Nikolay Iskrev : Citation Profile


Are you Nikolay Iskrev?

Banco de Portugal (50% share)
Universidade de Lisboa (50% share)

6

H index

5

i10 index

337

Citations

RESEARCH PRODUCTION:

12

Articles

16

Papers

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 25
   Journals where Nikolay Iskrev has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 14 (3.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pis64
   Updated: 2022-07-02    RAS profile: 2022-01-14    
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Relations with other researchers


Works with:

Mendicino, Caterina (2)

Gomes, Sandra (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nikolay Iskrev.

Is cited by:

Chadha, Jagjit (10)

Mendicino, Caterina (9)

Mutschler, Willi (9)

Shibayama, Katsuyuki (8)

Ralf, Kirsten (8)

Chatelain, Jean-Bernard (8)

Leith, Campbell (8)

Comunale, Mariarosaria (7)

Theodoridis, Konstantinos (7)

Di Pietro, Marco (7)

Schorfheide, Frank (6)

Cites to:

Smets, Frank (37)

Wouters, Raf (35)

Reichlin, Lucrezia (18)

Schorfheide, Frank (16)

Canova, Fabio (15)

Giannone, Domenico (11)

Sala, Luca (10)

Portier, Franck (10)

Beaudry, Paul (10)

Christiano, Lawrence (9)

Comunale, Mariarosaria (9)

Main data


Where Nikolay Iskrev has published?


Journals with more than one article published# docs
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies6
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Portugal, Economics and Research Department6
Working Papers REM / ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa2
Occasional Paper Series / European Central Bank2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Nikolay Iskrev (2021 and 2020)


YearTitle of citing document
2020Estimation of heterogeneous agent models: A likelihood approach. (2020). Posch, Olaf ; Parra-Alvarez, Juan ; Wang, Mu-Chun. In: CREATES Research Papers. RePEc:aah:create:2020-05.

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2020Business cycle accounting for the German fiscal stimulus program during the Great Recession. (2020). Huber, Johannes ; Fehrle, Daniel. In: Discussion Paper Series. RePEc:aug:augsbe:0339.

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2020Polynomial chaos expansion: Efficient evaluation and estimation of computational models. (2020). Fehrle, Daniel ; HUBER, Johannes ; Heiberger, Christopher. In: Discussion Paper Series. RePEc:aug:augsbe:0341.

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2020Business cycle accounting for the German fiscal stimulus program during the Great Recession. (2020). Fehrle, Daniel ; HUBER, Johannes . In: Working Papers. RePEc:bav:wpaper:197_fehrlehuber.

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2020Polynomial chaos expansion: Efficient evaluation and estimation of computational models. (2020). Fehrle, Daniel ; HUBER, Johannes ; Heiberger, Christopher. In: Working Papers. RePEc:bav:wpaper:202_fehrleheibergerhuber.

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2020Monetary policy strategies in the New Normal: a model-based analysis for the euro area. (2020). Pisani, Massimiliano ; Notarpietro, Alessandro ; Neri, Stefano ; Busetti, Fabio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1308_20.

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2021DSGE models, detrending, and the method of moments. (2021). MAO TAKONGMO, Charles Olivier. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:67-99.

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2022News, noise, and Indian business cycle. (2022). Kumar, Abhishek ; Goyal, Ashima. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:503-538.

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2021Distributional effects of nonresident investors on the housing market and welfare. (2021). Wang, Shuling ; Germaschewski, Yin. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1300-1326.

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2020The economic impact of pandemics: real and financial transmission channels. (2020). Papageorgiou, Dimitris ; Malliaropulos, Dimitrios ; Gibson, Heather ; Balfoussia, Hiona. In: Working Papers. RePEc:bog:wpaper:283.

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2020Monetary Policy and Macroeconomic Stability Revisited. (2020). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e02.

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2021Italian Labour Frictions and Wage Rigidities in an Estimated DSGE. (2021). Fonseca, Raquel ; Diwambuena, Josue ; Schubert, Stefan. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps88.

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2020Unobserved components models with stochastic volatility for extracting trends and cycles in credit. (2020). O'Brien, Martin ; Velasco, Sofia. In: Research Technical Papers. RePEc:cbi:wpaper:09/rt/20.

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2022Monetary Policy Communication: Perspectives from Former Policy Makers at the ECB. (2022). Ehrmann, Michael ; Phelan, Gillian ; Kedan, Danielle ; Holton, Sarah. In: Research Technical Papers. RePEc:cbi:wpaper:1/rt/22.

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2020News Shocks under Financial Frictions. (2020). Zanetti, Francesco ; Görtz, Christoph ; Tsoukalas, John D ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8728.

