND WOUTERS (2007) (18)
- Inflation expectations, uncertainty, the Phillips curve, and monetary policy (2008) (18)
- Matlab Optimization Software (1999) (17)
- Are There Exogenous Variables in Short-Run Production Relations (1972) (16)
- Uncertainty across Models (1988) (15)
- Least-Squares Estimation of Autoregressions with Some Unit Roots (1978) (14)
- Comment on 'To Criticize the Critics,' by Peter C. B. Phillips (1991) (14)
- MCMC Method for Markov Mixture Simultaneous-Equation Models: A Note (2004) (14)
- A Note on Exact Tests for Serial Correlation (1975) (14)
- Multivariate Time Series Models (1990) (13)
- Linear Regression with Non-Normal Error Terms: A Comment (1971) (13)
- Evaluating Short-Term Macro-Economic Forecasts: The Dutch Performance (1967) (12)
- Martingale-Like Behavior of Prices (1980) (12)
- A comment on the papers by Zellner and Schwert (1979) (11)
- Making economics credible (1987) (11)
- Empirical analysis of macroeconomic time series: VAR and structural models: by Michael P. Clements and Grayham E. Mizon (1991) (11)
- ON AN EXAMPLE OF LARRY WASSERMAN (2006) (11)
- Comment on Three Lessons for Monetary Policy in a Low-Inflation Era (2000) (10)
- Optimal Stable Policies for Unstable Instruments (1974) (10)
- Computer Simulation of Large-Scale Econometric Models: Project Link (1987) (10)
- Econometrics for Policy Analysis: Progress and Regress (2004) (10)
- Solving Nonlinear Stochastic Equilibrium Models "Backwards" (1985) (10)
- International Evidence on Monetary Factors in Macroeconomic Fluctuations (1980) (10)
- Inflation and growth - commentary (1996) (9)
- Bayesmth: A Program for Multivariate Bayesian Interpolation (1986) (9)
- Efficiency of the Cyber 205 for Stochastic Simulations of a Simultaneous, Nonlinear, Dynamic Econometric Model (1987) (9)
- Comment on “Issues Involved With the Seasonal Adjustment of Economic Time Series” by William R. Bell and Steven C. Hiilmer (1985) (7)
- EXOGENEITY TESTS AND MULTIVARIATE TIME SERIES: PART 1 (1975) (7)
- Optimal Fiscal and Monetary Policy with Distorting Taxes (2019) (7)
- Small Econometric Models of the U. S. and West Germany without Prior Restrictions (1978) (6)
- Efficient Estimation of Time Series Models with Predetermined (1980) (6)
- SVAR IDENTIFICATION THROUGH HETEROSKEDASTICITY WITH MISSPECIFIED REGIMES (2020) (6)
- What Kind of a Science Is Economics? A Review Article on Causality in Economics by John R. Hicks (1981) (5)
- Empirical Macroeconomics (2012) (5)
- RANDOM LAGRANGE MULTIPLIERS AND TRANSVERSALITY (5)
- [New Indexes of Coincident and Leading Economic Indicators]: Comment (1989) (5)
- Continuous and discrete time models (2010) (5)
- Commentary: Commentary on Policy at the Zero Lower Bound (2010) (4)
- Dummy Observation Priors for Var's * (1999) (4)
- GENERALIZED METHODS FOR RESTRICTED MARKOV-SWITCHING MODELS WITH INDEPENDENT STATE VARIABLES (2006) (4)
- Modeling the influence of fiscal policy on inflation (2010) (4)
- COMMENT ON ANGRIST AND PISCHKE (2010) (3)
- Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment (2003) (3)
- Advances in Economics and Econometrics: Comments on Papers by Stefania Albanesi, V. V. Chari, and Lawrence J. Christiano and by Jordi Galí (2003) (3)
- Forthcoming in Macroeconomic Dynamics VINTAGE ARTICLE: DOES MONETARY POLICY GENERATE RECESSIONS?* (2005) (3)
- Asymptotic Distribution Theory for a Class of Nonlinear Estimation Methods (1976) (3)
- Comment on "International Transmission and Monetary Policy Cooperation" (2007) (3)
- RATIONAL INATTENTION AND MONETARY ECONOMICS RATIONAL INATTENTION AND MONETARY ECONOMICS (2010) (3)
- ?REDETERMINED, BUT NOT EXOGENOUS, INSTRUMENTS (1980) (2)
- Trends in Hours, Balanced Growth, and the Role of Technology in the Business Cycle/Commentary (2005) (2)
- Comment (2007) (2)
- Thinking about instrumental variables (in Russian) (2007) (2)
- ON AN EXAMPLE OF LARRY WASSERMAN , ROUND 2 (2)
- RATIONAL INATTENTION: BEYOND THE LQ CASE (2006) (1)
- Robins-wasserman, round N (2012) (1)
- Can We Explain the Consumption Excesses Yet? Aggregate Consumption Implications of Bu er Stock Saving Behavior (1998) (1)
- SIMS : MONEY , INCOME , AND CAUSALITY 541 tween certain of its components and cyclical factors (2007) (1)
- ADAPTIVE METROPOLIS-HASTINGS SAMPLING, OR MONTE CARLO KERNEL ESTIMATION (1998) (1)
- Contributed Comments to "Seasonal Analysis of Economic Time Series" (1978) (1)
