Nikolay Iskrev
Banco de Porugal
Papers
- Evaluating the Information matrix in linearized DSGE models. (Economic Letters, 2008, Vol 99 (3)).
- Local identification in DSGE models (under review, BP wp) (August 1, 2009 version here)
- How much do we learn from the estimation of DSGE models? A case study of identification issues in a New Keynesian business cycle model (substantially revised version coming soon, the old version is available upon request)
Work in progress
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On the choice of observables in DSGE models
Analytic derivatives for likelihood-based estimation and inference in linearized DSGE models
Limited vs. Full information identification in DSGE models
Contact Information
niskrev (at) umich.edu