Details about Nikolay Iskrev

Access statistics for papers by Nikolay Iskrev.

Last updated 2023-06-09. Update your information in the RePEc Author Service.

Short-id: pis64

Working Papers

2021

1. Inflation expectations and their role in Eurosystem forecasting
   Occasional Paper Series, European Central Bank View citations (7)
2. Spectral decomposition of the information about latent variables in dynamic macroeconomic models
   Working Papers, Banco de Portugal, Economics and Research Department

2018

3. Are asset price data informative about news shocks? A DSGE perspective
   Working Papers, Banco de Portugal, Economics and Research Department View citations (2)
   Also in Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2018) View citations (2)
   Working Paper Series, European Central Bank (2018) View citations (2)
4. Calibration and the estimation of macroeconomic models
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa View citations (1)
   Also in Working Papers, Banco de Portugal, Economics and Research Department (2018) View citations (2)
5. On Identification Issues in Business Cycle Accounting Models
   MPRA Paper, University Library of Munich, Germany View citations (7)
   See also Chapter On Identification Issues in Business Cycle Accounting Models, Advances in Econometrics, Emerald Group Publishing Limited (2022) (2022)
6. Real and financial cycles in EU countries - Stylised facts and modelling implications
   Occasional Paper Series, European Central Bank View citations (43)

2016

7. Choosing the variables to estimate singular DSGE models: Comment
   MPRA Paper, University Library of Munich, Germany View citations (4)
   Also in Dynare Working Papers, CEPREMAP (2014) View citations (2)

2013

8. Monetary policy shocks: We got news!
   Working Papers, Banco de Portugal, Economics and Research Department View citations (7)
   See also Journal Article Monetary policy shocks: We got news!, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (9) (2017)
9. On the distribution of information in the moment structure of DSGE models
   2013 Meeting Papers, Society for Economic Dynamics View citations (2)

2010

10. Evaluating the strength of identification in DSGE models. An a priori approach
    Working Papers, Banco de Portugal, Economics and Research Department View citations (33)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (21)

2009

11. Local Identification in DSGE Models
    Working Papers, Banco de Portugal, Economics and Research Department View citations (39)
    See also Journal Article Local identification in DSGE models, Journal of Monetary Economics, Elsevier (2010) View citations (244) (2010)

Journal Articles

2022

1. On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models
   Journal of Business & Economic Statistics, 2022, 40, (1), 272-284

2019

2. Inflation dynamics and adaptive expectations in an estimated DSGE model
   Journal of Macroeconomics, 2019, 59, (C), 258-277 View citations (13)
3. On the sources of information about latent variables in DSGE models
   European Economic Review, 2019, 119, (C), 318-332
4. 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 View citations (3)

2017

5. Monetary policy shocks: We got news!
   Journal of Economic Dynamics and Control, 2017, 74, (C), 108-128 View citations (9)
   See also Working Paper Monetary policy shocks: We got news!, Working Papers (2013) View citations (7) (2013)

2010

6. Local identification in DSGE models
   Journal of Monetary Economics, 2010, 57, (2), 189-202 View citations (244)
   See also Working Paper Local Identification in DSGE Models, Working Papers (2009) View citations (39) (2009)

2008

7. Evaluating the information matrix in linearized DSGE models
   Economics Letters, 2008, 99, (3), 607-610 View citations (21)

Chapters

2022

1. On Identification Issues in Business Cycle Accounting Models
   A chapter in Essays in Honour of Fabio Canova, 2022, vol. 44A, pp 55-138
   See also Working Paper On Identification Issues in Business Cycle Accounting Models, University Library of Munich, Germany (2018) View citations (7) (2018)