Professor Fedor Iskhakov
PhD in Economics
Professor
ANU College of Business and Economics
T:
02 612 56193
Research interests
My research interests are in applied econometrics, microeconomics and computational methods. More specifically my research centers around structural estimation of dynamic models of individual and strategic choice, as well as market equilibrium models, with typical applications in labor economics, household finance and applied industrial organization.
Publications
- Iskhakov, F, Rust, J & Schjerning, B 2018, 'The Dynamics Of Bertrand Price Competition With Cost-reducing Investments', International Economic Review, vol. 59, no. 4, pp. 1681-1731.
- Bateman, H, Eckert, C, Iskhakov, F et al 2017, 'Default and Naive Diversification Heuristics in Annuity Choice', Australian Journal of Management, vol. 42, no. 1, pp. 32-57.
- Iskhakov, F, Jorgensen, T, Rust, J et al 2017, 'The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks', Quantitative Economics - Journal of the Econometric Society, vol. 8, no. 2017, pp. 317-365.
- Iskhakov, F, Rust, J & Schjerning, B 2016, 'Recursive Lexicographical Search: Finding All Markov Perfect Equilibria of Finite State Directional Dynamic Games', Review of Economic Studies, vol. 83, no. 2, pp. 658-703.
- Iskhakov, F, Lee, J, Rust, J et al 2016, 'Comment on "Constrained optimization approaches to estimation of structural models"', Econometrica, vol. 84, no. 1, pp. 365-370pp.
- Agnew, J, Bateman, H, Eckert, C et al 2016, 'First Impressions Matter: An Experimental Investigation of Online Financial Advice', Management Science, vol. 64, no. 1, pp. 1-20.
- Iskhakov, F, Thorp, S & Bateman, H 2015, 'Optimal Annuity Purchases for Australian Retirees', Economic Record, vol. 91, no. 293, pp. 139-154.
- Iskhakov, F 2015, 'Multidimensional endogenous gridpoint method: Solving triangular dynamic stochastic optimization problems without root-finding operations', Economics Letters, vol. 135, pp. 72-76.
Projects and Grants
Grants information is drawn from ARIES. To add or update Projects or Grants information please contact your College Research Office.
- Solving and estimating dynamic models of strategic interaction (Primary Investigator)
