Access Statistics for Christopher Sims

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nine Variable Probabilistic Macroeconomic Forecasting Model 1 8 32 215 12 28 75 675
A nine variable probabilistic macroeconomic forecasting model 11 28 86 138 19 64 206 874
Bayesian methods for dynamic multivariate models 12 27 78 544 12 42 111 981
Bayesian skepticism on unit root econometrics 9 20 63 130 20 45 129 873
Business cycle modeling without pretending to have too much a priori economic theory 18 54 160 361 25 79 245 599
Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models 3 10 39 196 9 26 114 606
Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models 2 4 23 154 3 7 50 364
Calculating and Using Second Order Accurate Solutions of Discrete Time 2 5 16 102 2 7 30 209
Calculating and Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models 1 10 41 172 7 24 93 336
Calculating and using second order accurate solutions of discrete time dynamic equilibrium models 3 8 47 360 6 25 104 948
Comment on 'To Criticize the Critics,' by Peter C. B. Phillips 1 2 8 39 2 6 31 546
Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered 3 12 62 209 8 25 112 481
Does monetary policy generate recessions? 8 29 100 672 14 47 175 1,385
Efficient Estimation of Time Series Models with Predetermined 2 7 25 133 5 14 41 368
Empirical Implications of Arbitrage-Free Asset Markets 0 1 7 41 2 3 12 400
Error Bands for Impulse Responses 2 10 26 304 4 19 58 718
Error bands for impulse responses 7 25 71 208 15 45 134 658
Fiscal Aspects of Central Bank Independence 2 4 20 111 2 7 32 422
Forecasting and Conditional Projection Using Realistic Prior Distributions 8 33 109 493 17 52 191 1,193
Forecasting and conditional projection using realistic prior distribution 12 27 81 344 15 45 147 629
Improving Monetary Policy Models 3 7 41 82 6 12 67 130
Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy 15 53 206 1,109 24 100 349 2,490
MCMC method for Markov mixture simultaneous-equation models: a note 6 12 27 208 7 15 59 485
Martingale-Like Behavior of Prices 2 3 13 104 7 13 51 408
Methods for inference in large multiple-equation Markov-switching models 4 11 33 96 6 15 70 174
Modeling trends 0 1 9 22 0 3 19 308
Models and their uses 7 10 36 67 19 33 117 691
Monetary Policy Models 3 20 50 50 5 27 73 73
Rational expectations modeling with seasonally adjusted data 4 9 18 32 6 17 60 412
Rational inattention: a research agenda 2 11 42 87 6 20 87 213
Solving nonlinear stochastic optimization and equilibrium problems backwards 1 8 32 65 4 15 52 605
The Precarious Fiscal Foundations of EMU 1 4 12 64 3 7 25 164
Toward a Modern Macroeconomic Model Usable for Policy Analysis 6 16 63 595 12 39 132 1,867
Toward a modern macroeconomic model usable for policy analysis 0 0 0 2 5 11 44 452
Understanding unit rooters: a helicopter tour 9 25 103 155 12 40 166 935
Were There Regime Switches in U.S. Monetary Policy? 4 11 30 59 9 19 64 122
Were there regime switches in U.S. monetary policy? 4 11 61 393 8 22 105 677
Total Working Papers 178 536 1,870 8,116 338 1,018 3,630 23,471


