Christopher Sims

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Christopher Sims, 2011

Christopher Albert Sims (born October 21, 1942 in Washington, DC ) is an American economist. In 2011 he received the Alfred Nobel Memorial Prize for Economics together with Thomas Sargent for his research in the field of macroeconomics .

Life

In 1959, Christopher Sims began studying at Harvard University , graduating in 1963 with a bachelor's degree in mathematics . In 1968, he was just there for the Ph. D. in economics doctorate . After a further two years as an assistant professor at Harvard, he moved to the University of Minnesota in 1970 , where he was an associate professor until 1974 and then a professor until 1990. From 1990 to 1999 he taught as Henry Ford II Professor at Yale University before moving to Princeton University in 1999 . There he was Professor of Economics and from 2004 to 2012 Harold H. Helm '20 Professor of Economics and Banking, since 2012 he has been John JF Sherrerd '52 University Professor of Economics there. Visiting professorships took him to Yale in 1974 and to the Massachusetts Institute of Technology (MIT) in 1979/80 .

Sims works in the field of macroeconomics and econometrics . He is also known for vector auto regressive models .

In 2012, Sims served as the President- Elect of the American Economic Association .

Memberships

Works

  • The Dynamics of Productivity Change. A Theoretical and Empirical Study . Dissertation, Harvard University, 1968.
  • Editor: Advances in econometrics. Sixth world congress . (Papers given at the Sixth World Congress of the Econometric Society in Barcelona in August 1990.) University Press, Cambridge [u. a.] 1994, ISBN 0-521-44459-4

Article (selection)

  • Discrete Approximations to Continuous Time Distributed Lags in Econometrics . In: Econometrica . Volume 39, No. 3, 1971, pp. 545-563
  • Distributed Lag Estimation When the Parameter Space is Explicitly Infinite-Dimensional . In: Annals of Mathematical Statistics . Volume 42, No. 5, 1971, pp. 1622-1636.
  • Money, Income, and Causality . In: American Economic Review . Vol. 62, No. 4, 1972, pp. 540-552
  • Seasonality in regression . In: Journal of the American Statistical Association . Volume 69, 1974, pp. 618-627
  • Exogeneity and causal orderings in macroeconometric models . In: New methods in business cycle research . Federal Reserve Bank of Minneapolis, Minneapolis 1977.
  • Macroeconomics and Reality . In: Econometrica . Volume 48, No. 1, 1980, pp. 1-48
  • Policy Analysis with Econometric Models . In: Brookings Papers on Economic Activity . Volume 13, 1982, pp. 107-164.
  • with: Harald Uhlig: Understanding Unit Rooters. A helicopter tour . In: Econometrica . Volume 59, No. 6, 1991, pp. 1591-1599
  • with Eric M. Leeper: Towards a Modern Macroeconomic Model Usable for Policy Analysis . In: NBER Macroeconomics Annual . MIT Press, 1994, pp. 81-118
  • A Simple Model for Study of the Determination of the Price Level and the Interaction of Monetary and Fiscal Policy . In: Economic Theory . Springer, Vol. 4, No. 3, 1994, pp. 381-399.
  • Macroeconomics and Methodology . In: Journal of Economic Perspectives . Volume 10, No. 1, 1996, pp. 105-120
  • with Eric M. Leeper and Tao Zha: What Does Monetary Policy Do? In: Brookings Papers on Economic Activity . Volume 27, 1996, pp. 1-78
  • with Tao Zha: Bayesian Methods for Dynamic Multivariate Models . In: International Economic Review . Volume 39, No. 4, 1998, pp. 949-968
  • Role of interest rate policy in the generation and propagation of business cycles. What has changed since the '30s? . Proceedings 1998 Boston FRB Annual Res. Conf., Federal Reserve Bank of Boston, 1999, pp. 121-160
  • with Tao Zha: Error Bands for Impulse Responses . In: Econometrica . Volume 67, No. 5, 1999, pp. 1113-1156
  • The Precarious Fiscal Foundations of EMU . In: De Economist . Volume 147, No. 4, 1999, pp. 415-436
  • Fiscal consequences for Mexico of adopting the dollar . In: Journal of Money, Credit and Banking . Volume 33, No. 2, 2001, pp. 597-616
  • Solving Linear Rational Expectations Models . In: Computational Economics . Volume 20, No. 1/2, 2002, pp. 1-20
  • The Role of Models and Probabilities in the Monetary Policy Process . In: Brookings Papers on Economic Activity . Volume 33, 2002, pp. 1-62
  • Rational inattention. Beyond the Linear-Quadratic Case . In: American Economic Review . Volume 96, No. 2, 2006, pp. 158-163

literature

  • Mark Blaug (Ed.): Who's who in economics . 4th edition, Elgar, Cheltenham [u. a.] 2003, pp. 770 f., ISBN 1-84064-992-5

Web links

Commons : Christopher A. Sims  - Collection of images, videos and audio files

Individual evidence

  1. ^ The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2011: Thomas J. Sargent, Christopher A. Sims at nobelprize.org, October 10, 2011 (accessed October 10, 2011).
  2. ^ Macroeconomics and Reality . In: Econometrica . Volume 48, No. 1, 1980, pp. 1-48
  3. ^ Past and Present Officers. aeaweb.org ( American Economic Association ), accessed October 21, 2015 .
  4. ↑ Member History: Christopher A. Sims. American Philosophical Society, accessed December 26, 2018 .
personal data
SURNAME Sims, Christopher
ALTERNATIVE NAMES Sims, Christopher Albert
BRIEF DESCRIPTION American economist
DATE OF BIRTH October 21, 1942
PLACE OF BIRTH Washington, DC