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Publications

by members of

Central Bank of the Russian Federation
Moscow, Russia

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
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Working papers

2024

  1. 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.

2023

  1. Anna Burova & Danila Karpov & Denis Koshelev, 2023. "Decomposition of Corporate Credit Growth Using Granular Data," Bank of Russia Working Paper Series wps119, Bank of Russia.
  2. Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized neural networks for agent-based model forecasting," Papers 2308.05753, arXiv.org.
  3. 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.
  4. Polbin, Andrey & Shumilov, Andrei, 2023. "Прогнозирование Инфляции В России С Помощью Tvp-Модели С Байесовским Сжатием Параметров [Forecasting inflation in Russia using a TVP model with Bayesian shrinkage]," MPRA Paper 118650, University Library of Munich, Germany.
  5. Pavel Vikharev & Anna Novak & Andrei Shulgin, 2023. "Inequality and monetary policy: THRANK model," Bank of Russia Working Paper Series wps113, Bank of Russia.
  6. Roman Goncharenko & Mikhail Mamonov & Steven Ongena & Svetlana Popova & Natalia Turdyeva, 2023. "Quo Vadis? Evidence on New Firm-Bank Matching and Firm Performance Following “Sin” Bank Closures," CERGE-EI Working Papers wp754, The Center for Economic Research and Graduate Education - Economics Institute, Prague.

2022

  1. Henry Penikas, 2022. "The Interrelationship of Credit and Climate Risks," Bank of Russia Working Paper Series wps100, Bank of Russia.
  2. Henry Penikas, 2022. "Model Risk for Acceptable, but Imperfect, Discrimination and Calibration in Basel PD and LGD Models," Bank of Russia Working Paper Series wps92, Bank of Russia.
  3. 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.
  4. Anna Burova & Konstantin Egorov & Dmitry Mukhin, 2022. "Foreign Currency Debt and Exchange Rate Pass-Through," Bank of Russia Working Paper Series wps93, Bank of Russia.
  5. Anna Burova & Denis Koshelev & Natalia Makhankova, 2022. "Debt Service: Evidence Based on Consolidated Statements of Russian Companies," Bank of Russia Working Paper Series wps103, Bank of Russia.
  6. Danila Karpov, 2022. "Russia's Dependence on Import of Intermediate Goods," Bank of Russia Working Paper Series wps106, Bank of Russia.
  7. Ramis Khabibullin & Sergei Seleznev, 2022. "Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference," Papers 2210.07154, arXiv.org.
  8. Evgeny Postnikov & Dmitry Orlov, 2022. "Labour market and inflation relationship indicator," Bank of Russia Working Paper Series wps96, Bank of Russia.

2021

  1. Henry Penikas & Anastasia Skarednova & Mikhail Surkov, 2021. "How Do Investors Prefer Banks to Transit to Basel Internal Models: Mandatorily or Voluntarily?," Bank of Russia Working Paper Series wps74, 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. 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.
  4. 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.
  5. Tourdyeva, Natalia & Bogatova, Irina & Vartanov, Sergey & Denisova, Irina & Chubarova, Tatiana & Shakleina, Marina & Polterovich, Victor, 2021. "Расчетная Модель Общего Равновесия Для Оценки Экономического Эффекта Ранней Диагностики Болезни Паркинсона [Computable general equilibrium model for assessing the economic effect of early diagnosis," MPRA Paper 105182, University Library of Munich, Germany.
  6. Konstantin Styrin & Alexander Tishin, 2021. "Preventive monetary and macroprudential policy response to anticipated shocks to financial stability," Bank of Russia Working Paper Series wps80, Bank of Russia.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Polbin Andrei, 2021. "Estimating the wage elasticity of labor supply for married women in Russia," Working Papers wpaper-2022-1194, Gaidar Institute for Economic Policy, revised 2021.
  13. Laurence J. Kotlikoff & Felix Kubler & Andrey Polbin & Simon Scheidegger, 2021. "Can today's and tomorrow's world uniformly gain from carbon taxation?," Cahiers de Recherches Economiques du Département d'économie 21.15, Université de Lausanne, Faculté des HEC, Département d’économie.
  14. Oleg Kryzhanovsky & Alexander Zykov, 2021. "DEMUR, a regional semi-structural model of the Ural Macroregion," Bank of Russia Working Paper Series wps83, Bank of Russia.
  15. Mariia Kudaeva & Ivan Redozubov, 2021. "Impact of migration flows on the economic activity and labor market of Russia as a whole and regionally," Bank of Russia Working Paper Series wps86, Bank of Russia.

