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Christopher A. Sims
Researcher at Princeton University
Publications - 165
Citations - 43733
Christopher A. Sims is an academic researcher from Princeton University. The author has contributed to research in topics: Monetary policy & Inflation. The author has an hindex of 62, co-authored 163 publications receiving 41522 citations. Previous affiliations of Christopher A. Sims include National Bureau of Economic Research & Cowles Foundation.
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Macroeconomics and reality
TL;DR: In this article, the authors argue that the style in which their builders construct claims for a connection between these models and reality is inappropriate, to the point at which claims for identification in these models cannot be taken seriously.
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Implications of rational inattention
TL;DR: In this paper, a constraint that actions can depend on observations only through a communication channel with finite Shannon capacity is shown to play a role very similar to that of a signal extraction problem or an adjustment cost in standard control problems.
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Inference in linear time series models with some unit roots
TL;DR: In this article, the authors consider estimation and hypothesis testing in linear time series models when some or all of the variables have unit roots and show that parameters that can be written as coefficients on mean zero, nonintegrated regressors have jointly normal asymptotic distributions, converging at the rate T'/2.
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Interpreting the macroeconomic time series facts: The effects of monetary policy☆
TL;DR: This article reviewed existing theory and evidence on the effects of monetary policy and presented new evidence, based on multivariate time series studies of several countries, and found that certain patterns in the data consistent with effective monetary policy are strikingly similar across countries.