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Details about Nikolay Iskrev

Homepage:https://niskrev.github.io
Workplace: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)
Banco de Portugal (Central Bank of Portugal), (more information at EDIRC)

Access statistics for papers by Nikolay Iskrev.

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

Short-id: pis64


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Working Papers

2021

  1. Inflation expectations and their role in Eurosystem forecasting
    Occasional Paper Series, European Central Bank Downloads 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 Downloads

2018

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

2016

  1. Choosing the variables to estimate singular DSGE models: Comment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    Also in Dynare Working Papers, CEPREMAP (2014) Downloads View citations (2)

2013

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

2010

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

2009

  1. Local Identification in DSGE Models
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (39)
    See also Journal Article Local identification in DSGE models, Journal of Monetary Economics, Elsevier (2010) Downloads View citations (243) (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 Downloads

2019

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

2017

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

2010

  1. Local identification in DSGE models
    Journal of Monetary Economics, 2010, 57, (2), 189-202 Downloads View citations (243)
    See also Working Paper Local Identification in DSGE Models, Working Papers (2009) Downloads View citations (39) (2009)

2008

  1. Evaluating the information matrix in linearized DSGE models
    Economics Letters, 2008, 99, (3), 607-610 Downloads 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 Downloads
    See also Working Paper On Identification Issues in Business Cycle Accounting Models, University Library of Munich, Germany (2018) Downloads View citations (7) (2018)
 
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