The Unassuming Economist

From a VoxEU post by Francesco Bianchi, Marco Del Negro, Giorgio Primiceri, and Frank Schorfheide:

“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 models to rational inattention. Beyond his intellectual legacy, Sims was a demanding yet deeply supportive mentor whose sharp insights pushed generations of students to produce stronger work. This personal reflection highlights both his groundbreaking contributions and the lasting imprint he left on the field and on those he taught.”