Details about Sergey Ivashchenko

Access statistics for papers by Sergey Ivashchenko.

Last updated 2019-05-30. Update your information in the RePEc Author Service.

Short-id: piv36

Working Papers

2020

1. Switching Volatility in a Nonlinear Open Economy
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (1)

2018

2. Forecasting with Second-Order Approximations and Markov Switching DSGE Models
   Working Papers, University of Pretoria, Department of Economics
   Also in School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town (2018) View citations (1)

2017

3. Near-Rational Expectations: How Far are Surveys from Rationality?
   EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels
   Also in Working Papers, University of Pretoria, Department of Economics (2016)
   EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics (2014) View citations (1)
   See also Journal Article Near-Rational Expectations: How Far are Surveys from Rationality?, Journal of Economics and Econometrics, Economics and Econometrics Society (2017) (2017)

2016

4. Estimation and filtering of nonlinear MS-DSGE models
   HSE Working papers, National Research University Higher School of Economics View citations (6)
5. Forecasting using a Nonlinear DSGE Model
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Forecasting using a Nonlinear DSGE Model, Journal of Central Banking Theory and Practice, Central bank of Montenegro (2018) View citations (1) (2018)

2015

6. A 5-sector DSGE Model of Russia
   EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics View citations (2)

2014

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

2013

9. 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 View citations (10)
   See also Journal Article Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms, Journal of the New Economic Association, New Economic Association (2013) View citations (12) (2013)

2011

10. DSGE Model Estimation on Base of Second Order Approximation
    EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics
    See also Journal Article DSGE Model Estimation on the Basis of Second-Order Approximation, Computational Economics, Springer (2014) View citations (17) (2014)

Journal Articles

2019

1. DSGE Models: Problem of Trends
   Finansovyj žhurnal — Financial Journal, 2019, (2), 81-95 View citations (4)

2018

2. Forecasting using a Nonlinear DSGE Model
   Journal of Central Banking Theory and Practice, 2018, 7, (2), 73-98 View citations (1)
   See also Working Paper Forecasting using a Nonlinear DSGE Model, Working Papers (2016) (2016)

2017

3. Near-Rational Expectations: How Far are Surveys from Rationality?
   Journal of Economics and Econometrics, 2017, 60, (1), 1-27
   See also Working Paper Near-Rational Expectations: How Far are Surveys from Rationality?, EERI Research Paper Series (2017) (2017)

2015

4. China Estimating Nonlinear DSGE Models with Moments Based Methods
   Frontiers of Economics in China-Selected Publications from Chinese Universities, 2015, 10, (1), 38-55

2014

5. DSGE Model Estimation on the Basis of Second-Order Approximation
   Computational Economics, 2014, 43, (1), 71-82 View citations (17)
   See also Working Paper DSGE Model Estimation on Base of Second Order Approximation, EUSP Department of Economics Working Paper Series (2011) (2011)

2013

6. Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms
   Journal of the New Economic Association, 2013, 19, (3), 27-50 View citations (12)
   See also Working Paper Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms, EUSP Department of Economics Working Paper Series (2013) View citations (10) (2013)