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Mikhail Yurievich Andreyev

Personal Details

First Name:Mikhail
Middle Name:Yurievich
Last Name:Andreyev
Suffix:
RePEc Short-ID:pan615
[This author has chosen not to make the email address public]
https://mipt.ru/education/chair/mathematics/tutors/assistents/andreev.php
Terminal Degree:2004 Faculty of Management and Applied Mathematics; Moscow Institute of Physics and Technology (from RePEc Genealogy)

Affiliation

Central Bank of the Russian Federation

Moscow, Russia
https://cbr.ru/
RePEc:edi:cbrgvru (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mikhail Andreyev, 2022. "Effects of the fiscal rule and model assumptions on the response of inflation in the aftermath of a terms-of-trade shock," Bank of Russia Working Paper Series wps107, Bank of Russia.
  2. Mikhail Andreyev & Andrey Polbin, 2021. "Optimal simple monetary policy rules for a resource-rich economy and the Zero Lower Bound," Bank of Russia Working Paper Series wps81, Bank of Russia.
  3. Mikhail Andreyev & Mikhail Andreyev & Mikhail Andreyev, 2020. "Adding a fiscal rule into a DSGE model: How much does it change the forecasts?," Bank of Russia Working Paper Series wps64, Bank of Russia.
  4. Mikhail Andreev & M. Udara Peiris & Alexander Shirobokov & Dimitrios P. Tsomocos, 2020. "Commodity Cycles and Financial Instability in Emerging Economies," Bank of Russia Working Paper Series wps57, Bank of Russia.
  5. Andreyev, Mikhail, 2018. "Дефицит Бюджета И Структурный Профицит Ликвидности Как Ключевые Факторы Развития Финансового Сектора России В 2018-2020 Годах [The financial sector of the Russian economy in 2018-2020: the budget d," MPRA Paper 86666, University Library of Munich, Germany, revised 11 May 2018.
  6. Andreev, Mikhail (Андреев, Михаил) & Khromov, Michael (Хромов, Михаил) & Shchelokova, Dina (Щёлкова, Дина), 2017. "Methodological Approaches to the Construction of a Medium-Term Forecast of the Development of the Financial Sector of the Russian Federation in the Context of Foreign Policy Uncertainty [Методологи," Working Papers 051712, Russian Presidential Academy of National Economy and Public Administration.
  7. Andreev, Mikhail (Андреев, Михаил) & Larionova, D. (Ларионова, Д.) & Khromov, Mikhail (Хромов, Михаил), 2016. "Development of Status Monitoring System of Non-bank Financial Institutions and Financial Markets of the Russian Federation [Разработка Системы Мониторинга Состояния Небанковских Финансовых Организа," Working Papers 546, Russian Presidential Academy of National Economy and Public Administration.

Articles

  1. M. Y. Andreyev & A. V. Polbin, 2023. "Macroeconomic effects of the expected future decline in oil revenues for the Russian economy under capital control," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 4.
  2. M. Y. Andreyev, 2022. "Effectiveness of the stabilization fiscal rule for resource-rich countries," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 12.
  3. Mikhail Yu. Andreyev & Andrey V. Polbin, 2022. "Monetary Policy for a Resource-Rich Economy and the Zero Lower Bound [Стратегия Развития Северного Кавказа: Основные Вызовы]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 44-73, June.
  4. Nadezhda Ivanova & Mikhail Andreev & Andrey Sinyakov & Ivan Shevchuk, 2019. "Review of Bank of Russia Conference on ‘Macroprudential Policy Effectiveness: Theory and Practice’," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 89-121, September.
  5. Andreyev, M. & Polbin, A., 2019. "Studying the financial accelerator effect in a two-sector DSGE model for an exportoriented economy," Journal of the New Economic Association, New Economic Association, vol. 44(4), pages 12-49.
  6. M. Yu. Andreyev & A. V. Polbin, 2019. "Trends of Macroeconomic Models," Administrative Consulting, Russian Presidential Academy of National Economy and Public Administration. North-West Institute of Management., issue 2.
  7. 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.
  8. Andrey Polbin & Mikhail Andreyev & Andrey Zubarev, 2018. "How Commodity Prices Influence the Members of the Eurasian Economic Union," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(2), pages 623-637.
  9. Mikhail Yu. Andreyev & Andrey V. Polbin, 2018. "The Impact of Fiscal Policy on Macroeconomic Indicators in DSGE-models," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 21-33, June.

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

  1. Mikhail Andreev & M. Udara Peiris & Alexander Shirobokov & Dimitrios P. Tsomocos, 2020. "Commodity Cycles and Financial Instability in Emerging Economies," Bank of Russia Working Paper Series wps57, Bank of Russia.

