Department of Economics

Faculty of Arts and Social Sciences

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Denis TKACHENKO
Title: Assistant Professor
Email: ecstd Office: AS2 05-34
Tel: 6516 6019 Fax: 6775 2646
Degree: PhD, Boston University
Homepage: http://profile.nus.edu.sg/fass/ecstd/
CV: -

Teaching Areas:
Econometrics I

Research Areas:
Econometrics, Macroeconometrics, Financial Econometrics

Selected Publications:
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.