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Vladislav Damjanovic

Personal Details

First Name:Vladislav
Middle Name:
Last Name:Damjanovic
Suffix:
RePEc Short-ID:pda147
[This author has chosen not to make the email address public]
http://www.st-andrews.ac.uk/cdma/v.damjanovic.html
Terminal Degree:2004 School of Economics and Finance; University of St. Andrews (from RePEc Genealogy)

Affiliation

Centre for Dynamic Macroeconomic Analysis
University of St. Andrews

Fife, United Kingdom
http://www.st-andrews.ac.uk/cdma/
RePEc:edi:cdstauk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2019. "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Working Papers 2019_04, Durham University Business School.
  2. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2017. "Unconditionally Optimal Ramsey policy," CEGAP Working Papers 2017_01, Durham University Business School.
  3. Vladislav Damjanovic, 2016. "Two "Little Treasure Games" driven by Unconditional Regret," CEGAP Working Papers 2016_06, Durham University Business School.
  4. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2016. "Risk Management and the Money Multiplier," CEGAP Working Papers 2016_03, Durham University Business School.
  5. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2013. "Universal vs separated banking with deposit insurance in a macro model," Discussion Papers 1308, University of Exeter, Department of Economics.
  6. Vladislav Damjanovic, 2012. "Endogeneous Risk in Monopolistic Competition," Discussion Papers 1208, University of Exeter, Department of Economics.
  7. Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2012. "Universal banking, competition and risk in a macro model," SIRE Discussion Papers 2012-19, Scottish Institute for Research in Economics (SIRE).
  8. Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2011. "Ordering Policy Rules with an Unconditional Welfare Measure," SIRE Discussion Papers 2011-16, Scottish Institute for Research in Economics (SIRE).

Articles

  1. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2020. "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 154-180, October.
  2. Damjanovic, Vladislav, 2017. "Two “little treasure games” driven by unconditional regret," Economics Letters, Elsevier, vol. 150(C), pages 99-103.
  3. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2015. "Ordering Policy Rules with an Unconditional Welfare Measure," International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 103-149, January.
  4. Damjanovic, Vladislav, 2013. "Endogenous risk in monopolistic competition," Economics Letters, Elsevier, vol. 120(2), pages 220-223.
  5. Damjanovic, Vladislav & Nolan, Charles, 2012. "S,s pricing in a dynamic equilibrium model with heterogeneous sectors," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 550-567.
  6. Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2008. "Unconditionally optimal monetary policy," Journal of Monetary Economics, Elsevier, vol. 55(3), pages 491-500, April.
  7. Vladislav Damjanovic & Charles Nolan, 2006. "Aggregation and Optimization with State-Dependent Pricing: A Comment," Econometrica, Econometric Society, vol. 74(2), pages 565-573, March.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2019. "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Working Papers 2019_04, Durham University Business School.

    Cited by:

    1. João Jungo & Mara Madaleno & Anabela Botelho, 2022. "Financial Regulation, Financial Inclusion and Competitiveness in the Banking Sector in SADC and SAARC Countries: The Moderating Role of Financial Stability," IJFS, MDPI, vol. 10(1), pages 1-24, March.
    2. Alfred Duncan & Charles Nolan, 2017. "Financial Frictions in Macroeconomic Models," Studies in Economics 1719, School of Economics, University of Kent.
    3. van der Kwaak, Christiaan & Madeira, João & Palma, Nuno, 2023. "The long-run effects of risk: an equilibrium approach," European Economic Review, Elsevier, vol. 153(C).

  2. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2013. "Universal vs separated banking with deposit insurance in a macro model," Discussion Papers 1308, University of Exeter, Department of Economics.

    Cited by:

    1. Jeremy Greenwood & Juan M. Sanchez & Cheng Wang, 2009. "Financing development : the role of information costs," Working Paper 08-08, Federal Reserve Bank of Richmond.
    2. Alfred Duncan & Charles Nolan, 2020. "Reform of the UK Financial Policy Committee," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(1), pages 1-30, February.
    3. Charles Nolan & Plutarchos Sakellaris & John D. Tsoukalas, 2016. "Optimal Bailout of Systemic Banks," Working Papers 201607, Athens University Of Economics and Business, Department of Economics.
    4. Alfred Duncan & Charles Nolan, 2015. "Objectives and Challenges of Macroprudential Policy," Working Papers 2015_22, Business School - Economics, University of Glasgow.
    5. Stelios Arvanitis & Alexandros Louka, 2015. "Martingale Transforms with Mixed Stable Limits and the QMLE for Conditionally Heteroskedastic Models," Working Papers 201508, Athens University Of Economics and Business, Department of Economics.

