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Nikolay Iskrev

Personal Details

First Name:Nikolay
Middle Name:
Last Name:Iskrev
Suffix:
RePEc Short-ID:pis64
https://niskrev.github.io
Terminal Degree: Department of Economics; School of Arts and Sciences; Columbia University (from RePEc Genealogy)

Affiliation

(50%) Banco de Portugal

Lisboa, Portugal
http://www.bportugal.pt/

21 321 32 00
21 346 48 43
R. do Ouro, 27, 1100 LISBOA
RePEc:edi:bdpgvpt (more details at EDIRC)

(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
https://uece.rc.iseg.ulisboa.pt/

+351-213 925 912
+351-213 971 196
Rua Miguel Lupi 20, 1249-078 Lisboa
RePEc:edi:ueutlpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Brinca, Pedro & Iskrev, Nikolay & Loria, Francesca, 2018. "On Identification Issues in Business Cycle Accounting Models," MPRA Paper 90250, University Library of Munich, Germany.
  2. 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.
  3. 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.
  4. 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.
  5. Nikolay, Iskrev, 2014. "Choosing the variables to estimate singular DSGE models: Comment," Dynare Working Papers 41, CEPREMAP.
  6. Nikolay Iskrev & Sandra Gomes & Caterina Mendicino, 2013. "Monetary policy shocks: We got news!," Working Papers w201307, Banco de Portugal, Economics and Research Department.
  7. Nikolay Iskrev, 2013. "On the distribution of information in the moment structure of DSGE models," 2013 Meeting Papers 339, Society for Economic Dynamics.
  8. 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.
  9. Nikolay Iskrev, 2009. "Local Identification in DSGE Models," Working Papers w200907, Banco de Portugal, Economics and Research Department.

Articles

  1. Joana Garcia & Nikolay Iskrev, 2019. "Inflation expectations in the Survey of Professional Forecasters: An exploratory analysis," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  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. Nikolay Iskrev, 2018. "Term premia dynamics in the US and Euro Area: who is leading whom?," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  6. 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.
  7. Nikolay Iskrev, 2013. "Business cycle accounting for Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  8. Iskrev, Nikolay, 2010. "Local identification in DSGE models," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 189-202, March.
  9. Nikolay Iskrev, 2010. "Parameter identification in Dynamic Economic models," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  10. Iskrev, Nikolay, 2008. "Evaluating the information matrix in linearized DSGE models," Economics Letters, Elsevier, vol. 99(3), pages 607-610, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 12 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 (9) 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. Author is listed
  2. NEP-ECM: Econometrics (8) 2011-01-16 2013-10-18 2014-11-07 2016-08-14 2018-03-26 2018-03-26 2018-07-16 2018-12-10. Author is listed
  3. NEP-MAC: Macroeconomics (8) 2014-11-07 2016-08-14 2018-03-26 2018-03-26 2018-03-26 2018-08-20 2018-08-20 2018-12-10. Author is listed
  4. NEP-CBA: Central Banking (1) 2013-08-05
  5. NEP-ETS: Econometric Time Series (1) 2018-08-20
  6. NEP-MON: Monetary Economics (1) 2013-08-05
  7. NEP-URE: Urban & Real Estate Economics (1) 2018-03-26

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