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Details about Sergey Ivashchenko

Workplace:St. Petersburg Institute for Economics and Mathematics, Russian Academy of Sciences (RAS), (more information at EDIRC)
Faculty of Economics, St. Petersburg State University, (more information at EDIRC)
Saint Petersburg Branch, National Research University Higher School of Economics, (more information at EDIRC)

Access statistics for papers by Sergey Ivashchenko.

Last updated 2016-08-17. Update your information in the RePEc Author Service.

Short-id: piv36


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Working Papers

2016

  1. Estimation and filtering of nonlinear MS-DSGE models
    HSE Working papers, National Research University Higher School of Economics Downloads
  2. Forecasting using a Nonlinear DSGE Model
    Working Papers, University of Pretoria, Department of Economics
  3. Near-Rational Expectations: How Far are Surveys from Rationality?
    Working Papers, University of Pretoria, Department of Economics
    Also in EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics (2014) Downloads

2015

  1. A 5-sector DSGE Model of Russia
    EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics Downloads

2014

  1. Estimating nonlinear DSGE models with moments based methods
    Dynare Working Papers, CEPREMAP Downloads
    Also in EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics (2013) Downloads
  2. Forecasting in a Non-Linear DSGE Model
    EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics Downloads View citations (3)

2013

  1. Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms
    EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of the New Economic Association (2013)

2011

  1. DSGE Model Estimation on Base of Second Order Approximation
    EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics Downloads

Journal Articles

2015

  1. China Estimating Nonlinear DSGE Models with Moments Based Methods
    Frontiers of Economics in China, 2015, 10, (1), 38-55 Downloads

2014

  1. DSGE Model Estimation on the Basis of Second-Order Approximation
    Computational Economics, 2014, 43, (1), 71-82 Downloads View citations (6)

2013

  1. Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms
    Journal of the New Economic Association, 2013, 19, (3), 27-50 Downloads View citations (3)
    See also Working Paper (2013)
 
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