Year; Macroeconomics and reality. Semantic Scholar automatically creates author pages based on data aggregated from Existing strategies for econometric analysis related to macroeconomics are subject to a number of serious objections, some recently formulated, some old. Sims is currently at Princeton but most closely associated with the University of Minnesota. New articles by this author. Substantial room for disagreement among economists remains. "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered." Verified email at kcl.ac.uk . Sistem, işlemi şu anda gerçekleştiremiyor. New evidence, based on multivariate time series studies ofForecasting and Conditional Projection Using Realistic Prior DistributionsThis paper develops a forecasting procedure based on a Bayesian method for estimating vector autoregressions.
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The best fit allows time variation in disturbance variances only. PDF Restore Delete Forever. View all Google Scholar citations for this article. Cited by. You are currently offline. Daha sonra yeniden deneyin.
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Macroeconomics econometrics.
"Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered." Here is a video of Sims speaking. Christopher Sims, Nobel Laureate. Sort by citations Sort by year Sort by title. See this journal's title history. 63-64; This volume was published under a former title.
Christopher Sims is one of the leaders in time-series econometrics and empirical macroeconomics and is well known for introducing the VAR approach to econometrics and macroeconomic modelling.
Christopher Sims is a well-known intellectual leader in time-series econometrics and applied macroeconomics. Some features of the site may not work correctly.Ensure your research is discoverable on Semantic Scholar. princeton.edu üzerinde doğrulanmış e-posta adresine sahip - Econometrica: journal of the Econometric Society, 1-48Econometrica: Journal of the Econometric Society, 113-144National Bureau of Economic Research Working Paper SeriesBS Bernanke, M Gertler, M Watson, CA Sims, BM FriedmanBrookings papers on economic activity 1997 (1), 91-157Brookings papers on economic activity 1996 (2), 1-78L Ball, NG Mankiw, D Romer, GA Akerlof, A Rose, J Yellen, CA SimsBrookings papers on economic activity 1988 (1), 1-82National Bureau of Economic Research Working Paper SeriesBrookings papers on economic activity 1982 (1), 107-164Sistem, işlemi şu anda gerçekleştiremiyor. The procedure is applied to ten macroeconomic variables and is shown to improveIf dynamic multivariate models are to be used to guide decisionmaking, it is important that probability assessments of forecasts or policy projections be provided. Verified email at princeton.edu - Homepage. The procedure is applied to ten macroeconomic variables and is shown to improveIf dynamic multivariate models are to be used to guide decisionmaking, it is important that probability assessments of forecasts or policy projections be provided. When identified Bayesian vectorA multivariate regime-switching model for monetary policy is confronted with U.S. data. Articles Cited by. Published: Sims, Christopher A. Substantial room for disagreement among economists remains. Sort. These objections are summarized in thisAbstract A constraint that actions can depend on observations only through a communication channel with finite Shannon capacity is shown to be able to play a role very similar to that of a signalINTERPRETING THE MACROECONOMIC TIME SERIES FACTS: THE EFFECTS OF MONETARY POLICYExisting theory and evidence on the effects of monetary policy are reviewed. The methods are based on matrix eigenvalueWere There Regime Switches in U.S. Monetary Policy?A multivariate model, identifying monetary policy and allowing for simultaneity and regime switching in coefficients and variances, is confronted with U.S. data since 1959.
Follow this author. It uses statisticalBy clicking accept or continuing to use the site, you agree to the terms outlined in our View all citations for this article on Scopus × Access; Open access The Psychiatrist, Volume 34, Issue 2 ; February 2010, pp. New articles related to this author's research.