Nikolay I. Iskrev

Bank of Portugal - Economic Research Department

R. do Ouro, 27

Lisboa, 1100-150

Portugal

UECE - Research Unit on Complexity in Economics

ISEG/UTL, Rua Miguel Lupi 20

Lisboa, 1249-078

Portugal

http://www.iseg.utl.pt/~uece/

  • Bank of Portugal - Economic Research Department

  • UECE - Research Unit on Complexity in Economics

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    • Tel: +351213925912
    • Fax: +351213971196
SCHOLARLY PAPERS

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12

Scholarly Papers (4)

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1.

Inflation Expectations and Their Role in Eurosystem Forecasting

ECB Occasional Paper No. 2021/264
Number of pages: 146 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
Ursel Baumann, Matthieu Darracq Paries, Thomas Westermann, Marianna Riggi, Elena Bobeica, Aidan Meyler, Benjamin Böninghausen, Friedrich Fritzer, Riccardo Trezzi, Jana Jonckheere, Dmitry Kulikov, Dilyana Popova, Sulev Pert, Maritta Paloviita, František Brázdik, Harri Pönkä, Mikkel Bess, Pierre-Antoine Robert, Alexander Al-Haschimi, Philipp Gmehling, Marta Banbura, Evangelos Charalampakis, Jan-Oliver Menz, Benny Hartwig, Joan Paredes, Ute Volz, Lovisa Reiche, Zacharias Bragoudakis, Marcel Tirpak, Evangelia Kasimati, Tomasz Łyziak, Alex Tagliabracci, Ewa Stanisławska, Andrejs Bessonovs, Nikolay I. Iskrev, Olegs Krasnopjorovs, Miroslav Gavura, Tomas Reichenbachas, Milan Damjanović, Roberta Colavecchio, Matjaz Maletic, Gabriele Galati, Danilo Leiva, Ide Kearney and Pär Stockhammar
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Board of Governors of the Federal Reserve System, National Bank of Belgium, Bank of Estonia, Bulgarian National Bank, Bank of Estonia, Bank of Finland - Research, Czech National Bank, Bank of Finland, National Bank of Denmark, Banque de France, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank, European Central Bank (ECB), Deutsche Bundesbank, Deutsche Bundesbank, European Central Bank, Deutsche Bundesbank, University of Oxford, Bank of Greece, European Central Bank (ECB), Bank of Greece, National Bank of Poland, Bank of Italy, National Bank of Poland, Latvijas Banka, Bank of Portugal - Economic Research Department, Latvijas Banka, Národná banka Slovenska, Bank of Lithuania, Bank of Slovenia, Banque centrale du Luxembourg, Banka Slovenije, De Nederlandsche Bank, Banco de España, De Nederlandsche Bank and Sveriges Riksbank
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anchoring, forecasting, Inflation expectations, macroeconomics, monetary policy

2.

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

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Citation 12

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

ECB Occasional Paper No. 205, ISBN: 978-92-899-3364-3
Number of pages: 68 Posted: 11 Jan 2018
Gerhard Rünstler, Hiona Balfoussia, Lorenzo Burlon, Ginters Buss, Mariarosaria Comunale, Bruno De Backer, Hans Dewachter, Paolo Guarda, Markus Haavio, Irma Hindrayanto, Nikolay I. Iskrev, Ivan Jaccard, Dmitry Kulikov, Davor Kunovac, Črt Lenarčič, Matthieu Lequien, Matija Lozej, Martin Mandler, Dimitris Papageorgiou, Jesper Pedersen, Gabriel Perez-Quiros, Ansgar Rannenberg, Eyno Rots, Michael Scharnagl and Peter Welz
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, Catholic University of Leuven (KUL) - Department of Economics, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, Banque de France, Central Bank of Ireland, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK), Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank (ECB)
Downloads 258 (246,459)
Citation 10

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financial cycles, synchronicity, real-time estimates, DSGE models

Real and Financial Cycles in EU Countries - Stylised Facts and Modelling Implications

ECB Occasional Paper No. 2018/205
Number of pages: 68 Posted: 09 Oct 2021
Gerhard Rünstler, Hiona Balfoussia, Lorenzo Burlon, Ginters Buss, Mariarosaria Comunale, Bruno De Backer, Hans Dewachter, Paolo Guarda, Markus Haavio, Irma Hindrayanto, Nikolay I. Iskrev, Ivan Jaccard, Dmitry Kulikov, Davor Kunovac, Črt Lenarčič, Matthieu Lequien, Matija Lozej, Martin Mandler, Dimitris Papageorgiou, Jesper Pedersen, Gabriel Perez-Quiros, Ansgar Rannenberg, Eyno Rots, Michael Scharnagl and Peter Welz
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, National Bank of Belgium, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, Banque de France, Central Bank of Ireland, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Central Bank of Ireland, Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank (ECB)
Downloads 115 (506,229)
Citation 2

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DSGE models, financial cycles, real-time estimates, synchronicity

3.

Are Asset Price Data Informative About News Shocks? A DSGE Perspective

ECB Working Paper No. 2161
Number of pages: 65 Posted: 25 Jun 2018
Nikolay I. Iskrev
Bank of Portugal - Economic Research Department
Downloads 61 (737,092)

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DSGE models, News Shocks, Asset prices, Information, Identification

4.

On Identification Issues in Business Cycle Accounting Models

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On Identification Issues in Business Cycle Accounting Models

Number of pages: 80 Posted: 03 Feb 2025
Francesca Loria, Pedro Brinca and Nikolay I. Iskrev
Board of Governors of the Federal Reserve System, Nova School of Business and Economics and Bank of Portugal - Economic Research Department
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Business Cycle Accounting, Identification, Maximum Likelihood Estimation JEL: C32, C51, C52, E27, E32, E37

On Identification Issues in Business Cycle Accounting Models

Advances in Econometrics Volume 46 "Essays in Honor of Fabio Canova"
Posted: 27 Dec 2021
Francesca Loria, Pedro Brinca and Nikolay I. Iskrev
Board of Governors of the Federal Reserve System, Nova School of Business and Economics and Bank of Portugal - Economic Research Department

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Business Cycle Accounting, Identification, Maximum Likelihood Estimation