Viktor Tsyrennikov
Assistant professor of Economics at Cornell University- Ph.D. in Economics, NYU, 2007
- Curriculum Vitae
- Research interests: Macroeconomics, International Finance, Econometrics
Recent work
...
Teaching
- International Monetary Theory and Policy, Econ 3620, Fall
- Graduate Macroeconomics I, Econ 6130, Fall
- Computational Economics, Econ 7760, Spring
Work in progress
- Heterogeneous Beliefs, Paternalism and Market Incompleteness w Blume, Cogley, Easley, Sargent
- Political Economy of Sovereign Debt and Default w Levon Barseghyan
- Robust International Portfolios
Working papers
- Speculation and Wealth when Investors Have Diverse Beliefs and Financial Markets Are Incomplete,
w Tim Cogley, Tom Sargent - Heterogeneous Beliefs, Wealth Distribution and Asset Prices
- Mechanics of Wealth Dynamics with Heterogeneous Beliefs
- Asymmetric Price Adjustments in the Retail Gasoline Market, w Olena Rarytska
- Portfolio and Welfare Consequences of Debt Market Dominance, w Sergiy Stepanchuk
- Idiosyncratic Risk and Global Imbalances
- Trading Volume Effects in GARCH Model (available upon request)
Publications
- Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs, w Tim Cogley, Tom Sargent accepted to Economic Journal
- Capital Flows Under Moral Hazard, Journal of Monetary Economics, December 2012
-
Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes, w Tim Cogley, Tom Sargent
The American Economic Review, P&P, vol. 102(3), pp.141-46. -
Heterogeneous Beliefs, Wealth Distribution, and Asset Markets with Risk of Default
The American Economic Review, P&P, vol. 102(3), pp.156-160. -
Efficient Estimation of Semiparametric Copula Models, w Xiaohong Chen, Yanqin Fan
Journal of the American Statistical Association, vol. 101(475), September 2006, pp. 1228-1240
[ Download sample Matlab code, zip archive, 12KB ]