On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models
Nikolay Iskrev
Journal of Business and Economic Statistics,
vol. 40, 2022, p. 272-284.
Inflation Dynamics and Adaptive Expectations in an Estimated DSGE Model
Paolo Gelain,
Nikolay Iskrev,
Kevin J. Lansing,
Caterina Mendicino
Journal of Macroeconomics,
vol. 59, 2019, p. 258-277.
On the Sources of Information about Latent Variables in DSGE Models
Nikolay Iskrev
European Economic Review,
vol. 119, 2019, p. 318-332.
What to Expect When You're Calibrating: Measuring the Effect of Calibration on the Estimation of Macroeconomic Models
Nikolay Iskrev
Journal of Economic Dynamics and Control,
vol. 99, 2019, p. 54-81.
Monetary Policy Shocks: We Got News!
Sandra Gomes,
Nikolay Iskrev,
Caterina Mendicino
Journal of Economic Dynamics and Control,
vol. 74, 2017, p. 108-128.
Local Identification in DSGE Models
Nikolay Iskrev
Journal of Monetary Economics,
vol. 57, 2010, p. 189-202.