2020

  1. 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.
  2. Irina Kozlovtceva & Henry Penikas & Ekaterina Petreneva & Yulia Ushakova, 2020. "Macroprudential Policy Efficiency: Assessment for the Uncollateralized Consumer Loans in Russia," Bank of Russia Working Paper Series wps62, Bank of Russia.
  3. Anna Burova & Henry Penikas & Svetlana Popova, 2020. "Probability of Default (PD) Model to Estimate Ex Ante Credit Risk," Bank of Russia Working Paper Series wps66, 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. 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.
  6. Denisova, Irina & Chubarova, Tatiana & Bogatova, Irina & Vartanov, Sergey & Kucheryanu, Valerian & Polterovich, Victor & Tourdyeva, Natalia & Shakleina, Marina, 2020. "Оценка Эффективности Доклинической Диагностики Болезни Паркинсона Методом "Затраты-Полезность" [Estimating economic efficiency of preclinical diagnostics of Parkinson disease with cost-ut," MPRA Paper 103691, University Library of Munich, Germany.
  7. Polterovich, Victor & Denisova, Irina & Shakleina, Marina & Bogatova, Irina & Vartanov, Sergey & Turdyeva, Natalya & Chubarova, Tatiana, 2020. "Социально-Экономические Детерминанты Болезни Паркинсона Для Развитых И Развивающихся Стран [Socioeconomic determinants of Parkinson's disease for developed and developing countries]," MPRA Paper 103126, University Library of Munich, Germany.
  8. Vartanov, Sergey & Bogatova, Irina & Denisova, Irina & Kucheryanu, Valerian & Tourdyeva, Natalia & Chubarova, Tatyana & Shakleina, Marina & Polterovich, Victor, 2020. "Экономическая Эффективность Доклинической Диагностики Болезни Паркинсона: Марковская Модель [Cost-effectiveness of preclinical Parkinsonism diagnosis: a Markov model]," MPRA Paper 103096, University Library of Munich, Germany.
  9. Irina Bogacheva & Alexey Porshakov & Natalia Turdyeva, 2020. "Sectoral Real Effective Exchange Rate and Industry Competitiveness in Russia," Bank of Russia Working Paper Series wps59, Bank of Russia.
  10. Sergey Seleznev & Natalia Turdyeva & Ramis Khabibullin & Anna Tsvetkova, 2020. "Seasonal adjustment of the Bank of Russia Payment System financial flows data," Bank of Russia Working Paper Series wps65, Bank of Russia.
  11. Anna Burova, 2020. "Measuring the Debt Service Ratio in Russia: micro-level data approach," Bank of Russia Working Paper Series wps55, Bank of Russia.
  12. Alexey Ponomarenko & Stas Tatarintsev, 2020. "Incorporating financial development indicators into early warning systems," Bank of Russia Working Paper Series wps58, Bank of Russia.
  13. Ramis Khabibullin & Alexey Ponomarenko, 2020. "An empirical behavioral model of households’ deposit dollarization," Bank of Russia Working Paper Series wps67, Bank of Russia.
  14. Denis Belomestny & Ekaterina Krymova & Andrey Polbin, 2020. "Estimating TVP-VAR models with time invariant long-run multipliers," Papers 2008.00718, arXiv.org.
  15. Laurence J. Kotlikoff & Felix Kubler & Andrey Polbin & Simon Scheidegger, 2020. "Pareto-Improving Carbon-Risk Taxation," NBER Working Papers 26919, National Bureau of Economic Research, Inc.
  16. Polbin, Andrey & Shumilov, Andrei, 2020. "Модель Зависимости Обменного Курса Рубля От Цен На Нефть С Марковскими Переключениями Режимов [Modeling the relationship between the Russian ruble exchange rate and oil prices: A Markov regime swit," MPRA Paper 102450, University Library of Munich, Germany.
  17. Polbin, Andrey & Shumilov, Andrei, 2020. "Предпринимательство, Накопление Богатства И Ограничения Заимствования: Обзор Зарубежных Исследований [Entrepreneurship, wealth accumulation and borrowing constraints: Foreign research experience]," MPRA Paper 103675, University Library of Munich, Germany.
  18. Polbin, Andrey & Kuroedova, Anastasiia, 2020. "Long-run relationship between real consumption and real income in the Russian Federation: An ARDL bounds testing approach," MPRA Paper 103981, University Library of Munich, Germany.
  19. Polbin, Andrey, 2020. "Multivariate Unobserved Component Model for an Oil-exporting Economy: The Case of Russia," MPRA Paper 99381, University Library of Munich, Germany.
  20. Georgia Bush & Tomás Gómez & Alejandro Jara & David Moreno & Konstantin Styrin & Yulia Ushakova, 2020. "Macroprudential Policy and the Inward Transmission of Monetary Policy: the case of Chile, Mexico, and Russia," Working Papers Central Bank of Chile 893, Central Bank of Chile.
  21. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.
  22. Ramis Khbaibullin & Sergei Seleznev, 2020. "Stochastic Gradient Variational Bayes and Normalizing Flows for Estimating Macroeconomic Models," Bank of Russia Working Paper Series wps61, Bank of Russia.
  23. Ivan Khotulev, 2020. "Shock-Dependent Exchange Rate Pass-Through in Russia," Bank of Russia Working Paper Series note20, Bank of Russia.
  24. Andrey Zotov, 2020. "Problems of functioning of banks in the context of the financial crisis," Russian Journal of Money and Finance, Bank of Russia, vol. 1(3), pages 20-24.
  25. Sergey Ternovoy, 2020. "The Bank of Russia as a Megaregulator of the modern non-credit financial organisations market (NFO)," Russian Journal of Money and Finance, Bank of Russia, vol. 3(3), pages 20-24.
  26. Sergey Ternovoy & Vitaly Zaitcev, 2020. "About some aspects of the implementation of the supervisory function of the Bank of Russia," Russian Journal of Money and Finance, Bank of Russia, vol. 4(3), pages 20-24.

