07.10.2020
Occasional Papers of Eesti Pank 2/2020 Authors: Helen Ljadov, Reet Reedik, Raido Kraavik, Taavi Raudsaar, Lauri Matsulevitš, Dmitry Kulikov, Kaspar Oja, Lenno Uusküla, Nicolas Reigl, Karsten Staehr Several central banks have started using negative interest rates alongside other nonstandard... more
06.12.2019
Working Papers of Eesti Pank 8/2019 This paper takes a fresh look at the use of the Phillips curve and various inflation expectation proxies for tracking euro area inflation dynamics in the aftermath of the global financial crisis of 2008. Because inflation expectations can be measured in a... more
18.01.2017
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
25.01.2016
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
11.01.2016
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
09.01.2015
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
13.09.2013
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
07.01.2013
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
29.10.2012

Senior Economist
E-mail: dmitry.kulikov [at] eestipank.ee

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

Education:
2004 — Ph.D., Economics, University of... more

01.03.2012
Working Papers of Eesti Pank. No. 3/2012 Article: Estimating Consumption Responses to Income Shocks of Different Persistence Using Self-Reported Income Measures, 2016,  Review of Income and Wealth, Vol. 62, No. 2, pp. 311-333. The Permanent Income Hypothesis (PIH) entails... more
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