克里斯托弗·西姆斯
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克里斯托弗·西姆斯(Christopher A.Sims)——2011年诺贝尔经济学奖获得者。目录 |
克里斯托弗·西姆斯(Christopher A.Sims)生于1942年10月21日。1963年西姆斯在哈佛大学获得数学学士学位以后,去加州伯克利大学读了一年的研究生,然后回到哈佛大学继续学习,获得经济学博士学位。1968-1970年,西姆斯在哈佛大学担任经济学助理教授。1970年,他前往明尼苏达大学任经济学副教授,并在1974年任教授直至1990年。1990年以后,西姆斯一直在普林斯顿大学担任经济学教授。由于其杰出的研究成就,西姆斯担任了众多的学术兼职,并拥有很多荣誉头衔。他1988年成为美国艺术和科学研究院的院士,1989年成为美国科学院院士.
西姆斯创立了名为向量自回归的方法来分析经济如何受到经济政策的临时性改变和其他因素的影响。西姆斯及其他研究者使用这一方法来研究诸如央行加息对经济的影响等诸多重要问题。
- 《理解计量单位本质:概览》
- 《科学标准和计量经济模式》
- 《模型的不确定性》
- 《衰退的周期性》
- 《宏观经济和现实》
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.
Sims earned his Ph.D. in Economics in 1968 at Harvard University. He held teaching positions at Harvard, University of Minnesota, Yale University and, since 1999, Princeton. Sims is a member of the National Academy of Sciences (since 1989) and of the American Academy of Arts and Sciences (since 1988). In 1995 he was the president of the Econometric Society.
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.
Christopher Sims is a well-known intellectual leader in time-series econometrics and applied macroeconomics. Among his many honors and distinctions, he has been the President of the Econometric Society and he is a member of the National Academy of Sciences. He has made fundamental contributions to both statistical theory of time series and empirical macroeconomics. Sims' work is influential precisely because it was motivated by important problems in macroeconomics. Not only did Sims study questions of statistical approximation in abstract environments, he showed how to apply the resulting apparatus to a variety of specific problems confronting applied researchers. The applications include seasonality in economic time series, aggregation over time, and approximation in formulating statistical models with economic underpinnings. Moreover, Sims' contributions to causality in time series and to the development of vector autoregressive methods were complemented by an important body of empirical research. Sims has served as an effective advocate and critic of the extensively used vector autoregressive statistical methods. Motivated by his own and related empirical research, Sims is one of the leaders in rethinking how monetary policy should be modeled and reconsidering the channels by which monetary policy influences economic aggregates. This interview with Chris Sims gives an opportunity to explore further the context of many of these contributions. Sims typically has a unique perspective on many economic problems, a perspective that is articulated in his answers to a variety of questions.
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