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Details about Viktor Tsyrennikov

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Homepage:https://tsyrennikov.com

Access statistics for papers by Viktor Tsyrennikov.

Last updated 2019-03-11. Update your information in the RePEc Author Service.

Short-id: pts34


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Working Papers

2018

  1. Capital Flows, Beliefs, and Capital Controls
    2018 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Working Papers, Cornell University, Department of Applied Economics and Management (2016) Downloads

2017

  1. Exchange Rates and Trade; A Disconnect?
    IMF Working Papers, International Monetary Fund Downloads View citations (14)

2015

  1. A Case for Incomplete Markets
    Economics Series, Institute for Advanced Studies Downloads View citations (8)
    Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (7)

    See also Journal Article in Journal of Economic Theory (2018)
  2. Envelope Condition Method with an Application to Default Risk Models
    2015 Meeting Papers, Society for Economic Dynamics Downloads
    Also in BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory (2014) Downloads View citations (5)

    See also Journal Article in Journal of Economic Dynamics and Control (2016)
  3. Investment, speculation, and financial regulation
    2015 Meeting Papers, Society for Economic Dynamics Downloads

2014

  1. International Portfolios: A Comparison of Solution Methods
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics Downloads View citations (14)
    Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) Downloads View citations (4)
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) Downloads View citations (7)

    See also Journal Article in Journal of International Economics (2015)
  2. Trading on Sunspots
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2013

  1. Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs
    Working Papers, Economic Research Institute, Bank of Korea Downloads View citations (4)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (5)

    See also Journal Article in Economic Journal (2014)

2010

  1. Stationary Equilibria in International Portfolio Choice Model
    2010 Meeting Papers, Society for Economic Dynamics

2007

  1. Capital Flows and Moral Hazard
    2007 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)

2004

  1. Efficient Estimation of Semiparametric Multivariate Copula Models
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (3)
    See also Journal Article in Journal of the American Statistical Association (2006)

Journal Articles

2018

  1. A case for incomplete markets
    Journal of Economic Theory, 2018, 178, (C), 191-221 Downloads
    See also Working Paper (2015)

2016

  1. Envelope condition method with an application to default risk models
    Journal of Economic Dynamics and Control, 2016, 69, (C), 436-459 Downloads View citations (1)
    See also Working Paper (2015)
    Software Item (2016)

2015

  1. Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri
    Journal of Economics Bibliography, 2015, 2, (1), 29-34 Downloads
  2. International portfolios: A comparison of solution methods
    Journal of International Economics, 2015, 97, (2), 404-422 Downloads View citations (14)
    See also Working Paper (2014)
  3. Portfolio and welfare consequences of debt market dominance
    Journal of Monetary Economics, 2015, 74, (C), 89-101 Downloads View citations (8)

2014

  1. Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs
    Economic Journal, 2014, 124, (575), 1-30 Downloads View citations (12)
    See also Working Paper (2013)

2013

  1. Capital flows under moral hazard
    Journal of Monetary Economics, 2013, 60, (1), 92-108 Downloads View citations (2)

2012

  1. Heterogeneous Beliefs, Wealth Distribution, and Asset Markets with Risk of Default
    American Economic Review, 2012, 102, (3), 156-60 Downloads View citations (4)
  2. Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes
    American Economic Review, 2012, 102, (3), 141-46 Downloads View citations (3)

2006

  1. Efficient Estimation of Semiparametric Multivariate Copula Models
    Journal of the American Statistical Association, 2006, 101, 1228-1240 Downloads View citations (59)
    See also Working Paper (2004)

Software Items

2016

  1. Envelope Condition Method (ECM) in comparison with other solution methods for the neoclassical growth model with inelastic labor supply in "Envelope Condition Method with an Application to Default Risk Models"
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2016)
 
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