Research areas
- Macro-finance term structure of interest rates
- Regime-switching models in monetary economics
- No-arbitrage bond pricing under structural restrictions
Key papers
- bikbov-chernov-monetary-policy-regimes-term-structure — joint with Mikhail Chernov; introduces a structural NK + regime-switching forward- looking Taylor rule + no-arbitrage TSM and shows that yield-curve information sharpens the identification of monetary policy regimes by approximately a factor of 20
Recent work
- (Limited public profile after the move from academia to Bank of America Merrill Lynch / industry roles. The 2013 Journal of Econometrics paper with Chernov is the canonical published reference.)
Collaborators
- mikhail-chernov — co-author on the regime-switching TSM paper
My notes
Bikbov’s role on the BC paper is primarily on the structural / numerical side: the rational-expectations forward solution algorithm, the local-identification verification, and the computational pipeline. He moved to industry (Bank of America Merrill Lynch, New York) shortly after completing the work, which is why his published academic record is small relative to his co-author.