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Viktors Ajevskis

Principal Research Economist of the Research Division, Monetary Policy Department

Viktors Ajevskis graduated from the Faculty of Mechanics and Mathematics of the Moscow State University in 1985. He received a Candidate of Science Degree in Mathematics (equivalent of Ph D degree) in 1992, defending his dissertation at the Mathematical Institute of the National Academy of Sciences of Ukraine. The Promotion Council for Mathematics of the University of Latvia nostrified this degree as Doctor of Mathematics in 1993.

Viktors Ajevskis is an Associate Professor of the Probability and Mathematical Statistics Department at the Riga Technical University from 1999. He started his career at Latvijas Banka in 2003 as senior economist of the Monetary Policy Department and was later appointed a chief economist, but as of 2009 – a chief econometrist. His research specializes in international macroeconomics, finance, DSGE modeling.

 

By this author

    • 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, 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. Rate forward guidancein 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. 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. 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. 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. 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.
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    • 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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