Chris Sims’ contribution to economics

Amol Agrawal
Francesco Bianchi, Marco Del Negro, Giorgio Primiceri and Frank Schorfheide pay tribute to Prof Christopher Sims: Chris Sims, who passed away in March 2026, reshaped modern macroeconomics by insisting that theory and data speak together. A pioneer of vector autoregressions, Bayesian methods, and policy relevant modelling, he transformed how scholars and practitioners analyse economic dynamics and inform central bank decisions. His influence spanned econometrics and macroeconomics, from DSGE...