- Christopher A. Sims
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Christopher A. Sims Born October 21, 1942
Washington, D.C.Nationality American Institution Princeton University Field Macroeconomics
Econometrics
Time seriesAlma mater Harvard University (A.B, PhD)
UC Berkeley[1]Opposed "Structural" macroeconomic models Contributions Use of vector autoregression Awards Nobel Memorial Prize in Economic Sciences (2011) Information at IDEAS/RePEc Christopher Albert "Chris" Sims (born October 21, 1942) is an econometrician and macroeconomist. He is currently the Harold B. Helms Professor of Economics and Banking at Princeton University.[2] Together with Thomas Sargent, he won the Nobel Memorial Prize in Economic Sciences in 2011.[3] The award cited their "empirical research on cause and effect in the macroeconomy".[4]
Sims earned his A.B. in mathematics from Harvard University magna cum laude in 1963 and his PhD in Economics from Harvard in 1968. He has held teaching positions at Harvard, University of Minnesota, Yale University and, since 1999, Princeton. Sims is a Fellow of the Econometric Society (since 1974),[5] a member of the American Academy of Arts and Sciences (since 1988) and a member of the National Academy of Sciences (since 1989). In 1995 he was the president of the Econometric Society. He will be the President-Elect of the American Economic Association in 2011 and then the President of the American Economic Association in 2012.
Sims published numerous important papers in his areas of research: econometrics and macroeconomic theory and policy. Among other things, he was one of the main promoters of the use of vector autoregression in empirical macroeconomics, and contributed to the development of Bayes estimators for vector autoregression.
He also helped develop the fiscal theory of the price level and the theory of rational inattention.
Publications
- Sims, Christopher (January 1980). "Macroeconomics and reality" (PDF). Econometrica 48 (1): 1–48. doi:10.2307/1912017. JSTOR 1912017. http://www.econ.umn.edu/library/mnpapers/1977-91.pdf.
References
- ^ "Christopher A. Sims Curriculum Vitae". December 23, 2008. http://sims.princeton.edu/yftp/vita4web.pdf. Retrieved October 10, 2011.
- ^ "Christopher A Sims". Thomson Reuters website. http://science.thomsonreuters.com/nobel/laureates/sims-christopher. Retrieved October 10, 2011.
- ^ "Nobel prize for economics awarded to two Americans". BBC News website. October 10, 2011. http://www.bbc.co.uk/news/business-15241454. Retrieved October 10, 2011.
- ^ "The Prize in Economic Sciences 2011". Nobelprize.org. December 10, 2008. http://www.nobelprize.org/nobel_prizes/economics/laureates/2011/. Retrieved October 10, 2011.
- ^ Fellows of the Econometric Society as of February 2011, Econometric Society , Retrieved October 12, 2011.
External links
- Sims's biography on the official website of the Nobel Prize
- Sims's homepage on the Princeton University website
Nobel Memorial Laureates in Economics (2001–2025) George Akerlof / Michael Spence / Joseph E. Stiglitz (2001) · Daniel Kahneman / Vernon L. Smith (2002) · Robert F. Engle / Clive Granger (2003) · Finn E. Kydland / Edward C. Prescott (2004) · Robert Aumann / Thomas Schelling (2005) · Edmund Phelps (2006) · Leonid Hurwicz / Eric Maskin / Roger Myerson (2007) · Paul Krugman (2008) · Elinor Ostrom / Oliver E. Williamson (2009) · Peter A. Diamond / Dale T. Mortensen / Christopher A. Pissarides (2010) · Thomas J. Sargent / Christopher A. Sims (2011)
Complete list · (1969–1975) · (1976–2000) · (2001–2025) 2011 Nobel Prize laureates Physiology or Medicine: Bruce A. Beutler (United States) · Jules A. Hoffmann (France) · Ralph M. Steinman (Canada/United States)Nobel Memorial Prize in Economic Sciences: Christopher A. Sims (United States) · Thomas J. Sargent (United States)Nobel Prize winners:
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Walrasian economics Maurice Allais · Gérard Debreu · Edmond Malinvaud · Jacques Drèze · Jean-Michel Grandmont · Guy Laroque · Jean-Pascal Benassy · Yves YounesNew classical macroeconomics Robert Lucas, Jr. · Neil Wallace · Robert Barro · Edward C. Prescott · Finn E. Kydland · Bennett McCallumStatistics Descriptive statistics Summary tablesPearson product-moment correlation · Rank correlation (Spearman's rho, Kendall's tau) · Partial correlation · Scatter plotBar chart · Biplot · Box plot · Control chart · Correlogram · Forest plot · Histogram · Q-Q plot · Run chart · Scatter plot · Stemplot · Radar chartData collection Designing studiesDesign of experiments · Factorial experiment · Randomized experiment · Random assignment · Replication · Blocking · Optimal designUncontrolled studiesStatistical inference Frequentist inferenceSpecific testsZ-test (normal) · Student's t-test · F-test · Pearson's chi-squared test · Wald test · Mann–Whitney U · Shapiro–Wilk · Signed-rank · Kolmogorov–Smirnov testCorrelation and regression analysis Errors and residuals · Regression model validation · Mixed effects models · Simultaneous equations modelsNon-standard predictorsPartition of varianceCategorical, multivariate, time-series, or survival analysis Decomposition (Trend · Stationary process) · ARMA model · ARIMA model · Vector autoregression · Spectral density estimationApplications Category · Portal · Outline · Index Categories:- American economists
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