R.I.P.
That makes 2026 the year renown econometricians died. This is the second one! See also my blog post here.
From the abstract:
"Christopher A. Sims, who died on March 14, 2026, left behind an indelible mark on macroeconomics and econometrics. His Nobel Prize winning research reshaped the paradigm for empirical macroeconomics, creating a rigorous and flexible framework for inferring the effects of macroeconomic policies. He also made important contributions to time series forecasting, Bayesian econometrics, factor modeling, approximation theory, and models of monetary and fiscal policy.
Few academics have had as direct an impact on the work of central banks throughout the world. A frank and generous mentor with numerous students, Chris’s impact extends well beyond his published papers."
Sims teaching a class in 2011 right after being awarded the Nobel Prize in economics.
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