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Sergey Ivashchenko

Personal Details

First Name:Sergey
Middle Name:
Last Name:Ivashchenko
Suffix:
RePEc Short-ID:piv36
[This author has chosen not to make the email address public]

Affiliation

(50%) St. Petersburg Institute for Economics and Mathematics
Russian Academy of Sciences (RAS)

St. Petersburg, Russia
http://emi.nw.ru/

:


RePEc:edi:iesraru (more details at EDIRC)

(25%) Faculty of Economics
St. Petersburg State University

St. Petersburg, Russia
http://www.econ.spbu.ru/

: +7 812 363 64 94
+7 812 363 64 94
191123 Saint-Petersburg, 62 Chaikovskogo St.
RePEc:edi:fespuru (more details at EDIRC)

(25%) Saint Petersburg Branch
National Research University Higher School of Economics

St. Petersburg, Russia
http://spb.hse.ru/

: +7(495)7713232
+7(495)6287931
Souza Pechatnikov str., 16, Saint-Petersburg, 190008
RePEc:edi:sphseru (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sergey Ivashchenko, 2016. "Estimation and filtering of nonlinear MS-DSGE models," HSE Working papers WP BRP 136/EC/2016, National Research University Higher School of Economics.
  2. Sergey Ivashchenko & Rangan Gupta, 2016. "Forecasting using a Nonlinear DSGE Model," Working Papers 201659, University of Pretoria, Department of Economics.
  3. Sergey Ivashchenko, 2015. "A 5-sector DSGE Model of Russia," EUSP Department of Economics Working Paper Series Ec-01/15, European University at St. Petersburg, Department of Economics.
  4. Sergey Ivashchenko, 2014. "Forecasting in a Non-Linear DSGE Model," EUSP Department of Economics Working Paper Series Ec-02/14, European University at St. Petersburg, Department of Economics.
  5. Sergey Ivashchenko, 2014. "Near-Rational Expectations: How Far Are Surveys from Rationality?," EUSP Department of Economics Working Paper Series Ec-06/14, European University at St. Petersburg, Department of Economics.
  6. Sergey Ivashchenko, 2013. "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," EUSP Department of Economics Working Paper Series Ec-02/13, European University at St. Petersburg, Department of Economics.
  7. Sergey Ivashchenko, 2013. "Estimating Nonlinear DSGE Models with Moments Based Methods," EUSP Department of Economics Working Paper Series Ec-03/13, European University at St. Petersburg, Department of Economics.
  8. Sergey Ivashchenko, 2011. "DSGE Model Estimation on Base of Second Order Approximation," EUSP Department of Economics Working Paper Series Ec-07/11, European University at St. Petersburg, Department of Economics, revised 20 Sep 2011.

Articles

  1. Ivashchenko Sergey, 2015. "China Estimating Nonlinear DSGE Models with Moments Based Methods," Frontiers of Economics in China, Higher Education Press, vol. 10(1), pages 38-55, March.
  2. Sergey Ivashchenko, 2014. "DSGE Model Estimation on the Basis of Second-Order Approximation," Computational Economics, Springer;Society for Computational Economics, vol. 43(1), pages 71-82, January.
  3. Ivashchenko, S., 2013. "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 27-50.

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.

Working papers

  1. Sergey Ivashchenko, 2014. "Forecasting in a Non-Linear DSGE Model," EUSP Department of Economics Working Paper Series Ec-02/14, European University at St. Petersburg, Department of Economics.

    Cited by:

    1. Sergey Ivashchenko & Rangan Gupta, 2017. "Near-Rational Expectations: How Far are Surveys from Rationality?," EERI Research Paper Series EERI RP 2017/04, Economics and Econometrics Research Institute (EERI), Brussels.
    2. Sergey Ivashchenko, 2014. "Near-Rational Expectations: How Far Are Surveys from Rationality?," EUSP Department of Economics Working Paper Series Ec-06/14, European University at St. Petersburg, Department of Economics.

  2. Sergey Ivashchenko, 2013. "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," EUSP Department of Economics Working Paper Series Ec-02/13, European University at St. Petersburg, Department of Economics.

    Cited by:

    1. Sergey Ivashchenko, 2014. "Forecasting in a Non-Linear DSGE Model," EUSP Department of Economics Working Paper Series Ec-02/14, European University at St. Petersburg, Department of Economics.

Articles

  1. Sergey Ivashchenko, 2014. "DSGE Model Estimation on the Basis of Second-Order Approximation," Computational Economics, Springer;Society for Computational Economics, vol. 43(1), pages 71-82, January.

    Cited by:

    1. Robert Kollmann, 2014. "Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning," ULB Institutional Repository 2013/250061, ULB -- Universite Libre de Bruxelles.
    2. Mutschler, Willi, 2015. "Identification of DSGE models—The effect of higher-order approximation and pruning," Journal of Economic Dynamics and Control, Elsevier, vol. 56(C), pages 34-54.
    3. Sergey Ivashchenko, 2014. "Forecasting in a Non-Linear DSGE Model," EUSP Department of Economics Working Paper Series Ec-02/14, European University at St. Petersburg, Department of Economics.
    4. Kollmann, Robert, 2016. "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations," MPRA Paper 70350, University Library of Munich, Germany.

  2. Ivashchenko, S., 2013. "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 27-50.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 8 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) 2011-10-01 2013-04-27 2013-06-30 2014-02-02 2014-07-05 2015-02-28 2015-04-11 2016-05-28 2016-08-07. Author is listed
  2. NEP-MAC: Macroeconomics (8) 2013-04-27 2014-02-02 2014-07-05 2015-02-28 2015-04-11 2016-05-28 2016-07-09 2016-08-07. Author is listed
  3. NEP-ORE: Operations Research (6) 2013-04-27 2013-06-30 2014-02-02 2014-07-05 2016-05-28 2016-08-07. Author is listed
  4. NEP-ECM: Econometrics (3) 2011-10-01 2013-06-30 2016-05-28. Author is listed
  5. NEP-ETS: Econometric Time Series (3) 2011-10-01 2016-05-28 2016-08-07. Author is listed
  6. NEP-CIS: Confederation of Independent States (2) 2013-04-27 2015-04-11. Author is listed
  7. NEP-FOR: Forecasting (2) 2014-07-05 2015-04-11. Author is listed
  8. NEP-BAN: Banking (1) 2013-04-27
  9. NEP-BEC: Business Economics (1) 2013-04-27
  10. NEP-CBA: Central Banking (1) 2011-10-01
  11. NEP-CSE: Economics of Strategic Management (1) 2016-08-07
  12. NEP-TRA: Transition Economics (1) 2015-04-11

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