working papers

Iskrev N Are asset price data informative about news shocks? A DSGE perspective.pdf GitHub

Iskrev N, João Ritto Choosing the variables to estimate singular DSGE models: Comment pdf GitHub

Iskrev N What’s News in Business Cycles? A comment pdf GitHub

Iskrev N On the distribution of information in the moment structure of DSGE models pdf GitHub

journal articles

Iskrev N (2008) Evaluating the Information matrix in linearized DSGE models. Economic Letters, Vol 99 (3) pdf

Iskrev N (2010) Local identification in DSGE models. Journal of Monetary Economics, Vol 57 (2) pdf GitHub

Gomes S, Iskrev N, Mendicino C (2017) Monetary policy shocks: We got news! Journal of Economic Dynamics and Control, Vol 74 pdf GitHub

dissertation

Iskrev N (2007) Essays on identification and estimation of dynamic stochastic general equilibrium models. PhD dissertation, Department of Economics, University of Michigan, Ann Arbor pdf GitHub