Viktors Ajevskis

Monetārās politikas pārvaldes Pētniecības daļas galvenais pētnieks

Viktors Ajevskis 1985. gadā beidzis Maskavas Valsts universitātes Mehānikas un matemātikas fakultāti, 1987.–1990. gadā studējis aspirantūrā Rīgas Tehniskajā universitātē. 1992. gadā Ukrainas Zinātņu akadēmijas Matemātikas institūtā aizstāvējis fizikas un matemātikas zinātņu kandidāta disertāciju, kura 1993. gadā nostrificēta Latvijas Universitātes Matemātikas promocijas padomē.

Viktors Ajevskis no 1999. gada ir asociētais profesors Rīgas Tehniskās universitātes Varbūtību teorijas un matemātiskās statistikas katedrā. Viņš sāka darbu Latvijas Bankas Monetārās politikas pārvaldē 2003. gadā, bija vecākais ekonomists un vēlāk – galvenais ekonomists; no 2009. gada – galvenais ekonometrists.

 

Autora darbi

    • Working Papers

      21.
      Günter Coenen, Paolo Bonomolo, Hector Carcel-Villanova, Kai Christoffel, Lena Cleanthous, Roberta Colavecchio, Roberto De Santis, Michael Ehrmann, Martin Feldkircher, Lorenzo Ferrante, Alessandro Galesi, Garo Garabedian, Andrea Gerali, Rafael Gerke, Sandra Gomes, Gavin Goy, Christoph Grosse Steffen, Peter Hoffmann, John Hutchinson, Nikolay Iskrev, Tomi Kortela, Michael Kühl, Dmritry Kulikov, Philipp Lieberknecht, Martin Mandler, Julien Matheron, Falk Mazelis, Sara Meyer, Angeliki Momtsia, Carlos Montes-Galdón, Roberto Motto, Georgios Papadopoulos, Ansgar Rannenberg, Arthur Saint Guilhem, Alexander Scheer, Sebastian Schmidt, Fabian Schupp, Ifigeneia Skotida, Nika Sosič, Georg Strasser, Martin Strukat, Alex Tagliabracci, Dominik Thaler, Ine Van Robays, Ajevskis Viktors, Igor Vetlov, Andreea Vladu, Klaus Vondra, Ladislav Wintr, Martin Železník, Andrejs Zlobins, Friederike Bornemann, Maria Eskelinen, Maria Giulia Cassinis, Jonas Hölz, Cristoforo Pizzimenti, Maximilian Schroeder. Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment, Occasional Paper Series, European Central Bank, accepted for publication in 2022.
      20.
      Brand Claus, Obstbaum Meri, Coenen Günter, Sondermann David, Lydon Reamonn, Ajevskis Viktors, Hammermann Felix, Angino Siria, Hernborg Nils, Basso Henrique, Hertweck Matthias, Bijnens Gert, Hutchinson John, Bobeica Elena, Jacquinot Pascal, Bodnár Katalin, Kanutin Andrew, Botelho Vasco, Karsay Alex, Colciago Andrea, Kienzler Daniel, Consolo Agostino, Kolndrekaj Aleksandra, De Philippis Marta, Lhuissier Stéphane, Da Silva António Dias, Le Roux Julien, Dossche Maarten, Lozej Matija, Dupraz Stéphane, Martins Fernando, Falath Juraj, Mazelis Falk, Ferrari Alessandro, Mongelli Francesco, Gomes Sandra, Montero José, Motto Roberto, Goy Gavin, Nakov Anton, Grasso Adriana, Osterloh Steffen, Guglielminetti Elisa, Pidkuyko Myroslav, Haavio Markus, Piton Celine, Ploj Gasper, Slacalek Jiri, Polemidiotis Marios, Sokol Andrej, Propst Maximilian, Soudan Michel, Neves Pedro Luis Rebelo, Szörfi Béla, Ristiniemi Annukka, Thaler Dominik, Pereira Manuel Bernado Rodrigues, Vanhala Juuso, Saint-Guilhe. Employment and the conduct of monetary policy in the euro area, Occasional Paper Series, European Central Bank, accepted for publication in 2021.
      19.
      Cecion Martina, Coenen Günter, Gerke Rafael, Le Bihan Hervé, Motto Roberto, Aguilar Pablo, Ajevskis Viktors, Giesen Sebastian, Albertazzi Ugo, Gilbert Niels, Al-Haschimi Alexander, Gomes Sandra, Bornemann Friederike, Goy Gavin, Brand Claus, Grasso Adriana, Carboni Giacomo, Grosse-Steffen Christoph, Cecioni Martina, Haavio Markus, Cleanthous Lena, Hammermann Felix, Hoffmann Mathias, Consolo Agostino, Hölz Jonas, Corbisiero Giuseppe, Hurtado Samuel, Dedola Luca, Hürtgen Patrick, Andreeva Desislava, Hutchinson John, Dobrew Michael, Ioannidis Michael, Dupraz Stéphane, Kenny Geoff, Ehrmann Michael, Kho Stephen, Fahr Stephan, Kienzler Daniel, Gautier Erwan, Knüppel Malte, Georgarakos Dimitris, Kok Christoffer, Kontulainen Jarmo, Rannenberg Ansgar, Kortelainen Mika, Ristiniemi Annukka, Röttger Joost, Lima Ana Isabel, Saint-Guilhem Arthur, Locarno Alberto, Santoro Sergio, Lojschová Adriana, Scheer Alexander, Maletic Matjaz, Schmidt Sebastian, Martin Alberto, Schneider Jan David, Mathe. The ECB’s price stability framework: past experience, and current and future challenges, Occasional Paper Series, European Central Bank, accepted for publication in 2021.