2019

  1. Denis Shibitov & Mariam Mamedli, 2019. "The finer points of model comparison in machine learning: forecasting based on russian banks’ data," Bank of Russia Working Paper Series wps43, Bank of Russia.
  2. Alexander Knobel & Andrey Lipin & Andrey Malokostov & David G. Tarr & Natalia Turdyeva, 2019. "Deep Integration in the Eurasian Economic Union: What are the Benefits of Successful Implementation or Wider Liberalization?," Bank of Russia Working Paper Series wps41, Bank of Russia.
  3. Natalia Turdyeva, 2019. "Effects Of Terms Of Trade Shocks On The Russian Economy," Bank of Russia Working Paper Series wps48, Bank of Russia.
  4. Alexey Ponomarenko, 2019. "Foreign exchange reserves and money supply," Bank of Russia Working Paper Series note19, Bank of Russia.
  5. Alexey Ponomarenko, 2019. "Do sterilized foreign exchange interventions create money?," Bank of Russia Working Paper Series wps40, Bank of Russia.
  6. 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.
  7. Elena Deryugina & Alexey Ponomarenko, 2019. "Disinflation and reliability of underlying inflation measures," Bank of Russia Working Paper Series wps44, Bank of Russia.
  8. 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).
  9. Laurence J. Kotlikoff & Felix Kubler & Andrey Polbin & Jeffrey D. Sachs & Simon Scheidegger, 2019. "Making Carbon Taxation A Generational Win Win," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-313, Boston University - Department of Economics.
  10. Polbin, Andrey & Shumilov, Andrei & Bedin, Andrey & Kulikov, Alexander, 2019. "Модель Реального Обменного Курса Рубля С Марковскими Переключениями Режимов [Modeling real exchange rate of the Russian ruble using Markov regime-switching approach]," MPRA Paper 93310, University Library of Munich, Germany.
  11. 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.
  12. Ramis Khabibullin, 2019. "What measures of real economic activity slack are helpful for forecasting Russian inflation?," Bank of Russia Working Paper Series wps50, Bank of Russia.
  13. Ivan Khotulev & Konstantin Styrin, 2019. "Optimal monetary and macroprudential policies for financial stability in a commodity-exporting economy," Bank of Russia Working Paper Series wps52, Bank of Russia.
  14. Sergei Seleznev, 2019. "Truncated priors for tempered hierarchical Dirichlet process vector autoregression," Bank of Russia Working Paper Series wps47, Bank of Russia.
  15. Svetlana Popova, 2019. "Idiosyncratic shocks: estimation and the impact on aggregate fluctuations," Bank of Russia Working Paper Series wps46, Bank of Russia.
  16. Evguenia Bessonova & Anna Tsvetkova, 2019. "Productivity convergence trends within Russian industries: firm-level evidence," Bank of Russia Working Paper Series wps51, Bank of Russia.
  17. Evguenia Bessonova, 2019. "Firms' Efficiency, Exits and Government procurement contracts," Bank of Russia Working Paper Series wps49, Bank of Russia.
  18. 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.
  19. Sergey Ternovoy, 2019. "Current issues of inspection activities in relation to insurance organizations, as well as prospects for the development of insurance organizations at the present stage," Russian Journal of Money and Finance, Bank of Russia, vol. 9(40), pages 221-223.

