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Statistical Modeling of Monetary Policy and its Effects

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  • Sims, Christopher A.

    (Princeton University)

Abstract

Nobel Prize lecture, 8 December 2011

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File URL: http://www.nobelprize.org/nobel_prizes/economic-sciences/laureates/2011/sims_lecture.pdf
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Bibliographic Info

Paper provided by Nobel Prize Committee in its series Nobel Prize in Economics documents with number 2011-5.

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Length: 22 pages
Date of creation: 08 Dec 2011
Date of revision:
Handle: RePEc:ris:nobelp:2011_005

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Web page: http://www.nobelprize.org

Related research

Keywords: Causation; Macroeconomics;

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References

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  1. Mehra, Yash P, 1978. "Is Money Exogenous in Money-Demand Equations," Journal of Political Economy, University of Chicago Press, vol. 86(2), pages 211-28, April.
  2. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-52, September.
  3. James Tobin, 1969. "Money and Income: Post Hoc Ergo Propter Hoc?," Cowles Foundation Discussion Papers 283, Cowles Foundation for Research in Economics, Yale University.
  4. Tobin, James, 1970. "Money and Income: Post Hoc Ergo Propter Hoc?: Rejoinder," The Quarterly Journal of Economics, MIT Press, vol. 84(2), pages 328-29, May.
  5. Lawrence J. Christiano & Martin Eichenbaum & Charles Evans, 2001. "Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy," NBER Working Papers 8403, National Bureau of Economic Research, Inc.
  6. Frank Smets & Raf Wouters, 2002. "An estimated dynamic stochastic general equilibrium model of the euro area," Working Paper Research 35, National Bank of Belgium.
  7. Marco Del Negro & Frank Schorfheide, 2002. "Priors from general equilibrium models for VARs," Working Paper 2002-14, Federal Reserve Bank of Atlanta.
  8. Eric M. Leeper & Christopher A. Sims & Tao Zha, 1996. "What Does Monetary Policy Do?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 27(2), pages 1-78.
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Citations

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Cited by:
  1. Belanger, Gilles, 2014. "The Overlooked Assumption Behind the New Keynesian Phillips Curve," MPRA Paper 55629, University Library of Munich, Germany.
  2. Christopher A. Sims, 2013. "Comment on "Dormant Shocks and Fiscal Virtue"," NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 59-64 National Bureau of Economic Research, Inc.
  3. Koen Vermeylen, 2013. "The Methodology of Modern Macroeconomics and the Descriptive Approach to Discounting," Tinbergen Institute Discussion Papers 13-200/VI, Tinbergen Institute.
  4. Nalan Basturk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute.

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