CAJ | 학술논문

萨金特和西姆斯因重塑和发展了现代实证宏观经济学而获得2011年诺贝尔经济学奖。从1970年代开始,基于凯恩斯宏观经济大型模型的传统实证方法不再稳定,在评价以预期为中心的宏观经济学动态模型时无法识别和分析外在冲击。而萨金特和西姆斯分别提出的现代结构宏观计量经济学和向量自回归（VAR）,改变了宏观经济学的发展方向,构成宏观经济实证研究的核心内容,成为学术界和政策制定机构方法论研究和应用研究中不可或缺的重要文献。
살금특화서모사인중소화발전료현대실증굉관경제학이획득2011년낙패이경제학장。종1970년대개시,기우개은사굉관경제대형모형적전통실증방법불재은정,재평개이예기위중심적굉관경제학동태모형시무법식별화분석외재충격。이살금특화서모사분별제출적현대결구굉관계량경제학화향량자회귀（VAR）,개변료굉관경제학적발전방향,구성굉관경제실증연구적핵심내용,성위학술계화정책제정궤구방법론연구화응용연구중불가혹결적중요문헌。
Sargent and Sims are awarded the 2011 Nobel Prize in Economics because of their contributions to reconstructing and developing empirical macroeconomics.Instabilities appeared in the predominant macroeconometric paradigm of 1970s built around the Keynesian macroeconomic models,which failed to identify and analyze the external shocks when evaluating dynamic models of the macroeconomy with a central role for expectations.The modern structural macroeconometrics developed by Sargent and VAR by Sims have changed the course of macroeconomics dramatically.Their contributions constitute the core content of the macroeconomic empirical research,and indispensable empirical methods in modern academic communities and policymaking agencies.