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
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 |

Introductory Data Science for Economists (DSE1101)

Econometrics II (EC3304)

Economic and Financial Forecasting (EC4304)

Machine Learning and Economic Forecasting (EC4308)


Please visit my personal webpage (see link above under "Homepage") to view my most updated research papers, replication codes, etc.


Econometric theory, Financial Econometrics, Macroeconometrics

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


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