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2021Italian Labour Frictions and Wage Rigidities in an Estimated DSGE. (2021). Fonseca, Raquel ; Diwambuena, Josue ; Schubert, Stefan. In: CIRANO Working Papers. RePEc:cir:cirwor:2021s-33.

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2021News versus Surprise in Structural Forecasting Models: Central Bankers Practical Perspective. (2021). Vlcek, Jan ; Stanislav Tvrz, ; Musil, Karel. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2021/02.

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2020Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model. (2020). Luginbuhl, Rob. In: CPB Discussion Paper. RePEc:cpb:discus:409.

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2021Understanding low inflation in the euro area from 2013 to 2019: cyclical and structural drivers. (2021). Smets, Frank ; Osbat, Chiara ; Koester, Gerrit ; Nickel, Christiane ; Lis, Eliza. In: Occasional Paper Series. RePEc:ecb:ecbops:2021280.

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2020Monetary policy with judgment. (2020). Gelain, Paolo ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20202404.

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2021Tracking growth in the euro area subject to a dimensionality problem. (2021). Comunale, Mariarosaria ; Mongelli, Francesco Paolo ; Paolomongelli, Francesco. In: Working Paper Series. RePEc:ecb:ecbwps:20212591.

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2021Property rights, expropriations, and business cycles in China. (2021). Germaschewski, Yin ; Rubini, Loris ; Horvath, Jaroslav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s016518892100035x.

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2021Projection-based inference with particle swarm optimization. (2021). Lin, Zhenjiang ; Khalaf, Lynda. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000737.

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2022Welfare effects of business cycles and monetary policies in a small open emerging economy. (2022). Mohimont, Jolan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000215.

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2022Decomposing the output gap with inflation learning. (2022). Ramamurthy, Srikanth ; Panovska, Irina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s016518892200032x.

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2020Does oligopolistic banking friction amplify small open economys business cycles? Evidence from Australia. (2020). Afrin, Sadia. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:119-138.

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2020The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. (2020). Mutschler, Willi ; Ivashchenko, Sergey. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:280-292.

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2020A stochastic estimated version of the Italian dynamic General Equilibrium Model. (2020). Di Pietro, Marco ; Di Bartolomeo, Giovanni ; Liseo, Brunero ; di Dio, Fabio ; Alleva, Giorgio ; Felici, Francesco ; Beqiraj, Elton ; Acocella, Nicola. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:339-357.

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2021Fiscal retrenchments and the transmission mechanism of the sovereign risk channel for highly indebted countries. (2021). Tancioni, Massimiliano ; Fedeli, Silvia ; Beqiraj, Elton. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000358.

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2020Deviance information criterion for latent variable models and misspecified models. (2020). Yu, Jun ; Zeng, Tao ; Li, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:450-493.

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2020Stationary bubble equilibria in rational expectation models. (2020). Monfort, Alain ; Jasiak, J ; Gourieroux, C. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:714-735.

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2020DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation. (2020). Harrison, Richard ; Theodoridis, Konstantinos ; Filippeli, Thomai. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:1-27.

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2020Growth and real business cycles in Vietnam and the Asean-5. Does the trend shock matter?. (2020). Silva, José ; Sala, Hector ; Pham, Binh Thai. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:1:s0939362518303297.

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2020Weather shocks. (2020). Vermandel, Gauthier ; Gallic, Ewen. In: European Economic Review. RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300416.

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2020Demand, markups and the business cycle. (2020). Etro, Federico ; Cavallari, Lilia. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301033.

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2022The effects of permanent monetary shocks on exchange rates and uncovered interest rate differentials. (2022). Uribe, Martin ; Schmitt-Grohe, Stephanie. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001409.

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2020Price and wage inflation persistence across countries and monetary regimes. (2020). Di Pietro, Marco ; Di Bartolomeo, Giovanni ; Beqiraj, Elton. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302114.

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2020Reliable real-time estimates of the euro-area output gap. (2020). Burlon, Lorenzo ; Dimperio, Paolo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419303362.

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2020Is the Taylor principle still valid when rates are low?. (2020). Morris, Stephen D. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419304690.

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2020The heterogeneity among commodity-rich economies: Beyond the prices of commodities. (2020). Troug, Haytem. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s0164070420301853.

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2021Monetary policy strategies in the New Normal: A model-based analysis for the euro area. (2021). Pisani, Massimiliano ; Notarpietro, Alessandro ; Busetti, Fabio ; Neri, Stefano. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:70:y:2021:i:c:s0164070421000665.

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2022Fiscal stabilization in high-debt economies without monetary independence. (2022). Wang, Shu-Ling ; Germaschewski, Yin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:72:y:2022:i:c:s0164070422000027.

