Alexey A. Ponomarenko
Personal Details
First Name: | Alexey |
Middle Name: | A. |
Last Name: | Ponomarenko |
Suffix: | |
RePEc Short-ID: | ppo420 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/aaponomarenko/ | |
Affiliation
Central Bank of the Russian Federation
Moscow, Russiahttps://cbr.ru/
RePEc:edi:cbrgvru (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Dmitrii Gornostaev & Natalia Makhankova & Petr Milyutin & Alexey Ponomarenko & Sergey Seleznev, 2024. "Reconstructing the publication history of Russia’s GDP and its components," Bank of Russia Working Paper Series wps124, Bank of Russia.
- Elena Deryugina & Andrey Leonidov & Alexey Ponomarenko & Stanislav Radionov & Ekaterina Vasilyeva, 2024. "Network structure of the economy and the propagation of monetary shocks," Bank of Russia Working Paper Series wps130, Bank of Russia.
- Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023.
"Amortized neural networks for agent-based model forecasting,"
Papers
2308.05753, arXiv.org.
- Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized Neural Networks for Agent-Based Model Forecasting," Bank of Russia Working Paper Series wps115, Bank of Russia.
- Vadim Grishchenko & Alexey Ponomarenko & Sergey Seleznev, 2023. "A Feasible Approach to Projecting Household Demand For The Digital Ruble in Russia," Bank of Russia Working Paper Series wps108, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2021. "Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry," Bank of Russia Working Paper Series wps78, Bank of Russia.
- Dmitry Gornostaev & Alexey Ponomarenko & Sergei Seleznev & Alexandra Sterkhova, 2021.
"A Real-Time Historical Database of Macroeconomic Indicators for Russia,"
Bank of Russia Working Paper Series
wps76, Bank of Russia.
- Dmitry Gornostaev & Alexey Ponomarenko & Sergei Seleznev & Alexandra Sterkhova, 2022. "A Real-Time Historical Database of Macroeconomic Indicators for Russia," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 88-103, March.
- Anna Burova & Alexey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Yulia Ushakova, 2021.
"Measuring heterogeneity in banks' interest rate setting in Russia,"
Bank of Russia Working Paper Series
wps77, Bank of Russia.
- Anna Burova & Alexey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Yulia Ushakova, 2022. "Measuring Heterogeneity in Banks’ Interest Rate Setting in Russia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(14), pages 4103-4119, November.
- Arthur Akhmetov & Anna Burova & Natalia Makhankova & Alexey Ponomarenko, 2021.
"Measuring Market Liquidity and Liquidity Mismatches across Sectors,"
Bank of Russia Working Paper Series
wps82, Bank of Russia.
- Artur Akhmetov & Anna Burova & Natalia Makhankova & Alexey Ponomarenko, 2024. "Measuring Market Liquidity and Liquidity Mismatches Across Sectors," Springer Books, in: Alexander Karminsky & Mikhail Stolbov (ed.), Systemic Financial Risk, chapter 0, pages 131-194, Springer.
- Tatiana Grishina & Alexey Ponomarenko, 2021.
"Banks’ interest rate setting and transitions between liquidity surplus and deficit,"
Bank of Russia Working Paper Series
wps79, Bank of Russia.
- Tatiana Grishina & Alexey Ponomarenko, 2023. "Banks’ interest rate setting and transitions between liquidity surplus and deficit," SN Business & Economics, Springer, vol. 3(12), pages 1-18, December.
- Alexey Ponomarenko & Stas Tatarintsev, 2020.
"Incorporating financial development indicators into early warning systems,"
Bank of Russia Working Paper Series
wps58, Bank of Russia.
- Ponomarenko, Alexey & Tatarintsev, Stas, 2023. "Incorporating financial development indicators into early warning systems," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Ramis Khabibullin & Alexey Ponomarenko, 2020.
"An empirical behavioral model of households’ deposit dollarization,"
Bank of Russia Working Paper Series
wps67, Bank of Russia.
- Ramis Khabibullin & Alexey Ponomarenko, 2022. "An empirical behavioral model of household’s deposit dollarization," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 827-847, July.
- Alexey Ponomarenko, 2019.
"Do sterilized foreign exchange interventions create money?,"
Bank of Russia Working Paper Series
wps40, Bank of Russia.
- Ponomarenko, Alexey, 2019. "Do sterilized foreign exchange interventions create money?," Journal of Asian Economics, Elsevier, vol. 62(C), pages 1-16.
- Alexey Ponomarenko, 2019. "Foreign exchange reserves and money supply," Bank of Russia Working Paper Series note19, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2019.
"Disinflation and reliability of underlying inflation measures,"
Bank of Russia Working Paper Series
wps44, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2020. "Disinflation and Reliability of Underlying Inflation Measures," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 91-111, March.
- Irina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2019. "Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy," Bank of Russia Working Paper Series wps42, Bank of Russia.
- Ponomarenko, Alexey, 2019.
"A note on observational equivalence of micro assumptions on macro level,"
Economics Discussion Papers
2019-51, Kiel Institute for the World Economy (IfW Kiel).
- Ponomarenko, Alexey, 2020. "A note on observational equivalence of micro assumptions on macro level," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-15.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018.
"When are credit gap estimates reliable?,"
Bank of Russia Working Paper Series
wps34, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020. "When are credit gap estimates reliable?," Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018. "Forecasting the implications of foreign exchange reserve accumulation with an agent-based model," Bank of Russia Working Paper Series wps37, Bank of Russia.
- Svetlana Popova & Natalia Karlova & Alexey Ponomarenko & Elena Deryugina, 2018.
"Analysis of the debt burden in Russian economy sectors,"
Bank of Russia Working Paper Series
wps29, Bank of Russia.
- Popova, Svetlana & Karlova, Nataliya & Ponomarenko, Alexey & Deryugina, Elena, 2017. "Analysis of the debt burden in Russian economy sectors," Russian Journal of Economics, Elsevier, vol. 3(4), pages 379-410.
- Alexey Ponomarenko & Svetlana Popova & Sergey Sabodash, 2018. "Industry specifics of liquidity dependence in Russia and vulnerability to financial shocks," Bank of Russia Working Paper Series note18, Bank of Russia.
- Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2018.
"Macro-financial linkages: the role of liquidity dependence,"
BIS Working Papers
716, Bank for International Settlements.
- Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2017. "Macro-financial linkages: the role of liquidity dependence," Bank of Russia Working Paper Series wps24, Bank of Russia.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2018.
"The role of regional and sectoral factors in Russian inflation developments,"
Bank of Russia Working Paper Series
wps36, Bank of Russia.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2019. "The role of regional and sectoral factors in Russian inflation developments," Economic Change and Restructuring, Springer, vol. 52(4), pages 453-474, November.
- Elena Deryugina & Alexey Ponomarenko, 2017. "Real-time determination of credit cycle phases in emerging markets," Bank of Russia Working Paper Series wps17, Bank of Russia.
- Andrey Sinyakov & Alexey Ponomarenko, 2017. "Proactive Supervisory Policy: Short-term Pain and Long-term Gain," Bank of Russia Working Paper Series note6, Bank of Russia.
- Alexey Ponomarenko & Andrey Sinyakov, 2017. "Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling," Bank of Russia Working Paper Series wps37, Bank of Russia.
- Ponomarenko, Alexey A. & Ponomarenko, Alexey N., 2017.
"What do aggregate saving rates (not) show?,"
Economics Discussion Papers
2017-96, Kiel Institute for the World Economy (IfW Kiel).
- Ponomarenko, Alexey A. & Ponomarenko, Alexey N., 2018. "What do aggregate saving rates (not) show?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-20.
- Alexey Ponomarenko & Anna Krupkina, 2016. "Deposit dollarization and national currency depreciation in Russia and Kazakhstan," Bank of Russia Working Paper Series note1, Bank of Russia.
- Ponomarenko, Alexey, 2016.
"A note on money creation in emerging market economies,"
BOFIT Discussion Papers
4/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alexey Ponomarenko, 2017. "A note on money creation in emerging market economies," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 9(1), pages 70-85, April.
- Alexey Ponomarenko, 2016. "A note on money creation in emerg-ing market economies," Bank of Russia Working Paper Series wps10, Bank of Russia.
- Alexey Ponomarenko, 2016. "Measuring Domestically Generated Inflation," Bank of Russia Working Paper Series note2, Bank of Russia.
- Alexey Ponomarenko, 2016. "Money stock composition and inflation risks," Bank of Russia Working Paper Series note3, Bank of Russia.
- Alexey Ponomarenko, 2016.
"A note on money creation in emerg-ing market economies,"
Bank of Russia Working Paper Series
wps10, Bank of Russia.
- Alexey Ponomarenko, 2017. "A note on money creation in emerging market economies," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 9(1), pages 70-85, April.
- Ponomarenko, Alexey, 2016. "A note on money creation in emerging market economies," BOFIT Discussion Papers 4/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Olga Kovalenko & Irina Pantina & Alexey Ponomarenko, 2015.
"Disentangling loan demand and supply shocks in Russia,"
Bank of Russia Working Paper Series
wps3, Bank of Russia.
- Deryugina, Elena & Kovalenko, Olga & Pantina, Irina & Ponomarenko, Alexey, 2015. "Disentangling loan demand and supply shocks in Russia," BOFIT Discussion Papers 8/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Anna Krupkina & Alexey Ponomarenko, 2015.
"Deposit dollarization in emerging markets: modelling the hysteresis effect,"
Bank of Russia Working Paper Series
wps7, Bank of Russia.
- Anna Krupkina & Alexey Ponomarenko, 2017. "Deposit dollarization in emerging markets: modelling the hysteresis effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 794-805, October.
- Krupkina, Anna & Ponomarenko, Alexey, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," BOFIT Discussion Papers 32/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Sofya Donets & Alexey Ponomarenko, 2015. "Measuring Debt Burden," Bank of Russia Working Paper Series wps5, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015.
