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Professor Tatiana Damjanovic

Professor Tatiana Damjanovic

Associate Professor of Economics

3290


Streatham Court, University of Exeter, Rennes Drive, Exeter, EX4 4PU, UK

Tatiana Damjanovic joined the Department of Economics at the University of Exeter as an Associate Professor in 2011. She obtained her first degree in Functional Analysis, Mathematics from the Moscow State University. Then she got a Master degree from the New Economic School and worked for the as a Domestic Debt Expert for the ministry of Finance of the Russian Federation.  Professor Damjanovic then obtained her Ph.D. from the Stockholm School of Economics. She previously worked as a lecturer and Reader at the University of St. Andrews. Her primary research area is Macroeconomics and Banking.

Qualifications

Ph.D (Stockholm School of Economics), M.A. (New Economic School, Moscow), MSc in Mathematics (Functional Analysis, Moscow State University)

Research

Research interests

  • Macroeconomic Theory
  • Financial Friction in DSGE models
  • Optimal monetary and Fiscal policy

Tatiana Damjanovic’s research is relevant to many aspect of the design of macroeconomic policy, it also seeks to improve actual monetary, fiscal and regulatory policies. She tries to understand and improve the methodology the central bank uses to conduct monetary policy.

Research projects

Tatiana’s current research is research on the interconnection between the banking sector and macroeconomics. This topic has become a central issue for both academic economists and policymakers alike.  She is working on macroeconomic model that incorporate banks and insolvency with aim to provide a framework for developing macro-prudential regulation.  She  intend to apply it to a various policy questions, such as :

  1. What is the benefit to the economy as a whole of increased competition in banking sector?
  2. What are the major costs and benefits of separating commercial and investment banking?
  3. How might increased capital and liquidity requirements affect risk and default frequency in the macroeconomy?
  4. How should monetary policy react to a negative systematic shock to the financial sector?
  5. What is the welfare gain from deposit insurance provided by the government?

Key publications | Publications by category | Publications by year

Key publications


Damjanovic T, Nolan C (2011). Second-order approximation to the Rotemberg model around a distorted steady state. Economics Letters, 110(2), 132-135. Abstract.  Full text.
Damjanovic T, Nolan C (2010). Relative price distortions and inflation persistence. Economic Journal, 120(547), 1080-1099. Abstract.  Full text.
Damjanovic T, Nolan C (2010). Seigniorage-Maximizing Inflation under Sticky Prices. J MONEY CREDIT BANK, 42(2-3), 503-519. Abstract.  Full text.
Damjanovic T, Ulph D (2010). Tax progressivity, income distribution and tax non-compliance. European Economic Review, 54(4), 594-607. Abstract.  Full text.

Publications by category


Journal articles

Damjanovic T, Damjanovic V, Nolan C (In Press). Ordering Policy Rules with an Unconditional Welfare Measure. International Journal of Centralk Banking(1). Abstract.  Full text.
Damjanovic T, Girdenas Š, Liu K (2015). Stationarity of econometric learning with bounded memory and a predicted state variable. , 130(C), 93-96. Abstract.  Full text.
Damjanovic T, Girdenas S (2014). Quantitative easing and the loan to collateral value ratio. Journal of Economic Dynamics and Control, 45, 146-164. Abstract.  Full text.
Damjanovic T, Nolan C (2011). Second-order approximation to the Rotemberg model around a distorted steady state. Economics Letters, 110(2), 132-135. Abstract.  Full text.
Damjanovic T, Nolan C (2010). Relative price distortions and inflation persistence. Economic Journal, 120(547), 1080-1099. Abstract.  Full text.
Damjanovic T, Nolan C (2010). Seigniorage-Maximizing Inflation under Sticky Prices. J MONEY CREDIT BANK, 42(2-3), 503-519. Abstract.  Full text.
Damjanovic T, Ulph D (2010). Tax progressivity, income distribution and tax non-compliance. European Economic Review, 54(4), 594-607. Abstract.  Full text.
Damjanovic T, Damjanovic V, Nolan C (2008). Unconditionally optimal monetary policy. Journal of Monetary Economics, 55(3), 491-500. Abstract.
Damjanovic T (2006). On the Possibility of Pareto-Improving Pension Reform. Manchester School, 74(6), 711-726. Abstract.
Damjanovic T, Nolan C (2006). Some welfare implications of optimal stablisation policy in an economy with capital and sticky prices. Scottish Journal of Political Economy, 53(1), 47-71. Abstract.
Damjanovic T (2005). Lorenz dominance for transformed income distributions: a simple proof. Mathematical social sciences, 50(2), 234-237. Abstract.
Pastor G, Damjanovic T (2003). The Russian financial crisis and its consequences for central Asia. Emerging Markets Finance and Trade, 39(3), 79-104. Abstract.

Reports

Damjanovic T, Strachan V, Spicker P, Morris S (2004). The Consultation on Civil Partnership Registration: Analysis of the Responses., the Scottish Government. Abstract.

Publications by year


In Press

Damjanovic T, Damjanovic V, Nolan C (In Press). Ordering Policy Rules with an Unconditional Welfare Measure. International Journal of Centralk Banking(1). Abstract.  Full text.

2015

Damjanovic T, Girdenas Š, Liu K (2015). Stationarity of econometric learning with bounded memory and a predicted state variable. , 130(C), 93-96. Abstract.  Full text.

2014

Damjanovic T, Girdenas S (2014). Quantitative easing and the loan to collateral value ratio. Journal of Economic Dynamics and Control, 45, 146-164. Abstract.  Full text.

2011

Damjanovic T, Nolan C (2011). Second-order approximation to the Rotemberg model around a distorted steady state. Economics Letters, 110(2), 132-135. Abstract.  Full text.

2010

Damjanovic T, Nolan C (2010). Relative price distortions and inflation persistence. Economic Journal, 120(547), 1080-1099. Abstract.  Full text.
Damjanovic T, Nolan C (2010). Seigniorage-Maximizing Inflation under Sticky Prices. J MONEY CREDIT BANK, 42(2-3), 503-519. Abstract.  Full text.
Damjanovic T, Ulph D (2010). Tax progressivity, income distribution and tax non-compliance. European Economic Review, 54(4), 594-607. Abstract.  Full text.

2008

Damjanovic T, Damjanovic V, Nolan C (2008). Unconditionally optimal monetary policy. Journal of Monetary Economics, 55(3), 491-500. Abstract.

2006

Damjanovic T (2006). On the Possibility of Pareto-Improving Pension Reform. Manchester School, 74(6), 711-726. Abstract.
Damjanovic T, Nolan C (2006). Some welfare implications of optimal stablisation policy in an economy with capital and sticky prices. Scottish Journal of Political Economy, 53(1), 47-71. Abstract.

2005

Damjanovic T (2005). Lorenz dominance for transformed income distributions: a simple proof. Mathematical social sciences, 50(2), 234-237. Abstract.

2004

Damjanovic T, Strachan V, Spicker P, Morris S (2004). The Consultation on Civil Partnership Registration: Analysis of the Responses., the Scottish Government. Abstract.

2003

Pastor G, Damjanovic T (2003). The Russian financial crisis and its consequences for central Asia. Emerging Markets Finance and Trade, 39(3), 79-104. Abstract.

Tatiana Damjanovic’s main teaching interests are in the area of Macroeconomics and Banking.

Modules

2016/17

Information not currently available