6
H index
6
i10 index
392
Citations
Universidade de Lisboa (50% share) | 6 H index 6 i10 index 392 Citations RESEARCH PRODUCTION: 13 Articles 16 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Nikolay Iskrev. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies | 6 |
Journal of Economic Dynamics and Control | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Banco de Portugal, Economics and Research Department | 6 |
Working Papers REM / ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa | 2 |
Occasional Paper Series / European Central Bank | 2 |
MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2023 | Optimal monetary policy and the vintage-dependent price and wage Phillips curves: An international comparison. (2023). Di Bartolomeo, Giovanni ; Serpieri, Carolina. In: Working Papers. RePEc:ant:wpaper:2023004. Full description at Econpapers || Download paper |
2022 | Priors and the Slope of the Phillips Curve. (2022). Nicolini, Juan Pablo ; Kulish, Mariano ; Jones, Callum. In: Working Papers. RePEc:aoz:wpaper:165. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Behavioral Learning Equilibria in New Keynesian Models. (2022). Zhu, Mei ; Ozden, Tolga ; Mavromatis, Kostas ; Hommes, Cars. In: Staff Working Papers. RePEc:bca:bocawp:22-42. Full description at Econpapers || Download paper |
2022 | How well do DSGE models with real estate and collateral constraints fit the data?. (2022). , Olivierpierrard ; Pierrard, Olivier ; Moura, Alban. In: BCL working papers. RePEc:bcl:bclwop:bclwp168. Full description at Econpapers || Download paper |
2022 | Make-up strategies and exchange rate pass-through in a low-interest-rate environment. (2022). Pisani, Massimiliano ; Notarpietro, Alessandro ; Cova, Pietro ; Cantelmo, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1398_22. Full description at Econpapers || Download paper |
2022 | News, 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. Full description at Econpapers || Download paper |
2023 | House price volatility in China: Demand versus supply. (2023). Germaschewski, Yin. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:1:p:199-220. Full description at Econpapers || Download paper |
2022 | Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies. (2022). Koopman, Siem Jan ; Hindrayanto, Irma ; de Winter, Jasper. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:57-79. Full description at Econpapers || Download paper |
2023 | Estimation of Heterogeneous Agent Models: A Likelihood Approach. (2023). Wang, Muchun ; Posch, Olaf ; Parraalvarez, Juan Carlos. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:304-330. Full description at Econpapers || Download paper |
2022 | Locally- but not Globally-identified SVARs. (2022). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1171. Full description at Econpapers || Download paper |
2022 | Monetary 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. Full description at Econpapers || Download paper |
2022 | Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims. (2022). Zadrozny, Peter A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10078. Full description at Econpapers || Download paper |
2022 | Alternative Measures for the Global Financial Cycle: Do They Make a Difference?. (2022). Jacobs, Jan ; de Haan, Jakob ; Tian, Xin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9730. Full description at Econpapers || Download paper |
2022 | Monetary Policy and the Financial Cycle: International Evidence. (2022). Žáček, Jan ; Baxa, Jaromir. In: Working Papers. RePEc:cnb:wpaper:2022/4. Full description at Econpapers || Download paper |
2023 | How well do DSGE models with real estate and collateral constraints fit the data?. (2023). Pierrard, Olivier ; Moura, Alban. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2023007. Full description at Econpapers || Download paper |
2022 | Welfare 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. Full description at Econpapers || Download paper |
2022 | Decomposing 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. Full description at Econpapers || Download paper |
2022 | Assessing uncertainty of output gap estimates: Evidence from Visegrad countries. (2022). Nmec, Daniel ; Chalmoviansk, Jakub. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s026499932200236x. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Regulatory arbitrage, shadow banking and monetary policy in China. (2022). Mai, Vo Phuong ; Matthews, Kent ; Meenagh, David ; Minford, Patrick ; Xiao, Zhiguo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001123. Full description at Econpapers || Download paper |
2023 | The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539. Full description at Econpapers || Download paper |
2022 | A structural approach to measuring the degree of economic integration: Evidence from G-7 countries. (2022). Aysun, Uluc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000353. Full description at Econpapers || Download paper |
