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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)
Financial Research Institute, Ministry of Finance, Government of the Russian Federation, (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 2019-05-30. Update your information in the RePEc Author Service.

Short-id: piv36


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Working Papers

2020

  1. Switching Volatility in a Nonlinear Open Economy
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads

2018

  1. 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) Downloads

2017

  1. Near-Rational Expectations: How Far are Surveys from Rationality?
    EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels Downloads
    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) Downloads

    See also Journal Article in Journal of Economics and Econometrics (2017)

2016

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

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

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
    See also Journal Article in Computational Economics (2014)

Journal Articles

2019

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

2018

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

2017

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

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 (9)
    See also Working Paper (2011)

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 (6)
    See also Working Paper (2013)
 
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