nkeco
Department of Economics
Natalia
Khorunzhina
Associate professor
Room:
POR/16.A-2.67
Tel:
+4538152403
E-mail:
nk.eco@cbs.dk
179111
Presentation
Natalia’s primary research agenda focuses on understanding households’ optimal consumption and savings behavior. Her most recent work includes topics on variation in attitudes toward risk estimated from a model where household’s consumption is driven by habits and on households’ investment choices between risky and riskless assets. She continues her work along this line by investigating how households make housing decisions along with fertility and work choices.
Primary research areas
- Applied Microeconomics
- Financial Economics
- Labor Economics
- Household Economics
Curriculum Vitae
Link to this homepage
www.cbs.dk/en/staff/nkeco
Courses
- Forecasting in Business and Economics (Undergraduate, Autumn 2013-2021)
- Applied Econometrics (Masters, Autumn, 2018-2021)
- Module on Feedback (Assistant Professor Program, Autumn, Spring 2018-2021)
- Advanced Industrial Organization (Masters, Spring 2013-2017)
- Industrial Organization (Masters, Autumn 2016)
- Advanced Econometrics (PhD, Autumn 2012)
- International Economics and Business (Undergraduate, Spring 2012)
- Managerial Economics (Undergraduate, Autumn 2011)
Publications sorted by:
2024
Claes Bäckman; Natalia Khorunzhina / Interest-only Mortgages and Consumption Growth : Evidence from a Mortgage Market Reform.
In: International Economic Review, Vol. 65, No. 2, 5.2024, p. 1049-1079
In: International Economic Review, Vol. 65, No. 2, 5.2024, p. 1049-1079
Journal article > peer review
2022
Natalia Khorunzhina; Robert A. Miller / American Dream Delayed : Shifting Determinants of Homeownership.
In: International Economic Review, Vol. 63, No. 1, 2.2022, p. 3-35
In: International Economic Review, Vol. 63, No. 1, 2.2022, p. 3-35
Journal article > peer review
2021
Natalia Khorunzhina / Intratemporal Nonseparability between Housing and Nondurable Consumption : Evidence from Reinvestment in Housing Stock.
In: Journal of Monetary Economics, Vol. 117, 1.2021, p. 658-670
In: Journal of Monetary Economics, Vol. 117, 1.2021, p. 658-670
Journal article > peer review
2020
Claes Bäckman; Natalia Khorunzhina / Interest-only Mortgages and Consumption Growth : Evidence from a Mortgage Market Reform.
Paper presented at The 55th AREUEA-ASSA Conference 2020, 2020
Paper presented at The 55th AREUEA-ASSA Conference 2020, 2020
Paper > peer review
Claes Bäckman; Natalia Khorunzhina / Interest-only Mortgages and Consumption Growth : Evidence from a Mortgage Market Reform.
München : Munich Personal RePEc Archive 2020, 43 p. (MPRA Paper, No. 98524)
München : Munich Personal RePEc Archive 2020, 43 p. (MPRA Paper, No. 98524)
Working paper
Marcel Fischer; Natalia Khorunzhina; Julie Marx / Who Buys Homes when Prices Fall?
Paper presented at The 49th AREUEA-ASSA Conference 2014, 2020
Paper presented at The 49th AREUEA-ASSA Conference 2014, 2020
Paper > peer review
2019
Natalia Khorunzhina; Robert A. Miller / American Dream Delayed : Shifting Determinants of Homeownership.
Frederiksberg : Copenhagen Business School, CBS 2019, 47 p. (Working Paper / Department of Economics. Copenhagen Business School, No. 07-2019)
Frederiksberg : Copenhagen Business School, CBS 2019, 47 p. (Working Paper / Department of Economics. Copenhagen Business School, No. 07-2019)
Working paper > peer review
Natalia Khorunzhina; Robert A. Miller / American Dream Delayed : Shifting Determinants of Homeownership.
Paper presented at 3rd Conference and Summer School on Structural Dynamic Models, 2019
Paper presented at 3rd Conference and Summer School on Structural Dynamic Models, 2019
Paper > peer review
Natalia Khorunzhina; Jean-Francois Richard / Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels
In: Computational Economics, Vol. 53, No. 3, 3.2019, p. 991-1017
In: Computational Economics, Vol. 53, No. 3, 3.2019, p. 991-1017
Journal article > peer review
Marcel Fischer; Natalia Khorunzhina / Housing Decision with Divorce Risk
In: International Economic Review, Vol. 60, No. 3, 8.2019, p. 1263-1290
In: International Economic Review, Vol. 60, No. 3, 8.2019, p. 1263-1290
Journal article > peer review
2019
Natalia Khorunzhina / Intratemporal Nonseparability Between Housing and Nondurable Consumption : Evidence from Reinvestment in Housing Stock.