"Evaluating underlying inflation measures for Russia,"
BOFIT Discussion Papers
24/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018. "Evaluating underlying inflation measures for Russia," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015. "Evaluating the underlying inflation measures for Russia," Bank of Russia Working Paper Series wps4, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2015.
"A large Bayesian vector autoregression model for Russia,"
Bank of Russia Working Paper Series
wps1, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey, 2014. "A large Bayesian vector autoregression model for Russia," BOFIT Discussion Papers 22/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2015.
"Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model,"
Bank of Russia Working Paper Series
wps2, Bank of Russia.
- Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Journal of the New Economic Association, New Economic Association, vol. 30(2), pages 60-76.
- Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015. "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers 19/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Deryugina, Elena & Kovalenko, Olga & Pantina, Irina & Ponomarenko, Alexey, 2015.
"Disentangling loan demand and supply shocks in Russia,"
BOFIT Discussion Papers
8/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Olga Kovalenko & Irina Pantina & Alexey Ponomarenko, 2015. "Disentangling loan demand and supply shocks in Russia," Bank of Russia Working Paper Series wps3, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015.
"Evaluating the underlying inflation measures for Russia,"
Bank of Russia Working Paper Series
wps4, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018. "Evaluating underlying inflation measures for Russia," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
- Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015. "Evaluating underlying inflation measures for Russia," BOFIT Discussion Papers 24/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Krupkina, Anna & Deryugina, Elena B. & Ponomarenko, Alexey, 2014.
"Estimating sustainable output growth in emerging market economies,"
BOFIT Discussion Papers
11/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Anna Krupkina & Elena Deryugina & Alexey Ponomarenko, 2015. "Estimating Sustainable Output Growth in Emerging Market Economies," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 57(1), pages 168-182, March.
- Krupkina, Anna & Deryugina, Elena B. & Ponomarenko, Alexey, 2014.
"Estimating sustainable output growth in emerging market economies,"
BOFIT Discussion Papers
11/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Anna Krupkina & Elena Deryugina & Alexey Ponomarenko, 2015. "Estimating Sustainable Output Growth in Emerging Market Economies," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 57(1), pages 168-182, March.
- Krupkina, Anna & Ponomarenko, Alexey, 2013. "Money demand models for Russia: A sectoral approach," BOFIT Discussion Papers 31/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Alexey Ponomarenko, 2013. "Money-based inflation risk indicator for Russia: a structural dynamic factor model approach," Joint Research Papers 3, Centre for Central Banking Studies, Bank of England.
- Ponomarenko, Alexey, 2012.
"Early warning indicators of asset price boom/bust cycles in emerging markets,"
BOFIT Discussion Papers
22/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ponomarenko, Alexey, 2013. "Early warning indicators of asset price boom/bust cycles in emerging markets," Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
- Ponomarenko, Alexey & Vasilieva, Elena & Schobert, Franziska, 2012.
"Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools,"
Working Paper Series
1471, European Central Bank.
- Alexey Ponomarenko & Elena Vasilieva & Franziska Schobert, 2014. "Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 116-150, November.
- Ponomarenko, Alexey, 2012.
"Early warning indicators of asset price boom/bust cycles in emerging markets,"
BOFIT Discussion Papers
22/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ponomarenko, Alexey, 2013. "Early warning indicators of asset price boom/bust cycles in emerging markets," Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
- Deryugina, Elena B. & Ponomarenko, Alexey A., 2011. "Identifying structural shocks behind loan supply fluctuations in Russia," BOFIT Discussion Papers 20/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ponomarenko, Alexey & Solovyeva, Alexandra & Vasilieva, Elena, 2011.
"Financial dollarization in Russia: causes and consequences,"
BOFIT Discussion Papers
36/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alexey Ponomarenko & Alexandra Solovyeva & Elena Vasilieva, 2013. "Financial dollarization in Russia: causes and consequences," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 221-243, September.
- Deryugina, Elena B. & Ponomarenko, Alexey A., 2011. "Identifying structural shocks behind loan supply fluctuations in Russia," BOFIT Discussion Papers 20/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ponomarenko, Alexey A. & Vlasov, Sergey A., 2010. "Russian fiscal policy during the financial crisis," BOFIT Discussion Papers 12/2010, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ponomarenko, Alexey A. & Vlasov, Sergey A., 2010. "Russian fiscal policy during the financial crisis," BOFIT Discussion Papers 12/2010, Bank of Finland Institute for Emerging Economies (BOFIT).
- Mehrotra, Aaron & Ponomarenko, Alexey, 2010.
"Wealth effects and Russian money demand,"
BOFIT Discussion Papers
13/2010, Bank of Finland Institute for Emerging Economies (BOFIT).
repec:bof:bofitp:2014_022 is not listed on IDEAS
repec:bof:bofitp:2015_032 is not listed on IDEAS
repec:bof:bofitp:2010_013 is not listed on IDEAS
repec:bof:bofitp:2011_036 is not listed on IDEAS
repec:bof:bofitp:2015_019 is not listed on IDEAS
repec:bof:bofitp:2013_031 is not listed on IDEAS
Articles
- Tatiana Grishina & Alexey Ponomarenko, 2023.
"Banks’ interest rate setting and transitions between liquidity surplus and deficit,"
SN Business & Economics, Springer, vol. 3(12), pages 1-18, December.
- Tatiana Grishina & Alexey Ponomarenko, 2021. "Banks’ interest rate setting and transitions between liquidity surplus and deficit," Bank of Russia Working Paper Series wps79, Bank of Russia.
- Alexey Ponomarenko, 2023. "National Currencies in International Settlements: Main Mechanisms," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 35-47, September.
- Ponomarenko, Alexey & Tatarintsev, Stas, 2023.
"Incorporating financial development indicators into early warning systems,"
The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Alexey Ponomarenko & Stas Tatarintsev, 2020. "Incorporating financial development indicators into early warning systems," Bank of Russia Working Paper Series wps58, Bank of Russia.
- Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2022. "Forecasting the implications of foreign exchange reserve accumulation with a microsimulation model," Journal of Simulation, Taylor & Francis Journals, vol. 16(3), pages 298-311, May.
- Dmitry Gornostaev & Alexey Ponomarenko & Sergei Seleznev & Alexandra Sterkhova, 2022.
"A Real-Time Historical Database of Macroeconomic Indicators for Russia,"
Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 88-103, March.
- Dmitry Gornostaev & Alexey Ponomarenko & Sergei Seleznev & Alexandra Sterkhova, 2021. "A Real-Time Historical Database of Macroeconomic Indicators for Russia," Bank of Russia Working Paper Series wps76, Bank of Russia.
- Elena Deryugina & Maria Guseva & Alexey Ponomarenko, 2022. "The Credit Cycle and Measurement of the Natural Rate of Interest," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(1), pages 87-104.
- Anna Burova & Alexey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Yulia Ushakova, 2022.
"Measuring Heterogeneity in Banks’ Interest Rate Setting in Russia,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(14), pages 4103-4119, November.
- Anna Burova & Alexey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Yulia Ushakova, 2021. "Measuring heterogeneity in banks' interest rate setting in Russia," Bank of Russia Working Paper Series wps77, Bank of Russia.
- Ramis Khabibullin & Alexey Ponomarenko, 2022.
"An empirical behavioral model of household’s deposit dollarization,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 827-847, July.
- Ramis Khabibullin & Alexey Ponomarenko, 2020. "An empirical behavioral model of households’ deposit dollarization," Bank of Russia Working Paper Series wps67, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2021. "Explaining the lead–lag pattern in the money–inflation relationship: a microsimulation approach," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1113-1128, September.
- Alexey Ponomarenko, 2021. "Money creation and banks’ interest rate setting," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 14(2), pages 141-151, July.
- FrIrina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2020.
"A case for leaning against the wind in a commodity-exporting economy,"
International Economics, CEPII research center, issue 164, pages 86-114.
- Kozlovtceva, Irina & Ponomarenko, Alexey & Sinyakov, Andrey & Tatarintsev, Stas, 2020. "A case for leaning against the wind in a commodity-exporting economy," International Economics, Elsevier, vol. 164(C), pages 86-114.
- Elena Deryugina & Alexey Ponomarenko, 2020.
"Disinflation and Reliability of Underlying Inflation Measures,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 91-111, March.
- Elena Deryugina & Alexey Ponomarenko, 2019. "Disinflation and reliability of underlying inflation measures," Bank of Russia Working Paper Series wps44, Bank of Russia.
- Aleksey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Natalia Turdyeva & Dmitry Chernyadyev, 2020. "Assessing the Consequences of the Pandemic for the Russian Economy Through an Input-Output Model," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 3-17, December.
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
- Ponomarenko, Alexey, 2020.
"A note on observational equivalence of micro assumptions on macro level,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-15.
- Ponomarenko, Alexey, 2019. "A note on observational equivalence of micro assumptions on macro level," Economics Discussion Papers 2019-51, Kiel Institute for the World Economy (IfW Kiel).
- Elena Deryugina & Alexey Ponomarenko, 2019. "Determination of the Current Phase of the Credit Cycle in Emerging Markets," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 28-42, June.
- Ponomarenko, Alexey, 2019.
"Do sterilized foreign exchange interventions create money?,"
Journal of Asian Economics, Elsevier, vol. 62(C), pages 1-16.
- Alexey Ponomarenko, 2019. "Do sterilized foreign exchange interventions create money?," Bank of Russia Working Paper Series wps40, Bank of Russia.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2019.
"The role of regional and sectoral factors in Russian inflation developments,"
Economic Change and Restructuring, Springer, vol. 52(4), pages 453-474, November.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2018. "The role of regional and sectoral factors in Russian inflation developments," Bank of Russia Working Paper Series wps36, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018.
"Evaluating underlying inflation measures for Russia,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
- Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015. "Evaluating underlying inflation measures for Russia," BOFIT Discussion Papers 24/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015. "Evaluating the underlying inflation measures for Russia," Bank of Russia Working Paper Series wps4, Bank of Russia.
