Details about Viktor Tsyrennikov

Access statistics for papers by Viktor Tsyrennikov.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pts34

Working Papers

2018

1. Capital Flows, Beliefs, and Capital Controls
   2018 Meeting Papers, Society for Economic Dynamics
   Also in Working Papers, Cornell University, Department of Applied Economics and Management (2016)

2017

2. Exchange Rates and Trade: A Disconnect?
   IMF Working Papers, International Monetary Fund View citations (32)

2015

3. A Case for Incomplete Markets
   Economics Series, Institute for Advanced Studies View citations (13)
   Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (10)
   See also Journal Article A case for incomplete markets, Journal of Economic Theory, Elsevier (2018) View citations (10) (2018)
4. Envelope Condition Method with an Application to Default Risk Models
   2015 Meeting Papers, Society for Economic Dynamics
   Also in BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory (2014) View citations (5)
   See also Journal Article Envelope condition method with an application to default risk models, Journal of Economic Dynamics and Control, Elsevier (2016) View citations (11) (2016)
5. Investment, speculation, and financial regulation
   2015 Meeting Papers, Society for Economic Dynamics View citations (1)

2014

6. International Portfolios: A Comparison of Solution Methods
   Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (7)
   Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) View citations (15)
   2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (9)
   See also Journal Article International portfolios: A comparison of solution methods, Journal of International Economics, Elsevier (2015) View citations (31) (2015)
7. Trading on Sunspots
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article Trading on Sunspots, American Economic Review, American Economic Association (2022) (2022)

2013

8. Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs
   Working Papers, Economic Research Institute, Bank of Korea View citations (9)
   Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (5)
   See also Journal Article Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs, Economic Journal, Royal Economic Society (2014) View citations (14) (2014)

2010

9. Stationary Equilibria in International Portfolio Choice Model
   2010 Meeting Papers, Society for Economic Dynamics

2007

10. Capital Flows and Moral Hazard
    2007 Meeting Papers, Society for Economic Dynamics View citations (4)

2004

11. Efficient Estimation of Semiparametric Multivariate Copula Models
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics View citations (3)
    See also Journal Article Efficient Estimation of Semiparametric Multivariate Copula Models, Journal of the American Statistical Association, American Statistical Association (2006) View citations (86) (2006)

Journal Articles

2022

1. Trading on Sunspots
   American Economic Review, 2022, 112, (12), 3970-94
   See also Working Paper Trading on Sunspots, NBER Working Papers (2014) (2014)

2018

2. A case for incomplete markets
   Journal of Economic Theory, 2018, 178, (C), 191-221 View citations (10)
   See also Working Paper A Case for Incomplete Markets, Economics Series (2015) View citations (13) (2015)

2016

3. Envelope condition method with an application to default risk models
   Journal of Economic Dynamics and Control, 2016, 69, (C), 436-459 View citations (11)
   See also Working Paper Envelope Condition Method with an Application to Default Risk Models, 2015 Meeting Papers (2015) (2015)
   Software Item Envelope Condition Method (ECM) in comparison with other solution methods for the neoclassical growth model with inelastic labor supply in "Envelope Condition Method with an Application to Default Risk Models", QM&RBC Codes (2016) (2016)

2015

4. Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri
   Journal of Economics Bibliography, 2015, 2, (1), 29-34
5. International portfolios: A comparison of solution methods
   Journal of International Economics, 2015, 97, (2), 404-422 View citations (31)
   See also Working Paper International Portfolios: A Comparison of Solution Methods, Department of Economics Working Paper Series (2014) View citations (7) (2014)
6. Portfolio and welfare consequences of debt market dominance
   Journal of Monetary Economics, 2015, 74, (C), 89-101 View citations (16)

2014

7. Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs
   Economic Journal, 2014, 124, (575), 1-30 View citations (14)
   See also Working Paper Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs, Working Papers (2013) View citations (9) (2013)

2013

8. Capital flows under moral hazard
   Journal of Monetary Economics, 2013, 60, (1), 92-108 View citations (3)

2012

9. Heterogeneous Beliefs, Wealth Distribution, and Asset Markets with Risk of Default
   American Economic Review, 2012, 102, (3), 156-60 View citations (5)
10. Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes
    American Economic Review, 2012, 102, (3), 141-46 View citations (4)

2006

11. Efficient Estimation of Semiparametric Multivariate Copula Models
    Journal of the American Statistical Association, 2006, 101, 1228-1240 View citations (86)
    See also Working Paper Efficient Estimation of Semiparametric Multivariate Copula Models, Vanderbilt University Department of Economics Working Papers (2004) View citations (3) (2004)

Software Items

2016

1. Envelope Condition Method (ECM) in comparison with other solution methods for the neoclassical growth model with inelastic labor supply in "Envelope Condition Method with an Application to Default Risk Models"
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Journal Article Envelope condition method with an application to default risk models, Journal of Economic Dynamics and Control, Elsevier (2016) View citations (11) (2016)