      18.
      Viktors Ajevskis. Generalised Impulse Response Function as a Perturbation of a Global Solution to DSGE Models, Working Papers, Latvijas Banka, accepted for publication in 2019.
      17.
      Claus Brand, Marcin Bielecki, Adrian Penalver, Viktors Ajevskis, Marcin Bielecki, Claus Brand, Zacharias Bragoudakis, Mariarosaria Comunale, Alessandro Galesi, Felix Geiger, Andrea Gerali, Markus Haavio, Irma Hindrayanto, Tibor Hlédik, John Hutchinson, Marek Jarocinski, Marcin Kolasa, Georgi Krustev, Patrik Kupkovic, Falk Mazelis, Francisco Nadal De Simone, Andrea Papetti, Adrian Penalver, Jesper Pedersen, Gabriel Pérez Quirós, Ansgar Rannenberg, Pedro Pires Ribeiro, Stefan Ried, Arthur Saint-Guilhem, Fabian Schupp, Andra Smadu, Jaromir Tonner, Jan Vlcek. The natural rate of interest: estimates, drivers, and challenges to monetary policy, Occasional Paper Series, European Central Bank, accepted for publication in 2018.
      16.
      Viktors Ajevskis. The Natural Rate of Interest: Information Derived from a Shadow Rate Model, Working Papers, Latvijas Banka, accepted for publication in 2018.
      15.
      Viktors Ajevskis. A Term Structure of Interest Rates Model with Zero Lower Bound and the European Central Bank's Non-standard Monetary Policy Measures, Working Papers, Latvijas Banka, accepted for publication in 2016.
      14.
      Viktors Ajevskis. Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path, Dynare Working Papers, CEPREMAP, accepted for publication in 2015.
      13.
      Viktors Ajevskis. Semi-Global Solutions to DSGE Models: Perturbation Around A Deterministic Path, Working Papers, Latvijas Banka, accepted for publication in 2014.
      12.
      Viktors Ajevskis. Nonlocal Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach, Working Papers, Latvijas Banka, accepted for publication in 2013.
      11.
      Alistair Dieppe, Viktors Ajevskis, Stephane Dees, Pascal Jacquinot, Tohmas Karlsson, Chiara Osbat, Selin Ozyurt, Igor Vetlov, Axel Jochem, Zacharias Bragoudakis, Dimitris Sideris, Patry Tello, Jean Charles Bricogne, Guillaume Gaulier, Massimiliano Pisani, Niki Papadopoulou, Brian Micallef, Michal Brzoza-Brzezina, Sandra Gomes, Judit Kreko, Milan Vyskrabka . Competitiveness and External Imbalances within the Euro Area, Occasional Paper Series, European Central Bank, accepted for publication in 2012.
      10.
      Viktors Ajevskis, Ramune Rimgailaite, Uldis Rutkaste, Oļegs Tkačevs. The Assesment of Equilibrium Real Echange Rate of Latvia, Working Papers, Latvijas Banka, accepted for publication in 2012.
      9.
      Viktors Ajevskis, Kristīne Vītola. Housing and Banking in a Small Open Economy DSGE Model, Working Papers, Latvijas Banka, accepted for publication in 2011.
      8.
      Viktors Ajevskis, Kristīne Vītola. Fixed Exchange Rate Versus Inflation Targeting: Evidence from DSGE Modelling, Working Papers, Latvijas Banka, accepted for publication in 2011.
      7.
      Viktors Ajevskis, Kristīne Vītola. A Convergence Model of the Term Structure of Interest Rates, Working Papers, Latvijas Banka, accepted for publication in 2009.
      6.
      Viktors Ajevskis, Kristīne Vītola. Advantages of Fixed Exchange Rate Regime from a General Equilibrium Perspective, Working Papers, Latvijas Banka, accepted for publication in 2009.
      5.
      Viktors Ajevskis, Gundars Dāvidsons. Dynamic Factor Models in Forecasting Latvia's Gross Domestic Product, Working Papers, Latvijas Banka, accepted for publication in 2008.
      4.
      Viktors Ajevskis. Inflation and Inflation Uncertainty in Latvia, Working Papers, Latvijas Banka, accepted for publication in 2007.
      3.
      Viktors Ajevskis, Kristīne Vītola. A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market, Working Papers, Latvijas Banka, accepted for publication in 2006.
      2.
      Viktors Ajevskis, Armands Pogulis. Repegging of the Lats to the Euro: Implications for the Financial Sector, Working Papers, Latvijas Banka, accepted for publication in 2005.
      1.
      Viktors Ajevskis, Armands Pogulis, Gunars Berzins. Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone, Working Papers, Latvijas Banka, accepted for publication in 2004.
    • Articles

