2011年诺贝尔经济学奖述评:萨金特与西蒙斯

2011年诺贝尔经济学奖得主萨金特和西蒙斯将理性预期、向量自回归模型和脉冲响应分析引入宏观经济计量分析,研究经济政策对宏观经济变量的影响,其开创性的研究为宏观经济实证分析提供了核心方法,被学者和政策制定者广泛采用。此外,萨金特与其他学者创立的鲁棒控制理论已成为现代控制论的主要方法,西蒙斯提出的理性疏忽理论也对经济学的发展作出了重要的贡献。

A Review of 2011 Nobel Prize in Economic Sciences: Sargent and Sims

Thomas J.Sargent and Christopher A.Sims shared the 2011 Nobel Prize in Economic Sciences by introducing rational expectation,vector autoregression methods and impulse-response analysis to analyze how policy decisions influence the variables of the economy.The methods developed by Sargent and Sims are essential tools in macroeconomic quantitative analysis and have been adopted by both researchers and policymakers throughout the world.In addition,Sargent and coauthor explored an approach known as robust control theory which is now the dominant approach in control theory.The rational inattention theory initiated by Sims has also made important contribution to the development of the economics.