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2020An evaluation of alternative fiscal adjustment plans: The case of Italy. (2020). Di Bartolomeo, Giovanni ; Acocella, Nicola ; Felici, Francesco ; di Pietro, Marco ; Beqiraj, Elton. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:699-711.

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2022The effect of monetary policy on China’s housing prices before and after 2017: A dynamic analysis in DSGE model. (2022). Meng, Juan ; Tang, Qianqian. In: Land Use Policy. RePEc:eee:lauspo:v:113:y:2022:i:c:s0264837721006505.

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2020Identifying the sources of model misspecification. (2020). Rossi, Barbara ; Kuo, Chun-Hung ; Inoue, Atsushi. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:1-18.

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2021Taylor rule estimation by OLS. (2021). Nechio, Fernanda ; Carvalho, Carlos ; Tristo, Tiago. In: Journal of Monetary Economics. RePEc:eee:moneco:v:124:y:2021:i:c:p:140-154.

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2020Observed expectations, news shocks, and the business cycle. (2020). Rajbhandari, Ashish ; Milani, Fabio. In: Research in Economics. RePEc:eee:reecon:v:74:y:2020:i:2:p:95-118.

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2020Effect of on-street parking pricing policies on parking characteristics: A case study of Nanning. (2020). Shang, Pan ; Wang, Xiaokun ; Li, Ruimin. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:137:y:2020:i:c:p:65-78.

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2020Monetary Policy with Judgment. (2020). Manganelli, Simone ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:88033.

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2020A Matter of Perspective: Mapping Linear Rational Expectations Models into Finite-Order VAR Form. (2020). Martínez García, Enrique ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88096.

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2020Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle. (2020). Nicolo, Giovanni. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-35.

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2021Priors and the Slope of the Phillips Curve. (2021). Nicolini, Juan Pablo ; Kulish, Mariano ; Jones, Callum. In: Working Papers. RePEc:fip:fedmwp:90294.

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2020Global Robust Bayesian Analysis in Large Models. (2020). Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:88432.

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2020Estimating the Effects of Demographics on Interest Rates: A Robust Bayesian Perspective. (2020). Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:89560.

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2022Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf.

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2022Model Validation and DSGE Modeling. (2022). Spanos, Aris ; Poudyal, Niraj. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:17-:d:788730.

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2020Fluctuations in a Dual Labor Market. (2020). Rion, Normann. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02570540.

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2020Fluctuations in a Dual Labor Market. (2020). Rion, Normann. In: Working Papers. RePEc:hal:wpaper:halshs-02570540.

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2020Home sweet home: The effects of housing loan subsidies on the housing market in Croatia. (2020). Zilic, Ivan ; Author-Name, Davor Kunovac. In: Working Papers. RePEc:hnb:wpaper:60.

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2020Locally- but not globally-identified SVARs. (2020). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: CeMMAP working papers. RePEc:ifs:cemmap:40/20.

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2020How Should Credit Gaps Be Measured? An Application to European Countries. (2020). Detragiache, Enrica ; Shahmoradi, Asghar ; Musayev, Anvar ; Mineshima, Aiko ; Harrison, Olamide ; Dell'Erba, Salvatore ; Baba, Chikako. In: IMF Working Papers. RePEc:imf:imfwpa:2020/006.

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2022The implications of public expenditures on a small economy in transition: a Bayesian DSGE approach. (2022). Sala, Hector ; Pham, Binh Thai. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-021-09319-7.

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2021Sensitivity to Calibrated Parameters. (2021). Jørgensen, Thomas. In: CEBI working paper series. RePEc:kud:kucebi:2014.

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2021Business cycles in the EU: A comprehensive comparison across methods. (2021). Comunale, Mariarosaria ; Celov, Dmitrij. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:50.

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2020Assessing credit gaps in CESEE based on levels justified by fundamentals – a comparison across different estimation approaches. (2020). Eller, Markus ; Comunale, Mariarosaria ; Lahnsteiner, Mathias. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:74.

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2020The Impact of Global Tensions on the Economic and Financial Cycle in Romania. (2020). Muraru, Andreea Maria. In: Postmodern Openings. RePEc:lum:rev3rl:v:11:y:2020:i:3:p:115-128.

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2020Estimating DSGE Models: Recent Advances and Future Challenges. (2020). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo A. In: NBER Working Papers. RePEc:nbr:nberwo:27715.

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2020Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches. (2020). Comunale, Mariarosaria ; Lahnsteiner, Mathias ; Eller, Markus. In: Working Papers. RePEc:onb:oenbwp:229.

