Working papers
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Nikolay Iskrev, “On the band-spectral estimation of business cycle models,”
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Nikolay Iskrev, “Spectral decomposition of the information about latent variables in dynamic macroeconomic models,”
Journal articles
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Nikolay Iskrev, “On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models,” Journal of Business & Economic Statistics 40, no.1 (2022): 272–284, doi:
10.1080/07350015.2020.1803079 -
Nikolay Iskrev, “On the sources of information about latent variables in DSGE models,” European Economic Reviews 119 (2019): 318–332, doi:
10.1016/j.euroecorev.2019.07.012 -
Paolo Gelain, Nikolay Iskrev, Kevin J. Lansing, Caterina Mendicino, “Inflation Dynamics and Adaptive Expectations in an Estimated DSGE Model,” Journal of Macroeconomics 59 (2019): 258-277, doi:
10.1016/j.jmacro.2018.12.002 -
Nikolay Iskrev, “What to expect when you're calibrating: measuring the effect of calibration on the estimation of macroeconomic models,” Journal of Economic Dynamic and Control 99 (2019): 54-81, doi:
10.1016/j.jedc.2018.12.002 -
Sandra Gomes, Nikolay Iskrev, Caterina Mendicino, “Monetary policy shocks: We got news!,” Journal of Economic Dynamics and Control 59 (2017): 108-128, doi:
https:10.1016/j.jedc.2016.10.010 -
Nikolay Iskrev, “Local identification in DSGE models,” Journal of Monetary Economics 57, no.2 (2010): 189-202, doi:
10.1016/j.jmoneco.2009.12.007 -
Nikolay Iskrev, “Evaluating the information matrix in linearized DSGE models,” Economics Letters 99, issue 3 (2008): 607-610, doi:
10.1016/j.econlet.2007.10.016
Dormant working papers
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"Are asset price data informative about news shocks? A DSGE perspective"
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"Evaluating the strength of identification in DSGE models. An a priori approach"
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"Choosing the variables to estimate singular DSGE models: Comment"