- Ponomarenko, Alexey A. & Ponomarenko, Alexey N., 2018.
"What do aggregate saving rates (not) show?,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-20.
- Ponomarenko, Alexey A. & Ponomarenko, Alexey N., 2017. "What do aggregate saving rates (not) show?," Economics Discussion Papers 2017-96, Kiel Institute for the World Economy (IfW Kiel).
- Alexey Ponomarenko & Andrey Sinyakov, 2018. "Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions from Agent-Based Modeling," Russian Journal of Money and Finance, Bank of Russia, vol. 77(1), pages 26-50, March.
- Popova, Svetlana & Karlova, Nataliya & Ponomarenko, Alexey & Deryugina, Elena, 2017.
"Analysis of the debt burden in Russian economy sectors,"
Russian Journal of Economics, Elsevier, vol. 3(4), pages 379-410.
- Svetlana Popova & Natalia Karlova & Alexey Ponomarenko & Elena Deryugina, 2018. "Analysis of the debt burden in Russian economy sectors," Bank of Russia Working Paper Series wps29, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2017. "Money-based underlying inflation measure for Russia: a structural dynamic factor model approach," Empirical Economics, Springer, vol. 53(2), pages 441-457, September.
- Anna Krupkina & Alexey Ponomarenko, 2017.
"Deposit dollarization in emerging markets: modelling the hysteresis effect,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 794-805, October.
- Anna Krupkina & Alexey Ponomarenko, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," Bank of Russia Working Paper Series wps7, Bank of Russia.
- Krupkina, Anna & Ponomarenko, Alexey, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," BOFIT Discussion Papers 32/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alexey Ponomarenko, 2017.
"A note on money creation in emerging market economies,"
Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 9(1), pages 70-85, April.
- Ponomarenko, Alexey, 2016. "A note on money creation in emerging market economies," BOFIT Discussion Papers 4/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alexey Ponomarenko, 2016. "A note on money creation in emerg-ing market economies," Bank of Russia Working Paper Series wps10, Bank of Russia.
- Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016.
"Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model,"
Journal of the New Economic Association, New Economic Association, vol. 30(2), pages 60-76.
- Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2015. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Bank of Russia Working Paper Series wps2, Bank of Russia.
- Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015. "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers 19/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Alexey Ponomarenko, 2015. "Accounting for Post-Crisis Macroeconomic Developments in Russia: A Large Bayesian Vector Autoregression Model Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(6), pages 1261-1275, November.
- Anna Krupkina & Elena Deryugina & Alexey Ponomarenko, 2015.
"Estimating Sustainable Output Growth in Emerging Market Economies,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 57(1), pages 168-182, March.
- Krupkina, Anna & Deryugina, Elena B. & Ponomarenko, Alexey, 2014. "Estimating sustainable output growth in emerging market economies," BOFIT Discussion Papers 11/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alexey Ponomarenko & Elena Vasilieva & Franziska Schobert, 2014.
"Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools,"
Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 116-150, November.
- Ponomarenko, Alexey & Vasilieva, Elena & Schobert, Franziska, 2012. "Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools," Working Paper Series 1471, European Central Bank.
- Alexey Ponomarenko & Alexandra Solovyeva & Elena Vasilieva, 2013.
"Financial dollarization in Russia: causes and consequences,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 221-243, September.
- Ponomarenko, Alexey & Solovyeva, Alexandra & Vasilieva, Elena, 2011. "Financial dollarization in Russia: causes and consequences," BOFIT Discussion Papers 36/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
- E. Deryugina & A. Ponomarenko, 2013. "Money-based Inflation Risk Indicator:a regime Switching Model," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 9.
- Ponomarenko, Alexey, 2013.
"Early warning indicators of asset price boom/bust cycles in emerging markets,"
Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
- Ponomarenko, Alexey, 2012. "Early warning indicators of asset price boom/bust cycles in emerging markets," BOFIT Discussion Papers 22/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Vlasov, S. & Ponomarenko, A., 2010. "The Role of Budget Policy under the Financial and Economic Crisis," Journal of the New Economic Association, New Economic Association, issue 7, pages 111-133.
- E. Vasilieva & A. Ponomarenko & A. Porshakov, 2009. "Short-term Interest Rates and the State of Liquidity in the Russian Money Market under Conditions of the Global Financial Crisis," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 8.
- A. Porshakov & A. Ponomarenko, 2008.
"The Problem of Identifying and Modeling the Relationship between Monetary Factor and Inflation in the Russian Economy,"
Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 7.
RePEc:eme:jfep00:jfep-10-2020-0214 is not listed on IDEAS
RePEc:nos:voprec:2008-07-5 is not listed on IDEAS
RePEc:nos:voprec:2009-08-5 is not listed on IDEAS
RePEc:eme:jfep00:jfep-05-2016-0033 is not listed on IDEAS
RePEc:nos:voprec:2013-09-6 is not listed on IDEAS
Chapters
- Artur Akhmetov & Anna Burova & Natalia Makhankova & Alexey Ponomarenko, 2024.
"Measuring Market Liquidity and Liquidity Mismatches Across Sectors,"
Springer Books, in: Alexander Karminsky & Mikhail Stolbov (ed.), Systemic Financial Risk, chapter 0, pages 131-194,
Springer.
- Arthur Akhmetov & Anna Burova & Natalia Makhankova & Alexey Ponomarenko, 2021. "Measuring Market Liquidity and Liquidity Mismatches across Sectors," Bank of Russia Working Paper Series wps82, Bank of Russia.
- Anna Krupkina & Alexey Ponomarenko, 2015. "Balance sheet structure indicators and the financial cycle," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
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
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2021.
"Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry,"
Bank of Russia Working Paper Series
wps78, Bank of Russia.
Cited by:
- Ivan Khotulev, 2021. "Review of the Bank of Russia – NES Workshop 'Main Challenges in Banking: Risks, Liquidity, Pricing, and Digital Currencies'," Russian Journal of Money and Finance, Bank of Russia, vol. 80(4), pages 124-136, December.
- Dmitry Gornostaev & Alexey Ponomarenko & Sergei Seleznev & Alexandra Sterkhova, 2021.
"A Real-Time Historical Database of Macroeconomic Indicators for Russia,"
Bank of Russia Working Paper Series
wps76, Bank of Russia.
- Dmitry Gornostaev & Alexey Ponomarenko & Sergei Seleznev & Alexandra Sterkhova, 2022. "A Real-Time Historical Database of Macroeconomic Indicators for Russia," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 88-103, March.
Cited by:
- Michael Zhemkov, 2022. "Assessment of Monthly GDP Growth Using Temporal Disaggregation Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 81(2), pages 79-104, June.
- Alexandra Bozhechkova & Urmat Dzhunkeev, 2024. "CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting," Russian Journal of Money and Finance, Bank of Russia, vol. 83(3), pages 45-69, September.
- Urmat Dzhunkeev, 2022. "Forecasting Unemployment in Russia Using Machine Learning Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 73-87, March.
- Denis Shibitov & Mariam Mamedli, 2021. "Forecasting Russian Cpi With Data Vintages And Machine Learning Techniques," Bank of Russia Working Paper Series wps70, Bank of Russia.
- Alexey Ponomarenko & Stas Tatarintsev, 2020.
"Incorporating financial development indicators into early warning systems,"
Bank of Russia Working Paper Series
wps58, Bank of Russia.
- Ponomarenko, Alexey & Tatarintsev, Stas, 2023. "Incorporating financial development indicators into early warning systems," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
Cited by:
- James McNamara & Elizabeth J. Z. Robinson & Katharine Abernethy & Donald Midoko Iponga & Hannah N. K. Sackey & Juliet H. Wright & EJ Milner-Gulland, 2020.
"COVID-19, Systemic Crisis, and Possible Implications for the Wild Meat Trade in Sub-Saharan Africa,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 76(4), pages 1045-1066, August.
- McNamara, James & Robinson, Elizabeth J.Z. & Abernethy, Katharine & Midoko Iponga, Donald & Sackey, Hannah N.K. & Wright, Juliet H. & Milner-Gulland, Ej, 2020. "COVID-19, systemic crisis, and possible implications for the wild meat trade in sub-Saharan Africa," LSE Research Online Documents on Economics 113551, London School of Economics and Political Science, LSE Library.
- Nguyen, Hoai Thi Thanh & Tram, Huong Thi Xuan & Nguyen, Linh Thi Thuy, 2023. "Interest rates and systemic risk:Evidence from the Vietnamese economy," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Andrzej Cichoń & Michał Włodarz, 2023. "OLTC Fault detection Based on Acoustic Emission and Supported by Machine Learning," Energies, MDPI, vol. 17(1), pages 1-14, December.
- Ramis Khabibullin & Alexey Ponomarenko, 2020.
"An empirical behavioral model of households’ deposit dollarization,"
Bank of Russia Working Paper Series
wps67, Bank of Russia.
- Ramis Khabibullin & Alexey Ponomarenko, 2022. "An empirical behavioral model of household’s deposit dollarization," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 827-847, July.
Cited by:
- Alexey Ponomarenko, 2019.
"Do sterilized foreign exchange interventions create money?,"
Bank of Russia Working Paper Series
wps40, Bank of Russia.
- Ponomarenko, Alexey, 2019. "Do sterilized foreign exchange interventions create money?," Journal of Asian Economics, Elsevier, vol. 62(C), pages 1-16.
Cited by:
- Sharma, Rajesh & Shahbaz, Muhammad & Sinha, Avik & Vo, Xuan Vinh, 2021. "Examining the temporal impact of stock market development on carbon intensity: Evidence from South Asian countries," MPRA Paper 108925, University Library of Munich, Germany, revised 2021.
- Rogelio Mercado Jr., 2017.
