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Details about Nikolay Iskrev

E-mail:
Homepage:https://niskrev.github.io
Workplace:Banco de Portugal (Central Bank of Portugal), (more information at EDIRC)
Unidade de Estudos sobre Complexidade e Economia (UECE) (Research Unit on Complexity and Economics), Research in Economics and Mathematics (REM), Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management), Universidade de Lisboa (University of Lisbon), (more information at EDIRC)

Access statistics for papers by Nikolay Iskrev.

Last updated 2019-04-17. Update your information in the RePEc Author Service.

Short-id: pis64


Jump to Journal Articles

Working Papers

2018

  1. Are asset price data informative about news shocks? A DSGE perspective
    Working Paper Series, European Central Bank Downloads View citations (1)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2018) Downloads View citations (1)
    Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2018) Downloads View citations (1)
  2. Calibration and the estimation of macroeconomic models
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (1)
    Also in Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2018) Downloads View citations (1)
  3. On Identification Issues in Business Cycle Accounting Models
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Real and financial cycles in EU countries - Stylised facts and modelling implications
    Occasional Paper Series, European Central Bank Downloads View citations (1)

2016

  1. Choosing the variables to estimate singular DSGE models: Comment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Dynare Working Papers, CEPREMAP (2014) Downloads

2013

  1. Monetary policy shocks: We got news!
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2017)
  2. On the distribution of information in the moment structure of DSGE models
    2013 Meeting Papers, Society for Economic Dynamics Downloads

2010

  1. Evaluating the strength of identification in DSGE models. An a priori approach
    2010 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2010) Downloads View citations (17)

2009

  1. Local Identification in DSGE Models
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (37)
    See also Journal Article in Journal of Monetary Economics (2010)

Journal Articles

2019

  1. Inflation dynamics and adaptive expectations in an estimated DSGE model
    Journal of Macroeconomics, 2019, 59, (C), 258-277 Downloads
  2. What to expect when you're calibrating: Measuring the effect of calibration on the estimation of macroeconomic models
    Journal of Economic Dynamics and Control, 2019, 99, (C), 54-81 Downloads

2018

  1. Term premia dynamics in the US and Euro Area: who is leading whom?
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2018 Downloads

2017

  1. Monetary policy shocks: We got news!
    Journal of Economic Dynamics and Control, 2017, 74, (C), 108-128 Downloads View citations (1)
    See also Working Paper (2013)

2013

  1. Business cycle accounting for Portugal
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2013 Downloads View citations (1)

2010

  1. Local identification in DSGE models
    Journal of Monetary Economics, 2010, 57, (2), 189-202 Downloads View citations (102)
    See also Working Paper (2009)
  2. Parameter identification in Dynamic Economic models
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2010 Downloads View citations (3)

2008

  1. Evaluating the information matrix in linearized DSGE models
    Economics Letters, 2008, 99, (3), 607-610 Downloads View citations (18)
 
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