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Nikolay Iskrev

Personal Details

First Name:Nikolay
Middle Name:
Last Name:Iskrev
RePEc Short-ID:pis64
[This author has chosen not to make the email address public]
Terminal Degree: Department of Economics; School of Arts and Sciences; Columbia University (from RePEc Genealogy)


(50%) Unidade de Estudos sobre Complexidade e Economia (UECE)
Research in Economics and Mathematics (REM)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
RePEc:edi:ueutlpt (more details at EDIRC)

(50%) Banco de Portugal

Lisboa, Portugal
RePEc:edi:bdpgvpt (more details at EDIRC)

Research output

Jump to: Working papers Articles Chapters

Working papers

  1. 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.
  2. Nikolay Iskrev, 2021. "Spectral decomposition of the information about latent variables in dynamic macroeconomic models," Working Papers w202105, Banco de Portugal, Economics and Research Department.
  3. Brinca, Pedro & Iskrev, Nikolay & Loria, Francesca, 2018. "On Identification Issues in Business Cycle Accounting Models," MPRA Paper 90250, University Library of Munich, Germany.
  4. Iskrev, Nikolay, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Paper Series 2161, European Central Bank.
  5. 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.
  6. 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.
  7. Nikolay, Iskrev, 2014. "Choosing the variables to estimate singular DSGE models: Comment," Dynare Working Papers 41, CEPREMAP.
  8. Nikolay Iskrev & Sandra Gomes & Caterina Mendicino, 2013. "Monetary policy shocks: We got news!," Working Papers w201307, Banco de Portugal, Economics and Research Department.
  9. Nikolay Iskrev, 2013. "On the distribution of information in the moment structure of DSGE models," 2013 Meeting Papers 339, Society for Economic Dynamics.
  10. 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.
  11. Nikolay Iskrev, 2009. "Local Identification in DSGE Models," Working Papers w200907, Banco de Portugal, Economics and Research Department.


  1. Nikolay Iskrev, 2022. "On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 272-284, January.
  2. Iskrev, Nikolay, 2019. "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.
  3. Iskrev, Nikolay, 2019. "On the sources of information about latent variables in DSGE models," European Economic Review, Elsevier, vol. 119(C), pages 318-332.
  4. 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.
  5. 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.
  6. Iskrev, Nikolay, 2010. "Local identification in DSGE models," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 189-202, March.
  7. Iskrev, Nikolay, 2008. "Evaluating the information matrix in linearized DSGE models," Economics Letters, Elsevier, vol. 99(3), pages 607-610, June.
    RePEc:ptu:bdpart:b201305 is not listed on IDEAS
    RePEc:ptu:bdpart:e201908 is not listed on IDEAS
    RePEc:ptu:bdpart:e201803 is not listed on IDEAS
    RePEc:ptu:bdpart:e202101 is not listed on IDEAS
    RePEc:ptu:bdpart:e202112 is not listed on IDEAS
    RePEc:ptu:bdpart:b201012 is not listed on IDEAS


  1. 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.

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 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 (10) 2011-01-16 2013-08-05 2013-10-18 2014-11-07 2016-08-14 2018-03-26 2018-07-16 2018-08-20 2018-12-10 2021-05-10. Author is listed
  2. NEP-MAC: Macroeconomics (10) 2014-11-07 2016-08-14 2018-03-26 2018-03-26 2018-03-26 2018-08-20 2018-08-20 2018-12-10 2021-05-10 2021-09-27. Author is listed
  3. NEP-ECM: Econometrics (9) 2011-01-16 2013-10-18 2014-11-07 2016-08-14 2018-03-26 2018-03-26 2018-07-16 2018-12-10 2021-05-10. Author is listed
  4. NEP-CBA: Central Banking (2) 2013-08-05 2021-09-27
  5. NEP-ETS: Econometric Time Series (2) 2018-08-20 2021-05-10
  6. NEP-MON: Monetary Economics (2) 2013-08-05 2021-09-27
  7. NEP-EEC: European Economics (1) 2021-09-27
  8. NEP-FOR: Forecasting (1) 2021-09-27
  9. NEP-ISF: Islamic Finance (1) 2021-09-27
  10. NEP-URE: Urban and Real Estate Economics (1) 2018-03-26


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