IHS - People
People at IHS in alphabetical order:
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Macroeconomics, Numerical methods
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Diploma, Institute for Advanced Studies (Vienna); MS, Rostov State Univ., Russia; Ph.D., Physics Institute, UAS, Kiev, Ukraina.
Before joining IHS in 2001 as a researcher, Victor Dorofeenko was a senior researcher in Rostov State University and then in General Physics Institute, RAS, Russia.
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“Risk Shocks with Time-Varying Higher Moments“, together with K.D. Sayler, G.S. Lee and J. Strobel,Studies in Nonlinear Dynamics & Econometrics, 2019, forthcoming, doi:10.1515/snde-2018-0028.
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"Uncertainty, agency costs and investment behavior in the Euro area and in the USA", together with K.D. Sayler, G.S. Lee and J. Strobel, Journal of Asian Business and Economic Studies, 25(1), 122-143.
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"Risk Shocks and Housing Supply: A Quantitative Analysis", together with K.D. Salyer, G.S. Lee, Journal of Economic Dynamics and Control, 45, 2014, 194-219.
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"Rationale Erkläungen für Immobilienpreis-Bubbles: Die Auswirkungen von Riskoschocks auf die Wohnimmobilienpreisvolatilität und die Volatilität von Investitionen in Wohnimmobilien", together with K.D. Salyer, G.S. Lee, Perspektiven der Wirtschaftspolitk, 12(2), 2011, 151-169.
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“A new algorithm for solving dynamic stochastic macroeconomic models”, 2010, together with K.D. Salyer, G.S. Lee, Journal of Economic Dynamics and Control, 34, 2010, 388-403.
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“Time-Varying Uncertainty and the Credit Channel”, 2008, together with K.D. Salyer, G.S. Lee, Bulletin of Economic Research, 60(4), 2008, 375-403.
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“Who Controls Allianz?”, together with K. Ritzberger, J. Shorish, L.H.P. Lang, Annals of Finance, 4(1), 2008, 75-103.
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“Finite Memory Distributed Systems”, together with J. Shorish, Contributions to Theoretical Economics, 6(1), 2006, 1-27.
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“Partial Differential Equation Modelling for Stochastic Fixed Strategy Distributed Systems”, together with J. Shorish, Journal of Economic Dynamics and Control, 29, February 2005, 335 – 367.
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