2018

  1. Henry I. Penikas & Mikhail A. Surkov, 2018. "History of the World Largest Financial Losses in 1972-2018," DEM Working Papers Series 166, University of Pavia, Department of Economics and Management.
  2. 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.
  3. 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.
  4. Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2018. "Macro-financial linkages: the role of liquidity dependence," BIS Working Papers 716, Bank for International Settlements.
  5. 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.
  6. 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.
  7. Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
  8. 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.
  9. 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.
  10. Anna Kruglova & Konstantin Styrin & Yulia Ushakova, 2018. "Transmission of foreign monetary shocks to a small open economy under structural instability: the case of Russia," Bank of Russia Working Paper Series wps38, Bank of Russia.
  11. Konstantin Styrin, 2018. "Forecasting inflation in Russia by Dynamic Model Averaging," Bank of Russia Working Paper Series wps39, Bank of Russia.
  12. Sergey Vlasov & Elena Deryugina, 2018. "Fiscal multipliers in Russia," Bank of Russia Working Paper Series wps28, Bank of Russia.
  13. Alexey Simanovskiy & Alexander Morozov & Andrey Sinyakov & Alexey Porshakov & Maria Pomelnikova & Yulia Ushakova & Vladimir Markelov & Mikhail Bezdudniy, 2018. "The 2008–2017 Decade in the Russian Banking Sector: Trends and Factors," Bank of Russia Working Paper Series wps31, Bank of Russia.
  14. Arina Sapova & Aleksey Porshakov & Andrey Andreev & Evgenia Shatilo, 2018. "Review of Methodological Specifics of Consumer Price Index Seasonal Adjustment in the Bank of Russia," Bank of Russia Working Paper Series wps33, Bank of Russia.
  15. Sergey Vlasov, 2018. "Impact of the fiscal manoeuvre on GDP growth: estimation of short-term effects using fiscal multipliers," Bank of Russia Working Paper Series note17, Bank of Russia.
  16. Sergey Ternovoy & Vitaly Zaitcev, 2018. "Prospects for the development of proportional regulation in microfinance organizations," Russian Journal of Money and Finance, Bank of Russia, vol. 6(1), pages 2-6.

2017

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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).
  7. Polbin, Andrey, 2017. "Моделирование Реального Курса Рубля В Условиях Изменения Режима Денежно-Кредитной Политики [Modeling the real ruble exchange rate under monetary policy regime change]," MPRA Paper 78139, University Library of Munich, Germany.
  8. Polbin, Andrey & Skrobotov, Anton, 2017. "Спектральная Оценка Компоненты Бизнес Цикла Ввп России С Учетом Высокой Зависимости От Условий Торговли [Spectral estimation of the business cycle component of the Russian GDP under high dependence," MPRA Paper 78667, University Library of Munich, Germany.
  9. Polbin, Andrey & Fokin, Nikita, 2017. "К Вопросу О Долгосрочной Взаимосвязи Реального Потребления Домохозяйств С Реальным Доходом В Рф [A note on cointegration relationship between real consumption and real income in Russia]," MPRA Paper 82451, University Library of Munich, Germany, revised Nov 2017.
  10. Zubarev, Andrey (Зубарев, Андрей) & Polbin, Andrey (Полбин, Андрей), 2017. "Scenario Analysis of the Impact of Reducing the Export Duty on Oil on the Russian Economy within the Framework of the General Equilibrium Model [Сценарный Анализ Влияния На Российскую Экономику Сни," Working Papers 051734, Russian Presidential Academy of National Economy and Public Administration.
  11. Andrey G. Shulgin, 2017. "A Simple Theoretical Setup for the Evaluation of Sterilized Intervention Effectiveness in a Small Open Commodity Exporting Economy," HSE Working papers WP BRP 170/EC/2017, National Research University Higher School of Economics.
  12. Dmitry Kreptsev & Sergei Seleznev, 2017. "DSGE Model of the Russian Economy with the Banking Sector," Bank of Russia Working Paper Series wps27, Bank of Russia.
  13. Andrey Sinyakov & Dmitry Chernyadyev & Arina Sapova, 2017. "Estimating the exchange rate pass through effect on prices at the micro level," Bank of Russia Working Paper Series note12, Bank of Russia.
  14. Alexander Morozov & Yulia Ushakova & Dmitry Chernyadyev & Andrey Sinyakov & Alexey Vasilenko, 2017. "Exchange rate and competitiveness of the economy," Bank of Russia Working Paper Series note4, Bank of Russia.
  15. Ksenia Yakovleva, 2017. "Text Mining-based Economic Activity Estimates," Bank of Russia Working Paper Series wps25, Bank of Russia.
  16. 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.
  17. Nataliya Karlova & Irina Bogacheva & Elena Puzanova, 2017. "Drivers of price inertia: survey evidence," Bank of Russia Working Paper Series note9, Bank of Russia.
  18. Eugenia Bessonova & Gonchar Ksenia, 2017. "Structural Decisions of Multinationals in Regions with Weak Courts," HSE Working papers WP BRP 161/EC/2017, National Research University Higher School of Economics.
  19. Vinokurov, Evgeny & Korshunov, Dmitry & Pereboev, Vladimir & Tsukarev, Taras, 2017. "Евразийский Экономический Союз [Eurasian Economic Union]," MPRA Paper 82051, University Library of Munich, Germany.

