FASS Staff Profile
DR TKACHENKO, DENIS
SENIOR LECTURER
DEPARTMENT of ECONOMICS
- Appointment:
- SENIOR LECTURER
- Office:
- AS2/05-34
- Email:
- denis.tkachenko@nus.edu.sg
- Tel:
- 65166019
- Fax:
- Homepage:
- http://staffpages.nus.edu.sg/fas/ecstd/main.html
Tabs
tkachenko_cv_july18.pdf
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Brief Introduction
Citizenship: Russia
Academic Degrees:
- Ph.D. in Economics, Boston University, 2012
- M. Litt. in Economics, Trinity College Dublin, 2007
- M. Sc. in Economics, Trinity College Dublin, 2006
- B.A.(Mod.) in Economic and Social Sciences, Trinity College Dublin, 2005
tkachenko_cv_july18.pdf
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Teaching Areas
Introductory Data Science for Economists (DSE1101)
Econometrics II (EC3304)
Economic and Financial Forecasting (EC4304)
Machine Learning and Economic Forecasting (EC4308)
Current Research
Please visit my personal webpage (see link above under "Homepage") to view my most updated research papers, replication codes, etc.
Research Interests
Econometric theory, Financial Econometrics, Macroeconometrics
Publications
ARTICLES IN JOURNALS
- Global Identification in DSGE Models Allowing for Indeterminacy, (with Zhongjun Qu), Review of Economic Studies, 84(2017), 1306-1345.
- Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007), (with Zhongjun Qu), Advances in Econometrics (Volume 28): DSGE Models in Macroeconomics – Estimation, Evaluation and New Developments, 2012, 319-385.
- Identification and Frequency Domain Quasi-maximum Likelihood Estimation of Linearized Dynamic Stochastic General Equilibrium Models, (with Zhongjun Qu), Quantitative Economics, 3(2012), 95-132.
SUPPLEMENTARY MATERIALS FOR PUBLISHED PAPERS
- Supplement with proofs for "Identification and Frequency Domain Quasi-maximum Likelihood Estimation of Linearized Dynamic Stochastic General Equilibrium Models" can be found here
Last Modified: 2021-09-23 Total Visits: 7566