Sergey Ivashchenko : Citation Profile

Are you Sergey Ivashchenko?

Russian Academy of Sciences (RAS) (49% share)
St. Petersburg State University (25% share)
Government of the Russian Federation (25% share)
National Research University Higher School of Economics (HSE) (1% share)

4

H index

1

i10 index

37

Citations

RESEARCH PRODUCTION:

6

Articles

14

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 4
   Journals where Sergey Ivashchenko has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 7 (15.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/piv36
   Updated: 2023-05-27    RAS profile: 2019-05-30    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

GUPTA, RANGAN (5)

Kotze, Kevin (2)

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

Is cited by:

Benchimol, Jonathan (6)

Corrado, Luisa (3)

GUPTA, RANGAN (3)

Kollmann, Robert (3)

Mutschler, Willi (2)

Kotze, Kevin (2)

Polbin, Andrey (2)

Fokin, Nikita (2)

Skrypnik, Dmitriy (1)

Dobrescu, Emilian (1)

Tsomocos, Dimitrios (1)

Cites to:

Wouters, Raf (14)

Benchimol, Jonathan (14)

Smets, Frank (14)

Schorfheide, Frank (8)

Fourcans, Andre (7)

Acemoglu, Daron (6)

Arellano, Manuel (6)

Dekel, Eddie (6)

Rubio-Ramirez, Juan F (6)

Uribe, Martín (5)

Tovar, Camilo (5)

Main data

Where Sergey Ivashchenko has published?

Working Papers Series with more than one paper published# docs
EUSP Department of Economics Working Paper Series / European University at St. Petersburg, Department of Economics6
Working Papers / University of Pretoria, Department of Economics3

Recent works citing Sergey Ivashchenko (2022 and 2021)

YearTitle of citing document
2021Modelling and Estimating Large Macroeconomic Shocks During the Pandemic. (2021). Paolillo, Aldo ; Grassi, Stefano ; Corrado, Luisa. In: CREATES Research Papers. RePEc:aah:create:2021-08.

Full description at Econpapers || Download paper

2022How did house and stock prices respond to different crisis episodes since the 1870s?. (2022). Rafiq, Shuddhasattwa. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001596.

Full description at Econpapers || Download paper

2022International currency substitution and the demand for money in the euro area. (2022). de Freitas, Miguel Lebre. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003017.

Full description at Econpapers || Download paper

2021Switching volatility in a nonlinear open economy. (2021). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302436.

Full description at Econpapers || Download paper

2023Yield curve and the macroeconomy: Evidence from a DSGE model with housing. (2023). Tsang, Kwok Ping ; Sun, Xiaojin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000775.

Full description at Econpapers || Download paper

2021Financial Sector’s Role in Transmission of Monetary and Fiscal Shocks in Russian Economy: Estimation Under Different Assumptions About Production Sector. (2021). Elkina, Maria A ; Lazaryan, Samvel S. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:210602:p:25-53.

Full description at Econpapers || Download paper

2022Economic Growth Models and FDI in the CIS Countries During the Period of Digitalization. (2022). Juchnevicius, Edvardas ; Lyutova, Olga I ; Olkhovik, Vladimir V. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:220205:p:73-90.

Full description at Econpapers || Download paper

2022The effects of additional non-stationary processes on the properties of DSGE-models. (2022). Votinov, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2022:i:55:p:28-43.

Full description at Econpapers || Download paper

2021Modelling and Estimating Large Macroeconomic Shocks During the Pandemic. (2021). Paolillo, Aldo ; Grassi, Stefano ; Corrado, Luisa. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:530.

Full description at Econpapers || Download paper

2022Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form. (2022). GUPTA, RANGAN ; Cekin, Semih Emre ; Ivashchenko, Sergey. In: Working Papers. RePEc:pre:wpaper:202204.

Full description at Econpapers || Download paper

2021Identifying Economic Shocks in a Rare Disaster Environment. (2021). Corrado, Luisa ; Paolillo, Aldo ; Grassi, Stefano. In: CEIS Research Paper. RePEc:rtv:ceisrp:517.

Full description at Econpapers || Download paper

2022Forecast evaluation of DSGE models: Linear and nonlinear likelihood. (2022). Chin, Kuohsuan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1099-1130.

Full description at Econpapers || Download paper

Works by Sergey Ivashchenko:

YearTitleTypeCited
2018Forecasting using a Nonlinear DSGE Model In: Journal of Central Banking Theory and Practice.
[Full Text][Citation analysis]		article1
2016Forecasting using a Nonlinear DSGE Model.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2014Estimating nonlinear DSGE models with moments based methods In: Dynare Working Papers.
[Full Text][Citation analysis]		paper0
2013Estimating Nonlinear DSGE Models with Moments Based Methods.(2013) In: EUSP Department of Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018Forecasting with second-order approximations and Markov-switching DSGE models In: School of Economics Macroeconomic Discussion Paper Series.
[Full Text][Citation analysis]		paper1
2018Forecasting with Second-Order Approximations and Markov Switching DSGE Models.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2017Near-Rational Expectations: How Far are Surveys from Rationality? In: Journal of Economics and Econometrics.
[Full Text][Citation analysis]		article1
2017Near-Rational Expectations: How Far are Surveys from Rationality?.(2017) In: EERI Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2014Near-Rational Expectations: How Far Are Surveys from Rationality?.(2014) In: EUSP Department of Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2016Near-Rational Expectations: How Far are Surveys from Rationality?.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2011DSGE Model Estimation on Base of Second Order Approximation In: EUSP Department of Economics Working Paper Series.
[Full Text][Citation analysis]		paper13
2014DSGE Model Estimation on the Basis of Second-Order Approximation.(2014) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2013Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms In: EUSP Department of Economics Working Paper Series.
[Full Text][Citation analysis]		paper8
2013Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms.(2013) In: Journal of the New Economic Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2014Forecasting in a Non-Linear DSGE Model In: EUSP Department of Economics Working Paper Series.
[Full Text][Citation analysis]		paper1
2015A 5-sector DSGE Model of Russia In: EUSP Department of Economics Working Paper Series.
[Full Text][Citation analysis]		paper1
2015China Estimating Nonlinear DSGE Models with Moments Based Methods In: Frontiers of Economics in China.
[Full Text][Citation analysis]		article0
2020Switching Volatility in a Nonlinear Open Economy In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper4
2019DSGE Models: Problem of Trends In: Finansovyj žhurnal — Financial Journal.
[Full Text][Citation analysis]		article3
2016Estimation and filtering of nonlinear MS-DSGE models In: HSE Working papers.
[Full Text][Citation analysis]		paper4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team