2016

  1. Henry Penikas, 2016. "Copula-Based Univariate Time Series Structural Shift Identification Test," Papers 1609.05056, arXiv.org.
  2. Ermolova, Maria D. & Penikas, Henry I., 2016. "QAIDS Model Based on Russian Pseudo - Panel Data: Impact of 1998 and 2008 Crises," MPRA Paper 82876, University Library of Munich, Germany.
  3. 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.
  4. 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.
  5. Alexey Ponomarenko, 2016. "Measuring Domestically Generated Inflation," Bank of Russia Working Paper Series note2, Bank of Russia.
  6. Alexey Ponomarenko, 2016. "Money stock composition and inflation risks," Bank of Russia Working Paper Series note3, Bank of Russia.
  7. Alexey Ponomarenko, 2016. "A note on money creation in emerg-ing market economies," Bank of Russia Working Paper Series wps10, Bank of Russia.
  8. 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).
  9. Laurence J. Kotlikoff & Andrey Polbin & Andrey Zubarev, 2016. "Will the Paris Accord Accelerate Climate Change?," NBER Working Papers 22731, National Bureau of Economic Research, Inc.
  10. Vashchelyuk, N.V. (Ващелюк, Н.В.) & Polbin, Andrey (Полбин, Андрей) & Trunin, Pavel (Трунин, Павел), 2016. "The Econometric Estimation of the Macroeconomic Effects of the Shock of Monetary Policy for the Russian Economy [Эконометрическая Оценка Макроэкономических Эффектов Шока Денежно-Кредитной Политики ," Working Papers 2133, Russian Presidential Academy of National Economy and Public Administration.
  11. Dmitry Kreptsev & Alexey Porshakov & Sergey Seleznev & Andrey Sinyakov, 2016. "The equilibrium interest rate: a measurement for Russia," Bank of Russia Working Paper Series wps13, Bank of Russia.
  12. Sergei Seleznev, 2016. "Solving DSGE models with stochastic trends," Bank of Russia Working Paper Series wps15, Bank of Russia.
  13. Yury Achkasov, 2016. "Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification," Bank of Russia Working Paper Series wps8, Bank of Russia.

2015

  1. Zinaida M. Pogosova & M Nizhnik & Henry Penikas, 2015. "The Decision-Making Process in Punishment Imposition: Four Factors of Public Perception in Russia," HSE Working papers WP BRP 56/LAW/2015, National Research University Higher School of Economics.
  2. Ilya Khankov & Henry Penikas, 2015. "Modelling Probability of Default of Russian Banks and Companies Using Copula Models," DEM Working Papers Series 113, University of Pavia, Department of Economics and Management.
  3. Alexander Kolik & Artur Radziwill & Natalia Turdyeva, 2015. "Improving Transport Infrastructure in Russia," OECD Economics Department Working Papers 1193, OECD Publishing.
  4. Elena Deryugina & Alexey Ponomarenko, 2015. "A large Bayesian vector autoregression model for Russia," Bank of Russia Working Paper Series wps1, Bank of Russia.
  5. 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.
  6. 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.
  7. 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.
  8. Sofya Donets & Alexey Ponomarenko, 2015. "Measuring Debt Burden," Bank of Russia Working Paper Series wps5, Bank of Russia.
  9. Anna Krupkina & Alexey Ponomarenko, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," Bank of Russia Working Paper Series wps7, Bank of Russia.
  10. 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).
  11. 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).
  12. Lugovoy, Oleg (Луговой, Олег) & Polbin, Andrey Vladimirovich (Полбин, Андрей Владимирович) & Potashnikоv, Vladimir Yurievich (Поташников, Владимир Юрьевич), 2015. "Bayesian Approach to the Extension of 'Input-Output' Tables [Байесовский Подход К Продлению Таблиц «Затраты–Выпуск»]," Published Papers om31, Russian Presidential Academy of National Economy and Public Administration.
  13. Andrey G. Shulgin, 2015. "Monetary Regime Choice and Optimal Credit Rationing at the Official Rate: The Case of Russia," HSE Working papers WP BRP 103/EC/2015, National Research University Higher School of Economics.
  14. 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).

2014

  1. Vadim Arzamasov & Henry Penikas, 2014. "Modeling Integral Financial Stability Index: A Cross-Country Study," HSE Working papers WP BRP 75/EC/2014, National Research University Higher School of Economics.
  2. Maiya Anokhina & Henry Penikas & Victor Petrov, 2014. "Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia," DEM Working Papers Series 085, University of Pavia, Department of Economics and Management.
  3. Bohringer, Christoph & Rutherford, Thomas F. & Tarr, David G. & Turdyeva, Natalia, 2014. "The environmental implications of Russia's accession to the world trade organization," Policy Research Working Paper Series 6957, The World Bank.
  4. Christophe Heyndrickx & Victoria Alexeeva-Taleebi & Natalia Tourdyeva, 2014. "To raise or not to raise: Impact assessment of Russia's gas price reform," ERSA conference papers ersa14p1535, European Regional Science Association.
  5. 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).
  6. Irina Khvostova & Alexander Larin & Anna Novak, 2014. "Euler equation with habits and measurement errors: estimates on Russian micro data," HSE Working papers WP BRP 52/EC/2014, National Research University Higher School of Economics.
  7. Emanuele Baldacci & Sanjeev Gupta & Carlos Mulas-Granados & Fabio Balboni & Mirko Licchetta & Alexander Klemm & Luca Agnello & Gilles Dufr�not & Ricardo M. Sousa & Raffaela Giordano & Marcello Peric, 2014. "Fiscal Policy and Macroeconomic Imbalances," Workshop and Conferences 16, Bank of Italy, Economic Research and International Relations Area.
  8. A. V. Leonidov & E. L. Rumyantsev, 2014. "Default contagion risks in Russian interbank market," Papers 1409.1071, arXiv.org, revised Jan 2016.
  9. A. V. Leonidov & E. L. Rumyantsev, 2014. "Systemic Interbank Network Risks in Russia," Papers 1410.0125, arXiv.org.