  3. Vladislav Damjanovic, 2012. "Endogeneous Risk in Monopolistic Competition," Discussion Papers 1208, University of Exeter, Department of Economics.

    Cited by:

    1. Soukup, A. & Brčák, J. & Svoboda, R., 2014. "Monopolistic Competition in the International Trade of Agricultural Products," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 6(1), pages 1-11, March.
    2. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2013. "Universal vs separated banking with deposit insurance in a macro model," Discussion Papers 1308, University of Exeter, Department of Economics.
    3. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2019. "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Working Papers 2019_04, Durham University Business School.
    4. Deli, Yota & Delis, Manthos D. & Hasan, Iftekhar & Liu, Liuling, 2016. "Bank enforcement actions and the terms of lending," Bank of Finland Research Discussion Papers 23/2016, Bank of Finland.

  4. Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2012. "Universal banking, competition and risk in a macro model," SIRE Discussion Papers 2012-19, Scottish Institute for Research in Economics (SIRE).

    Cited by:

    1. Jeremy Greenwood & Juan M. Sanchez & Cheng Wang, 2009. "Financing development : the role of information costs," Working Paper 08-08, Federal Reserve Bank of Richmond.
    2. Banerji, Sanjay & Basu, Parantap, 2015. "Borrower's moral hazard, risk premium, and welfare: A comparison of universal and stand-alone banking systems," The Journal of Economic Asymmetries, Elsevier, vol. 12(1), pages 61-72.
    3. HAKIMI Abdelaziz & Ahmet DKHILI Hichem & KHLAIFIA Wafa, 2012. "Universal Banking and Credit Risk: Evidence from Tunisia," International Journal of Economics and Financial Issues, Econjournals, vol. 2(4), pages 496-504.

  5. Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2011. "Ordering Policy Rules with an Unconditional Welfare Measure," SIRE Discussion Papers 2011-16, Scottish Institute for Research in Economics (SIRE).

    Cited by:

    1. Sarunas Girdenas, 2016. "A Note on Simple Monetary Policy Rules with Labour Market and Financial Frictions," Discussion Papers 1601, University of Exeter, Department of Economics.
    2. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2017. "Unconditionally Optimal Ramsey policy," CEGAP Working Papers 2017_01, Durham University Business School.
    3. Gersbach, Hans & Hahn, Volker & Liu, Yulin, 2017. "Macroprudential Policy in the New Keynesian World," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168185, Verein für Socialpolitik / German Economic Association.

Articles

  1. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2020. "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 154-180, October.
    See citations under working paper version above.
  2. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2015. "Ordering Policy Rules with an Unconditional Welfare Measure," International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 103-149, January.
    See citations under working paper version above.
  3. Damjanovic, Vladislav, 2013. "Endogenous risk in monopolistic competition," Economics Letters, Elsevier, vol. 120(2), pages 220-223.
    See citations under working paper version above.
  4. Damjanovic, Tatiana & Damjanovic, Vladislav & Nolan, Charles, 2008. "Unconditionally optimal monetary policy," Journal of Monetary Economics, Elsevier, vol. 55(3), pages 491-500, April.

    Cited by:

