Nikolay Iskrev : Citation Profile

Are you Nikolay Iskrev?

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

7

H index

6

i10 index

412

Citations

RESEARCH PRODUCTION:

13

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 29
   Journals where Nikolay Iskrev has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 14 (3.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pis64
   Updated: 2024-11-04    RAS profile: 2023-06-09    
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Relations with other researchers

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:

Mutschler, Willi (11)

Chadha, Jagjit (10)

Mendicino, Caterina (9)

Ralf, Kirsten (8)

Chatelain, Jean-Bernard (8)

Leith, Campbell (8)

Shibayama, Katsuyuki (8)

Di Pietro, Marco (7)

Di Bartolomeo, Giovanni (7)

Hirose, Yasuo (7)

Görtz, Christoph (7)

Cites to:

Smets, Frank (41)

Wouters, Raf (37)

Reichlin, Lucrezia (20)

Schorfheide, Frank (16)

Canova, Fabio (14)

Giannone, Domenico (13)

Christiano, Lawrence (11)

Orphanides, Athanasios (10)

Portier, Franck (10)

Beaudry, Paul (10)

Gambetti, Luca (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
MPRA Paper / University Library of Munich, Germany2
Occasional Paper Series / European Central Bank2
Working Papers REM / ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa2

Recent works citing Nikolay Iskrev (2024 and 2023)

YearTitle of citing document
2023Optimal 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.

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2023House 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.

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2023Estimation 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.

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2023Interpreting Structural Shocks and Assessing Their Historical Importance. (2023). Vázquez, Jesús ; Herrera, Luis ; Jesus, Vazquez ; Luis, Herrera. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:23:y:2023:i:1:p:375-425:n:15.

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2023How 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.

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2023Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model. (2023). Zheng, Xin ; Wang, XI ; Kwok, Simon ; Jin, Tao ; Hsiao, Cody Yu-Ling. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23000913.

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2024Estimating the effects of demographics on interest rates: A robust Bayesian perspective. (2024). Ho, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001781.

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2023Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642.

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2023A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938.

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2023Tax evasion, fiscal policy and public debt: Evidence from Spain. (2023). Turino, Francesco ; Herranz, Moises Meroo. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:3:s0939362523000559.

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2023Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000919.

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2023Optimal monetary policy under bounded rationality. (2023). Bounader, Lahcen ; Benchimol, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000517.

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2023The 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.

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2023Conditional macroeconomic survey forecasts: Revisions and errors. (2023). Glas, Alexander ; Heinisch, Katja. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:138:y:2023:i:c:s0261560623001286.

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2023What does anticipated monetary policy do?. (2023). King, Thomas B ; Damico, Stefania. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:123-139.

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2023Subsidizing 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.

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2023Financial 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.

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2023A 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.

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2023Inflation Gap Persistence, Indeterminacy, and Monetary Policy. (). van Zandweghe, Wille ; Kurozumi, Takushi ; Hirose, Yasuo. In: Review of Economic Dynamics. RePEc:red:issued:23-43.

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2023Institutional 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.

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2023Financial 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.

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2023Using 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.

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Works by Nikolay Iskrev:

YearTitleTypeCited
2014Choosing the variables to estimate singular DSGE models: Comment In: Dynare Working Papers.
[Full Text][Citation analysis]		paper2
2016Choosing the variables to estimate singular DSGE models: Comment.(2016) In: MPRA Paper.
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This paper has nother version. Agregated cites: 2		paper
2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
[Full Text][Citation analysis]		paper39
2021Inflation expectations and their role in Eurosystem forecasting In: Occasional Paper Series.
[Full Text][Citation analysis]		paper7
2018Are asset price data informative about news shocks? A DSGE perspective In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2018Are asset price data informative about news shocks? A DSGE perspective.(2018) In: Working Papers REM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2018Are asset price data informative about news shocks? A DSGE perspective.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017Monetary policy shocks: We got news! In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article16
2013Monetary policy shocks: We got news!.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		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.
[Full Text][Citation analysis]		article3
2008Evaluating the information matrix in linearized DSGE models In: Economics Letters.
[Full Text][Citation analysis]		article19
2019On the sources of information about latent variables in DSGE models In: European Economic Review.
[Full Text][Citation analysis]		article0
2019Inflation dynamics and adaptive expectations in an estimated DSGE model In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article12
2010Local identification in DSGE models In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article267
2009Local Identification in DSGE Models.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 267		paper
2022On Identification Issues in Business Cycle Accounting Models In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter6
2018On Identification Issues in Business Cycle Accounting Models.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2018Calibration and the estimation of macroeconomic models In: Working Papers REM.
[Full Text][Citation analysis]		paper1
2018Calibration and the estimation of macroeconomic models.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2010Parameter identification in Dynamic Economic models In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]		article3
2013Business cycle accounting for Portugal In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]		article3
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.
[Full Text][Citation analysis]		article2
2019Inflation 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]		article1
2021Indicators 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]		article1
2021Euro 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]		article0
2010Evaluating the strength of identification in DSGE models. An a priori approach In: Working Papers.
[Full Text][Citation analysis]		paper26
2010Evaluating the strength of identification in DSGE models. An a priori approach.(2010) In: 2010 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2021Spectral decomposition of the information about latent variables in dynamic macroeconomic models In: Working Papers.
[Full Text][Citation analysis]		paper0
2013On the distribution of information in the moment structure of DSGE models In: 2013 Meeting Papers.
[Full Text][Citation analysis]		paper2
2022On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0

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