Nikolay Iskrev : Citation Profile


Are you Nikolay Iskrev?

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

4

H index

3

i10 index

188

Citations

RESEARCH PRODUCTION:

8

Articles

13

Papers

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 17
   Journals where Nikolay Iskrev has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 6 (3.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pis64
   Updated: 2019-10-15    RAS profile: 2019-04-17    
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Relations with other researchers


Works with:

Mendicino, Caterina (3)

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)

Shibayama, Katsuyuki (8)

Leith, Campbell (8)

Mutschler, Willi (8)

Caglar, Evren (6)

Gomes, Sandra (6)

Kirsanova, Tatiana (6)

Bianchi, Francesco (5)

Fukac, Martin (5)

pagan, adrian (4)

Cites to:

Wouters, Raf (26)

Smets, Frank (25)

Canova, Fabio (12)

Schorfheide, Frank (11)

Sala, Luca (9)

Comunale, Mariarosaria (8)

Williams, John (7)

Orphanides, Athanasios (7)

Piazzesi, Monika (6)

Schneider, Martin (6)

Christiano, Lawrence (6)

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 Studies3
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Portugal, Economics and Research Department5
MPRA Paper / University Library of Munich, Germany2
Working Papers REM / ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa2

Recent works citing Nikolay Iskrev (2019 and 2018)


YearTitle of citing document
2019Publish and Perish: Creative Destruction and Macroeconomic Theory. (2019). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, . In: Papers. RePEc:arx:papers:1908.10680.

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2018Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model. (2018). Robinson, Tim ; pagan, adrian ; Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:349-371.

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2017Monetary News Shocks. (2017). Khan, Hashmat ; Gunn, Christopher ; Ben Zeev, Nadav. In: Carleton Economic Papers. RePEc:car:carecp:15-02.

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2018Testing DSGE Models by indirect inference: a survey of recent findings. (2018). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/14.

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2018Bayesian Estimation of DSGE Models: identification using a diagnostic indicator. (2018). Shibayama, Katsuyuki ; Chadha, Jagjit. In: Discussion Papers. RePEc:cfm:wpaper:1825.

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2018Pigouvian Cycles. (2018). Faccini, Renato ; Melosi, Leonardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13370.

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2019The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. (2019). Mutschler, Willi ; Ivashchenko, Sergey . In: CQE Working Papers. RePEc:cqe:wpaper:8319.

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2018Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182194.

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2018Bayesian estimation of DSGE models: Identification using a diagnostic indicator. (2018). Chadha, Jagjit S ; Shibayama, Katsuyuki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:172-186.

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2018The asymptotic properties of GMM and indirect inference under second-order identification. (2018). Dovonon, Prosper ; Hall, Alastair R. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:76-111.

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2018Higher-order statistics for DSGE models. (2018). Mutschler, Willi. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:44-56.

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2019Identification versus misspecification in New Keynesian monetary policy models. (2019). Lindé, Jesper ; Laséen, Stefan ; Ratto, Marco ; Linde, Jesper ; Adolfson, Malin. In: European Economic Review. RePEc:eee:eecrev:v:113:y:2019:i:c:p:225-246.

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2019Monetary news in the United States and business cycles in emerging economies. (2019). Vicondoa, Alejandro. In: Journal of International Economics. RePEc:eee:inecon:v:117:y:2019:i:c:p:79-90.

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2019Euro area real-time density forecasting with financial or labor market frictions. (2019). Warne, Anders ; McAdam, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:580-600.

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2019How important are the international financial market imperfections for the foreign exchange rate dynamics: A study of the sterling exchange rate. (2019). Meenagh, David ; Minford, Patrick ; Dong, Xue. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:62-80.

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2018Time-varying job creation and macroeconomic shocks. (2018). Guglielminetti, Elisa ; Pouraghdam, Meradj. In: Labour Economics. RePEc:eee:labeco:v:50:y:2018:i:c:p:156-179.

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2018Bayesian estimation of DSGE models: identification using a diagnostic indicator. (2018). Shibayama, Katsuyuki ; Chadha, Jagjit. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90383.

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2019.

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2018Publish and Perish: Creative Destruction and Macroeconomic Theory. (2018). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, . In: Post-Print. RePEc:hal:journl:hal-01465858.

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2018Publish and Perish: Creative Destruction and Macroeconomic Theory. (2018). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01720655.

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2019News, noise and Indian business cycle. (2019). Goyal, Ashima ; Kumar, Abhishek. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2019-010.

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2018A stochastic estimated version of the Italian dynamic General Equilibrium Model (IGEM). (2018). Di Pietro, Marco ; Di Bartolomeo, Giovanni ; beqiraj, elton ; Liseo, Brunero ; Felici, Francesco ; di Dio, Fabio ; Alleva, Giorgio ; Acocella, Nicola. In: Working Papers. RePEc:itt:wpaper:2018-3.

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2019Testing DSGE Models by Indirect Inference: a Survey of Recent Findings. (2019). Xu, Yongdeng ; Wickens, Michael ; Minford, Patrick ; Meenagh, David. In: Open Economies Review. RePEc:kap:openec:v:30:y:2019:i:3:d:10.1007_s11079-019-09526-w.

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2018An Estimated DSGE Model with a Deflation Steady State. (2018). Hirose, Yasuo. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2018-014.

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2018Growth and real business cycles in Vietnam and the ASEAN-5. Does the trend shock matter?. (2018). Silva, José ; Sala, Hector ; Pham, Binh T. In: MPRA Paper. RePEc:pra:mprapa:90297.

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2019.

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2019.

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2019.

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2018Integrated Deviance Information Criterion for Latent Variable Models. (2018). Yu, Jun ; Zeng, Tao ; JunYu, ; Li, Yong. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2018_006.

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2018Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison. (2018). Zubairy, Sarah ; Kormilitsina, Anna . In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:50:y:2018:i:7:p:1571-1616.

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2018Publish and Perish: Creative Destruction and Macroeconomic Theory. (2018). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, . In: EconStor Open Access Articles. RePEc:zbw:espost:201652.

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Works by Nikolay Iskrev:


YearTitleTypeCited
2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
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paper1
2018Are asset price data informative about news shocks? A DSGE perspective In: Working Paper Series.
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paper2
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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article6
2013Monetary policy shocks: We got news!.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
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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article0
2008Evaluating the information matrix in linearized DSGE models In: Economics Letters.
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article17
2019Inflation dynamics and adaptive expectations in an estimated DSGE model In: Journal of Macroeconomics.
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article0
2010Local identification in DSGE models In: Journal of Monetary Economics.
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article141
2009Local Identification in DSGE Models.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 141
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2018Calibration and the estimation of macroeconomic models In: Working Papers REM.
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paper1
2018Calibration and the estimation of macroeconomic models.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2016Choosing the variables to estimate singular DSGE models: Comment In: MPRA Paper.
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2018On Identification Issues in Business Cycle Accounting Models In: MPRA Paper.
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2010Parameter identification in Dynamic Economic models In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article3
2013Business cycle accounting for Portugal In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article1
2018Term premia dynamics in the US and Euro Area: who is leading whom? In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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2010Evaluating the strength of identification in DSGE models. An a priori approach In: Working Papers.
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2010Evaluating the strength of identification in DSGE models. An a priori approach.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 16
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2013On the distribution of information in the moment structure of DSGE models In: 2013 Meeting Papers.
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