2013

  1. Henry Penikas & Travis Selmier, 2013. "Does banking regulation cause counterproductive economic dynamics?," HSE Working papers WP BRP 15/FE/2013, National Research University Higher School of Economics.
  2. Henry Penikas & Proskurin S., 2013. "How Well do Analysts Predict Stock Prices? Evidence from Russia," HSE Working papers WP BRP 18/FE/2013, National Research University Higher School of Economics.
  3. Natalia Karlova & Natalia Shagaida & Vasily Uzun & Renata Yanbykh, 2013. "Russian Agriculture and Agricultural Policies in 2012," Published Papers 159, Gaidar Institute for Economic Policy, revised 2013.
  4. 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.
  5. 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).
  6. Egorov, Alexey & Kovalenko, Olga, 2013. "Structural features and interest-rate dynamics of Russia's interbank lending market," BOFIT Discussion Papers 23/2013, Bank of Finland Institute for Emerging Economies (BOFIT).

2012

  1. Henry Penikas & Yulia Titova, 2012. "Modeling Policy Response to Global Systemically Important Banks Regulation," HSE Working papers WP BRP 02/FE/2012, National Research University Higher School of Economics.
  2. Henry Penikas, 2012. "An Optimal Incentive Contract Preventing Excessive Risk-Taking by a Bank Manager," HSE Working papers WP BRP 03/FE/2012, National Research University Higher School of Economics.
  3. Fuad Aleskerov & Azamat Keskinbaev & Henry Penikas, 2012. "A Multiplicative Model of Countercyclical Capital Buffer Evaluation Differentiated by Homogeneous Clusters of Countries," HSE Working papers WP BRP 04/FE/2012, National Research University Higher School of Economics.
  4. Boris Brodsky & Henry Penikas & Irina Safaryan, 2012. "Copula structural shift identification," HSE Working papers WP BRP 05/FE/2012, National Research University Higher School of Economics.
  5. Nikita Gomayun & Henry Penikas & Yulia Titova, 2012. "Do Hedging and Trading Derivatives Have the Same Impact on Public European Banks' Value and Share Performance?," HSE Working papers WP BRP 09/FE/2012, National Research University Higher School of Economics.
  6. Heyndrickx, Christophe & Alexeeva-Talebi, Victoria & Tourdyeva, Natalia, 2012. "To raise or not to raise? Impact assessment of Russia's incremental gas price reform," ZEW Discussion Papers 12-052, ZEW - Leibniz Centre for European Economic Research.
  7. Christophe Heyndrickx & Victoria Alexeeva - Talebi & Natalia Tourdyeva, 2012. "Implications of an increase in domestic prices of gas in Russia, an application of the regional economic model SUSTRUS," ERSA conference papers ersa12p113, European Regional Science Association.
  8. Natalia Karlova & Natalia Shagaida & Renata Yanbykh, 2012. "Russian Agrifood Sector in 2011: Performance and Trends," Published Papers 126, Gaidar Institute for Economic Policy, revised 2013.
  9. 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).
  10. 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.
  11. Konstantin Styrin & Oleg Zamulin, 2012. "A Real Exchange Rate Based Phillips Curve," Working Papers w0179, Center for Economic and Financial Research (CEFIR).
  12. Konstantin Styrin & Oleg Zamulin, 2012. "Exchange rate pass-through, monetary policy, and variability of exchange rates," Working Papers w0178, Center for Economic and Financial Research (CEFIR).
  13. Daniele Franco (editor), 2012. "Rules and institutions for sound fiscal policy after the crisis," Workshop and Conferences 11, Bank of Italy, Economic Research and International Relations Area.
  14. Daniele Franco & Maria Rosaria Marino & Pietro Tommasino, 2012. "Fiscal policy and growth," Workshop and Conferences 13, Bank of Italy, Economic Research and International Relations Area.
  15. A. V. Leonidov & E. L. Rumyantsev, 2012. "Russian interbank networks: main characteristics and stability with respect to contagion," Papers 1210.3814, arXiv.org.
  16. Andrey Zotov, 2012. "Approaches to forecasting the financial stability of a credit institution," Russian Journal of Money and Finance, Bank of Russia, vol. 8(7), pages 43-48.

