Details about Andrei Sirchenko

Access statistics for papers by Andrei Sirchenko.

Last updated 2024-07-10. Update your information in the RePEc Author Service.

Short-id: psi424

Working Papers

2024

1. classify: Over 200 measures of association, correlation, and forecast accuracy for categorical outcomes
   2024 Stata Conference, Stata Users Group

2023

2. Measuring associations and evaluating forecasts of categorical variables
   2023 Stata Conference, Stata Users Group

2022

3. A mixture of ordered probit models with endogenous switching between two latent classes
   German Stata Users' Group Meetings 2022, Stata Users Group
   See also Journal Article A mixture of ordered probit models with endogenous switching between two latent classes, Stata Journal, StataCorp LLC (2022) (2022)
4. Measuring associations and evaluating forecasts of categorical and discrete variables
   German Stata Users' Group Meetings 2022, Stata Users Group

2019

5. A regime-switching model for the federal funds rate target
   UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics

2018

6. A Model for Policy Interest Rates
   HSE Working papers, National Research University Higher School of Economics View citations (1)
   See also Journal Article A model for policy interest rates, Journal of Economic Dynamics and Control, Elsevier (2021) (2021)
7. Estimation of Nested and Zero-Inflated Ordered Probit Models
   HSE Working papers, National Research University Higher School of Economics
   See also Journal Article Estimation of nested and zero-inflated ordered probit models, Stata Journal, StataCorp LLC (2021) View citations (2) (2021)

2017

8. An endogenous regime-switching model of ordered choice with an application to federal funds rate target
   2017 Papers, Job Market Papers View citations (1)

2013

9. A model for ordinal responses with an application to policy interest rate
   NBP Working Papers, Narodowy Bank Polski View citations (7)
   Also in EERC Working Paper Series, EERC Research Network, Russia and CIS (2012)

2010

10. Policymakers' Votes and Predictability of Monetary Policy
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (13)

2008

11. Modeling monetary policy in real time:Does discreteness matter?
    EERC Working Paper Series, EERC Research Network, Russia and CIS View citations (3)

Journal Articles

2022

1. A mixture of ordered probit models with endogenous switching between two latent classes
   Stata Journal, 2022, 22, (3), 557-596
   See also Working Paper A mixture of ordered probit models with endogenous switching between two latent classes, German Stata Users' Group Meetings 2022 (2022) (2022)

2021

2. A model for policy interest rates
   Journal of Economic Dynamics and Control, 2021, 124, (C)
   See also Working Paper A Model for Policy Interest Rates, HSE Working papers (2018) View citations (1) (2018)
3. Estimation of nested and zero-inflated ordered probit models
   Stata Journal, 2021, 21, (1), 3-38 View citations (2)
   See also Working Paper Estimation of Nested and Zero-Inflated Ordered Probit Models, HSE Working papers (2018) (2018)

2020

4. A model for ordinal responses with heterogeneous status quo outcomes
   Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (1), 16 View citations (3)

2018

5. Modeling Zero Inflation in Count Data Time Series with Bounded Support
   Methodology and Computing in Applied Probability, 2018, 20, (2), 589-609 View citations (7)