"Are Capital Inflows Expansionary or Contractionary in the Philippines?,"
Working Papers
wp27, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Rogelio Mercado Jr., 2016. "Are Capital Inflows Expansionary or Contractionary in the Philippines?," Trinity Economics Papers tep2116, Trinity College Dublin, Department of Economics.
- Mercado, Rogelio, 2020. "Are capital inflows expansionary or contractionary in the Philippines?," Journal of Asian Economics, Elsevier, vol. 67(C).
- Alexey Ponomarenko, 2023. "National Currencies in International Settlements: Main Mechanisms," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 35-47, September.
- Pawe³ Œliwiñski, 2023. "Endogenous money supply, global liquidity and financial transactions: Panel evidence from OECD countries," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 121-152, March.
- Alexey Ponomarenko, 2019. "Foreign exchange reserves and money supply," Bank of Russia Working Paper Series note19, Bank of Russia.
- Rajesh Sharma & Muhammad Shahbaz & Pradeep Kautish & Xuan Vinh Vo, 2023. "Diversified imports as catalysts for ecological footprint: examining the BRICS experience," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(4), pages 3153-3181, April.
- Vadim O. Grishchenko & Alexander Mihailov & Vasily N. Tkachev, 2021. "Money Creation in Russia: Does the Money Multiplier Exist?," Economics Discussion Papers em-dp2021-15, Department of Economics, University of Reading.
- Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018. "Forecasting the implications of foreign exchange reserve accumulation with an agent-based model," Bank of Russia Working Paper Series wps37, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2019.
"Disinflation and reliability of underlying inflation measures,"
Bank of Russia Working Paper Series
wps44, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2020. "Disinflation and Reliability of Underlying Inflation Measures," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 91-111, March.
Cited by:
- Elena Deryugina & Alexey Ponomarenko, 2019.
"Disinflation and reliability of underlying inflation measures,"
Bank of Russia Working Paper Series
wps44, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2020. "Disinflation and Reliability of Underlying Inflation Measures," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 91-111, March.
- Irina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2019.
"Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy,"
Bank of Russia Working Paper Series
wps42, Bank of Russia.
Cited by:
- Kozlovtceva, Irina & Ponomarenko, Alexey & Sinyakov, Andrey & Tatarintsev, Stas, 2020.
"A case for leaning against the wind in a commodity-exporting economy,"
International Economics, Elsevier, vol. 164(C), pages 86-114.
- FrIrina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2020. "A case for leaning against the wind in a commodity-exporting economy," International Economics, CEPII research center, issue 164, pages 86-114.
- Ahmad S. Al Humssi & Vladimir Z. Chapliuk & Larisa N. Sorokina & Liliya G. Akhmetshina, 2024. "Modelling the Impact of Macroeconomic Factors on Country’s Financial Stability: Evidence from the Russian Federation," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 62-81.
- Peiris, M.U. & Shirobokov, A. & Tsomocos, D.P., 2024. "Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?," Journal of International Money and Finance, Elsevier, vol. 141(C).
- Daniil Lomonosov, 2023. "Shocks of Business Activity and Specific Shocks to Oil Market in DSGE Model of Russian Economy and Their Influence Under Different Monetary Policy Regimes," Russian Journal of Money and Finance, Bank of Russia, vol. 82(4), pages 44-79, December.
- Mikhail Andreev & M. Udara Peiris & Aleksandr Shirobokov & Dimitrios P. Tsomocos, 2019. "Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 3-37, September.
- Kozlovtceva, Irina & Ponomarenko, Alexey & Sinyakov, Andrey & Tatarintsev, Stas, 2020.
"A case for leaning against the wind in a commodity-exporting economy,"
International Economics, Elsevier, vol. 164(C), pages 86-114.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018.
"When are credit gap estimates reliable?,"
Bank of Russia Working Paper Series
wps34, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020. "When are credit gap estimates reliable?," Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
Cited by:
- Tihana Škrinjarić, 2023. "Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(3), pages 582-614, September.
- Karminsky, A. & Dyachkova, N., 2020. "Empirical study of the relationship between credit cycles and changes in credit ratings," Journal of the New Economic Association, New Economic Association, vol. 48(4), pages 138-160.
- Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018.
"Forecasting the implications of foreign exchange reserve accumulation with an agent-based model,"
Bank of Russia Working Paper Series
wps37, Bank of Russia.
Cited by:
- Alexey Ponomarenko, 2019. "Foreign exchange reserves and money supply," Bank of Russia Working Paper Series note19, Bank of Russia.
- Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2018.
"Macro-financial linkages: the role of liquidity dependence,"
BIS Working Papers
716, Bank for International Settlements.
- Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2017. "Macro-financial linkages: the role of liquidity dependence," Bank of Russia Working Paper Series wps24, Bank of Russia.
Cited by:
- Mikhail Stolbov & Maria Shchepeleva, 2021. "Macrofinancial linkages in Europe: Evidence from quantile local projections," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5557-5569, October.
- Alexey Ponomarenko & Svetlana Popova & Sergey Sabodash, 2018. "Industry specifics of liquidity dependence in Russia and vulnerability to financial shocks," Bank of Russia Working Paper Series note18, Bank of Russia.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2018.
"The role of regional and sectoral factors in Russian inflation developments,"
Bank of Russia Working Paper Series
wps36, Bank of Russia.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2019. "The role of regional and sectoral factors in Russian inflation developments," Economic Change and Restructuring, Springer, vol. 52(4), pages 453-474, November.
Cited by:
- Vadim Napalkov & Anna Novak & Andrey Shulgin, 2021. "Variations in the Effects of a Single Monetary Policy: The Case of Russian Regions," Russian Journal of Money and Finance, Bank of Russia, vol. 80(1), pages 3-45, March.
- Hakan Yilmazkuday, 2013. "Inflation targeting, flexible exchange rates and inflation convergence," Applied Economics, Taylor & Francis Journals, vol. 45(5), pages 593-603, February.
- Aleksei Kiselev & Aleksandra Zhivaykina, 2019. "The role of global relative price changes in international comovement of inflation," Bank of Russia Working Paper Series wps53, Bank of Russia.
- Viacheslav Kramkov, 2023. "Does CPI disaggregation improve inflation forecast accuracy?," Bank of Russia Working Paper Series wps112, Bank of Russia.
- Boris I. Alekhin, 2023. "Interregional Differences in Inflation through the Prism of Ackley’s Theory," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 8-25, February.
- Polina S. Kuklinova & Vladimir V. Ilyashenko, 2022. "The impact of the inflation-targeting regime on the economic development of an industrial region," Journal of New Economy, Ural State University of Economics, vol. 23(2), pages 125-141, July.
- Alyona Nelyubina, 2021. "Forecasting Regional Indicators Based on the Quarterly Projection Model," Russian Journal of Money and Finance, Bank of Russia, vol. 80(2), pages 50-75, June.
- Kiselev, Aleksei & Zhivaykina, Aleksandra, 2020. "The role of global relative price changes in international comovement of inflation," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
- Elena Deryugina & Alexey Ponomarenko, 2017.
"Real-time determination of credit cycle phases in emerging markets,"
Bank of Russia Working Paper Series
wps17, Bank of Russia.
Cited by:
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Ponomarenko, Alexey A. & Ponomarenko, Alexey N., 2017.
"What do aggregate saving rates (not) show?,"
Economics Discussion Papers
2017-96, Kiel Institute for the World Economy (IfW Kiel).
- Ponomarenko, Alexey A. & Ponomarenko, Alexey N., 2018. "What do aggregate saving rates (not) show?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-20.
Cited by:
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
- Ponomarenko, Alexey, 2016.
"A note on money creation in emerging market economies,"
BOFIT Discussion Papers
4/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alexey Ponomarenko, 2017. "A note on money creation in emerging market economies," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 9(1), pages 70-85, April.
- Alexey Ponomarenko, 2016. "A note on money creation in emerg-ing market economies," Bank of Russia Working Paper Series wps10, Bank of Russia.
Cited by:
- Alexey Ponomarenko, 2019.
"Do sterilized foreign exchange interventions create money?,"
Bank of Russia Working Paper Series
wps40, Bank of Russia.
- Ponomarenko, Alexey, 2019. "Do sterilized foreign exchange interventions create money?," Journal of Asian Economics, Elsevier, vol. 62(C), pages 1-16.
- Alexey Ponomarenko, 2023. "National Currencies in International Settlements: Main Mechanisms," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 35-47, September.
- Alexey Ponomarenko, 2019. "Foreign exchange reserves and money supply," Bank of Russia Working Paper Series note19, Bank of Russia.
- Mr. Marco Gross & Christoph Siebenbrunner, 2019. "Money Creation in Fiat and Digital Currency Systems," IMF Working Papers 2019/285, International Monetary Fund.
- Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018. "Forecasting the implications of foreign exchange reserve accumulation with an agent-based model," Bank of Russia Working Paper Series wps37, Bank of Russia.
- Alexey Ponomarenko, 2016.
"A note on money creation in emerg-ing market economies,"
Bank of Russia Working Paper Series
wps10, Bank of Russia.
- Alexey Ponomarenko, 2017. "A note on money creation in emerging market economies," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 9(1), pages 70-85, April.
- Ponomarenko, Alexey, 2016. "A note on money creation in emerging market economies," BOFIT Discussion Papers 4/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
Cited by:
- Alexey Ponomarenko, 2019.
"Do sterilized foreign exchange interventions create money?,"
Bank of Russia Working Paper Series
wps40, Bank of Russia.
- Ponomarenko, Alexey, 2019. "Do sterilized foreign exchange interventions create money?," Journal of Asian Economics, Elsevier, vol. 62(C), pages 1-16.
- Alexey Ponomarenko, 2023. "National Currencies in International Settlements: Main Mechanisms," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 35-47, September.
- Alexey Ponomarenko, 2019. "Foreign exchange reserves and money supply," Bank of Russia Working Paper Series note19, Bank of Russia.
- Mr. Marco Gross & Christoph Siebenbrunner, 2019. "Money Creation in Fiat and Digital Currency Systems," IMF Working Papers 2019/285, International Monetary Fund.
- Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018. "Forecasting the implications of foreign exchange reserve accumulation with an agent-based model," Bank of Russia Working Paper Series wps37, Bank of Russia.
- Elena Deryugina & Olga Kovalenko & Irina Pantina & Alexey Ponomarenko, 2015.
"Disentangling loan demand and supply shocks in Russia,"
Bank of Russia Working Paper Series
wps3, Bank of Russia.
- Deryugina, Elena & Kovalenko, Olga & Pantina, Irina & Ponomarenko, Alexey, 2015. "Disentangling loan demand and supply shocks in Russia," BOFIT Discussion Papers 8/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
Cited by:
- Gabriel Rodríguez & Carlos Guevara, 2018. "The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach," Documentos de Trabajo / Working Papers 2018-467, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Perevyshina, E. & Perevyshin, Y., 2015. "Evaluation of Credit Channel in Russia," Journal of the New Economic Association, New Economic Association, vol. 28(4), pages 96-110.
- Guevara, Carlos & Rodríguez, Gabriel, 2020. "The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Anna Krupkina & Alexey Ponomarenko, 2015.
"Deposit dollarization in emerging markets: modelling the hysteresis effect,"
Bank of Russia Working Paper Series
wps7, Bank of Russia.
- Anna Krupkina & Alexey Ponomarenko, 2017. "Deposit dollarization in emerging markets: modelling the hysteresis effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 794-805, October.
- Krupkina, Anna & Ponomarenko, Alexey, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," BOFIT Discussion Papers 32/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
Cited by:
- Vsevolod Y. Cherkasov & Julia A. Maklakova, 2018. "Dollarization in Armenia: Structural Causes and Evolution of Monetary Policy," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 62-75, August.
- Angela Ifeanyi Ujunwa & Augustine Ujunwa & Emmanuel Onah & Nnenna Georgina Nwonye & Onyedikachi David Chukwunwike, 2021. "Extending the determinants of currency substitution in Nigeria: Any role for financial innovation?," South African Journal of Economics, Economic Society of South Africa, vol. 89(4), pages 590-607, December.
- Alexey Ponomarenko & Anna Krupkina, 2016. "Deposit dollarization and national currency depreciation in Russia and Kazakhstan," Bank of Russia Working Paper Series note1, Bank of Russia.
- Sofya Donets & Alexey Ponomarenko, 2015.
"Measuring Debt Burden,"
Bank of Russia Working Paper Series
wps5, Bank of Russia.
Cited by:
- Mamedli Mariam & Andrey Sinyakov, 2017. "Consumer lending in Russia: prospects and risks based on household finance survey," Bank of Russia Working Paper Series note10, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2019. "Determination of the Current Phase of the Credit Cycle in Emerging Markets," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 28-42, June.
- Yulia Ushakova & Dmitry Chernyadyev, 2017. "The effects of Financial Shock on Russian short-term equilibrium interest rates," Bank of Russia Working Paper Series note11, Bank of Russia.
- Mamedli Mariam & Andrey Sinyakov, 2018. "Regional heterogeneity of household lending based on the findings of the household finance survey: regional features and potential risks," Bank of Russia Working Paper Series note16, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015.
"Evaluating underlying inflation measures for Russia,"
BOFIT Discussion Papers
24/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018. "Evaluating underlying inflation measures for Russia," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015. "Evaluating the underlying inflation measures for Russia," Bank of Russia Working Paper Series wps4, Bank of Russia.
Cited by:
- Elena Deryugina & Alexey Ponomarenko, 2019.
"Disinflation and reliability of underlying inflation measures,"
Bank of Russia Working Paper Series
wps44, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2020. "Disinflation and Reliability of Underlying Inflation Measures," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 91-111, March.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2019.
"The role of regional and sectoral factors in Russian inflation developments,"
Economic Change and Restructuring, Springer, vol. 52(4), pages 453-474, November.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2018. "The role of regional and sectoral factors in Russian inflation developments," Bank of Russia Working Paper Series wps36, Bank of Russia.
- Vadim Napalkov & Anna Novak & Andrey Shulgin, 2021. "Variations in the Effects of a Single Monetary Policy: The Case of Russian Regions," Russian Journal of Money and Finance, Bank of Russia, vol. 80(1), pages 3-45, March.
- Alexey Ponomarenko, 2016. "Measuring Domestically Generated Inflation," Bank of Russia Working Paper Series note2, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2015.
"A large Bayesian vector autoregression model for Russia,"
Bank of Russia Working Paper Series
wps1, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey, 2014. "A large Bayesian vector autoregression model for Russia," BOFIT Discussion Papers 22/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
Cited by:
- Mikhail Mamonov & Vera Pankova & Renat Akhmetov & Anna Pestova, 2020. "Financial Shocks and Credit Cycles," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 45-74, December.
- Nikita Fokin & Andrey Polbin, 2019. "Forecasting Russia's Key Macroeconomic Indicators with the VAR-LASSO Model," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 67-93, June.
- Fokin, Nikita & Polbin, Andrey, 2019. "A Bivariate Forecasting Model For Russian GDP Under Structural Changes In Monetary Policy and Long-Term Growth," MPRA Paper 95306, University Library of Munich, Germany, revised Apr 2019.
- Pestova, Anna & Mamonov, Mikhail, 2019. "Should we care? The economic effects of financial sanctions on the Russian economy," BOFIT Discussion Papers 13/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alexey Ponomarenko, 2016. "Money stock composition and inflation risks," Bank of Russia Working Paper Series note3, Bank of Russia.
- Salmanov, Oleg & Zaernjuk, Victor & Lopatina, Olga & Drachena, Irina & Vikulina, Evgeniya, 2016. "Investigating the Impact of Monetary Policy using the Vector Autoregression Method," MPRA Paper 112280, University Library of Munich, Germany, revised 01 Jun 2016.
- Usman Shakoor & Mudassar Rashid & Ashfaque Ali Baloch & Muhammad Iftikhar ul Husnain & Abdul Saboor, 2021. "How Aging Population Affects Health Care Expenditures in Pakistan? A Bayesian VAR Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 153(2), pages 585-607, January.
- E. A. Fedorova & D. D. Airapetyan & S. O. Musienko & D. O. Afanas’ev & F. Yu. Fedorov, 2018. "Influence of Import Substitution Policy on the Industrial Production Level in Russia: Sector-Specific Issues," Studies on Russian Economic Development, Springer, vol. 29(2), pages 167-173, March.
- Prüser Jan & Hanck Christoph, 2021. "A Comparison of Approaches to Select the Informativeness of Priors in BVARs," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 241(4), pages 501-525, August.
- И Управления Мир Экономики, 2017. "Байесовский подход к анализу влияния монетарной политики на макроэкономические показатели России. Bayesian approach to the analysis of monetary policy impact on Russian macroeconomics indicators," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, vol. 17(4), pages 53-70.
- Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018. "Forecasting the implications of foreign exchange reserve accumulation with an agent-based model," Bank of Russia Working Paper Series wps37, Bank of Russia.
- Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2015.
"Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model,"
Bank of Russia Working Paper Series
wps2, Bank of Russia.
- Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Journal of the New Economic Association, New Economic Association, vol. 30(2), pages 60-76.
- Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015. "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers 19/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
Cited by:
- Yury Achkasov, 2016. "Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification," Bank of Russia Working Paper Series wps8, Bank of Russia.
- Konstantin S. Rybak, 2023. "Анализ Важности Глобальных Факторов Для Наукастинга Ввп," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 18-23, December.
- Ming-Ming Zhao & Rongrong Li, 2018. "Decoupling and decomposition analysis of carbon emissions from economic output in Chinese Guangdong Province: A sector perspective," Energy & Environment, , vol. 29(4), pages 543-555, June.
- Anastasia Mogilat & Oleg Kryzhanovskiy & Zhanna Shuvalova & Yaroslav Murashov, 2024. "DYFARUS: Dynamic Factor Model to Forecast GDP by Output Using Input-Output Tables," Russian Journal of Money and Finance, Bank of Russia, vol. 83(2), pages 3-25, June.
- Mikosch, Heiner & Solanko, Laura, 2017. "Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators," BOFIT Discussion Papers 19/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
- Aizhan Bolatbayeva & Alisher Tolepbergen & Nurdaulet Abilov, 2020. "A macroeconometric model for Russia," Russian Journal of Economics, ARPHA Platform, vol. 6(2), pages 114-143, June.
- Fokin, Nikita & Polbin, Andrey, 2019. "A Bivariate Forecasting Model For Russian GDP Under Structural Changes In Monetary Policy and Long-Term Growth," MPRA Paper 95306, University Library of Munich, Germany, revised Apr 2019.
- Zhemkov, Michael, 2021.
"Nowcasting Russian GDP using forecast combination approach,"
International Economics, Elsevier, vol. 168(C), pages 10-24.
- Michael Zhemkov, 2021. "Nowcasting Russian GDP using forecast combination approach," International Economics, CEPII research center, issue 168, pages 10-24.
- Stankevich, Ivan, 2023. "Application of Markov-Switching MIDAS models to nowcasting of GDP and its components," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 70, pages 122-143.
- Hopp Daniel, 2022. "Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM)," Journal of Official Statistics, Sciendo, vol. 38(3), pages 847-873, September.
- Stankevich, Ivan, 2020. "Comparison of macroeconomic indicators nowcasting methods: Russian GDP case," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 113-127.
- Makram El-Shagi & Kiril Tochkov, 2021.
"Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle,"
CFDS Discussion Paper Series
2021/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- El-Shagi, Makram & Tochkov, Kiril, 2022. "Divisia monetary aggregates for Russia: Money demand, GDP nowcasting and the price puzzle," Economic Systems, Elsevier, vol. 46(4).
- Heiner Mikosch & Laura Solanko, 2019. "Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 19-35, March.
- Tóth, Peter, 2014.
"Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP],"
MPRA Paper
63713, University Library of Munich, Germany.
- Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
- Dahlhaus, Tatjana & Guénette, Justin-Damien & Vasishtha, Garima, 2017.
"Nowcasting BRIC+M in real time,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 915-935.
- Tatjana Dahlhaus & Justin-Damien Guénette & Garima Vasishtha, 2015. "Nowcasting BRIC+M in Real Time," Staff Working Papers 15-38, Bank of Canada.
- Alexandra Bozhechkova & Urmat Dzhunkeev, 2024. "CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting," Russian Journal of Money and Finance, Bank of Russia, vol. 83(3), pages 45-69, September.
- Aleksandra Riedl & Julia Wörz, 2018. "A simple approach to nowcasting GDP growth in CESEE economies," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/18, pages 56-74.
- Vladimir Boyko & Nadezhda Kislyak & Mikhail Nikitin & Oleg Oborin, 2020. "Methods for Estimating the Gross Regional Product Leading Indicator," Russian Journal of Money and Finance, Bank of Russia, vol. 79(3), pages 3-29, September.
- Zubarev Andrey & Rybak Konstantin, 2021. "GDP Nowcasting: Dynamic Factor Model vs. Official Forecasts [Наукастинг Ввп: Динамическая Факторная Модель И Официальные Прогнозы]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 34-40, December.
- Anastasiia Pankratova, 2024. "Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 32-52, March.
- Caruso, Alberto, 2018. "Nowcasting with the help of foreign indicators: The case of Mexico," Economic Modelling, Elsevier, vol. 69(C), pages 160-168.
- Daniel Armeanu & Jean Vasile Andrei & Leonard Lache & Mirela Panait, 2017. "A multifactor approach to forecasting Romanian gross domestic product (GDP) in the short run," PLOS ONE, Public Library of Science, vol. 12(7), pages 1-23, July.
- Evžen Kočenda & Karen Poghosyan, 2020.
"Nowcasting Real GDP Growth: Comparison between Old and New EU Countries,"
Eastern European Economics, Taylor & Francis Journals, vol. 58(3), pages 197-220, May.
- Evzen Kocenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Working Papers IES 2020/5, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2020.
- Evzen Kocenda & Karen Poghosyan, 2018. "Nowcasting real GDP growth with business tendency surveys data: A cross country analysis," KIER Working Papers 1002, Kyoto University, Institute of Economic Research.
- Мекенбаева Камила // Mekenbayeva Kamila & Karel Musil, 2017. "Система прогнозирования в Национальном Банке Казахстана: наукаст на основа опросов // Forecasting system at the National Bank of Kazakhstan: survey-based nowcasting," Working Papers #2017-1, National Bank of Kazakhstan.
- Danilo Leiva-Leon & Gabriel Pérez-Quirós & Eyno Rots, 2020.
"Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis,"
MNB Working Papers
2020/4, Magyar Nemzeti Bank (Central Bank of Hungary).
- Perez-Quiros, Gabriel & Rots, Eyno & Leiva-Leon, Danilo, 2020. "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Paper Series 2381, European Central Bank.
- Danilo Leiva-Leon & Gabriel Perez-Quiros & Eyno Rots, 2020. "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Papers 2015, Banco de España.
- Pérez-Quirós, Gabriel & Leiva-León, Danilo & Rots, Eyno, 2020. "Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis," CEPR Discussion Papers 14484, C.E.P.R. Discussion Papers.
- Anton Grui & Roman Lysenko, 2017. "Nowcasting Ukraine's GDP Using a Factor-Augmented VAR (FAVAR) Model," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 242, pages 5-13.
- Sergey V. Arzhenovskiy, 2024. "Forecasting GDP Dynamics Based on the Bank of Russia’s Enterprise Monitoring Data," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 31-44, February.
- Andrey Zubarev & Daniil Lomonosov & Konstantin Rybak, 2022. "Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model," Russian Journal of Money and Finance, Bank of Russia, vol. 81(2), pages 49-78, June.
- Zubarev Andrey & Rybak Konstantin, 2021. "Наукастинг Ввп: Динамическая Факторная Модель И Официальные Прогнозы," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 34-40, December.
- Konstantin S. Rybak, 2023. "Evaluating the Role of Global Factors in GDP Nowcasting [Анализ Важности Глобальных Факторов Для Наукастинга Ввп]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 18-23, December.
- Deryugina, Elena & Kovalenko, Olga & Pantina, Irina & Ponomarenko, Alexey, 2015.
"Disentangling loan demand and supply shocks in Russia,"
BOFIT Discussion Papers
8/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Olga Kovalenko & Irina Pantina & Alexey Ponomarenko, 2015. "Disentangling loan demand and supply shocks in Russia," Bank of Russia Working Paper Series wps3, Bank of Russia.
Cited by:
- Gabriel Rodríguez & Carlos Guevara, 2018. "The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach," Documentos de Trabajo / Working Papers 2018-467, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Perevyshina, E. & Perevyshin, Y., 2015. "Evaluation of Credit Channel in Russia," Journal of the New Economic Association, New Economic Association, vol. 28(4), pages 96-110.
- Guevara, Carlos & Rodríguez, Gabriel, 2020. "The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015.
"Evaluating the underlying inflation measures for Russia,"
Bank of Russia Working Paper Series
wps4, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018. "Evaluating underlying inflation measures for Russia," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
- Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015. "Evaluating underlying inflation measures for Russia," BOFIT Discussion Papers 24/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
Cited by:
- Elena Deryugina & Alexey Ponomarenko, 2019.
"Disinflation and reliability of underlying inflation measures,"
Bank of Russia Working Paper Series
wps44, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2020. "Disinflation and Reliability of Underlying Inflation Measures," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 91-111, March.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2019.
"The role of regional and sectoral factors in Russian inflation developments,"
Economic Change and Restructuring, Springer, vol. 52(4), pages 453-474, November.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2018. "The role of regional and sectoral factors in Russian inflation developments," Bank of Russia Working Paper Series wps36, Bank of Russia.
- Vadim Napalkov & Anna Novak & Andrey Shulgin, 2021. "Variations in the Effects of a Single Monetary Policy: The Case of Russian Regions," Russian Journal of Money and Finance, Bank of Russia, vol. 80(1), pages 3-45, March.
- Alexey Ponomarenko, 2016. "Measuring Domestically Generated Inflation," Bank of Russia Working Paper Series note2, Bank of Russia.
- Krupkina, Anna & Deryugina, Elena B. & Ponomarenko, Alexey, 2014.
"Estimating sustainable output growth in emerging market economies,"
BOFIT Discussion Papers
11/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Anna Krupkina & Elena Deryugina & Alexey Ponomarenko, 2015. "Estimating Sustainable Output Growth in Emerging Market Economies," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 57(1), pages 168-182, March.
Cited by:
- Grintzalis, Ioannis & Lodge, David & Manu, Ana-Simona, 2017. "The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps," Working Paper Series 2034, European Central Bank.
- Kátay Gábor & Kerdelhué Lisa & Lequien Matthieu, 2020.
"Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap,"
Working papers
791, Banque de France.
- Gabor Katay & Lisa Kerdelhué & Matthieu Lequien, 2020. "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," Working Papers 2020-11, Joint Research Centre, European Commission.
- Krupkina, Anna & Deryugina, Elena B. & Ponomarenko, Alexey, 2014.
"Estimating sustainable output growth in emerging market economies,"
BOFIT Discussion Papers
11/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Anna Krupkina & Elena Deryugina & Alexey Ponomarenko, 2015. "Estimating Sustainable Output Growth in Emerging Market Economies," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 57(1), pages 168-182, March.
Cited by:
- Grintzalis, Ioannis & Lodge, David & Manu, Ana-Simona, 2017. "The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps," Working Paper Series 2034, European Central Bank.
- Kátay Gábor & Kerdelhué Lisa & Lequien Matthieu, 2020.
"Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap,"
Working papers
791, Banque de France.
- Gabor Katay & Lisa Kerdelhué & Matthieu Lequien, 2020. "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," Working Papers 2020-11, Joint Research Centre, European Commission.
- Krupkina, Anna & Ponomarenko, Alexey, 2013.
"Money demand models for Russia: A sectoral approach,"
BOFIT Discussion Papers
31/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
Cited by:
- Makram El-Shagi & Kiril Tochkov, 2021.
"Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle,"
CFDS Discussion Paper Series
2021/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- El-Shagi, Makram & Tochkov, Kiril, 2022. "Divisia monetary aggregates for Russia: Money demand, GDP nowcasting and the price puzzle," Economic Systems, Elsevier, vol. 46(4).
- Makram El-Shagi & Kiril Tochkov, 2021.
"Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle,"
CFDS Discussion Paper Series
2021/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Elena Deryugina & Alexey Ponomarenko, 2013.
"Money-based inflation risk indicator for Russia: a structural dynamic factor model approach,"
Joint Research Papers
3, Centre for Central Banking Studies, Bank of England.
Cited by:
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018.
"Evaluating underlying inflation measures for Russia,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015. "Evaluating the underlying inflation measures for Russia," Bank of Russia Working Paper Series wps4, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015. "Evaluating underlying inflation measures for Russia," BOFIT Discussion Papers 24/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Korishchenko, Konstantin (Корищенко, Константин) & Pilnik, Nikolay (Пильник, Николай) & Ivanova, Maria (Иванова, Мария), 2018. "Identifying the Main Determinants of Consumer Price Growth in the Russian Economy Under the Inflation Targeting Policy [Выявление Основных Детерминант Роста Потребительских Цен В Российской Экономи," Working Papers 041834, Russian Presidential Academy of National Economy and Public Administration.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018.
"Evaluating underlying inflation measures for Russia,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
- Ponomarenko, Alexey, 2012.
