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Viktors Ajevskis

This is information that was supplied by Viktors Ajevskis in registering through RePEc. If you are Viktors Ajevskis, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Viktors
Middle Name:
Last Name:Ajevskis
RePEc Short-ID:paj11
Rīga, Latvia

: +371 702 2300
+371 702 2420
K. Valdemara iela 2a, LV-1050 Riga
RePEc:edi:bolgvlv (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Latvian Economists
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  1. Viktors Ajevskis, 2016. "A Term Structure of Interest Rates Model with Zero Lower Bound and the European Central Bank's Non-standard Monetary Policy Measures," Working Papers 2016/02, Latvijas Banka.
  2. Viktors Ajevskis, 2015. "An Exchange Rate Target Zone Model with a Terminal Condition and Mean-Reverting Fundamentals," Papers 1506.04880,
  3. Ajevskis, Viktors, 2014. "Global Solutions to DSGE Models as a Perturbation of a Deterministic Path," MPRA Paper 55145, University Library of Munich, Germany.
  4. Viktors Ajevskis, 2014. "Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path," Working Papers 2014/01, Latvijas Banka.
  5. Viktors Ajevskis, 2013. "Non-Local Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach," Working Papers 2013/03, Latvijas Banka.
  6. Viktors Ajevskis & Ramune Rimgailaite & Uldis Rutkaste & Olegs Tkacevs, 2012. "The Assesment of Equilibrium Real Echange Rate of Latvia," Working Papers 2012/04, Latvijas Banka.
  7. A team of the Working Group on Econometric Modelling of the European System of Central Banks, 2012. "Competitiveness and external imbalances within the euro area," Occasional Paper Series 139, European Central Bank.
  8. Viktors Ajevskis & Kristine Vitola, 2011. "Fixed Exchange Rate Versus Inflation Targeting: Evidence from DSGE Modelling," Working Papers 2011/02, Latvijas Banka.
  9. Viktors Ajevskis & Kristine Vitola, 2011. "Housing and Banking in a Small Open Economy DSGE Model," Working Papers 2011/03, Latvijas Banka.
  10. Viktors Ajevskis & Kristine Vitola, 2009. "Advantages of Fixed Exchange Rate Regime from a General Equilibrium Perspective," Working Papers 2009/04, Latvijas Banka.
  11. Viktors Ajevskis & Kristine Vitola, 2009. "A Convergence Model of the Term Structure of Interest Rates," Working Papers 2009/01, Latvijas Banka.
  12. Viktors Ajevskis & Gundars Davidsons, 2008. "Dynamic Factor Models in Forecasting Latvia's Gross Domestic Product," Working Papers 2008/02, Latvijas Banka.
  13. Viktors Ajevskis, 2007. "Inflation and Inflation Uncertainty in Latvia," Working Papers 2007/04, Latvijas Banka.
  14. Viktors Ajevskis & Kristine Vitola, 2006. "A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market," Working Papers 2006/01, Latvijas Banka.
  15. Viktors Ajevskis & Armands Pogulis, 2005. "Repegging of the Lats to the Euro: Implications for the Financial Sector," Working Papers 2005/01, Latvijas Banka.
  16. Viktors Ajevskis & Armands Pogulis & Gunars Berzins, 2004. "Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone," Working Papers 2004/01, Latvijas Banka.
  1. Ajevskis Viktors, 2017. "Semi-global solutions to DSGE models: perturbation around a deterministic path," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-28, April.
  2. Viktors Ajevskis & Ramune Rimgailaite & Uldis Rutkaste & Olegs Tkacevs, 2014. "The equilibrium real exchange rate: pros and cons of different approaches with application to Latvia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 14(1-2), pages 101-123, December.
  3. Viktors Ajevskis, 2011. "A target zone model with the terminal condition of joining a currency area," Applied Economics Letters, Taylor & Francis Journals, vol. 18(13), pages 1273-1278.
  4. Viktors Ajevskis & Kristine Vitola, 2010. "A Convergence Model of the Term Structure of Interest Rates," Review of Finance, European Finance Association, vol. 14(4), pages 727-747.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (8) 2009-12-11 2011-08-29 2011-11-14 2014-01-17 2014-07-28 2015-05-30 2015-06-13 2015-06-13. Author is listed
  2. NEP-CBA: Central Banking (5) 2009-02-28 2009-12-11 2011-08-29 2011-11-14 2016-08-14. Author is listed
  3. NEP-MAC: Macroeconomics (5) 2009-02-22 2009-02-28 2011-08-29 2011-11-14 2016-08-14. Author is listed
  4. NEP-MON: Monetary Economics (4) 2009-02-28 2009-12-11 2011-08-29 2016-08-14
  5. NEP-OPM: Open Economy Macroeconomics (2) 2009-12-11 2011-08-29
  6. NEP-ORE: Operations Research (2) 2014-07-28 2015-05-30
  7. NEP-BAN: Banking (1) 2011-11-14
  8. NEP-CIS: Confederation of Independent States (1) 2012-09-09
  9. NEP-CMP: Computational Economics (1) 2009-12-11
  10. NEP-EEC: European Economics (1) 2011-08-29
  11. NEP-FOR: Forecasting (1) 2009-02-22
  12. NEP-IFN: International Finance (1) 2009-12-11

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