Iskrev N Spectral decomposition of the information about latent variables in dynamic macroeconomic models
Iskrev N How information-rich are data-rich environments?
Iskrev N Are asset price data informative about news shocks? A DSGE perspective.
Iskrev N Evaluating the strength of identification in DSGE models. An a priori approach.
Iskrev N, João Ritto Choosing the variables to estimate singular DSGE models: Comment
Iskrev N What’s News in Business Cycles? A comment
Iskrev N (2021) On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models Journal of Business & Economic Statistics, forthcoming
Iskrev N (2019) On the sources of information about latent variables in DSGE models European Economic Review, Vol 119,
Iskrev N (2019) What to expect when you’re calibrating: measuring the effect of calibration on the estimation of macroeconomic models Journal of Economic Dynamic and Control, Vol 99
Gelain P, Iskrev N, Lansing K, Mendicino C (2019) Inflation Dynamics and Adaptive Expectations in an Estimated DSGE Model Journal of Macroeconomics, Vol 59
Gomes S, Iskrev N, Mendicino C (2017) Monetary policy shocks: We got news! Journal of Economic Dynamics and Control, Vol 74
Iskrev N (2010) Local identification in DSGE models. Journal of Monetary Economics, Vol 57 (2)
Iskrev N (2008) Evaluating the Information matrix in linearized DSGE models. Economic Letters, Vol 99 (3)
Iskrev N (2007) Essays on identification and estimation of dynamic stochastic general equilibrium models. PhD dissertation, Department of Economics, University of Michigan, Ann Arbor