- Commentary on "trends in hours, balanced growth, and the role of technology in the business cycle" (2005) (1)
- Comment by Christopher A. Sims (2010) (1)
- Current Monetary Policy Research at the Federal Reserve Board: Discussion (1981) (1)
- Technology Anxiety in British and American SF: Artificial Intelligences as Catalysts for Ontological Awakening (2012) (1)
- Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference (2016) (1)
- Central Bank Solvency and Inflation (2015) (1)
- Testing Restrictions and Comparing Models (2002) (1)
- Econ. 513, Time Series Econometrics Fall 1999 Chris Sims Innovations ∗ These notes cover the lecture of 10/26 and proceed slightly beyond it. 1. Linear Projection (2001) (0)
- Comments and Discussion (2003) (0)
- Kydland-Prescott, Long-Plosser, and King-Plosser: development and cross-fertilization, referees and revision* (2008) (0)
- Eco517 Fall 2005 C. Sims TIME SERIES REGRESSION 1. WEAKENING STRICT EXOGENEITY (0)
- Eco503.2 Fall 2007 C. Sims CAPITAL TAXES 1. WHY CAPITAL TAXES ARE DIFFERENT (0)
- Evolution and Procedures in Central Banking: Commentary (2003) (0)
- Asymptotic Normality if Coefficients in a Vector Autoregression With Unit Roots (1986) (0)
- IN INTERPRETING DYNAMIC MULTIVARIATE LINEAR MODELS, impulse response (1999) (0)
- Decentralizing the Growth Model (1999) (0)
- Econ. 556b Testing Restrictions and Comparing Models * 1. the Problem (1999) (0)
- COURSE OUTLINE AND READING LIST (2005) (0)
- First Order Conditions for Stochastic Problems : Examples (1999) (0)
- Book Review:Econometrics: Statistical Foundations and Applications. Phoebus J. Dhrymes (1972) (0)
- Interview with the 2011 Laureates in Economic Sciences Thomas J. Sargent and Christopher A. Sims (2011) (0)
- The art of distinguishing between cause and effect in the macroeconomy (2011) (0)
- crisis , exit , fiscal policy , redenomination premium , regime ‐ switching model and sovereign debt crisis (2015) (0)
- Recognizing and Communicating Uncertainty in Monetary Policy Projections (2007) (0)
- ASYMPTOTIC NORMAL lTV OF COEFFICIENTS IN A VECTOR AUTOREGRESSION WITH UNIT ROOTS by (0)
- Likelihood for Systems of Regression Equations (1999) (0)
- Discrete-Time Stochastic Dynamic Programming (1999) (0)
- Linear Approximation of the Growth Model (1998) (0)
- 3. Uses of and Problems with the Model (0)
- Special Lecture : Learning the Hard Way about Fiscal-monetary Interactions Eurpoe and the US (2012) (0)
- WP / 18 / 157 Bank Competition , Risk Taking , and their Consequences : Evidence from the U . S . Mortgage and Labor Markets (2018) (0)
- Government Budget Constraint (1995) (0)
- EXOGENEITY TESTS AND MULTIVARIATE TIME SERIES: PART (2009) (0)
- WASSERMAN AND ROBINS EXAMPLES, ROUND 4 (2012) (0)
- Stickiness 1 by (1997) (0)
- Preliminary Course Outline and Reading List (2009) (0)
- E C O N O M E T R I C a Macroeconomics and Reality' (1980) (0)
- Model uncertainty and policy evaluation: some theory and empirics - comments (2005) (0)
- Comment (1988) (0)
- [A Bayesian Look at New Open Economy Macroeconomics]: Comment (2005) (0)
- Econ 504.2, Lecture 1: Transversality and Stochastic Lagrange Multipliers (2006) (0)
- Comment on "Dormant Shocks and Fiscal Virtue" (2013) (0)
- Comment on the Bryant Et Al Model Simulation Volume (1997) (0)
- COWLES FOUNDATION FOR RESEARCH IN ECONOMICS AT YALE UNIVERSITY Box (1993) (0)
- 1017-01 BPEA/Sims (2002) (0)
- Comment on "Expectations and Investment" (2015) (0)
- Editors' Summary (2011) (0)
- TA Methods for Inference in Large Multiple-Equation Markov-Switching Models (2006) (0)
- ERROR BANDS FOR IMPULSE RESPONSES BY CHRISTOPHER A. SIMS (0)
- Empirical Implications of Arbitrage-free Asset Markets Empirical Implications of Arbitrage-free Asset Markets (1993) (0)
- RATIONAL INATTENTION RATIONAL INATTENTION: A RESEARCH AGENDA (2005) (0)
- FEDERAL RESERVE BANK o f ATLANTA WORKING PAPER SERIES Were There Regime Switches in U . S . Monetary Policy ? (2004) (0)
- ‘ Interpreting the series facts : The policy (2001) (0)
- How Forward-Looking Behavior Makes the GBC Affect the Short Run (1996) (0)
- TRANSVERSALITY AND HABIT FORMATION EXERCISE (2006) (0)
- Commentary 2 on "Inflation and Growth" (1997) (0)
- The Theory Underlying the Equation (1997) (0)
- The Simplest Optimizing Sticky Price Model ? (1999) (0)
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