Christopher A. Sims

Princeton University - Department of Economics

Princeton, NJ 08544-1021

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • Princeton University - Department of Economics

SCHOLARLY PAPERS

17

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425

Scholarly Papers (17)

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1.

Inflation Expectations, Uncertainty and Monetary Policy

BIS Working Paper No. 275
Number of pages: 55 Posted: 30 Jul 2009
Christopher A. Sims
Princeton University - Department of Economics
Downloads 561 (68,705)
Citation 8

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inflation expectations, expectations formation, rational inattention, asset prices, monetary policy

2.

Fiscal Aspects of Central Bank Independence

Number of pages: 15 Posted: 08 Sep 2001
Christopher A. Sims
Princeton University - Department of Economics
Downloads 409 (100,438)
Citation 2

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3.

Fiscal Foundations of Price Stability in Open Economies

Number of pages: 27 Posted: 12 Apr 1998
Christopher A. Sims
Princeton University - Department of Economics
Downloads 329 (128,070)
Citation 33

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4.

Were There Regime Switches in U.S. Monetary Policy?

FRB of Atlanta Working Paper No. 2004-14
Number of pages: 42 Posted: 22 Aug 2004
Christopher A. Sims and Tao A. Zha
Princeton University - Department of Economics and Federal Reserve Bank of Atlanta
Downloads 257 (165,114)
Citation 367

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Counterfactuals, Lucas critique, policy rule, monetary targeting, simultaneity, volatility, model comparison

5.

Calculating and Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models

Number of pages: 26 Posted: 13 Jan 2004
Jinill Kim, Sunghyun Henry Kim, Christopher A. Sims and Ernst Schaumburg
Korea University, Sungkyunkwan University - Department of Economics, Princeton University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 227 (185,943)
Citation 97

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Solving dynamic equilibrium models, second order accurate solution

6.

Methods for Inference in Large Multiple-Equation Markov-Switching Models

FRB of Atlanta Working Paper No. 2006-22
Number of pages: 46 Posted: 09 Feb 2007
Christopher A. Sims, Daniel F. Waggoner and Tao A. Zha
Princeton University - Department of Economics, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 134 (291,958)
Citation 50

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volatility, coefficient changes, discontinuous shifts, Lucas critique, independent Markov processes

7.

Forecasting and Conditional Projection Using Realistic Prior Distributions

NBER Working Paper No. w1202
Number of pages: 81 Posted: 03 May 2004 Last Revised: 20 Apr 2022
Thomas Doan, Robert Litterman and Christopher A. Sims
Independent, Kepos Capital and Princeton University - Department of Economics
Downloads 127 (304,046)
Citation 64

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8.

Discrete Actions in Information-Constrained Tracking Problems

CERGE-EI Working Paper Series No. 441
Number of pages: 23 Posted: 16 Jul 2011 Last Revised: 21 Jul 2011
Filip Matějka and Christopher A. Sims
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Princeton University - Department of Economics
Downloads 123 (311,277)
Citation 19

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rational inattention, adjustment frictions, sticky prices

9.

MCMC Method for Markov Mixture Simultaneous-Equation Models: A Note

FRB of Atlanta Working Paper No. 2004-15
Number of pages: 21 Posted: 22 Aug 2004
Christopher A. Sims and Tao A. Zha
Princeton University - Department of Economics and Federal Reserve Bank of Atlanta
Downloads 121 (315,054)
Citation 4

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Simultaneity, identification, time variation, volatility, Bayesian method

10.

Rational Inattention: A Research Agenda

Bundesbank Series 1 Discussion Paper No. 2005,34
Number of pages: 40 Posted: 08 Jun 2016
Christopher A. Sims
Princeton University - Department of Economics
Downloads 87 (391,363)
Citation 240

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11.

When Does a Central Bank's Balance Sheet Require Fiscal Support?

FRB of New York Staff Report No. 701
Number of pages: 59 Posted: 26 Nov 2014
Marco Del Negro and Christopher A. Sims
Federal Reserve Bank of New York and Princeton University - Department of Economics
Downloads 57 (490,206)
Citation 37

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central bank’s balance sheet, solvency, monetary policy

12.

Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered

NBER Working Paper No. w0430
Number of pages: 21 Posted: 01 Mar 2001 Last Revised: 07 Mar 2021
Christopher A. Sims
Princeton University - Department of Economics
Downloads 55 (498,148)
Citation 7

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13.

Martingale-Like Behavior of Prices

NBER Working Paper No. w0489
Number of pages: 26 Posted: 09 Jun 2004 Last Revised: 05 May 2022
Christopher A. Sims
Princeton University - Department of Economics
Downloads 37 (582,461)

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14.

Toward a Modern Macroeconomic Model Usable for Policy Analysis

NBER Working Paper No. w4761
Number of pages: 47 Posted: 26 Jul 2010 Last Revised: 05 Jan 2022
Eric M. Leeper, Eric M. Leeper and Christopher A. Sims
Indiana University at Bloomington - Department of EconomicsUniversity of Virginia and Princeton University - Department of Economics
Downloads 36 (588,042)
Citation 1

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15.

Does Monetary Policy Generate Recessions?

Federal Reserve Bank of Atlanta Working Paper 98-12
Posted: 04 Sep 1998
Christopher A. Sims and Tao A. Zha
Princeton University - Department of Economics and Federal Reserve Bank of Atlanta

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16.

Error Bands for Impulse Responses

Federal Reserve Bank of Atlanta WP 95-6
Posted: 06 May 1998
Christopher A. Sims and Tao A. Zha
Princeton University - Department of Economics and Federal Reserve Bank of Atlanta

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17.

Bayesian Methods for Dynamic Multivariate Models

FRB Atlanta Working Paper No. 96-13
Posted: 04 Feb 1997
Christopher A. Sims and Tao A. Zha
Princeton University - Department of Economics and Federal Reserve Bank of Atlanta

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