    Cited by:

    1. Xuan Wang, 2020. "A Macro-Financial Perspective to Analyse Maturity Mismatch and Default," Tinbergen Institute Discussion Papers 20-064/IV, Tinbergen Institute.
    2. Nadezhda Ivanova & Mikhail Andreev & Andrey Sinyakov & Ivan Shevchuk, 2019. "Review of Bank of Russia Conference on ‘Macroprudential Policy Effectiveness: Theory and Practice’," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 89-121, September.
    3. Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "Macroprudential policy analysis in an estimated DSGE model with a heterogeneous banking system: An application to Chile," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).

Articles

  1. M. Y. Andreyev, 2022. "Effectiveness of the stabilization fiscal rule for resource-rich countries," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 12.

    Cited by:

    1. Henry Penikas, 2023. "Smoothing the Key Rate Pass-Through: What to Keep in Mind When Interpreting Econometric Estimates," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 3-34, September.

  2. Nadezhda Ivanova & Mikhail Andreev & Andrey Sinyakov & Ivan Shevchuk, 2019. "Review of Bank of Russia Conference on ‘Macroprudential Policy Effectiveness: Theory and Practice’," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 89-121, September.

    Cited by:

    1. Sergey A. Perekhod, 2020. "Macroeconomic Stability and Microprudential Regulation of Russia’s Foreign Corporate Debt," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 102-113, June.
    2. Henry Penikas, 2020. "IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights," Bank of Russia Working Paper Series wps56, Bank of Russia.

  3. Andreyev, M. & Polbin, A., 2019. "Studying the financial accelerator effect in a two-sector DSGE model for an exportoriented economy," Journal of the New Economic Association, New Economic Association, vol. 44(4), pages 12-49.

    Cited by:

    1. 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.
    2. 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.
    3. Mikhail Andreyev & Mikhail Andreyev & Mikhail Andreyev, 2020. "Adding a fiscal rule into a DSGE model: How much does it change the forecasts?," Bank of Russia Working Paper Series wps64, Bank of Russia.
    4. Samvel S. Lazaryan & Maria A. Elkina, 2021. "Financial Sector’s Role in Transmission of Monetary and Fiscal Shocks in Russian Economy: Estimation Under Different Assumptions About Production Sector," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 25-53, December.
    5. 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.

  4. 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.

    Cited by:

    1. Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "Macroprudential policy analysis in an estimated DSGE model with a heterogeneous banking system: An application to Chile," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
    2. Meylis Orazov, 2023. "The Interaction of Monetary and Macroprudential Policies in the Presence of Financial Frictions," Russian Journal of Money and Finance, Bank of Russia, vol. 82(4), pages 3-43, December.

  5. Andrey Polbin & Mikhail Andreyev & Andrey Zubarev, 2018. "How Commodity Prices Influence the Members of the Eurasian Economic Union," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(2), pages 623-637.

    Cited by:

    1. Zubarev, A. & Rybak, K., 2022. "The impact of global shocks on the Russian economy: FAVAR approach," Journal of the New Economic Association, New Economic Association, vol. 56(4), pages 48-68.

  6. Mikhail Yu. Andreyev & Andrey V. Polbin, 2018. "The Impact of Fiscal Policy on Macroeconomic Indicators in DSGE-models," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 21-33, June.

    Cited by:

    1. Mariia A. Elkina, 2019. "The Impact of Indirect Tax Rates Cut on Inflation: Evidence From Russia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 37-49, October.
    2. Anton I. Votinov & Maria A. Elkina, 2018. "Estimation of Fiscal Stimulus Efficiency in Russian Economy: Simple DSGE Model With Government Sector," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 83-96, October.
    3. Sergey M. Ivashchenko, 2019. "DSGE Models: Problem of Trends," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 81-95, April.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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.
  1. NEP-CIS: Confederation of Independent States (6) 2016-06-04 2017-05-28 2018-06-18 2021-01-04 2023-03-06 2023-03-13. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (3) 2021-01-04 2023-03-06 2023-03-13. Author is listed
  3. NEP-MAC: Macroeconomics (3) 2017-05-28 2018-06-18 2021-01-04. Author is listed
  4. NEP-TRA: Transition Economics (3) 2016-06-04 2017-05-28 2018-06-18. Author is listed
  5. NEP-MON: Monetary Economics (2) 2023-03-06 2023-03-13. Author is listed
  6. NEP-OPM: Open Economy Macroeconomics (1) 2023-03-06

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