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pro vyhledávání: '"Nikolay Iskrev"'
Autor:
Nikolay Iskrev
Publikováno v:
Journal of Business & Economic Statistics. 40:272-284
What features of the data are the key sources of information about the parameters in structural macroeconomic models? As such models grow in size and complexity, the answer to this question has bec...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3bf8fa3ee9bf232e0de91bbd7a4ded34
https://doi.org/10.1080/07350015.2020.1803079
https://doi.org/10.1080/07350015.2020.1803079
Autor:
Nikolay Iskrev
Publikováno v:
Journal of Economic Dynamics and Control. 99:54-81
I propose two measures of the impact of calibration on the estimation of macroeconomic models. The first quantifies the amount of information introduced with respect to each estimated parameter as a result of fixing the value of one or more calibrate
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https://explore.openaire.eu/search/publication?articleId=doi_________::5092fffdf22c3f6c147d24d1eedb2d7d
https://doi.org/10.1016/j.jedc.2018.12.002
https://doi.org/10.1016/j.jedc.2018.12.002
Publikováno v:
Journal of Economic Dynamics and Control. 74:108-128
We assess the role of monetary policy news shocks in the context of a medium scale DSGE model estimated on US data. We estimate several versions of the model and find decisive evidence in favour of the inclusion of monetary policy news shocks over a
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https://explore.openaire.eu/search/publication?articleId=doi_________::a21c774bb928514378124b44d3ac152e
https://doi.org/10.1016/j.jedc.2016.10.010
https://doi.org/10.1016/j.jedc.2016.10.010
Autor:
Nikolay Iskrev
Publikováno v:
Journal of Monetary Economics. 57:189-202
The issue of identification arises whenever structural models are estimated. Lack of identification means that the empirical implications of some model parameters are either undetectable or indistinguishable from the implications of other parameters.
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https://explore.openaire.eu/search/publication?articleId=doi_________::504877f30133e2ed8092af8b48a8e947
https://doi.org/10.1016/j.jmoneco.2009.12.007
https://doi.org/10.1016/j.jmoneco.2009.12.007
Autor:
Nikolay Iskrev
Publikováno v:
Economics Letters. 99:607-610
In this note we show how the stochastic general equilibrium (DSGE) models can be evaluated analytically. The result is useful for the estimation and identification analysis of such models.
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https://explore.openaire.eu/search/publication?articleId=doi_________::f717f5779dd2dabf3f1c563602e3b0ac
https://doi.org/10.1016/j.econlet.2007.10.016
https://doi.org/10.1016/j.econlet.2007.10.016
Autor:
Nikolay, Iskrev
In a recent article Canova et al. (2014) study the optimal choice of variables to use in the estimation of a simplified version of the Smets and Wouters (2007) model. In this comment I examine their conclusions by applying a different methodology to
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https://explore.openaire.eu/search/publication?articleId=od_______645::417936da03ef68d3aa1511979cae9d2b
http://www.dynare.org/wp-repo/dynarewp041.zip
http://www.dynare.org/wp-repo/dynarewp041.zip
Autor:
Nikolay Iskrev
There is a long tradition in macroeconomics of using selected moments of the data to determine empirically relevant values of structural parameters. This paper presents a formal approach for evaluating the implications of DSGE models for the distribu
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https://explore.openaire.eu/search/publication?articleId=od_______645::b0b3d430fc56d650b80aaf5e65d301bf
https://economicdynamics.org/meetpapers/2013/paper_339.pdf
https://economicdynamics.org/meetpapers/2013/paper_339.pdf
Autor:
Nikolay Iskrev
The strength of identification in structural models is a reflection of the empirical relevance of the model features represented by the parameters. Weak identification arises when some parameters are nearly irrelevant or nearly redundant with respect
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::a4bb1ffaf13756534c661b8cf3507ca2
https://economicdynamics.org/meetpapers/2010/paper_1117.pdf
https://economicdynamics.org/meetpapers/2010/paper_1117.pdf