2022 | Fiscal 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. Full description at Econpapers || Download paper |
2022 | Financial cycles across G7 economies: A view from wavelet analysis. (2022). Mandler, Martin ; Scharnagl, Michael. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000378. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2023 | Subsidizing new jobs in the Euro-zone periphery. (2023). Tancioni, Massimiliano ; Beqiraj, Elton. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:380-401. Full description at Econpapers || Download paper |
2022 | Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf. Full description at Econpapers || Download paper |
2022 | Model Validation and DSGE Modeling. (2022). Spanos, Aris ; Poudyal, Niraj. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:17-:d:788730. Full description at Econpapers || Download paper |
2022 | Evaluating the Comparative Accuracy of COVID-19 Mortality Forecasts: An Analysis of the First-Wave Mortality Forecasts in the United States. (2022). Williams, Daniel ; Pathak, Rahul. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:4:p:44-818:d:929399. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Dynamic Identification in VARs. (2022). Portier, Franck ; Guay, Alain ; Feve, Patrick ; Collard, Fabrice ; Beaudry, Paul. In: Working Papers. RePEc:hal:wpaper:hal-03863451. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2023 | Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances. (2023). Adarov, Amat. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-022-09566-5. Full description at Econpapers || Download paper |
2023 | A review of inflation expectations and perceptions research in the past four decades: a bibliometric analysis. (2023). Kar, Sujata ; Kapoor, Pooja. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:20:y:2023:i:2:d:10.1007_s10368-023-00557-w. Full description at Econpapers || Download paper |
2022 | Into the Universe of Unconventional Monetary Policy: State-dependence, Interaction and Complementarities. (2022). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202205. Full description at Econpapers || Download paper |
2022 | COVID-19 and the GDP fall in Germany: A Business Cycle Accounting Approach. (2022). Scholl, Christoph. In: MPRA Paper. RePEc:pra:mprapa:111570. Full description at Econpapers || Download paper |
2022 | Business Cycle Accounting for the COVID-19 Recession. (2022). Fernandes, Daniel. In: MPRA Paper. RePEc:pra:mprapa:111577. Full description at Econpapers || Download paper |
2022 | Monetary Policy Uncertainty and its impact on the real economy: Empirical Evidence from the Euro area. (2022). Quelhas, Joo. In: MPRA Paper. RePEc:pra:mprapa:113621. Full description at Econpapers || Download paper |
2022 | Chaos, granularity, and instability in economic systems of countries with emerging market economies: relationships between GDP growth rate and increasing internal inequality. (2022). Desogus, Marco ; Casu, Elisa. In: MPRA Paper. RePEc:pra:mprapa:115744. Full description at Econpapers || Download paper |
2022 | Determinants of cost of equity for listed euro area banks. (2022). Zsurkis, Gabriel. In: Working Papers. RePEc:ptu:wpaper:w202209. Full description at Econpapers || Download paper |
2022 | Estimating the impact of terms of trade news shocks on the Russian economy. (2022). Sugaipov, Deni. In: Applied Econometrics. RePEc:ris:apltrx:0445. Full description at Econpapers || Download paper |
2022 | Monetary 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. Full description at Econpapers || Download paper |
2022 | Alternative Measures for the Global Financial Cycle: Do They Make a Difference?. (2022). de Haan, Jakob ; Tian, Xin. In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:13015550. Full description at Econpapers || Download paper |
2022 | Brazilian economy in the 2000’s: A tale of two recessions. (2022). Nakane, Marcio Issao ; Leal, Matheus Cardoso. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2022wpecon20. Full description at Econpapers || Download paper |
2022 | Numerical 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. Full description at Econpapers || Download paper |
2023 | Institutional supercycles: an evolutionary macro-finance approach. (2023). Michell, JO ; Gabor, Daniela ; Dafermos, Yannis. In: New Political Economy. RePEc:taf:cnpexx:v:28:y:2023:i:5:p:693-712. Full description at Econpapers || Download paper |
2022 | Dynamic Identification in VARs. (2022). Portier, Franck ; Guay, Alain ; Collard, Fabrice ; Beaudry, Paul ; Feve, Patrick. In: TSE Working Papers. RePEc:tse:wpaper:127516. Full description at Econpapers || Download paper |
2022 | House price, credit supply, and government policy in China. (2022). Germaschewski, Yin. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:55:y:2022:i:2:p:971-1026. Full description at Econpapers || Download paper |