2011

  1. Christophe Heyndrickx & Natalia Tourdyeva & Victoria Alexeeva-Talebi, 2011. "The SUSTRUS model: a CGE model on regional level for sustainability policies in Russia," ERSA conference papers ersa11p1565, European Regional Science Association.
  2. Natalia Tourdyeva & Christophe Heyndrickx & Marina Kartseva, 2011. "The SUSTRUS database: regional social accounting matrix for Russia," EcoMod2011 2935, EcoMod.
  3. 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).
  4. 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).

2010

  1. 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).
  2. Mehrotra, Aaron & Ponomarenko, Alexey, 2010. "Wealth effects and Russian money demand," BOFIT Discussion Papers 13/2010, Bank of Finland Institute for Emerging Economies (BOFIT).

2009

  1. Aziz Atamanov & Matthias Luecke & Toman Omar Mahmoud & Roman Mogilevsky & Kseniya Tereshchenko & Natalia A. Tourdyeva & Ainura Uzagalieva & Vitaly Vavryschuk, 2009. "Income and Distribution Effects of Migration and Remittances: an Analysis Based on CGE Models for Selected CIS Countries," CASE Network Reports 0086, CASE-Center for Social and Economic Research.

2008

  1. Arzhenovskiy Sergey & Nivorozhkina Ludmila, 2008. "Efficiency of the poverty reduction programs: decomposition of the dynamics and structure of Russian poverty," EERC Working Paper Series 08/05e, EERC Research Network, Russia and CIS.
  2. Jared Laxton & Igor Ermolaev & Charles Freedman & Mr. Ondrej Kamenik & Michel Juillard & Mr. Douglas Laxton & Ioan Carabenciov & Dmitry Korshunov, 2008. "A Small Quarterly Multi-Country Projection Model," IMF Working Papers 2008/279, International Monetary Fund.
  3. Igor Ermolaev & Michel Juillard & Ioan Carabenciov & Charles Freedman & Mr. Douglas Laxton & Mr. Ondrej Kamenik & Dmitry Korshunov, 2008. "A Small Quarterly Projection Model of the US Economy," IMF Working Papers 2008/278, International Monetary Fund.
  4. Michel Juillard & Charles Freedman & Dmitry Korshunov & Mr. Douglas Laxton & Mr. Ondrej Kamenik & Ioan Carabenciov & Igor Ermolaev & Jared Laxton, 2008. "A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices," IMF Working Papers 2008/280, International Monetary Fund.

2005

  1. Arzhenovskiy Sergey, 2005. "Socioeconomic determinants of smoking in contemporary Russia," EERC Working Paper Series 05-12e, EERC Research Network, Russia and CIS.
  2. Styrin Konstantin, 2005. "What Explains Differences in Efficiency Across Russian Banks?," EERC Working Paper Series 01-258e-1, EERC Research Network, Russia and CIS.
  3. Styrin Konstantin, 2005. "X-inefficiency, Moral Hazard, and Bank Failures," EERC Working Paper Series 01-258e-2, EERC Research Network, Russia and CIS.
  4. Akhmed Akhmedov & Evgenia Bessonova & Ivan Cherkashin & Irina Denisova & Elena Grishina, 2005. "Adjustment Costs of Trade Liberalization: Estimations for the Russian Labor Market," Working Papers w0086, New Economic School (NES).

2003

  1. Alexander Alekseev & Natalia Tourdyeva & Ksenia Yudaeva, 2003. "Estimation of the Russia’s trade policy options with the help of the Computable General Equilibrium Model," Working Papers w0042, Center for Economic and Financial Research (CEFIR).
  2. Konstantin Styrin & Oleg Zamulin, 2003. "Estimating Price Rigidities in the Russian Real Estate Markets," Working Papers w0026, Center for Economic and Financial Research (CEFIR).
  3. Evguenia Bessonova & Konstantin Kozlov & Ksenia Yudaeva, 2003. "Trade Liberalization, Foreign Direct Investment, and Productivity of Russian Firms," Working Papers w0039, New Economic School (NES).
  4. Akhmed Akhmedov & Evgenia Bessonova & Ivan Cherkashin & Irina Denisova & Elena Grishina & Denis Nekipelov, 2003. "WTO Accession and the Labor Market: Estimations for Russia," Working Papers w0040, New Economic School (NES).

