Sims 和 Sargent 获2011诺贝尔经济学奖

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http://finance.qq.com/a/20111010/006222.htm
这个奖项是在北京时间晚上7点公布的，在下午上龚六堂老师的课时，他举例，说几个有资格获奖的人：Sims 、Sargent、Hansen。没有想到就有其中两位，想必龚老师自己都没有料到哈哈~忽然觉得龚老师很牛。

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关键词：2011诺贝尔 sargent 诺贝尔经济学奖 诺贝尔经济学 sargen 北京时间 诺贝尔 经济学 2011

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Sims 是不是那个VAR模型的创始人

tlw1987 发表于 2011-10-10 22:19
Sims 是不是那个VAR模型的创始人

恩，是的，好像这只是他巨大学术贡献中的一部分。

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.

向量自回归的创始人，他的论文太难了。