Sergey Ivashchenko

Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression

Darko Vuković, Kirill Romanyuk, Sergey Ivashchenko et al. · Expert Systems with Applications · 2022 · 44 citations · Full text

Forecasting Methodology, Probabilistic Forecasting, Engineering +9

DSGE Model Estimation on the Basis of Second-Order Approximation

Sergey Ivashchenko · Computational Economics · 2013 · 15 citations

Numerical Analysis, Parameter Identification, Parameter Estimation +6

Real-time forecast of DSGE models with time-varying volatility in GARCH form

Semih Emre Çekin, Sergey Ivashchenko, Rangan Gupta et al. · International Review of Financial Analysis · 2024 · 15 citations

Forecasting Methodology, Volatility Modeling, Multivariate Stochastic Volatility +10

Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms

Sergey Ivashchenko · RePEc: Research Papers in Economics · 2013 · 10 citations

Long -term growth sources for sectors of Russian economy

Sergey Ivashchenko · Journal of the New Economic Association · 2020 · 10 citations · Full text