Natalia Khorunzhina

Copenhagen Business School - Faculty of Economics and Business Administration

Frederiksberg, DK - 2000

Denmark

http://sf.cbs.dk/nk

SCHOLARLY PAPERS

8

DOWNLOADS

269

SSRN CITATIONS
Rank 46,459

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Top 46,459

in Total Papers Citations

11

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

Structural Estimation of Stock Market Participation Costs

Journal of Economic Dynamics and Control, Vol. 37, 2013
Number of pages: 35 Posted: 15 Jan 2015
Natalia Khorunzhina
Copenhagen Business School - Faculty of Economics and Business Administration
Downloads 91 (301,311)
Citation 3

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Portfolio Choice, Stock Market Participation, Dynamic Models, Discrete Choice Models, Panel Data

2.

Micro-Level Estimation of Optimal Consumption Choice with Intertemporal Nonseparability in Preferences and Measurement Errors

Journal of Business and Economic Statistics, Vol. 36(2), 2018
Number of pages: 42 Posted: 08 Jul 2009 Last Revised: 16 Jan 2019
Wayne Roy Gayle and Natalia Khorunzhina
University of Virginia - Department of Economics and Copenhagen Business School - Faculty of Economics and Business Administration
Downloads 48 (421,737)
Citation 1

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Habit formation; Nonlinear Models; Intertemporal elasticity of substitution; Relative risk aversion.

3.

Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels

Computational Economics, Vol. 53(3), 2019
Number of pages: 24 Posted: 04 Jul 2016 Last Revised: 21 Mar 2019
Natalia Khorunzhina and Jean-Francois Richard
Copenhagen Business School - Faculty of Economics and Business Administration and University of Pittsburgh - Department of Economics
Downloads 39 (457,353)

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Finite mixture, Distance measure, Gaussian quadrature, Importance sampling, Adaptive algorithm, Stochastic volatility, Density kernel

4.
Downloads 30 (498,821)
Citation 2

Housing Decision with Divorce Risk

International Economic Review, Vol. 60(3), 2019
Number of pages: 47 Posted: 19 Dec 2018 Last Revised: 16 Jan 2019
Marcel Fischer and Natalia Khorunzhina
Copenhagen Business School and Copenhagen Business School - Faculty of Economics and Business Administration
Downloads 30 (512,036)
Citation 2

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household finance, real estate, life cycle, divorce risk, family economics

Housing Decision with Divorce Risk

International Economic Review, Vol. 60, Issue 3, pp. 1263-1290, 2019
Number of pages: 28 Posted: 22 May 2020
Marcel Fischer and Natalia Khorunzhina
Copenhagen Business School and Copenhagen Business School - Faculty of Economics and Business Administration
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5.

American Dream Delayed: Shifting Determinants of Homeownership

Number of pages: 47 Posted: 07 Jul 2019
Natalia Khorunzhina and Robert Miller
Copenhagen Business School - Faculty of Economics and Business Administration and Carnegie Mellon University - David A. Tepper School of Business
Downloads 24 (532,372)
Citation 1

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Housing Demand, Fertility, Labor Supply

Intratemporal Nonseparability between Housing and Nondurable Consumption: Evidence from Reinvestment in Housing Stock

Journal of Monetary Economics, forthcoming
Number of pages: 38 Posted: 05 Sep 2018 Last Revised: 08 Apr 2020
Natalia Khorunzhina
Copenhagen Business School - Faculty of Economics and Business Administration
Downloads 17 (596,973)

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Intratemporal Nonseparability, Housing, Nondurable Consumption

Intratemporal Nonseparability between Housing and Nondurable Consumption: Evidence from Reinvestment in Housing Stock

CESifo Working Paper No. 7663
Number of pages: 37 Posted: 25 Jul 2019
Natalia Khorunzhina
Copenhagen Business School - Faculty of Economics and Business Administration
Downloads 5 (685,652)

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intratemporal nonseparability, housing, nondurable consumption

7.

Interest-Only Mortgages and Consumption Growth: Evidence from a Mortgage Market Reform

Number of pages: 44 Posted: 06 Mar 2020
Claes B├Ąckman and Natalia Khorunzhina
Aarhus University - Department of Business and Economics and Copenhagen Business School - Faculty of Economics and Business Administration
Downloads 14 (595,233)
Citation 1

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Consumption, Mortgage Market

8.

Real Business-Cycle Model with Habits: Empirical Investigation

Economic Modelling, Vol. 46, 2015
Number of pages: 20 Posted: 08 Jul 2009 Last Revised: 05 Jul 2019
Natalia Khorunzhina
Copenhagen Business School - Faculty of Economics and Business Administration
Downloads 1 (693,134)

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