Christopher A. Sims and Vector Autoregressions*

Lawrence J. Christiano

63 citations0/0 files storedScandinavian Journal of Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Forecasting Techniques and Applications Economic theories and models

Abstract

Abstract Three decades ago, Christopher A. Sims suggested that vector autoregressions (VARs) are useful statistical devices for evaluating alternative macroeconomic models. His suggestion has stood the test of time well. In the early days, VARs played an important role in the evaluation of alternative models. They continue to play that role today.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 63 citations exist upstream.

References

1980Macroeconomics and Reality 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area 1972MONEY, INCOME, AND CAUSALITY 2002An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output 1989The federal funds rate and the channels of monetary transmission 2004Interest and Prices

Cited by

2015Testing the global banking glut hypothesis 2021A Large Bayesian VAR of the United States Economy

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.