Nikolay Iskrev : Citation Profile

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

7

H index

6

i10 index

456

Citations

RESEARCH PRODUCTION:

13

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 32
   Journals where Nikolay Iskrev has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 14 (2.98 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pis64
   Updated: 2026-01-17    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:

Benchimol, Jonathan (15)

Mutschler, Willi (13)

Chadha, Jagjit (10)

Ralf, Kirsten (9)

Bounader, Lahcen (9)

Chatelain, Jean-Bernard (9)

Mendicino, Caterina (9)

Shibayama, Katsuyuki (8)

Rion, Normann (8)

Leith, Campbell (8)

Theodoridis, Konstantinos (7)

Cites to:

Smets, Frank (41)

Wouters, Raf (37)

Reichlin, Lucrezia (20)

Schorfheide, Frank (16)

Canova, Fabio (14)

Giannone, Domenico (13)

Christiano, Lawrence (11)

Portier, Franck (10)

Orphanides, Athanasios (10)

Beaudry, Paul (10)

Forni, Mario (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 (2025 and 2024)

YearTitle of citing document
2025On the Identification of Diagnostic Expectations: Econometric Insights from DSGE Models. (2025). Guo, Jinting. In: Papers. RePEc:arx:papers:2509.08472.

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2024Analysts Inflation Expectations vs Univariate Models of Inflation Forecasting in the Russian Economy. (2024). Perevyshin, Yury. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:2:p:54-76.

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2024Business cycle accounting: What have we learned so far?. (2024). Costa Filho, João Ricardo ; Brinca, Pedro ; Loria, Francesca. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1276-1316.

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2025The global financial cycle and capital flows: Taking stock. (2025). Scheubel, Beatrice ; Stracca, Livio ; Tille, Cdric. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:39:y:2025:i:3:p:779-805.

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2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.09.

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2024Fiscal stimuli: Monetary versus Fiscal Financing. (2024). Lorusso, Marco ; Ravazzolo, Francesco ; Udroiu, Claudia. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps105.

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2025Housing and Credit Cycles in Ireland. (2025). Mugrabi, Farah ; Rnstler, Gerhard. In: Research Technical Papers. RePEc:cbi:wpaper:16/rt/25.

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2025Dynare: Reference Manual, Version 6. (2025). Villemot, Sébastien ; Pfeifer, Johannes ; Mutschler, Willi ; Juillard, Michel ; Adjemian, Stéphane ; Rion, Normann ; Ratto, Marco ; Karame, Frederic. In: Dynare Working Papers. RePEc:cpm:dynare:080.

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2024Simple mandates, monetary rules, and trend-inflation. (2024). Levine, Paul ; Pham, Son T ; Dek, Szabolcs. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:28:y:2024:i:4:p:757-790_1.

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2024The effect of new housing supply in structural models: a forecasting performance evaluation. (2024). Girstmair, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20242895.

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2024SAFE to update inflation expectations? New survey evidence on euro area firms. (2024). Reinelt, Timo ; Gorodnichenko, Yuriy ; Georgarakos, Dimitris ; Baumann, Ursel ; Ferrando, Annalisa. In: Working Paper Series. RePEc:ecb:ecbwps:20242949.

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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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2024Lack of identification of parameters in a simple behavioral macroeconomic model. (2024). Lux, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001647.

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2025Economic impact and policies for the obesity pandemic in emerging economies. (2025). García, Carlos ; Garca, Carlos J. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1949-1970.

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2024Estimation of continuous-time linear DSGE models from discrete-time measurements. (2024). Parra-Alvarez, Juan ; Christensen, Bent Jesper ; Neri, Luca. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624002161.

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2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125001878.

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2024Confidence spillovers, financial contagion, and stagnation. (2024). Platonov, Konstantin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001505.

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2025Learning from news. (2025). Vázquez, Jesús ; Vzquez, Jess ; Herrera, Luis. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000278.

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2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202501.

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2025Determinants of Household Debt: A Systematic Review of the Literature. (2025). Ntsalaze, Lungile ; Chikeya, Cloudio Kumbirai. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:76-:d:1612978.

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2025A Comparative Analysis of the Calibrated DSGE Model and SSA Method Results on the Latvian Economy. (2025). Semakina, Valentina ; Hilkevics, Sergejs. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:4:p:94-:d:1623681.

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2025The Measurement and Characteristic Analysis of the Chinese Financial Cycle. (2025). Qiu, Siyuan. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:4:p:187-:d:1764491.