    1. Dennis, Richard, 2010. "When is discretion superior to timeless perspective policymaking?," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 266-277, April.
    2. Jinill Kim & Sunghyun Kim, 2018. "Conditional Versus Unconditional Utility as Welfare Criterion: Two Examples," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 719-730, March.
    3. Michael Hatcher, 2013. "Indexed versus nominal government debt under inflation and price-level targeting," Working Papers 2013_11, Business School - Economics, University of Glasgow.
    4. Sutherland, Alan & Senay, Ozge, 2016. "Optimal Monetary Policy, Exchange Rate Misalignments and Incomplete Financial Markets," CEPR Discussion Papers 11198, C.E.P.R. Discussion Papers.
    5. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2017. "Unconditionally Optimal Ramsey policy," CEGAP Working Papers 2017_01, Durham University Business School.
    6. Richard Dennis, 2009. "Timeless Perspective Policymaking: When is Discretion Superior?," NCER Working Paper Series 38, National Centre for Econometric Research.
    7. Horvath Michal, 2011. "Alternative Perspectives on Optimal Public Debt Adjustment," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-22, November.
    8. Paul Masson & Malik Shukayev, 2008. "Are Bygones not Bygones? Modeling Price Level Targeting with an Escape Clause and Lessons from the Gold Standard," Staff Working Papers 08-27, Bank of Canada.
    9. Martin Ellison & Charles Brendon, 2018. "Time-Consistently Undominated Policies," Economics Series Working Papers 844, University of Oxford, Department of Economics.
    10. Christian Jensen & Bennett T. Mccallum, 2010. "Optimal Continuation versus the Timeless Perspective in Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1093-1107, September.
    11. Clarida, Richard & Galí, Jordi & Gertler, Mark, 1999. "The Science of Monetary Policy: A New Keynesian Perspective," CEPR Discussion Papers 2139, C.E.P.R. Discussion Papers.
    12. Griebeler, Marcelo de Carvalho, 2015. "The Naive Central Banker," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 69(3), September.
    13. Alves, Sergio Afonso Lago, 2014. "Lack of divine coincidence in New Keynesian models," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 33-46.
    14. George W. Evans & Bruce McGough, 2006. "Implementing Optimal Monetary Policy in New-Keynesian Models with Inertia," University of Oregon Economics Department Working Papers 2006-5, University of Oregon Economics Department.
    15. Gersbach, Hans & Hahn, Volker & Liu, Yulin, 2017. "Macroprudential Policy in the New Keynesian World," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168185, Verein für Socialpolitik / German Economic Association.
    16. Ida, Daisuke, 2020. "Sectoral inflation persistence and optimal monetary policy," Journal of Macroeconomics, Elsevier, vol. 65(C).
    17. Hatcher, Michael C., 2011. "Comparing inflation and price-level targeting: A comprehensive review of the literature," Cardiff Economics Working Papers E2011/22, Cardiff University, Cardiff Business School, Economics Section.
    18. Marcelo de C. Griebeler & Ronald Otto Hillbrecht, 2014. "Convexity of the central bank's loss function and dependence between monetary instruments," Economics Bulletin, AccessEcon, vol. 34(4), pages 2275-2291.
    19. Sauer, Stephan, 2010. "When discretion is better: Initial conditions and the timeless perspective," Economics Letters, Elsevier, vol. 107(2), pages 128-130, May.
    20. Sergio A. Lago Alves, 2012. "Optimal Policy When the Inflation Target is not Optimal," Working Papers Series 271, Central Bank of Brazil, Research Department.

  5. Vladislav Damjanovic & Charles Nolan, 2006. "Aggregation and Optimization with State-Dependent Pricing: A Comment," Econometrica, Econometric Society, vol. 74(2), pages 565-573, March.

    Cited by:

    1. Zakaria Babutsidze, 2012. "Asymmetric (S,s) pricing: implications for monetary policy," SciencePo Working papers Main hal-01053560, HAL.
    2. Andrew Caplin & John Leahy, 2010. "Economic Theory and the World of Practice: A Celebration of the ( S , s ) Model," Journal of Economic Perspectives, American Economic Association, vol. 24(1), pages 183-202, Winter.
    3. Damjanovic, Vladislav & Nolan, Charles, 2012. "S,s pricing in a dynamic equilibrium model with heterogeneous sectors," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 550-567.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (9) 2012-01-18 2012-06-05 2012-06-05 2012-06-25 2012-09-03 2013-10-11 2016-09-18 2017-02-05 2019-08-12. Author is listed
  2. NEP-BAN: Banking (5) 2012-06-25 2012-09-03 2012-11-11 2013-10-11 2019-08-12. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (4) 2012-06-25 2012-09-03 2012-11-11 2013-10-11
  4. NEP-CBA: Central Banking (2) 2012-01-18 2012-06-25
  5. NEP-MON: Monetary Economics (2) 2012-06-05 2016-09-18
  6. NEP-RMG: Risk Management (2) 2012-11-11 2016-09-18
  7. NEP-BEC: Business Economics (1) 2012-11-11
  8. NEP-COM: Industrial Competition (1) 2012-11-11
  9. NEP-EXP: Experimental Economics (1) 2016-12-04
  10. NEP-GTH: Game Theory (1) 2016-12-04
  11. NEP-IAS: Insurance Economics (1) 2013-10-11
  12. NEP-SOG: Sociology of Economics (1) 2016-09-18

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