2022 | Effect of news and noise shocks of US monetary policy on economic fluctuations in emerging market economies. (2022). Kim, Kyunghun. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:55:y:2022:i:4:p:1862-1893. Full description at Econpapers || Download paper |
2023 | Financial frictions, bank intermediation and monetary policy transmission in India. (2023). Behera, Harendra ; Banerjee, Shesadri. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:31:y:2023:i:3:p:749-785. Full description at Econpapers || Download paper |
2023 | Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models. (2023). Qu, Zhongjun ; Tkachenko, Denis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:644-667. Full description at Econpapers || Download paper |
2022 | Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims. (2022). Zadrozny, Peter. In: CFS Working Paper Series. RePEc:zbw:cfswop:682. Full description at Econpapers || Download paper |
2022 | House price cycles, housing systems, and growth models. (2022). Stockhammer, Engelbert ; Tippet, Ben ; Kohler, Karsten. In: IPE Working Papers. RePEc:zbw:ipewps:1942022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Choosing the variables to estimate singular DSGE models: Comment In: Dynare Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Choosing the variables to estimate singular DSGE models: Comment.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 39 |
2021 | Inflation expectations and their role in Eurosystem forecasting In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 4 |
2018 | Are asset price data informative about news shocks? A DSGE perspective In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2018 | Are asset price data informative about news shocks? A DSGE perspective.(2018) In: Working Papers REM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | Are asset price data informative about news shocks? A DSGE perspective.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2017 | Monetary policy shocks: We got news! In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 15 |
2013 | Monetary policy shocks: We got news!.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2019 | What to expect when youre calibrating: Measuring the effect of calibration on the estimation of macroeconomic models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
2008 | Evaluating the information matrix in linearized DSGE models In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
2019 | On the sources of information about latent variables in DSGE models In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
2019 | Inflation dynamics and adaptive expectations in an estimated DSGE model In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 11 |
2010 | Local identification in DSGE models In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 254 |
2009 | Local Identification in DSGE Models.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 254 | paper | |
2022 | On Identification Issues in Business Cycle Accounting Models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 6 |
2018 | On Identification Issues in Business Cycle Accounting Models.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2018 | Calibration and the estimation of macroeconomic models In: Working Papers REM. [Full Text][Citation analysis] | paper | 1 |
2018 | Calibration and the estimation of macroeconomic models.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2010 | Parameter identification in Dynamic Economic models In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 3 |
2013 | Business cycle accounting for Portugal In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 3 |
2018 | Term 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. [Full Text][Citation analysis] | article | 1 |
2019 | Inflation expectations in the Survey of Professional Forecasters: An exploratory analysis In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 1 |
2021 | Indicators of monetary policy stance and financial conditions: an overview In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 1 |
2021 | Euro area inflation expectations during the COVID-19 pandemic In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
2010 | Evaluating the strength of identification in DSGE models. An a priori approach In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
2010 | Evaluating the strength of identification in DSGE models. An a priori approach.(2010) In: 2010 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2021 | Spectral decomposition of the information about latent variables in dynamic macroeconomic models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | On the distribution of information in the moment structure of DSGE models In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
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