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2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: Post-Print. RePEc:hal:journl:hal-05170065.

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2025Estimating Behavioral Inattention. (2025). Dotta, Mario ; Bounader, Lahcen ; Benchimol, Jonathan. In: Working Papers. RePEc:inf:wpaper:2025.8.

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2025Polynomial Chaos Expansion: Efficient Evaluation and Estimation of Computational Models. (2025). Huber, Johannes ; Fehrle, Daniel ; Heiberger, Christopher. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-024-10772-5.

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2025Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models. (2025). Sorge, Marco ; Fanelli, Luca ; Angelini, Giovanni. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10640-2.

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2024Loan Supply Shocks, Prudential Regulation, and the Business Cycle. (2024). Rudel, Paul. In: MAGKS Papers on Economics. RePEc:mar:magkse:202409.

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2025The Effects of Carbon taxation and Climate Financing on the Malagasy Economy: An Application using a DSGE Model. (2025). Lazamanana, Pierre Andre ; Zafindraibe, Tojonirina Miada. In: MPRA Paper. RePEc:pra:mprapa:126370.

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2025The Effects of Carbon taxation and Climate Financing on the Malagasy Economy: An Application using a DSGE Model. (2025). Lazamanana, Pierre Andre ; Zafindraibe, Tojonirina Miada. In: MPRA Paper. RePEc:pra:mprapa:126384.

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2024Euro area inflation expectations: A focus on consumers’ expectations. (2024). Ribeiro, Pedro Pires ; Monteiro, Nuno ; Gomes, Sandra. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202405.

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2024On the band spectral estimation of business cycle models. (2024). Iskrev, Nikolay. In: Working Papers. RePEc:ptu:wpaper:w202419.

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2024Shocks to Inflation Expectations. (2024). Barrett, Philip ; Adams, Jonathan. In: Review of Economic Dynamics. RePEc:red:issued:22-216.

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2024Do Central Bank Communications Influence Survey of Professional Forecasters? An Empirical Investigation. (2024). Kar, Sujata ; Kapoor, Pooja. In: Business Perspectives and Research. RePEc:sae:busper:v:12:y:2024:i:1:p:100-112.

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2024Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach. (2024). Magubane, Khwazi. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2321069.

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2024Macroeconomic modeling in the Anthropocene: why the E-DSGE framework is not fit for purpose and what to do about it. (2024). Storm, Servaas ; Nikolaidi, Maria ; McConnel, Andrew ; Dafermos, Yannis ; Yanovski, Boyan. In: Working Papers Series. RePEc:thk:wpaper:inetwp229.

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2024Empirical evidence on the Euler equation for investment in the US. (2024). Magnusson, Leandro ; Haque, Qazi ; Ascari, Guido ; Mavroeidis, Sophocles. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:4:p:543-563.

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2025US Monetary Policy and Indeterminacy. (2025). Nicol, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:2:p:195-213.

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2024Lack of identification of parameters in a simple behavioral macroeconomic model. (2024). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:300523.

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2025Estimating Behavioral Inattention. (2025). Bounader, Lahcen ; Benchimol, Jonathan ; Dotta, Mario. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:322268.

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2025Moment matching for Bayesian inference in the baseline New-Keynesian model. (2025). Sacht, Stephen ; Jang, Tae-Seok. In: HWWI Working Paper Series. RePEc:zbw:hwwiwp:315485.

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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]		paper3
2016Choosing the variables to estimate singular DSGE models: Comment.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
[Full Text][Citation analysis]		paper47
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.
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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]		article16
2010Local identification in DSGE models In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article293
2009Local Identification in DSGE Models.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 293		paper
2022On Identification Issues in Business Cycle Accounting Models In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter7
2018On Identification Issues in Business Cycle Accounting Models.(2018) In: MPRA Paper.
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This paper has nother version. Agregated cites: 7		paper
2018Calibration and the estimation of macroeconomic models In: Working Papers REM.
[Full Text][Citation analysis]		paper2
2018Calibration and the estimation of macroeconomic models.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 2		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]		article1
2010Evaluating the strength of identification in DSGE models. An a priori approach In: Working Papers.
[Full Text][Citation analysis]		paper28
2010Evaluating the strength of identification in DSGE models. An a priori approach.(2010) In: 2010 Meeting Papers.
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This paper has nother version. Agregated cites: 28		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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