4
H index
1
i10 index
37
Citations
Russian Academy of Sciences (RAS) (49% share) | 4 H index 1 i10 index 37 Citations RESEARCH PRODUCTION: 6 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sergey Ivashchenko. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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EUSP Department of Economics Working Paper Series / European University at St. Petersburg, Department of Economics | 6 |
Working Papers / University of Pretoria, Department of Economics | 3 |
Year | Title of citing document |
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2021 | Modelling 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 |
2022 | How 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 |
2022 | International 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 |
2021 | Switching 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 |
2023 | Yield 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 |
2021 | Financial 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 |
2022 | Economic 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 |
2022 | The 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 |
2021 | Modelling 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 |
2022 | Real-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 |
2021 | Identifying 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 |
2022 | Forecast 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 |
Year | Title | Type | Cited |
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2018 | Forecasting using a Nonlinear DSGE Model In: Journal of Central Banking Theory and Practice. [Full Text][Citation analysis] | article | 1 |
2016 | Forecasting using a Nonlinear DSGE Model.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2014 | Estimating nonlinear DSGE models with moments based methods In: Dynare Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Estimating 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 | |
2018 | Forecasting with second-order approximations and Markov-switching DSGE models In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
2018 | Forecasting with Second-Order Approximations and Markov Switching DSGE Models.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2017 | Near-Rational Expectations: How Far are Surveys from Rationality? In: Journal of Economics and Econometrics. [Full Text][Citation analysis] | article | 1 |
2017 | Near-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 | |
2014 | Near-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 | |
2016 | Near-Rational Expectations: How Far are Surveys from Rationality?.(2016) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2011 | DSGE Model Estimation on Base of Second Order Approximation In: EUSP Department of Economics Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2014 | DSGE 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 | |
2013 | Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms In: EUSP Department of Economics Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2013 | Dynamic 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 | |
2014 | Forecasting in a Non-Linear DSGE Model In: EUSP Department of Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2015 | A 5-sector DSGE Model of Russia In: EUSP Department of Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2015 | China Estimating Nonlinear DSGE Models with Moments Based Methods In: Frontiers of Economics in China. [Full Text][Citation analysis] | article | 0 |
2020 | Switching Volatility in a Nonlinear Open Economy In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | DSGE Models: Problem of Trends In: Finansovyj žhurnal — Financial Journal. [Full Text][Citation analysis] | article | 3 |
2016 | Estimation and filtering of nonlinear MS-DSGE models In: HSE Working papers. [Full Text][Citation analysis] | paper | 4 |
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