Occasional Paper Series 2/2016 Pierre Lafourcade, Andrea Gerali, Jan Brůha, Dirk Bursian, Ginters Buss, Vesna Corbo, Markus Haavio, Christina Håkanson, Tibor Hledik, Dmitry Kulikov, Matija Lozej, Brian Micallef, Dimitris Papageorgiou, Juuso Vanhala and Marin Zeleznik. Labour market... more
Working Papers of Eesti Pank 8/2015 This paper contributes to the literature on statistical identification of macroeconomic shocks by proposing a Bayesian VAR with time–varying volatility of the residuals that depends on a hidden Markov process, referred to as an MS-SVAR.... more
Occasional Papers 2/2015 Alistair Dieppe, Paolo Guarda, Maria Albani, Alberto González Pandiella, Esther Gordo, Owen Grech, Delphine Irac, Juha Kilponen, Dmitry Kulikov, Luca Marchiori, Ricardo Mourinho Félix, Niki Papadopoulou, Lisa Rodano, Dimitris Sideris, Edgar Vogel*.... more
Working Papers of Eesti Pank 10/2014 This paper examines the Law of One Price using Nielsen disaggregated price data covering 13 euro area countries and 45 different product categories over the time period 2008 to 2012. The empirical methodology is based on a non-structural log-... more
Working Papers of Eesti Pank No. 9/2013 In this paper we contribute to the literature on the identification of macroeconomic shocks by proposing a Bayesian SVAR with timevarying volatility of innovations that depend on a hidden Markov process, referred to as an MS-SVAR. With... more
Working Papers of Eesti Pank No. 7/2012 This paper investigates the impact of macroeconomic volatility on growth in a panel of 121 countries over the period 1980 to 2010. We confirm the Ramey and Ramey (1995) result that macroeconomic volatility is negatively related to economic... more

Senior Economist
Phone: +(00) 372 668 0777
E-mail: dmitry.kulikov [at] eestipank.ee

Research interests:
Theoretical and applied econometrics
Applied macroeconomics
Long memory models
Financial volatility models

2004 — Ph... more

Working Papers of Eesti Pank. No. 3/2012 The Permanent Income Hypothesis (PIH) entails that consumption reacts more strongly to persistent than to temporary income shocks. This prediction is tested using data from the Estonian Household Budget Surveys for 2002-2007. The dataset contains... more
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