Viktor Tsyrennikov : Citation Profile

7

H index

7

i10 index

262

Citations

RESEARCH PRODUCTION:

11

Articles

17

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 14
   Journals where Viktor Tsyrennikov has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 9 (3.32 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pts34
   Updated: 2026-01-17    RAS profile: 2024-10-09    
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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 Viktor Tsyrennikov.

Is cited by:

Maliar, Serguei (7)

Chen, Xiaohong (6)

Długoszek, Grzegorz (6)

Dindo, Pietro (6)

Quiggin, John (5)

Coeurdacier, Nicolas (5)

Rey, Helene (5)

Danan, Eric (4)

Bottazzi, Giulio (4)

Eugeni, Sara (4)

de Groot, Oliver (4)

Cites to:

Judd, Kenneth (22)

Maliar, Serguei (21)

Maliar, Lilia (20)

Gourinchas, Pierre-Olivier (17)

Devereux, Michael (14)

Obstfeld, Maurice (12)

Rey, Helene (11)

Coeurdacier, Nicolas (11)

Kubler, Felix (10)

Rogoff, Kenneth (9)

Gopinath, Gita (9)

Main data

Where Viktor Tsyrennikov has published?

Journals with more than one article published# docs
American Economic Review3
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
2015 Meeting Papers / Society for Economic Dynamics2

Recent works citing Viktor Tsyrennikov (2025 and 2024)

YearTitle of citing document
2025Computationally Efficient Methods for Solving Discrete-time Dynamic models with Continuous Actions. (2025). Fukasawa, Takeshi. In: Papers. RePEc:arx:papers:2407.04227.

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2025Robust Voting under Uncertainty. (2025). Nakada, Satoshi ; Ui, Takashi ; Nitzan, Shmuel. In: Papers. RePEc:arx:papers:2507.22655.

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2025Belief-neutral efficiency in financial markets. (2025). Riedel, Frank ; Beissner, Patrick. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:702.

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2025Layered policy analysis in program evaluation using the marginal treatment effect. (2025). Mourifi, Ismael ; Wan, Yuanyuan. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001149.

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2024Exchange rates and the speed of economic recovery: The role of financial development. (2024). Fisera, Boris. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001048.

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2024Transformation-based flexible error structures for choice modeling. (2024). Bhat, Chandra R. In: Journal of choice modelling. RePEc:eee:eejocm:v:53:y:2024:i:c:s175553452400054x.

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2024Are macroeconomic indices fools gold?. (2024). Nakata, Hiroyuki ; Motolese, Maurizio. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:240-260.

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2024Nominal exchange rates and net foreign assets dynamics: The stabilization role of valuation effects. (2024). Eugeni, Sara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000056.

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2024Cross-country variation in economic preferences and the asset composition of international investment positions. (2024). Kuziemska-Pawlak, Kamila ; Nieminen, Mika. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001177.

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2025Sparse functional varying-coefficient mixture regression. (2025). Zhong, Qingzhi ; Song, Xinyuan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:206:y:2025:i:c:s0047259x24000903.

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2024Accuracy in Recursive Minimal State Space Methods. (2024). Pierri, Damian ; Damian, Pierri. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10438-8.

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2024Why Global and Local Solutions of Open-Economy Models with Incomplete Markets Differ and Why it Matters. (2024). Mendoza, Enrique G ; Durdu, Bora C ; de Groot, Oliver. In: PIER Working Paper Archive. RePEc:pen:papers:24-037.

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2025Solving DSGE models with incomplete markets by perturbation. (2025). Hausmann Guil, Guillermo ; Hausmann-Guil, Guillermo. In: Review of Economic Dynamics. RePEc:red:issued:24-34.txt.

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2025Semiparametric regression analysis of panel binary data with an informative observation process. (2025). Ge, Lei ; Li, Yang ; Sun, Jianguo. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:3:d:10.1007_s00180-024-01528-8.

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2024Copula-based analysis of dependent current status data with semiparametric linear transformation model. (2024). Zhang, Lixin ; Yu, Huazhen. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:30:y:2024:i:4:d:10.1007_s10985-024-09632-z.

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2025A pairwise pseudo-likelihood approach for regression analysis of doubly truncated data. (2025). Wang, Peijie ; Sun, Jianguo ; Zhao, Cunjin. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:31:y:2025:i:2:d:10.1007_s10985-025-09649-y.

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2025Sieve Estimation of the Additive Hazards Model with Bivariate Current Status Data. (2025). Zhang, CE ; Huang, Haiwu ; Bandyopadhyay, Dipankar ; Al-Mosawi, Riyadh Rustam ; Lu, Xuewen. In: Statistics in Biosciences. RePEc:spr:stabio:v:17:y:2025:i:2:d:10.1007_s12561-024-09436-7.

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2025Addressing Endogeneity Issues in a Spatial Autoregressive Model using Copulas. (2025). Lin, Yanli ; Song, Yichun. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:25-07.

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Works by Viktor Tsyrennikov:

YearTitleTypeCited
2012Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes In: American Economic Review.
[Full Text][Citation analysis]		article3
2012Heterogeneous Beliefs, Wealth Distribution, and Asset Markets with Risk of Default In: American Economic Review.
[Full Text][Citation analysis]		article4
2022Trading on Sunspots In: American Economic Review.
[Full Text][Citation analysis]		article0
2014Trading on Sunspots.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016Capital Flows, Beliefs, and Capital Controls In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Capital Flows, Beliefs, and Capital Controls.(2018) In: 2018 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2006Efficient Estimation of Semiparametric Multivariate Copula Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article95
2004Efficient Estimation of Semiparametric Multivariate Copula Models.(2004) In: Vanderbilt University Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95		paper
2013Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs In: Working Papers.
[Full Text][Citation analysis]		paper15
2012Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2014Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs.(2014) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2014Envelope Condition Method with an Application to Default Risk Models In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
[Full Text][Citation analysis]		paper16
2016Envelope condition method with an application to default risk models.(2016) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2015Envelope Condition Method with an Application to Default Risk Models.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2015International portfolios: A comparison of solution methods In: Journal of International Economics.
[Full Text][Citation analysis]		article38
2013International Portfolios: A Comparison of Solution Methods.(2013) In: 2013 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2014International Portfolios: A Comparison of Solution Methods.(2014) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2014International Portfolios: A Comparison of Solution Methods.(2014) In: Department of Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2018A case for incomplete markets In: Journal of Economic Theory.
[Full Text][Citation analysis]		article35
2015A Case for Incomplete Markets.(2015) In: Economics Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2014The Case for Incomplete Markets.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2013Capital flows under moral hazard In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article3
2015Portfolio and welfare consequences of debt market dominance In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article16
2017Exchange Rates and Trade: A Disconnect? In: IMF Working Papers.
[Full Text][Citation analysis]		paper32
2015Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri In: Journal of Economics Bibliography.
[Full Text][Citation analysis]		article0
2007Capital Flows and Moral Hazard In: 2007 Meeting Papers.
[Full Text][Citation analysis]		paper4
2010Stationary Equilibria in International Portfolio Choice Model In: 2010 Meeting Papers.
[Citation analysis]		paper0
2015Investment, speculation, and financial regulation In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper1

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