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Review of Monetary Policy Rules 2 6 29 281 6 13 74 654
A Simple Model for Study of the Determination of the Price Level and the Interaction of Monetary and Fiscal Policy 0 0 0 0 9 36 116 832
A comment on the papers by Zellner and Schwert 0 1 2 2 0 1 3 3
Are forecasting models usable for policy analysis? 9 36 155 400 14 57 235 594
Bayesian Methods for Dynamic Multivariate Models 0 0 0 2 13 35 122 753
Bayesian skepticism on unit root econometrics 2 8 22 68 4 11 35 111
Comment 0 2 5 5 0 2 9 9
Comment on "Issues Involved with the Seasonal Adjustment of Economic Time Series." 0 0 0 0 1 3 5 123
Comment on Glenn Rudebusch's "Do Measures of Monetary Policy in a VAR Make Sense?" 0 0 0 0 2 15 54 423
Comment on Three Lessons for Monetary Policy in a Low-Inflation Era 0 0 0 1 0 1 15 173
Commentary on "trends in hours, balanced growth, and the role of technology in the business cycle" 0 1 5 27 0 1 8 71
Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered 0 0 0 43 2 18 74 443
Current Monetary Policy Research at the Federal Reserve Board: Discussion 1 1 7 12 4 11 43 111
DOES MONETARY POLICY GENERATE RECESSIONS? 4 11 76 222 7 28 136 413
Discrete Approximations to Continuous Time Distributed Lags in Econometrics 0 2 11 49 2 8 39 239
Econometric implications of the government budget constraint 1 2 13 34 1 2 32 97
Econometrics for Policy Analysis: Progress and Regress 1 4 19 95 1 4 32 225
Empirical analysis of macroeconomic time series: VAR and structural models: by Michael P. Clements and Grayham E. Mizon 3 4 24 110 4 5 34 181
Error Bands for Impulse Responses 0 0 0 0 6 24 87 782
Fiscal Consequences for Mexico of Adopting the Dollar 0 0 0 0 2 6 21 258
Fiscal consequences for Mexico of adopting the dollar 0 0 0 0 0 6 54 315
Forecasting and conditional projection using realistic prior distributions 5 13 50 67 10 22 100 141
Implications of rational inattention 5 22 104 423 10 32 157 744
Improving monetary policy models 1 4 13 13 4 8 25 25
Improving monetary policy models 0 0 9 11 0 1 18 24
Inference in Linear Time Series Models with Some Unit Roots 16 35 128 665 24 69 265 1,687
Inflation and growth - commentary 0 0 2 12 0 1 7 37
Inflation expectations, uncertainty, the Phillips curve, and monetary policy 2 6 6 6 4 12 14 14
Interpreting the macroeconomic time series facts: The effects of monetary policy 5 14 57 338 7 25 120 714
Is There a Monetary Business Cycle? 0 0 0 13 0 2 9 113
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 1 1 3 7 111
Linear Regression with Non-Normal Error Terms: A Comment 0 0 0 1 1 17 117 498
Macroeconomic switching 3 7 17 202 5 14 35 447
Macroeconomics and Methodology 4 10 42 274 7 18 93 674
Macroeconomics and Reality 59 210 671 3,487 94 352 1,156 7,256
Methods for inference in large multiple-equation Markov-switching models 2 4 12 12 3 8 23 23
Model uncertainty and policy evaluation: some theory and empirics - comments 1 2 5 20 2 4 12 55
Monetary Policy Models 2 8 47 66 5 14 68 94
Money, Income, and Causality 9 44 129 814 17 75 238 1,870
Nearly Efficient Estimation of Time Series Models with Predetermined, but Not Exogenous, Instruments 2 3 20 53 3 5 47 278
Output and Labor Input in Manufacturing 0 1 12 13 8 17 49 53
Pitfalls of a Minimax Approach to Model Uncertainty 0 4 13 113 5 14 43 365
Policy Analysis with Econometric Models 7 22 102 119 7 26 142 164
Rational Inattention: Beyond the Linear-Quadratic Case 1 12 36 38 2 22 74 174
Rational expectations modeling with seasonally adjusted data 0 1 5 31 1 2 14 71
Reply 0 0 1 1 0 0 2 3
Role of interest rate policy in the generation and propagation of business cycles: what has changed since the '30s? 0 0 12 163 3 9 53 638
Solving Linear Rational Expectations Models 24 88 348 1,380 33 108 457 2,068
Solving the Stochastic Growth Model by Backsolving with a Particular Nonlinear Form for the Decision Rule 0 0 0 0 2 13 28 285
Stickiness 1 3 15 65 2 5 23 132
The Role of Models and Probabilities in the Monetary Policy Process 2 3 17 18 4 7 34 41
Theoretical Basis for a Double Deflated Index of Real Value Added 0 1 4 32 0 2 14 190
Thinking about instrumental variables (in Russian) 0 6 11 28 3 14 39 90
To Criticize the Critics: Comment 1 1 2 18 1 3 13 145
Uncertainty across Models 1 1 3 21 1 1 9 79
Understanding Unit Rooters: A Helicopter Tour 2 10 42 272 6 27 90 887
Using a likelihood perspective to sharpen econometric discourse: Three examples 0 0 9 25 0 0 16 74
Vector Autoregressions and Reality: Comment 0 0 0 0 2 10 41 398
Were There Regime Switches in U.S. Monetary Policy? 5 33 134 372 14 61 265 847
What Does Monetary Policy Do? 9 22 81 93 18 63 205 232
What Kind of Science is Economics? A Review Article on Causality in Economics by John R. Hicks 1 9 23 171 11 28 129 660
Total Journal Articles 193 677 2,550 10,802 398 1,401 5,479 29,211


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nine-Variable Probabilistic Macroeconomic Forecasting Model 1 3 3 3 1 4 4 4
Are There Exogenous Variables in Short-Run Production Relations 0 0 0 0 0 1 1 1
Comment on "International Transmission and Monetary Policy Cooperation" 1 2 2 2 1 3 3 3
Contributed Comments to "Seasonal Analysis of Economic Time Series" 0 3 3 3 2 8 8 8
Limits to Inflation Targeting 4 7 7 7 5 11 11 11
Optimal Stable Policies for Unstable Instruments 0 0 0 0 0 0 0 0
Remarks on Real Value Added 0 0 0 0 1 1 1 1
Toward a Modern Macroeconomic Model Usable for Policy Analysis 6 7 7 7 6 8 8 8
Total Chapters 12 22 22 22 16 36 36 36


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Matlab Code for Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models 7 35 97 514 26 105 390 1,689
Matlab Code for Solving Linear Rational Expectations Models 24 88 304 1,549 44 150 617 3,442
Matlab Optimization Software 85 267 881 3,804 230 720 2,601 10,531
Total Software Items 116 390 1,282 5,867 300 975 3,608 15,662


Statistics updated 2009-07-03