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2020Business Cycle Accounting: what have we learned so far?. (2020). Costa Filho, João Ricardo ; Brinca, Pedro ; Loria, Francesca ; Costa-Filho, Joo. In: MPRA Paper. RePEc:pra:mprapa:100180.

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2020Numerical Analysis of the Disequilibrium Monetary Growth Model: Secular Stagnation, Slow Convergence, and Cyclical Fluctuations. (2020). Sasaki, Hiroaki ; Ogawa, Shogo. In: MPRA Paper. RePEc:pra:mprapa:103845.

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2021Estimating business and financial cycles in Slovenia. (2021). Lenarčič, Črt ; Lenari, RT. In: MPRA Paper. RePEc:pra:mprapa:109977.

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2021The Euro Area Periphery and Imbalances: Is it an Anticipation Story?. (). Siena, Daniele. In: Review of Economic Dynamics. RePEc:red:issued:18-141.

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2020Monetary Policy and Macroeconomic Stability Revisited. (). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo. In: Review of Economic Dynamics. RePEc:red:issued:19-271.

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2021Italian Labour Frictions and Wage Rigidities in an Estimated DSGE. (2021). Schubert, Stefan ; Fonseca, Raquel ; Diwambuena, Josue. In: Cahiers de recherche / Working Papers. RePEc:rsi:creeic:2105.

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2021Estimation of Macro-financial Linkages for the Indian Economy. (2021). Bhide, Shashanka ; Anand, Jayanthi K ; Banerjee, Shesadri. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:20:y:2021:i:1:p:7-47.

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2022Monetary policy and exchange rate regime in tourist islands. (2022). Prez-Granja, Ubay ; Inchausti-Sintes, Federico. In: Tourism Economics. RePEc:sae:toueco:v:28:y:2022:i:2:p:325-348.

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2022Numerical analysis of the disequilibrium monetary growth model: secular stagnation, slow convergence, and cyclical fluctuations. (2022). Sasaki, Hiroaki ; Ogawa, Shogo. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:19:y:2022:i:1:d:10.1007_s40844-021-00201-9.

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2020The Real Effects of Endogenous Defaults on the Interbank Market. (2020). Minesso Ferrari, Massimo. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:6:y:2020:i:3:d:10.1007_s40797-019-00104-0.

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2021Monetary Business Cycle Accounting Analysis of Indian Economy. (2021). Chatterjee, Partha ; Mishra, Kshitiz. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:3:d:10.1007_s40953-021-00241-3.

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2020A medium-sized, open-economy, fiscal DSGE model of South Africa. (2020). Kemp, Johannes ; Hollander, Hylton. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2020-92.

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2021Can public spending boost private consumption?. (2021). Pieroni, Luca ; Lorusso, Marco ; Asimakopoulos, Stylianos. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:54:y:2021:i:3:p:1275-1313.

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2021Learning efficiency shocks, knowledge capital and the business cycle: A Bayesian evaluation. (2021). Johri, Alok ; Karimzada, Muhebullah . In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:54:y:2021:i:3:p:1314-1360.

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2020New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?. (2020). Comunale, Mariarosaria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:617-641.

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2020Monetary News Shocks. (2020). Gunn, Christopher ; Khan, Hashmat ; ben Zeev, Nadav. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:7:p:1793-1820.

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2020A narrative approach to a fiscal DSGE model. (2020). Drautzburg, Thorsten. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:2:p:801-837.

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Works by Nikolay Iskrev:


YearTitleTypeCited
2014Choosing the variables to estimate singular DSGE models: Comment In: Dynare Working Papers.
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2016Choosing the variables to estimate singular DSGE models: Comment.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
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2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
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2021Inflation expectations and their role in Eurosystem forecasting In: Occasional Paper Series.
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2018Are asset price data informative about news shocks? A DSGE perspective In: Working Paper Series.
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2018Are asset price data informative about news shocks? A DSGE perspective.(2018) In: Working Papers REM.
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This paper has another version. Agregated cites: 2
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2018Are asset price data informative about news shocks? A DSGE perspective.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2017Monetary policy shocks: We got news! In: Journal of Economic Dynamics and Control.
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2013Monetary policy shocks: We got news!.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 13
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2019What to expect when youre calibrating: Measuring the effect of calibration on the estimation of macroeconomic models In: Journal of Economic Dynamics and Control.
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2008Evaluating the information matrix in linearized DSGE models In: Economics Letters.
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article19
2019On the sources of information about latent variables in DSGE models In: European Economic Review.
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2019Inflation dynamics and adaptive expectations in an estimated DSGE model In: Journal of Macroeconomics.
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2010Local identification in DSGE models In: Journal of Monetary Economics.
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article227
2009Local Identification in DSGE Models.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 227
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