An interview with Christopher A. Sims

Macroeconomic Dynamics

Volumn 8, Issue 2, 2004, Pages 273-294

  Hansen, Lars Peter ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

Bayesian Econometrics; Causality; Fiscal Theory of the Price Level; Vector Autoregression

Indexed keywords

EID: 2542625172     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/S1365100504030184     Document Type: Review

References (27)

1. Bassetto, M. (2002) A game-theoretic view of the fiscal theory of the price level. Econometrica 70, 2167-2195.
2. Buiter, W.H. (2002) The fiscal theory of the price level: A critique. Economic Journal 112, 459-480.
3. Cochrane, J.H. (2003) Money as Stock. Discussion paper, University of Chicago, GSB, http:/gsbwww.uchicago.edu/fac/john.cochrane/.
4. Faust, J. (1998) The robustness of identified VAR conclusions about money. Journal of Monetary Economics 49, 207-244.
5. Leeper, E.M. (1991) Equilibria under active and passive monetary and fiscal policies. Journal of Monetary Economics 27, 129-147.
6. Leeper, E.M. & C.A. Sims (1994) Toward a modern macroeconomic model usable for policy analysis. NBER Macroeconomics Annual 81-117.
7. McCallum, B.T. (2001) Indeterminacy, bubbles, and the fiscal theory of price level determination. Journal of Monetary Economics 47, 19-30.
8. Mehra, Y.P. (1978) Is money exogenous in money-demand equations. Journal of Political Economy 86(2, p. 1), 211-228.
9. Sims, C.A. (1967) Evaluating short-term macroeconomic forecasts: The Dutch performance. Review of Economics and Statistics 49, 225-236.
10. Sims, C.A. (1969) A theoretical basis for double-deflation of value added. Review of Economics and Statistics 51, 470-471.
11. Sims, C.A. (1971a) Discrete approximation to continuous time distributed lags in econometrics, Econometrica 39, 545-563.
12. Sims, C.A. (1971b) Distributed lag estimation when the parameter-space is explicitly infinite-dimensional. Annals of Mathematical Statistics 42, 1622-1636.
13. Sims, C.A. (1972a) Money, income, and causality. American Economic Review 62, 540-552.
14. Sims, C.A. (1972b) The role of approximate prior restrictions in distributed lag estimation. Journal of the American Statistical Association 67 (337), 169-175.
15. Sims, C.A. (1974) Seasonality in regression. Journal of the American Statistical Association 69(347), 618-626.
16. Sims, C.A. (1977) Exogeneity and causal orderings in macroeconomic models. In C.A. Sims (ed.), New Methods in Business Cycle Research, pp. 23-43. Federal Reserve Bank of Minneapolis.
17. Sims, C.A. (1980a) Comparison of interwar and postwar business cycles: Monetarism reconsidered. American Economic Review 70, 250-257.
18. Sims, C.A. (1980b) Macroeconomics and reality. Econometrica 48, 1-48.
19. Sims, C.A. (1998) Stickiness. Carnegie-Rochester Conference Series on Public Policy 49, 317-356.
20. Sims, C.A. (2000) Fiscal Aspects of Central Bank Independence. Technical report, Princeton University.
21. Sims, C.A. (2002) The role of models and probabilities in the monetary policy process. Brookings Papers on Economic Activity 2002(2), 1-62.
22. Sims, C.A. (2003) Implications of rational inattention. Journal of Monetary Economics 50, 665-690.
23. Sims, C.A. & H.D. Uhlig (1991) Understanding unit rooters: A helicopter tour. Econometrica 59, 1591-1599.
24. Smets, F. & R. Wouters (2002) An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area. Working paper, European Central Bank and National Bank of Belgium.
25. Smets, F. & R. Wouters (2003) Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. Discussion paper, European Central Bank and National Bank of Belgium.
26. Uhlig, H. (2001) What Are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure. Discussion paper, Humboldt University, Berlin.
27. Woodford, M. (2001) Imperfect Common Knowledge and the Effects of Monetary Policy. Discussion paper, Princeton University.