TKACHENKO Denis
TEACHING AREAS |
| Econometrics I |
RESEARCH AREAS |
| Econometrics Macroeconometrics Financial Econometrics |
SELECTED PUBLICATIONS |
| Global Identification in DSGE Models Allowing for Indeterminacy, (with Zhongjun Qu), Review of Economic Studies, forthcoming.
Identification and Frequency Domain Quasi-maximum Likelihood Estimation of Linearized Dynamic Stochastic General Equilibrium Models, (with Zhongjun Qu), Quantitative Economics, 3(2012), 95-132. Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007), (with Zhongjun Qu), forthcoming in Advances in Econometrics (Volume 28): DSGE Models in Macroeconomics – Estimation, Evaluation and New Developments. |