期刊文献+

西姆斯对宏观经济学与计量经济学的贡献——潜在诺贝尔经济学奖获得者学术贡献评介系列 被引量:2

原文传递
导出
摘要 在时间序列计量经济学和应用宏观经济学领域中,克里斯托弗·西姆斯是一位非常有影响的经济学家。他在时间序列统计理论和经验宏观经济学方面做出了重要贡献。他关于时间序列的因果性和向量自回归方法的研究已经成为经验研究的一个重要组成部分。而且,他的大力倡导和中肯批评有力地促进了向量自回归统计方法的广泛使用。
出处 《经济学动态》 CSSCI 北大核心 2007年第9期108-112,共5页 Economic Perspectives
  • 相关文献

参考文献10

  • 1Doan, T. , R. Litterman & C. A. Sims( 1984), "Forecasting and conditional projection using realistic prior distributions", Econometric Reviews, 3(1) :1 - 100.
  • 2Hansen, L. P. (2004), "An Interview with Christopher A. Sims", Macroeconomic Dynamics 8 (2) : 273 - 294.
  • 3Mehra, Y. P. ( 1978), “Is money exogenous in money -demand equations'', Journal of Political Economy 86 (2) : 211 - 228.
  • 4Sims, C. A. ( 1972), "Money, income, and causality", American Economic Review 62(4):540-552.
  • 5Sims, C. A. (1977) , "Exogeneity and causal orderings in macroeconomic models", In C. A. Sims ( ed. ), New Methods in Business Research, Federal Reserve Bank of Minneapolis.
  • 6Sims, C. A. (1980a), "Comparison of interwar and postwar business cycles", American Economic Review 70 (2) :250 - 257.
  • 7Sims, C. A. ( 1980b), "Macroeconomics and reality", Econometrica 48 ( 1 ) : 1 - 48.
  • 8Sims, C. A. ( 1986), "Are forecasting models usable for policy analysis", Quarterly Review of the Minneapolis Federal Reserve Bank 10(1) :2 - 16.
  • 9Sims, C.A. & E. M. Leeper( 1994), "Toward a modem macroeconomic model usable for policy analysis", NBER Macroeconomics Annual, pp. 81 - 117.
  • 10Sims, C. A. (2002), "The role of models and possibilities in monetary policy process", Brookings Papers on Economic Activity 2 : 1 - 62.

同被引文献45

  • 1郭其友,李宝良.宏观经济政策的跨期权衡分析——2006年诺贝尔经济学奖得主费尔普斯的宏观经济理论述评[J].外国经济与管理,2006,28(11):1-11. 被引量:1
  • 2Hansen, L. & T. J. Sargent(1990), "Formulating and esti- mating dynamic linear rational expectations models ", Journal of Economic Dynamics and Control 2:7--46.
  • 3Hansen, L. & T. J. Sargent(1982), "Instrumental variables procedures for estimating linear rational expectations mod- els", Journal of Monetary Economics 9:263--296.
  • 4Fumio, H. & C. A. Sims(1983), "Nearly efficient estima- tion of time series models with predetermined, but not ex- ogenous instruments", Econometrica 51 (3) : 783-- 798.
  • 5Eric, L. & C. A. Sims(1994), "Toward a modern macro- economic model usable for policy analysis", NBER Macro- economics Annual 9 : 81 -- 118.
  • 6Albert, M. & T. J. Sargent(1989a), "Convergence of least squares learning mechanisms in self--referential linear sto- chastic models", Journal of Economic Theory 48:337 -- 368.
  • 7Albert, M. & T. J. Sargent(1989b), "Convergence of least -squares learning in environments with hidden state vari- ables and private information", Journal of Political Econo- my 97(6) :1306--1322.
  • 8Sargent, T.J. (1971), "A note on the accelerationist contro-versy", Journal of Money, Credit, and Banking 3: 721-- 725.
  • 9Sargent, T. J. (1978a), "Estimation of dynamic labor de- mand schedules under rational expectations", Journal of Political Economy 86(6) : 1009-- 1044.
  • 10Sargent, T.J. ( 1978b), "Rational expectations, econometric exogeneity, and consumption", Journal of Political Econo- my 86(4) :673--700.

二级引证文献3

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部