Skip to main content
×
Home
    • Aa
    • Aa
  • Get access
    Check if you have access via personal or institutional login
  • Cited by 3
  • Cited by
    This article has been cited by the following publications. This list is generated based on data provided by CrossRef.

    Boumans, Marcel and Sent, Esther-Mirjam 2013. A Nobel Prize for Empirical Macroeconomics: Assessing the Contributions of Thomas Sargent and Christopher Sims. Review of Political Economy, Vol. 25, Issue. 1, p. 39.


    Qin, Duo 2011. RISE OF VAR MODELLING APPROACH*. Journal of Economic Surveys, Vol. 25, Issue. 1, p. 156.


    Qin, Duo Cagas, Marie Anne Quising, Pilipinas and He, Xin-Hua 2006. How much does investment drive economic growth in China?. Journal of Policy Modeling, Vol. 28, Issue. 7, p. 751.


    ×

AN INTERVIEW WITH CHRISTOPHER A. SIMS

  • LARS PETER HANSEN (a1)
  • DOI: http://dx.doi.org/10.1017/S1365100504030184
  • Published online: 01 April 2004
Abstract

Christopher Sims is a well-known intellectual leader in time-series econometrics and applied macroeconomics. Among his many honors and distinctions, he has been the President of the Econometric Society and he is a member of the National Academy of Sciences. He has made fundamental contributions to both statistical theory of time series and empirical macroeconomics. Sims' work is influential precisely because it was motivated by important problems in macroeconomics. Not only did Sims study questions of statistical approximation in abstract environments, he showed how to apply the resulting apparatus to a variety of specific problems confronting applied researchers. The applications include seasonality in economic time series, aggregation over time, and approximation in formulating statistical models with economic underpinnings. Moreover, Sims' contributions to causality in time series and to the development of vector autoregressive methods were complemented by an important body of empirical research. Sims has served as an effective advocate and critic of the extensively used vector autoregressive statistical methods. Motivated by his own and related empirical research, Sims is one of the leaders in rethinking how monetary policy should be modeled and reconsidering the channels by which monetary policy influences economic aggregates. This interview with Chris Sims gives an opportunity to explore further the context of many of these contributions. Sims typically has a unique perspective on many economic problems, a perspective that is articulated in his answers to a variety of questions.

Copyright
Corresponding author
Address correspondence to: Lars Peter Hansen, Department of Economics, University of Chicago, 1126 E. 59th Street, Chicago, IL 60637, USA; e-mail: l-hansen@uchicago.edu.
Recommend this journal

Email your librarian or administrator to recommend adding this journal to your organisation's collection.

Macroeconomic Dynamics
  • ISSN: 1365-1005
  • EISSN: 1469-8056
  • URL: /core/journals/macroeconomic-dynamics
Please enter your name
Please enter a valid email address
Who would you like to send this to? *
×

Keywords: