Nikolay Iskrev
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Nikolay Iskrev, 2018.
"Are asset price data informative about news shocks? A DSGE perspective,"
Working Papers
w201802, Banco de Portugal, Economics and Research Department.
- Nikolay Iskrev, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Papers REM 2018/33, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Iskrev, Nikolay, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Paper Series 2161, European Central Bank.
Mentioned in:
- Are asset price data informative about news shocks? A DSGE perspective
by Christian Zimmermann in NEP-DGE blog on 2018-08-22 19:26:17
- Nikolay Iskrev, 2010.
"Evaluating the strength of identification in DSGE models. An a priori approach,"
Working Papers
w201032, Banco de Portugal, Economics and Research Department.
- Nikolay Iskrev, 2010. "Evaluating the strength of identification in DSGE models. An a priori approach," 2010 Meeting Papers 1117, Society for Economic Dynamics.
Mentioned in:
- Evaluating the strength of identification in DSGE models. An a priori approach
by Christian Zimmermann in NEP-DGE blog on 2011-01-23 09:07:09
Working papers
- Baumann, Ursel & Darracq Pariès, Matthieu & Westermann, Thomas & Riggi, Marianna & Bobeica, Elena & Meyler, Aidan & Böninghausen, Benjamin & Fritzer, Friedrich & Trezzi, Riccardo & Jonckheere, Jana & , 2021.
"Inflation expectations and their role in Eurosystem forecasting,"
Occasional Paper Series
264, European Central Bank.
Cited by:
- Ehrmann, Michael & Holton, Sarah & Kedan, Danielle & Phelan, Gillian, 2021.
"Monetary Policy Communication: Perspectives from Former Policy Makers at the ECB,"
CEPR Discussion Papers
16816, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Holton, Sarah & Kedan, Danielle & Phelan, Gillian, 2021. "Monetary policy communication: perspectives from former policy makers at the ECB," Working Paper Series 2627, European Central Bank.
- Ehrmann, Michael & Holton, Sarah & Kedan, Danielle & Phelan, Gillian, 2022. "Monetary Policy Communication: Perspectives from Former Policy Makers at the ECB," Research Technical Papers 1/RT/22, Central Bank of Ireland.
- Bobeica, Elena & Hartwig, Benny, 2023. "The COVID-19 shock and challenges for inflation modelling," International Journal of Forecasting, Elsevier, vol. 39(1), pages 519-539.
- Andrejs Zlobins, 2022. "Into the Universe of Unconventional Monetary Policy: State-dependence, Interaction and Complementarities," Working Papers 2022/05, Latvijas Banka.
- Koester, Gerrit & Lis, Eliza & Nickel, Christiane & Osbat, Chiara & Smets, Frank, 2021. "Understanding low inflation in the euro area from 2013 to 2019: cyclical and structural drivers," Occasional Paper Series 280, European Central Bank.
- Ehrmann, Michael & Holton, Sarah & Kedan, Danielle & Phelan, Gillian, 2021.
"Monetary Policy Communication: Perspectives from Former Policy Makers at the ECB,"
CEPR Discussion Papers
16816, C.E.P.R. Discussion Papers.
- Brinca, Pedro & Iskrev, Nikolay & Loria, Francesca, 2018.
"On Identification Issues in Business Cycle Accounting Models,"
MPRA Paper
90250, University Library of Munich, Germany.
- Pedro Brinca & Nikolay Iskrev & Francesca Loria, 2022. "On Identification Issues in Business Cycle Accounting Models," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 55-138, Emerald Group Publishing Limited.
Cited by:
- Kshitiz Mishra & Partha Chatterjee, 2021. "Monetary Business Cycle Accounting Analysis of Indian Economy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 471-491, September.
- Scholl, Christoph, 2022. "COVID-19 and the GDP fall in Germany: A Business Cycle Accounting Approach," MPRA Paper 111570, University Library of Munich, Germany.
- Daniel Fehrle & Johannes Huber, 2020.
"Business cycle accounting for the German fiscal stimulus program during the Great Recession,"
Discussion Paper Series
339, Universitaet Augsburg, Institute for Economics.
- Daniel Fehrle & Johannes Huber, 2020. "Business cycle accounting for the German fiscal stimulus program during the Great Recession," Working Papers 197, Bavarian Graduate Program in Economics (BGPE).
- Brinca, Pedro & Costa-Filho, João & Loria, Francesca, 2020. "Business Cycle Accounting: what have we learned so far?," MPRA Paper 100180, University Library of Munich, Germany.
- Fernandes, Daniel, 2022. "Business Cycle Accounting for the COVID-19 Recession," MPRA Paper 111577, University Library of Munich, Germany.
- Iskrev, Nikolay, 2018.
"Are asset price data informative about news shocks? A DSGE perspective,"
Working Paper Series
2161, European Central Bank.
- Nikolay Iskrev, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Papers w201802, Banco de Portugal, Economics and Research Department.
- Nikolay Iskrev, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Papers REM 2018/33, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
Cited by:
- Renato Faccini & Leonardo Melosi, 2019.
"Pigouvian Cycles,"
2019 Meeting Papers
977, Society for Economic Dynamics.
- Renato Faccini & Leonardo Melosi, 2022. "Pigouvian Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(2), pages 281-318, April.
- Melosi, Leonardo & Faccini, Renato, 2018. "Pigouvian Cycles," CEPR Discussion Papers 13370, C.E.P.R. Discussion Papers.
- Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018.
"Real and financial cycles in EU countries - Stylised facts and modelling implications,"
Occasional Paper Series
205, European Central Bank.
Cited by:
- Eyno Rots, 2018. "Business, Housing, and Credit Cycles – The Case of Hungary," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 17(4), pages 5-22.
- Potjagailo, Galina & Wolters, Maik H., 2019.
"Global financial cycles since 1880,"
IMFS Working Paper Series
132, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," Kiel Working Papers 2122, Kiel Institute for the World Economy (IfW Kiel).
- Potjagailo, Galina & Wolters, Maik H, 2020. "Global financial cycles since 1880," Bank of England working papers 867, Bank of England.
- Potjagailo, Galina & Wolters, Maik H., 2023. "Global financial cycles since 1880," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Kohler, Karsten & Tippet, Ben & Stockhammer, Engelbert, 2022.
"House price cycles, housing systems, and growth models,"
IPE Working Papers
194/2022, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
- Karsten Kohler & Benjamin Tippet & Engelbert Stockhammer, 2023. "House price cycles, housing systems, and growth models," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 20(3), pages 461-490, December.
- Amat Adarov, 2019.
"Financial Cycles in Europe: Dynamics, Synchronicity and Implications for Business Cycles and Macroeconomic Imbalances,"
wiiw Working Papers
166, The Vienna Institute for International Economic Studies, wiiw.
- Amat Adarov, 2023. "Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(2), pages 551-583, May.
- Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing credit gaps in CESEE based on levels justified by fundamentals – a comparison across different estimation approaches," Bank of Lithuania Working Paper Series 74, Bank of Lithuania.
- Chikako Baba & Mr. Salvatore Dell'Erba & Ms. Enrica Detragiache & Olamide Harrison & Ms. Aiko Mineshima & Anvar Musayev & Asghar Shahmoradi, 2020. "How Should Credit Gaps Be Measured? An Application to European Countries," IMF Working Papers 2020/006, International Monetary Fund.
- Gabriel Zsurkis, 2022. "Determinants of cost of equity for listed euro area banks," Working Papers w202209, Banco de Portugal, Economics and Research Department.
- Filippo Gusella, 2022.
"Detecting And Measuring Financial Cycles In Heterogeneous Agents Models: An Empirical Analysis,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-22, March.
- Filippo Gusella, 2022. "Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis," Working Papers - Economics wp2022_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Jasper de Winter & Siem Jan Koopman & Irma Hindrayanto, 2022. "Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 57-79, February.
- Davor Kunovac & Ivan Žilić, 2020. "Home sweet home: The effects of housing loan subsidies on the housing market in Croatia," Working Papers 60, The Croatian National Bank, Croatia.
- Mariarosaria Comunale & Francesco Paolo Mongelli, 2021.
"Tracking growth in the euro area subject to a dimensionality problem,"
Applied Economics, Taylor & Francis Journals, vol. 53(57), pages 6611-6625, December.
- Comunale, Mariarosaria & Mongelli, Francesco Paolo, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Working Paper Series 2591, European Central Bank.
- Jitka Pomenkova & Eva Klejmova & Zuzana Kucerova, 2019. "Cyclicality in lending activity of Euro area in pre- and post- 2008 crisis: a local-adaptive-based testing of wavelets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 19(1), pages 155-175.
- Ernest Gnan & Claudia Kwapil & Maria Teresa Valderrama, 2018. "Monetary policy after the crisis: mandates, targets, and international linkages," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/18, pages 8-33.
- Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.
- Rob Luginbuhl, 2020. "Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model," CPB Discussion Paper 409, CPB Netherlands Bureau for Economic Policy Analysis.
- Chalmovianský, Jakub & Němec, Daniel, 2022. "Assessing uncertainty of output gap estimates: Evidence from Visegrad countries," Economic Modelling, Elsevier, vol. 116(C).
- Mariarosaria Comunale & Francesco Paolo Mongelli, 2019.
"Who did it? A European Detective Story. Was it Real, Financial, Monetary and/or Institutional: Tracking Growth in the Euro Area with an Atheoretical Tool,"
Bank of Lithuania Working Paper Series
70, Bank of Lithuania.
- Mariarosaria Comunale & Francesco Paolo Mongelli, 2020. "Who did it? A European detective story was it real, financial, monetary and/or institutional: Tracking growth in the Euro area with an atheoretical tool," CAMA Working Papers 2020-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mariarosaria Comunale & Francesco Paolo Mongelli, 2020. "Who did it? A European Detective Story Was it Real, Financial, Monetary and/or Institutional: Tracking Growth in the Euro Area with an Atheoretical Tool," CEIS Research Paper 481, Tor Vergata University, CEIS, revised 11 May 2020.
- Mandler, Martin & Scharnagl, Michael, 2022.
"Financial cycles across G7 economies: A view from wavelet analysis,"
The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
- Mandler, Martin & Scharnagl, Michael, 2019. "Financial cycles across G7 economies: A view from wavelet analysis," Discussion Papers 22/2019, Deutsche Bundesbank.
- Jaromir Baxa & Jan Zacek, 2022. "Monetary Policy and the Financial Cycle: International Evidence," Working Papers 2022/4, Czech National Bank.
- Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "Euro Area Growth and European Institutional Reforms," Bank of Lithuania Occasional Paper Series 24, Bank of Lithuania.
- Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches (Mariarosaria Comunale, Markus Eller, Mathias Lahnsteiner)," Working Papers 229, Oesterreichische Nationalbank (Austrian Central Bank).
- Xin Tian & Jan Jacobs & Jakob de Haan, 2022. "Alternative Measures for the Global Financial Cycle: Do They Make a Difference?," CESifo Working Paper Series 9730, CESifo.
- Hiona Balfoussia & Heather D. Gibson & Dimitris Malliaropulos & Dimitris Papageorgiou, 2020. "The economic impact of pandemics: real and financial transmission channels," Working Papers 283, Bank of Greece.
- Davor Kunovac & Martin Mandler & Michael Scharnagl, 2018.
"Financial cycles in euro area economies: a cross-country perspective,"
Working Papers
55, The Croatian National Bank, Croatia.
- Kunovac, Davor & Mandler, Martin & Scharnagl, Michael, 2018. "Financial cycles in euro area economies: A cross-country perspective," Discussion Papers 04/2018, Deutsche Bundesbank.
- Maximilien Coussin & Anne-Laure Delatte, 2019. "Les cycles financiers convergent-ils en zone euro? En phase oui, en amplitude non," La Lettre du CEPII, CEPII research center, issue 403.
- Jesper Pedersen, 2019. "What Are the Effects of Changes in Taxation and New Types of Mortgages on the Real Economy? The Case of Denmark during the 2000s," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 47-99, December.
- Lenarčič, Črt, 2021. "Estimating business and financial cycles in Slovenia," MPRA Paper 109977, University Library of Munich, Germany.
- Mariarosaria Comunale & Dmitrij Celov, 2021.
"Business cycles in the EU: A comprehensive comparison across methods,"
Bank of Lithuania Discussion Paper Series
26, Bank of Lithuania.
- Dmitrij Celov & Mariarosaria Comunale, 2022. "Business Cycles in the EU: A Comprehensive Comparison Across Methods," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 99-146, Emerald Group Publishing Limited.
- Mariarosaria Comunale, 2020. "New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 617-641, October.
- Burlon, Lorenzo & D’Imperio, Paolo, 2020. "Reliable real-time estimates of the euro-area output gap," Journal of Macroeconomics, Elsevier, vol. 64(C).
- Andreea Maria Muraru, 2020. "The Impact of Global Tensions on the Economic and Financial Cycle in Romania," Postmodern Openings, Editura Lumen, Department of Economics, vol. 11(3), pages 115-128, October.
- Paolo Guarda & Alban Moura, 2019. "Measuring real and financial cycles in Luxembourg: An unobserved components approach," BCL working papers 126, Central Bank of Luxembourg.
- O'Brien, Martin & Velasco, Sofia, 2020. "Unobserved components models with stochastic volatility for extracting trends and cycles in credit," Research Technical Papers 09/RT/20, Central Bank of Ireland.
- Scharnagl Michael & Mandler Martin, 2019. "Real and Financial Cycles in Euro Area Economies: Results from Wavelet Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(5-6), pages 895-916, October.
- Yannis Dafermos & Daniela Gabor & Jo Michell, 2023. "Institutional supercycles: an evolutionary macro-finance approach," New Political Economy, Taylor & Francis Journals, vol. 28(5), pages 693-712, September.
- Nikolay Iskrev, 2018.
"Calibration and the estimation of macroeconomic models,"
Working Papers REM
2018/34, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Nikolay Iskrev, 2018. "Calibration and the estimation of macroeconomic models," Working Papers w201801, Banco de Portugal, Economics and Research Department.
Cited by:
- Xue, Dong & Minford, Patrick & Meenagh, David, 2018.
"How Important are International Financial Market Imperfections for Foreign Exchange Rate Dynamics: A Study of the Sterling Exchange Rate,"
Cardiff Economics Working Papers
E2018/11, Cardiff University, Cardiff Business School, Economics Section.
- Dong, Xue & Minford, Patrick & Meenagh, David, 2019. "How important are the international financial market imperfections for the foreign exchange rate dynamics: A study of the sterling exchange rate," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 62-80.
- Nikolay, Iskrev, 2014.
"Choosing the variables to estimate singular DSGE models: Comment,"
Dynare Working Papers
41, CEPREMAP.
- Iskrev, Nikolay & Ritto, Joao, 2016. "Choosing the variables to estimate singular DSGE models: Comment," MPRA Paper 72870, University Library of Munich, Germany.
Cited by:
- Thorsten Drautzburg, 2016.
"A narrative approach to a fiscal DSGE model,"
Working Papers
16-11, Federal Reserve Bank of Philadelphia.
- Thorsten Drautzburg, 2020. "A narrative approach to a fiscal DSGE model," Quantitative Economics, Econometric Society, vol. 11(2), pages 801-837, May.
- Thorsten Drautzburg, 2014. "A Narrative Approach to a Fiscal DSGE Model," 2014 Meeting Papers 791, Society for Economic Dynamics.
- Nikolay Iskrev, 2018.
"Are asset price data informative about news shocks? A DSGE perspective,"
Working Papers REM
2018/33, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Nikolay Iskrev, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Papers w201802, Banco de Portugal, Economics and Research Department.
- Iskrev, Nikolay, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Paper Series 2161, European Central Bank.
- Nikolay Iskrev & Sandra Gomes & Caterina Mendicino, 2013.
"Monetary policy shocks: We got news!,"
Working Papers
w201307, Banco de Portugal, Economics and Research Department.
- Gomes, Sandra & Iskrev, Nikolay & Mendicino, Caterina, 2017. "Monetary policy shocks: We got news!," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 108-128.
Cited by:
- William T. Gavin & Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2013.
"The stimulative effect of forward guidance,"
Working Papers
2013-38, Federal Reserve Bank of St. Louis.
- Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2015. "Forward Guidance and the State of the Economy," Auburn Economics Working Paper Series auwp2015-10, Department of Economics, Auburn University.
- Sandra Gomes, 2011.
"Housing Market Dynamics: Any News?,"
Working Papers
w201121, Banco de Portugal, Economics and Research Department.
- Mendicino, Caterina & Gomes, Sandra, 2015. "Housing market dynamics: Any news?," Working Paper Series 1775, European Central Bank.
- Sandra Gomes & Caterina Mendicino, 2012. "Housing Market Dynamics: Any News?," Working Papers Department of Economics 2012/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Nadav Ben Zeev & Christopher Gunn & Hashmat Khan, 2020.
"Monetary News Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(7), pages 1793-1820, October.
- Nadav Ben Zeev & Christopher M. Gunn & Hashmat Khan, 2015. "Monetary News Shocks," Carleton Economic Papers 15-02, Carleton University, Department of Economics, revised 17 Feb 2017.
- Tan, Zhengxun & Tang, Qianqian & Meng, Juan, 2022. "The effect of monetary policy on China’s housing prices before and after 2017: A dynamic analysis in DSGE model," Land Use Policy, Elsevier, vol. 113(C).
- Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2016.
"Forward guidance and the state of the economy,"
Working Papers
1612, Federal Reserve Bank of Dallas.
- Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2017. "Forward Guidance And The State Of The Economy," Economic Inquiry, Western Economic Association International, vol. 55(4), pages 1593-1624, October.
- Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2015. "Forward Guidance and the State of the Economy," Auburn Economics Working Paper Series auwp2015-10, Department of Economics, Auburn University.
- Wang, Hao & Li, Ruimin & Wang, Xiaokun (Cara) & Shang, Pan, 2020. "Effect of on-street parking pricing policies on parking characteristics: A case study of Nanning," Transportation Research Part A: Policy and Practice, Elsevier, vol. 137(C), pages 65-78.
- Stefania D'Amico & Thomas B. King, 2015.
"What Does Anticipated Monetary Policy Do?,"
Working Paper Series
WP-2015-10, Federal Reserve Bank of Chicago.
- D’Amico, Stefania & King, Thomas B., 2023. "What does anticipated monetary policy do?," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 123-139.
- Sugaipov, Deni, 2022. "Estimating the impact of terms of trade news shocks on the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 39-67.
- Ashima Goyal & Abhishek Kumar, 2019.
"News, Noise and Indian Business Cycle,"
Working Papers
id:13041, eSocialSciences.
- Ashima Goyal & Abhishek Kumar, 2019. "News, noise and Indian business cycle," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-010, Indira Gandhi Institute of Development Research, Mumbai, India.
- Ashima Goyal & Abhishek Kumar, 2022. "News, noise, and Indian business cycle," Bulletin of Economic Research, Wiley Blackwell, vol. 74(2), pages 503-538, April.
- Kenichi Tamegawa, 2014. "A closed-form analysis of anticipated monetary policy," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 15(2), pages 155-161.
- Vicondoa, Alejandro, 2019. "Monetary news in the United States and business cycles in emerging economies," Journal of International Economics, Elsevier, vol. 117(C), pages 79-90.
- Wongi Kim & Kyunghun Kim, 2022. "Effect of news and noise shocks of US monetary policy on economic fluctuations in emerging market economies," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(4), pages 1862-1893, November.
- Alejandro Vicondoa, 2017.
"Monetary News, U.S. Interest Rate and Business Cycles in Emerging Economies,"
Documentos de Trabajo
503, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Vicondoa, Alejandro, 2016. "Monetary News, U.S. Interest Rate and Business Cycles in Emerging Economies," Economics Working Papers ECO2016/10, European University Institute.
- Nikolay Iskrev, 2013.
"On the distribution of information in the moment structure of DSGE models,"
2013 Meeting Papers
339, Society for Economic Dynamics.
Cited by:
- Flor Michael, 2014.
"Post reunification economic fluctuations in Germany: a real business cycle interpretation,"
Review of Business and Economics Studies, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 4, pages 5-17.
- Michael A. Flor, 2014. "Post Reunification Economic Fluctuations in Germany: A Real Business Cycle Interpretation," Discussion Paper Series 324, Universitaet Augsburg, Institute for Economics.
- Michael Flor, 2014. "Post Reunification Economic Fluctuations in Germany: A Real Business Cycle Interpretation," Working Papers 146, Bavarian Graduate Program in Economics (BGPE).
- Flor Michael, 2014.
"Post reunification economic fluctuations in Germany: a real business cycle interpretation,"
Review of Business and Economics Studies, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 4, pages 5-17.
- Nikolay Iskrev, 2010.
"Evaluating the strength of identification in DSGE models. An a priori approach,"
Working Papers
w201032, Banco de Portugal, Economics and Research Department.
- Nikolay Iskrev, 2010. "Evaluating the strength of identification in DSGE models. An a priori approach," 2010 Meeting Papers 1117, Society for Economic Dynamics.
Cited by:
- Nikolay Iskrev & Sandra Gomes & Caterina Mendicino, 2013.
"Monetary policy shocks: We got news!,"
Working Papers
w201307, Banco de Portugal, Economics and Research Department.
- Gomes, Sandra & Iskrev, Nikolay & Mendicino, Caterina, 2017. "Monetary policy shocks: We got news!," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 108-128.
- Francesco Bianchi & Cosmin Ilut, 2014.
"Monetary/Fiscal Policy Mix and Agents' Beliefs,"
NBER Working Papers
20194, National Bureau of Economic Research, Inc.
- Francesco Bianchi & Cosmin Ilut, 2017. "Monetary/Fiscal Policy Mix and Agent's Beliefs," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 113-139, October.
- Ilut, Cosmin & Bianchi, Francesco, 2013. "Monetary/Fiscal Policy Mix and Agents' Beliefs," CEPR Discussion Papers 9645, C.E.P.R. Discussion Papers.
- Francesco Bianchi, 2011. "Monetary/Fiscal Policy Mix and Agents' Beliefs," 2011 Meeting Papers 156, Society for Economic Dynamics.
- Sandra Gomes, 2011.
"Housing Market Dynamics: Any News?,"
Working Papers
w201121, Banco de Portugal, Economics and Research Department.
- Mendicino, Caterina & Gomes, Sandra, 2015. "Housing market dynamics: Any news?," Working Paper Series 1775, European Central Bank.
- Sandra Gomes & Caterina Mendicino, 2012. "Housing Market Dynamics: Any News?," Working Papers Department of Economics 2012/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Yasuo Hirose & Atsushi Inoue, 2013.
"Zero Lower Bound and Parameter Bias in an Estimated DSGE Model,"
TERG Discussion Papers
308, Graduate School of Economics and Management, Tohoku University.
- Yasuo Hirose & Atsushi Inoue, 2014. "The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," IMES Discussion Paper Series 14-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," DSSR Discussion Papers 14, Graduate School of Economics and Management, Tohoku University.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," CAMA Working Papers 2013-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yasuo Hirose & Atsushi Inoue, 2016. "The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(4), pages 630-651, June.
- Yasuo Hirose & Atsushi Inoue, 2014. "The zero lower bound and parameter bias in an estimated DSGE model," Vanderbilt University Department of Economics Working Papers 14-00009, Vanderbilt University Department of Economics.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," Departmental Working Papers 1306, Southern Methodist University, Department of Economics.
- Yasuo Hirose & Atsushi Inoue, 2013. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model," UTokyo Price Project Working Paper Series 012, University of Tokyo, Graduate School of Economics.
- Nikolay Iskrev, 2018.
"Are asset price data informative about news shocks? A DSGE perspective,"
Working Papers REM
2018/33, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Nikolay Iskrev, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Papers w201802, Banco de Portugal, Economics and Research Department.
- Iskrev, Nikolay, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Paper Series 2161, European Central Bank.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Ratto, Marco, 2018.
"Identification Versus Misspecification in New Keynesian Monetary Policy Models,"
Working Paper Series
362, Sveriges Riksbank (Central Bank of Sweden).
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Articles
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"What to expect when you're calibrating: Measuring the effect of calibration on the estimation of macroeconomic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 99(C), pages 54-81.
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- Thomas H. Jørgensen, 2021. "Sensitivity to Calibrated Parameters," CEBI working paper series 20-14, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Thomas H. J{o}rgensen, 2020.
"Sensitivity to Calibrated Parameters,"
Papers
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- Gelain, Paolo & Iskrev, Nikolay & J. Lansing, Kevin & Mendicino, Caterina, 2019.
"Inflation dynamics and adaptive expectations in an estimated DSGE model,"
Journal of Macroeconomics, Elsevier, vol. 59(C), pages 258-277.
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"Behavioral learning equilibria in New Keynesian models,"
Quantitative Economics, Econometric Society, vol. 14(4), pages 1401-1445, November.
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- Karel Musil & Stanislav Tvrz & Jan Vlcek, 2021. "News versus Surprise in Structural Forecasting Models: Central Bankers' Practical Perspective," Research and Policy Notes 2021/02, Czech National Bank.
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103845, University Library of Munich, Germany.
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"Monetary policy shocks: We got news!,"
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- Iskrev, Nikolay, 2010.
"Local identification in DSGE models,"
Journal of Monetary Economics, Elsevier, vol. 57(2), pages 189-202, March.
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- Nikolay Iskrev, 2009. "Local Identification in DSGE Models," Working Papers w200907, Banco de Portugal, Economics and Research Department.
- Iskrev, Nikolay, 2008.
"Evaluating the information matrix in linearized DSGE models,"
Economics Letters, Elsevier, vol. 99(3), pages 607-610, June.
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- Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2011.
"Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?,"
Studies in Economics
1125, School of Economics, University of Kent.
- Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2012. "Bayesian Estimation of DSGE Models: Is the Workhorse Model Identified?," Koç University-TUSIAD Economic Research Forum Working Papers 1205, Koc University-TUSIAD Economic Research Forum.
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"Implementing the zero lower bound in an estimated regime-switching DSGE model,"
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- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013.
"On Identification of Bayesian DSGE Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 300-314, July.
- Gary Koop & M. Hashem Pesaran & Ron Smith, 2011. "On Identification of Bayesian DSGE Models," Working Papers 1108, University of Strathclyde Business School, Department of Economics.
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- Chadha, Jagjit S. & Shibayama, Katsuyuki, 2018.
"Bayesian estimation of DSGE models: Identification using a diagnostic indicator,"
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- Nikolay Iskrev, 2009.
"Local Identification in DSGE Models,"
Working Papers
w200907, Banco de Portugal, Economics and Research Department.
- Iskrev, Nikolay, 2010. "Local identification in DSGE models," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 189-202, March.
- Li, Yong & Yu, Jun & Zeng, Tao, 2018. "Integrated Deviance Information Criterion for Latent Variable Models," Economics and Statistics Working Papers 6-2018, Singapore Management University, School of Economics.
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- Nikolay Iskrev, 2013. "On the distribution of information in the moment structure of DSGE models," 2013 Meeting Papers 339, Society for Economic Dynamics.
- Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2011.
"Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?,"
Studies in Economics
1125, School of Economics, University of Kent.
Chapters
- Pedro Brinca & Nikolay Iskrev & Francesca Loria, 2022.
"On Identification Issues in Business Cycle Accounting Models,"
Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 55-138,
Emerald Group Publishing Limited.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Brinca, Pedro & Iskrev, Nikolay & Loria, Francesca, 2018. "On Identification Issues in Business Cycle Accounting Models," MPRA Paper 90250, University Library of Munich, Germany.