Viktor Tsyrennikov

Cornell University - Department of Economics

Ithaca, NY

United States

SCHOLARLY PAPERS

4

DOWNLOADS

228

SSRN CITATIONS

7

CROSSREF CITATIONS

5

Scholarly Papers (4)

1.

Exchange Rates and Trade: A Disconnect?

IMF Working Paper No. 17/58
Number of pages: 53 Posted: 12 May 2017
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), Cornell University - Department of Economics and International Monetary Fund (IMF)
Downloads 116 (290,769)

Abstract:

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Foreign exchange, Global trade, exchange rate disconnect, exchange rates and trade, Country and Industry Studies of Trade, Open Economy Macroeconomics

2.

Envelope Condition Method with an Application to Default Risk Models

Number of pages: 43 Posted: 23 Jul 2014
Cristina Arellano, Lilia Maliar, Serguei Maliar and Viktor Tsyrennikov
Federal Reserve Bank of Minneapolis, CUNY The Graduate Center - Department of Economics, Universidad de Alicante - Departamento de Fundamentos del Analisis Economico and Cornell University - Department of Economics
Downloads 83 (361,663)
Citation 10

Abstract:

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Dynamic programming; Value function iteration; Bellman equation; Endogenous grid; Envelope condition; Curse of dimensionality; Large scale; Sovereign debt; Default risk

3.

Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs

Bank of Korea WP 2013-23
Number of pages: 47 Posted: 09 Apr 2015
Timothy Cogley, Thomas J. Sargent and Viktor Tsyrennikov
Leonard N. Stern School of Business - Department of Economics, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business and Cornell University - Department of Economics
Downloads 21 (620,600)
Citation 3

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Wealth dynamics, survival, incomplete markets, diverse beliefs, learning

4.

Trading on Sunspots

NBER Working Paper No. w20813
Number of pages: 38 Posted: 05 Jan 2015 Last Revised: 16 May 2021
Boyan Jovanovic and Viktor Tsyrennikov
New York University - Department of Economics and Cornell University - Department of Economics
Downloads 8 (716,592)

Abstract:

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