      7.
      Viktors Ajevskis. Generalized impulse response function as a perturbation of a global solution to DSGE models, AIP Conference Proceedings, accepted for publication in 2022.
      6.
      Viktors Ajevskis. The natural rate of interest: information derived from a shadow rate model, Applied Economics, Taylor & Francis Journals, accepted for publication in 2020.
      5.
      Viktors Ajevskis. Nonlocal Solutions to Dynamic Equilibrium Models: the Approximate Stable Manifolds Approach, Macroeconomic Dynamics, Cambridge University Press, accepted for publication in 2017.
      4.
      Viktors Ajevskis. Semi-Global Solutions to DSGE Models: Perturbation around a Deterministic Path, Studies in Nonlinear Dynamics & Econometrics, De Gruyter, accepted for publication in 2016.
      3.
      Viktors Ajevskis, Ramune Rimgailaite, Uldis Rutkaste, Oļegs Tkačevs. The Assessment of Equilibrium Real Exchange Rate of Latvia, Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, accepted for publication in 2014.
      2.
      Viktors Ajevskis. A Target Zone Model with the Terminal Condition of Joining a Currency Area, Applied Economics Letters, Taylor and Francis Journals (also covers Applied Financial Economics Letters, Taylor and Francis Journals ), accepted for publication in 2011.
      1.
      Viktors Ajevskis, Kristīne Vītola. A Convergence Model of the Term Structure of Interest Rates, Review of Finance, Springer (also covers Review of Finance, European Finance Association ), accepted for publication in 2010.
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