Frederiksberg : Copenhagen Business School [wp] 2019, 35 p. (Working Paper / Department of Economics. Copenhagen Business School, No. 03-2019)
Frederiksberg : Copenhagen Business School [wp] 2019, 35 p. (Working Paper / Department of Economics. Copenhagen Business School, No. 03-2019)
Working paper
2018
Marcel Fischer; Natalia Khorunzhina / Housing Decision with Divorce Risk
München : Munich Personal RePEc Archive 2018, 46 p. (MPRA Paper, No. 90090)
München : Munich Personal RePEc Archive 2018, 46 p. (MPRA Paper, No. 90090)
Working paper
Natalia Khorunzhina / Intratemporal Substitution between Housing and Nondurable Consumption : Evidence from Reinvestment in Housing Stock.
München : Munich Personal RePEc Archive 2018, 27 p. (MPRA Paper, No. 88667)
München : Munich Personal RePEc Archive 2018, 27 p. (MPRA Paper, No. 88667)
Working paper
Wayne-Roy Gayle; Natalia Khorunzhina / Micro-level Estimation of Optimal Consumption Choice With Intertemporal Nonseparability in Preferences and Measurement Errors
In: Journal of Business and Economic Statistics, Vol. 36, No. 2, 2018, p. 227-238
In: Journal of Business and Economic Statistics, Vol. 36, No. 2, 2018, p. 227-238
Journal article > peer review
2017
Natalia Khorunzhina; Robert A. Miller / American Dream Delayed : Shifting Determinants of Homeownership.
Paper presented at Conference on Structural Microeconomics 2017, 2017
Paper presented at Conference on Structural Microeconomics 2017, 2017
Paper
2016
Natalia Khorunzhina; Jean-Francois Richard / Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels
München : Munich Personal RePEc Archive 2016, 23 p. (MPRA Paper, No. 72326)
München : Munich Personal RePEc Archive 2016, 23 p. (MPRA Paper, No. 72326)
Working paper
2015
Natalia Khorunzhina / Real Business-cycle Model with Habits : Empirical Investigation.
In: Economic Modelling, Vol. 46, 4.2015, p. 61-69
In: Economic Modelling, Vol. 46, 4.2015, p. 61-69
Journal article > peer review
2013
Natalia Khorunzhina / Structural Estimation of Stock Market Participation Costs
In: Journal of Economic Dynamics and Control, Vol. 37, No. 12, 12.2013, p. 2928–2942
In: Journal of Economic Dynamics and Control, Vol. 37, No. 12, 12.2013, p. 2928–2942
Journal article > peer review
2012
Natalia Khorunzhina / Dynamic Stock Market Participation of Households with Heterogeneous Participation Costs
Paper presented at The 39th European Finance Association Annual Meeting (EFA 2012), 2012
Paper presented at The 39th European Finance Association Annual Meeting (EFA 2012), 2012
Paper > peer review
2011
Natalia Khorunzhina / Dynamic Stock Market Participation of Households
Münich : Münich University 2011, 34 p. (MPRA Paper, No. 35310)
Münich : Münich University 2011, 34 p. (MPRA Paper, No. 35310)
Working paper
2011
Natalia Khorunzhina; Wayne-Roy Gayle / Heterogenous Intertemporal Elasticity of Substitution and Relative Risk Aversion : Estimation of Optimal Consumption Choice with Habit Formation and Measurement Errors.
Münich : Münich University 2011, 46 p. (MPRA Paper, No. 34329)
Münich : Münich University 2011, 46 p. (MPRA Paper, No. 34329)
Report
More results... (total 21 results)
2024
To CBS-forskere får bevillinger fra Danmarks Frie Forskningsfond
23/10/2024 // Cbs.dk // Copenhagen Business School
2019
Jo flere der bliver skilt, jo mindre villige er vi til at købe boliger
06/11/2019 // Finans.dk (resume) // Kiri Kim Lassen
Skilsmisse vender op og ned på boligsituationen
03/11/2019 // Jyllands-Posten // Kiri Kim Lassen
Academic Interests
- Life-cycle choices of households
- Consumption and savings
- Household finance
- Portfolio choices
- Computational economics
Research Projects
Outside activities
University of Pittsburgh:
- Introduction to Financial Economics (Undergraduate, Summer 2007, Summer 2008)