"Early warning indicators of asset price boom/bust cycles in emerging markets,"
BOFIT Discussion Papers
22/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ponomarenko, Alexey, 2013. "Early warning indicators of asset price boom/bust cycles in emerging markets," Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
Cited by:
- Ponomarenko, Alexey & Tatarintsev, Stas, 2023.
"Incorporating financial development indicators into early warning systems,"
The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Alexey Ponomarenko & Stas Tatarintsev, 2020. "Incorporating financial development indicators into early warning systems," Bank of Russia Working Paper Series wps58, Bank of Russia.
- Ponomarenko, Alexey & Vasilieva, Elena & Schobert, Franziska, 2012.
"Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools,"
Working Paper Series
1471, European Central Bank.
- Alexey Ponomarenko & Elena Vasilieva & Franziska Schobert, 2014. "Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 116-150, November.
Cited by:
- Deryugina, Elena & Kovalenko, Olga & Pantina, Irina & Ponomarenko, Alexey, 2015.
"Disentangling loan demand and supply shocks in Russia,"
BOFIT Discussion Papers
8/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Olga Kovalenko & Irina Pantina & Alexey Ponomarenko, 2015. "Disentangling loan demand and supply shocks in Russia," Bank of Russia Working Paper Series wps3, Bank of Russia.
- Makram El-Shagi & Kiril Tochkov, 2021.
"Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle,"
CFDS Discussion Paper Series
2021/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- El-Shagi, Makram & Tochkov, Kiril, 2022. "Divisia monetary aggregates for Russia: Money demand, GDP nowcasting and the price puzzle," Economic Systems, Elsevier, vol. 46(4).
- Deryugina, Elena & Ponomarenko, Alexey, 2014.
"A large Bayesian vector autoregression model for Russia,"
BOFIT Discussion Papers
22/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Alexey Ponomarenko, 2015. "A large Bayesian vector autoregression model for Russia," Bank of Russia Working Paper Series wps1, Bank of Russia.
- Egorov D.A. (Егоров, Д.А.) & Perevyshina E.A. (Перевышина, Е.А.), 2016. "Modelling of Inflationary Processes in Russia [Моделирование Инфляционных Процессов В России]," Working Papers 2138, Russian Presidential Academy of National Economy and Public Administration.
- Alexey Ponomarenko, 2016. "Money stock composition and inflation risks," Bank of Russia Working Paper Series note3, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2017. "Money-based underlying inflation measure for Russia: a structural dynamic factor model approach," Empirical Economics, Springer, vol. 53(2), pages 441-457, September.
- Ponomarenko, Alexey, 2012.
"Early warning indicators of asset price boom/bust cycles in emerging markets,"
BOFIT Discussion Papers
22/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ponomarenko, Alexey, 2013. "Early warning indicators of asset price boom/bust cycles in emerging markets," Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
Cited by:
- Ponomarenko, Alexey & Tatarintsev, Stas, 2023.
"Incorporating financial development indicators into early warning systems,"
The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Alexey Ponomarenko & Stas Tatarintsev, 2020. "Incorporating financial development indicators into early warning systems," Bank of Russia Working Paper Series wps58, Bank of Russia.
- Deryugina, Elena B. & Ponomarenko, Alexey A., 2011.
"Identifying structural shocks behind loan supply fluctuations in Russia,"
BOFIT Discussion Papers
20/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
Cited by:
- Makram El-Shagi & Kiril Tochkov, 2021.
"Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle,"
CFDS Discussion Paper Series
2021/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- El-Shagi, Makram & Tochkov, Kiril, 2022. "Divisia monetary aggregates for Russia: Money demand, GDP nowcasting and the price puzzle," Economic Systems, Elsevier, vol. 46(4).
- Makram El-Shagi & Kiril Tochkov, 2021.
"Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle,"
CFDS Discussion Paper Series
2021/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Ponomarenko, Alexey & Solovyeva, Alexandra & Vasilieva, Elena, 2011.
"Financial dollarization in Russia: causes and consequences,"
BOFIT Discussion Papers
36/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alexey Ponomarenko & Alexandra Solovyeva & Elena Vasilieva, 2013. "Financial dollarization in Russia: causes and consequences," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 221-243, September.
Cited by:
- Ramis Khabibullin & Alexey Ponomarenko, 2022.
"An empirical behavioral model of household’s deposit dollarization,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 827-847, July.
- Ramis Khabibullin & Alexey Ponomarenko, 2020. "An empirical behavioral model of households’ deposit dollarization," Bank of Russia Working Paper Series wps67, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2017. "Money-based underlying inflation measure for Russia: a structural dynamic factor model approach," Empirical Economics, Springer, vol. 53(2), pages 441-457, September.
- Bitar, Joseph, 2021.
"The unique dollarization case of Lebanon,"
Economic Systems, Elsevier, vol. 45(2).
- Joseph Bitar, 2021. "The unique dollarization case of Lebanon," Post-Print hal-03282886, HAL.
- Nilgun Caglarirmak Uslu & Sevcan Kapkara, 2019. "The Determinants of Credit Dolarization: Turkish Case," Economics Literature, WERI-World Economic Research Institute, vol. 1(2), pages 148-167, December.
- Deryugina, Elena B. & Ponomarenko, Alexey A., 2011.
"Identifying structural shocks behind loan supply fluctuations in Russia,"
BOFIT Discussion Papers
20/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
Cited by:
- Makram El-Shagi & Kiril Tochkov, 2021.
"Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle,"
CFDS Discussion Paper Series
2021/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- El-Shagi, Makram & Tochkov, Kiril, 2022. "Divisia monetary aggregates for Russia: Money demand, GDP nowcasting and the price puzzle," Economic Systems, Elsevier, vol. 46(4).
- Makram El-Shagi & Kiril Tochkov, 2021.
"Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle,"
CFDS Discussion Paper Series
2021/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Mehrotra, Aaron & Ponomarenko, Alexey, 2010.
"Wealth effects and Russian money demand,"
BOFIT Discussion Papers
13/2010, Bank of Finland Institute for Emerging Economies (BOFIT).
Cited by:
- Makram El-Shagi & Kiril Tochkov, 2021.
"Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle,"
CFDS Discussion Paper Series
2021/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- El-Shagi, Makram & Tochkov, Kiril, 2022. "Divisia monetary aggregates for Russia: Money demand, GDP nowcasting and the price puzzle," Economic Systems, Elsevier, vol. 46(4).
- Deryugina, Elena & Ponomarenko, Alexey, 2014.
"A large Bayesian vector autoregression model for Russia,"
BOFIT Discussion Papers
22/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Alexey Ponomarenko, 2015. "A large Bayesian vector autoregression model for Russia," Bank of Russia Working Paper Series wps1, Bank of Russia.
- Liudmila Kitrar & Tamara Lipkind, 2021. "Assessment Of GDP Growth After The Corona Crisis Using The Results Of Business And Consumer Surveys," HSE Working papers WP BRP 118/STI/2021, National Research University Higher School of Economics.
- Makram El-Shagi & Kiril Tochkov, 2021.
"Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle,"
CFDS Discussion Paper Series
2021/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
Articles
- Ponomarenko, Alexey & Tatarintsev, Stas, 2023.
"Incorporating financial development indicators into early warning systems,"
The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
See citations under working paper version above.
- Alexey Ponomarenko & Stas Tatarintsev, 2020. "Incorporating financial development indicators into early warning systems," Bank of Russia Working Paper Series wps58, Bank of Russia.
- Dmitry Gornostaev & Alexey Ponomarenko & Sergei Seleznev & Alexandra Sterkhova, 2022.
"A Real-Time Historical Database of Macroeconomic Indicators for Russia,"
Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 88-103, March.
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- Dmitry Gornostaev & Alexey Ponomarenko & Sergei Seleznev & Alexandra Sterkhova, 2021. "A Real-Time Historical Database of Macroeconomic Indicators for Russia," Bank of Russia Working Paper Series wps76, Bank of Russia.
- Ramis Khabibullin & Alexey Ponomarenko, 2022.
"An empirical behavioral model of household’s deposit dollarization,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 827-847, July.
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- Ramis Khabibullin & Alexey Ponomarenko, 2020. "An empirical behavioral model of households’ deposit dollarization," Bank of Russia Working Paper Series wps67, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2020.
"Disinflation and Reliability of Underlying Inflation Measures,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 91-111, March.
See citations under working paper version above.
- Elena Deryugina & Alexey Ponomarenko, 2019. "Disinflation and reliability of underlying inflation measures," Bank of Russia Working Paper Series wps44, Bank of Russia.
- Aleksey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Natalia Turdyeva & Dmitry Chernyadyev, 2020.
"Assessing the Consequences of the Pandemic for the Russian Economy Through an Input-Output Model,"
Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 3-17, December.
Cited by:
- Anastasia Mogilat & Oleg Kryzhanovskiy & Zhanna Shuvalova & Yaroslav Murashov, 2024. "DYFARUS: Dynamic Factor Model to Forecast GDP by Output Using Input-Output Tables," Russian Journal of Money and Finance, Bank of Russia, vol. 83(2), pages 3-25, June.
- Natalia Turdyeva & Anna Tsvetkova & Levon Movsesyan & Alexey Porshakov & Dmitriy Chernyadyev, 2021. "Data of Sectoral Financial Flows as a High-Frequency Indicator of Economic Activity," Russian Journal of Money and Finance, Bank of Russia, vol. 80(2), pages 28-49, June.
- Danila Karpov, 2023. "Russia's Import Dependence and Estimated Consequences of Import Restrictions," Russian Journal of Money and Finance, Bank of Russia, vol. 82(1), pages 55-86, March.
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
See citations under working paper version above.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2019.
"Determination of the Current Phase of the Credit Cycle in Emerging Markets,"
Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 28-42, June.
Cited by:
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
- Marcin Pietrzak, 2021. "Can Financial Soundness Indicators Help Predict Financial Sector Distress?," IMF Working Papers 2021/197, International Monetary Fund.
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Ponomarenko, Alexey, 2019.
"Do sterilized foreign exchange interventions create money?,"
Journal of Asian Economics, Elsevier, vol. 62(C), pages 1-16.
