Details about Viktors Ajevskis

Access statistics for papers by Viktors Ajevskis.

Last updated 2022-10-14. Update your information in the RePEc Author Service.

Short-id: paj11

Working Papers

2021

1. Employment and the conduct of monetary policy in the euro area
   Occasional Paper Series, European Central Bank View citations (4)
2. The ECB’s price stability framework: past experience, and current and future challenges
   Occasional Paper Series, European Central Bank View citations (7)

2019

3. Generalised Impulse Response Function as a Perturbation of a Global Solution to DSGE Models
   Working Papers, Latvijas Banka

2018

4. The Natural Rate of Interest: Information Derived from a Shadow Rate Model
   Working Papers, Latvijas Banka View citations (3)
   See also Journal Article in Applied Economics (2020)

2016

5. A Term Structure of Interest Rates Model with Zero Lower Bound and the European Central Bank's Non-standard Monetary Policy Measures
   Working Papers, Latvijas Banka View citations (3)

2015

6. An Exchange Rate Target Zone Model with a Terminal Condition and Mean-Reverting Fundamentals
   Papers, arXiv.org
   Also in MPRA Paper, University Library of Munich, Germany (2015) View citations (1)
7. Nonlocal Solutions to Dynamic Equilibrium Models: The Approximate Stable Manifolds Approach
   Papers, arXiv.org
   Also in Working Papers, Latvijas Banka (2013)
   See also Journal Article in Macroeconomic Dynamics (2019)
8. Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path
   Papers, arXiv.org
   Also in Dynare Working Papers, CEPREMAP (2015)
   Working Papers, Latvijas Banka (2014)
   See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2017)

2014

9. Global Solutions to DSGE Models as a Perturbation of a Deterministic Path
   MPRA Paper, University Library of Munich, Germany

2012

10. Competitiveness and external imbalances within the euro area
    Occasional Paper Series, European Central Bank View citations (12)
11. The Assesment of Equilibrium Real Echange Rate of Latvia
    Working Papers, Latvijas Banka View citations (6)

2011

12. Fixed Exchange Rate Versus Inflation Targeting: Evidence from DSGE Modelling
    Working Papers, Latvijas Banka View citations (2)
13. Housing and Banking in a Small Open Economy DSGE Model
    Working Papers, Latvijas Banka View citations (8)

2009

14. A Convergence Model of the Term Structure of Interest Rates
    Working Papers, Latvijas Banka
    See also Journal Article in Review of Finance (2010)
15. Advantages of Fixed Exchange Rate Regime from a General Equilibrium Perspective
    Working Papers, Latvijas Banka View citations (4)

2008

16. Dynamic Factor Models in Forecasting Latvia's Gross Domestic Product
    Working Papers, Latvijas Banka View citations (12)

2007

17. Inflation and Inflation Uncertainty in Latvia
    Working Papers, Latvijas Banka View citations (5)

2006

18. A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market
    Working Papers, Latvijas Banka

2005

19. Repegging of the Lats to the Euro: Implications for the Financial Sector
    Working Papers, Latvijas Banka

2004

20. Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone
    Working Papers, Latvijas Banka View citations (1)

Journal Articles

2020

1. The natural rate of interest: information derived from a shadow rate model
   Applied Economics, 2020, 52, (47), 5129-5138 View citations (3)
   See also Working Paper (2018)

2019

2. NONLOCAL SOLUTIONS TO DYNAMIC EQUILIBRIUM MODELS: THE APPROXIMATE STABLE MANIFOLDS APPROACH
   Macroeconomic Dynamics, 2019, 23, (6), 2544-2571
   See also Working Paper (2015)

2017

3. Semi-global solutions to DSGE models: perturbation around a deterministic path
   Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (2), 28 View citations (2)
   See also Working Paper (2015)

2014

4. The equilibrium real exchange rate: pros and cons of different approaches with application to Latvia
   Baltic Journal of Economics, 2014, 14, (1-2), 101-123 View citations (12)

2011

5. A target zone model with the terminal condition of joining a currency area
   Applied Economics Letters, 2011, 18, (13), 1273-1278 View citations (8)

2010

6. A Convergence Model of the Term Structure of Interest Rates
   Review of Finance, 2010, 14, (4), 727-747
   See also Working Paper (2009)