Anna Kormilitsina

Assistant Professor

Southern Methodist University

Curriculum Vitae

Research Interests

Monetary Economics, Macroeconomics, Applied Econometrics

Publications

  1. An Amplification Mechanism in a Model of Energy”, 2015 (Canadian Journal of Economics, accepted)
  2. Consistent Variance of the Laplace Type Estimators: Application to DSGE Models, 2015, with Denis Nekipelov (International Economic Review, forthcoming)
  3. Solving Rational Expectations Models with Informational Subperiods: a Perturbations Approach, Computational Economics, Volume 41, Issue 4 (2013), Page 525-555 (Matlab codes)
  4. Approximation Properties of Laplace-Type Estimators, with Denis Nekipelov, Advances in Econometrics, 28, 2012
  5. “Oil Price Shocks and the Optimality of Monetary Policy”,  Review of Economic Dynamics, 14, January 2011

Manuscripts

  1. Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison, 2015, with  Sarah Zubairy (JMCB, revised and resubmitted)

Work in Progress

  1. On the Optimal Scaling of the Objective Function for the Laplace Type Estimator
    (with Denis Nekipelov)
  2. Solving Rational Expectations Models with Occasionally Binding Constraints Using
    the Perturbation Method
  3.  Modeling Asymmetries in a Model of the Energy Price Shock

Contact information

Department of Economics
Southern Methodist University
3300 Dyer Street              Suite 301 Umphrey Lee  Dallas, Tx,   75275

Office: (214) 768 -3736

E-mail: annak@smu.edu

Education

  • Ph.D. in Economics, May 2008, Duke University, Durham, NC, USA
  • MA in Economics, June 2003, New Economic School, Moscow, Russia
  • MS in Applied Math, June 2003, Moscow Institute of Physics and Technology, Moscow, Russia
  • BS in Applied Math, June 2001, Moscow Institute of Physics and Technology, Moscow, Russia

 

The page was last updated on November 5, 2015