See citations under working paper version above.
- Alexey Ponomarenko, 2019. "Do sterilized foreign exchange interventions create money?," Bank of Russia Working Paper Series wps40, Bank of Russia.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2019.
"The role of regional and sectoral factors in Russian inflation developments,"
Economic Change and Restructuring, Springer, vol. 52(4), pages 453-474, November.
See citations under working paper version above.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2018. "The role of regional and sectoral factors in Russian inflation developments," Bank of Russia Working Paper Series wps36, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018.
"Evaluating underlying inflation measures for Russia,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
See citations under working paper version above.
- Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015. "Evaluating underlying inflation measures for Russia," BOFIT Discussion Papers 24/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015. "Evaluating the underlying inflation measures for Russia," Bank of Russia Working Paper Series wps4, Bank of Russia.
- Ponomarenko, Alexey A. & Ponomarenko, Alexey N., 2018.
"What do aggregate saving rates (not) show?,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-20.
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- Ponomarenko, Alexey A. & Ponomarenko, Alexey N., 2017. "What do aggregate saving rates (not) show?," Economics Discussion Papers 2017-96, Kiel Institute for the World Economy (IfW Kiel).
- Alexey Ponomarenko & Andrey Sinyakov, 2018.
"Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions from Agent-Based Modeling,"
Russian Journal of Money and Finance, Bank of Russia, vol. 77(1), pages 26-50, March.
Cited by:
- Giovanni Dosi & Andrea Roventini, 2019.
"More is Different ... and Complex! The Case for Agent-Based Macroeconomics,"
LEM Papers Series
2019/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanni Dosi & Andrea Roventini, 2019. "More is different ... and complex! the case for agent-based macroeconomics," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 1-37, March.
- Yulia Ushakova & Anna Kruglova, 2018. "Competition in Russia's Banking Sector Prior to and After Supervision Policy Enhancement: Conclusions Based on Interest Rate Dispersion and Spread," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 22-50, June.
- Giovanni Dosi & Andrea Roventini, 2019.
"More is Different ... and Complex! The Case for Agent-Based Macroeconomics,"
LEM Papers Series
2019/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Anna Krupkina & Alexey Ponomarenko, 2017.
"Deposit dollarization in emerging markets: modelling the hysteresis effect,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 794-805, October.
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- Anna Krupkina & Alexey Ponomarenko, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," Bank of Russia Working Paper Series wps7, Bank of Russia.
- Krupkina, Anna & Ponomarenko, Alexey, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," BOFIT Discussion Papers 32/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alexey Ponomarenko, 2017.
"A note on money creation in emerging market economies,"
Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 9(1), pages 70-85, April.
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- Ponomarenko, Alexey, 2016. "A note on money creation in emerging market economies," BOFIT Discussion Papers 4/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alexey Ponomarenko, 2016. "A note on money creation in emerg-ing market economies," Bank of Russia Working Paper Series wps10, Bank of Russia.
- Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016.
"Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model,"
Journal of the New Economic Association, New Economic Association, vol. 30(2), pages 60-76.
See citations under working paper version above.
- Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2015. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Bank of Russia Working Paper Series wps2, Bank of Russia.
- Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015. "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers 19/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Elena Deryugina & Alexey Ponomarenko, 2015.
"Accounting for Post-Crisis Macroeconomic Developments in Russia: A Large Bayesian Vector Autoregression Model Approach,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(6), pages 1261-1275, November.
Cited by:
- Mikhail Mamonov & Vera Pankova & Renat Akhmetov & Anna Pestova, 2020. "Financial Shocks and Credit Cycles," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 45-74, December.
- Pestova, Anna & Mamonov, Mikhail, 2019. "Should we care? The economic effects of financial sanctions on the Russian economy," BOFIT Discussion Papers 13/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alexey Ponomarenko, 2016. "Money stock composition and inflation risks," Bank of Russia Working Paper Series note3, Bank of Russia.
- Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018. "Forecasting the implications of foreign exchange reserve accumulation with an agent-based model," Bank of Russia Working Paper Series wps37, Bank of Russia.
- Anna Krupkina & Elena Deryugina & Alexey Ponomarenko, 2015.
"Estimating Sustainable Output Growth in Emerging Market Economies,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 57(1), pages 168-182, March.
See citations under working paper version above.
- Krupkina, Anna & Deryugina, Elena B. & Ponomarenko, Alexey, 2014. "Estimating sustainable output growth in emerging market economies," BOFIT Discussion Papers 11/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alexey Ponomarenko & Elena Vasilieva & Franziska Schobert, 2014.
"Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools,"
Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 116-150, November.
See citations under working paper version above.
- Ponomarenko, Alexey & Vasilieva, Elena & Schobert, Franziska, 2012. "Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools," Working Paper Series 1471, European Central Bank.
- Alexey Ponomarenko & Alexandra Solovyeva & Elena Vasilieva, 2013.
"Financial dollarization in Russia: causes and consequences,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 221-243, September.
See citations under working paper version above.
- Ponomarenko, Alexey & Solovyeva, Alexandra & Vasilieva, Elena, 2011. "Financial dollarization in Russia: causes and consequences," BOFIT Discussion Papers 36/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ponomarenko, Alexey, 2013.
"Early warning indicators of asset price boom/bust cycles in emerging markets,"
Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
See citations under working paper version above.
- Ponomarenko, Alexey, 2012. "Early warning indicators of asset price boom/bust cycles in emerging markets," BOFIT Discussion Papers 22/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Vlasov, S. & Ponomarenko, A., 2010.
"The Role of Budget Policy under the Financial and Economic Crisis,"
Journal of the New Economic Association, New Economic Association, issue 7, pages 111-133.
Cited by:
- Vlasov, S. & Deryugina, E., 2018.
"Fiscal Multipliers in Russia,"
Journal of the New Economic Association, New Economic Association, vol. 38(2), pages 104-119.
- Sergey Vlasov & Elena Deryugina, 2018. "Fiscal multipliers in Russia," Bank of Russia Working Paper Series wps28, Bank of Russia.
- Vlasov, S. & Deryugina, E., 2018.
"Fiscal Multipliers in Russia,"
Journal of the New Economic Association, New Economic Association, vol. 38(2), pages 104-119.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 40 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.- NEP-MAC: Macroeconomics (30) 2012-11-03 2013-08-05 2016-06-04 2016-06-04 2016-06-04 2016-06-09 2016-06-09 2016-06-14 2017-04-16 2017-04-16 2017-04-16 2017-04-16 2017-04-16 2017-12-11 2018-01-01 2018-03-19 2018-03-19 2018-03-19 2018-05-28 2018-07-30 2018-08-27 2018-11-26 2019-06-10 2019-07-08 2019-09-23 2020-08-17 2021-01-25 2021-08-16 2021-10-18 2022-01-10. Author is listed
- NEP-CIS: Confederation of Independent States (25) 2012-11-03 2013-08-05 2016-06-04 2016-06-04 2016-06-09 2016-06-09 2016-06-14 2017-04-16 2017-04-16 2017-04-16 2018-03-19 2018-03-19 2018-08-27 2018-11-26 2019-01-07 2019-06-10 2019-07-08 2019-09-23 2021-01-25 2021-08-16 2021-10-18 2021-11-22 2022-01-10 2023-03-13 2024-02-26. Author is listed
- NEP-MON: Monetary Economics (15) 2012-11-03 2013-08-05 2016-06-04 2016-06-14 2017-04-16 2017-04-16 2018-11-26 2019-06-10 2019-06-10 2019-07-08 2019-09-23 2021-01-25 2021-10-18 2023-03-13 2024-08-19. Author is listed
- NEP-TRA: Transition Economics (12) 2012-11-03 2013-08-05 2016-06-14 2018-03-19 2018-08-27 2019-01-07 2021-01-25 2021-08-16 2021-10-18 2021-10-18 2021-11-22 2022-01-10. Author is listed
- NEP-CBA: Central Banking (9) 2012-11-03 2013-08-05 2019-06-10 2019-07-08 2019-09-23 2021-08-16 2021-10-18 2021-10-18 2024-08-19. Author is listed
- NEP-PAY: Payment Systems and Financial Technology (8) 2016-06-04 2016-06-14 2017-04-16 2017-04-16 2017-04-16 2019-06-10 2021-10-18 2023-03-13. Author is listed
- NEP-BAN: Banking (6) 2017-04-16 2021-08-16 2021-10-18 2021-10-18 2021-11-22 2023-03-13. Author is listed
- NEP-CMP: Computational Economics (5) 2018-07-30 2018-11-26 2019-12-02 2023-07-24 2023-09-04. Author is listed
- NEP-FOR: Forecasting (4) 2016-06-09 2016-06-09 2017-04-16 2018-11-26
- NEP-CWA: Central and Western Asia (3) 2021-01-25 2021-10-18 2021-11-22
- NEP-FDG: Financial Development and Growth (3) 2017-04-16 2020-08-17 2021-11-22
- NEP-HME: Heterodox Microeconomics (3) 2019-12-02 2023-07-24 2023-09-04
- NEP-NET: Network Economics (3) 2023-07-24 2023-09-04 2024-08-19
- NEP-ORE: Operations Research (3) 2019-12-02 2021-01-25 2021-10-18
- NEP-BIG: Big Data (2) 2023-07-24 2023-09-04
- NEP-HIS: Business, Economic and Financial History (2) 2022-01-10 2024-02-26
- NEP-CFN: Corporate Finance (1) 2021-10-18
- NEP-COM: Industrial Competition (1) 2021-10-18
- NEP-DGE: Dynamic General Equilibrium (1) 2019-07-08
- NEP-FLE: Financial Literacy and Education (1) 2021-10-18
- NEP-ISF: Islamic Finance (1) 2021-08-16
- NEP-OPM: Open Economy Macroeconomics (1) 2019-07-08
- NEP-URE: Urban and Real Estate Economics (1) 2018-08-27
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