Journal articles

Undated material is listed at the end

2023

  1. Henry I. Penikas & Ekaterina E. Vasilyeva, 2023. "Measuring climate-credit risk relationship using world input-output tables," Russian Journal of Economics, ARPHA Platform, vol. 9(1), pages 93-108, April.
  2. H. I. Penikas, 2023. "Retail loan pricing determinants in Russia," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 6.
  3. Henry Penikas, 2023. "IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights," Risk Management, Palgrave Macmillan, vol. 25(1), pages 1-27, March.
  4. Henry Penikas, 2023. "Money multiplier under Basel capital ratio regulation: implications for counter-COVID-19 stimulus," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 13(1), pages 431-449, January.
  5. Henry Penikas & Anastasia Skarednova & Mikhail Surkov, 2023. "How Do Investors Prefer for Banks to Transition to Basel Internal Models: Mandatorily or Voluntarily?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-24, June.
  6. 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.
  7. Arzhenovskiy, Sergey, 2023. "Estimate of shadow economy dynamics in Russia and regions: The inflationary aspect," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 69, pages 121-140.
  8. 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.
  9. Ponomarenko, Alexey & Tatarintsev, Stas, 2023. "Incorporating financial development indicators into early warning systems," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
  10. 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.
  11. Andrey Bedin & Alexander Kulikov & Andrey Polbin, 2023. "Copula-Based Modelling of Relationship Between Dollar/Rouble Exchange Rate and Oil Prices," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 87-109, September.
  12. Andrey Polbin & Sergey Sinelnikov-Murylev, 2023. "Developing and impulse response matching estimation of the DSGE model for the Russian economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 182P, pages 1-53.
  13. Aleksandr Eliseev & Anna Novak & Andrey Shulgin, 2023. "Long-Term Exchange Rate Pass-Through to Prices," Russian Journal of Money and Finance, Bank of Russia, vol. 82(2), pages 21-51, June.
  14. Kirill Anikeev & Vadim Grishchenko, 2023. "Russian Real Economy and Financial Sector Under the Structural Transformation: Review of the Bank of Russia, NES, and HSE University Workshop," Russian Journal of Money and Finance, Bank of Russia, vol. 82(4), pages 126-144, December.
  15. Tatiana Ryzhikova & Anastasiya Skuratova, 2023. "Bank of Russia Monetary Policy and Household Consumption Expenditure," Russian Journal of Money and Finance, Bank of Russia, vol. 82(1), pages 3-31, March.

2022

  1. Henry Penikas, 2022. "Pass-Through of the Bank of Russia Key Rate into Deposit Rates Between 2020 and 2022," Russian Journal of Money and Finance, Bank of Russia, vol. 81(2), pages 20-48, June.
  2. Kozlovtceva, Irina & Penikas, Henry & Petreneva, Ekaterina & Ushakova, Yulia, 2022. "Macroprudential policy efficiency in Russia: Assessment for the uncollateralized consumer loans," Emerging Markets Review, Elsevier, vol. 52(C).
  3. M. Y. Andreyev, 2022. "Effectiveness of the stabilization fiscal rule for resource-rich countries," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 12.
  4. 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.
  5. Anna Burova, 2022. "Measuring the Debt Service Ratio in Russia: A Micro-Level Data Approach," Russian Journal of Money and Finance, Bank of Russia, vol. 81(3), pages 72-88, September.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. M. S. Lymar & A. A. Reentovich & A. A. Sinyakov, 2022. "A commodity exporting economy under “the new reality”: Aggregate and structural changes," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 12.
  12. Andrey V. Polbin & Andrey V. Shumilov, 2022. "Forecasting Output Growth of Russian Manufacturing Industries Using Panel Data Models [Об Использовании Моделей Панельных Данных Для Прогнозирования Темпов Роста Отраслей Российской Обрабатывающей ," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 15-19, February.
  13. Andrey V. Polbin & Andrey V. Shumilov, 2022. "Об Использовании Моделей Панельных Данных Для Прогнозирования Темпов Роста Отраслей Российской Обрабатывающей Промышленности," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, pages 15-19, February.
  14. Alexey Zamnius & Andrey Polbin & Sergey Sinelnikov-Murylev, 2022. "The Labor Supply Elasticity for Married Men in Russia," HSE Economic Journal, National Research University Higher School of Economics, vol. 26(2), pages 177-212.
  15. Bobrovskaya, Ekaterina & Polbin, Andrey, 2022. "Determinants of short-term rental prices in the sharing economy: The case of Airbnb in Moscow," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 65, pages 5-28.
  16. Polbin, Andrey & Skrobotov, Anton, 2022. "On decrease in oil price elasticity of GDP and investment in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 5-24.
  17. Evguenia Bessonova & Anna Tsvetkova, 2022. "Do Productivity Laggards Ever Catch Up With Leaders?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(S1), pages 71-107, April.
  18. 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.
  19. Orlov, D. & Postnikov, E., 2022. "Phillips curve: Inflation and NAIRU in the Russian regions," Journal of the New Economic Association, New Economic Association, vol. 55(3), pages 61-80.
  20. Alyona Nelyubina, 2022. "Monetary Policy Impact on Income Inequality in the Russian Regions," Russian Journal of Money and Finance, Bank of Russia, vol. 81(2), pages 3-19, June.
  21. Oleg Kryzhanovsky & Alexander Zykov, 2022. "DEMUR: A Regional Semi-Structural Model of the Ural Macroregion," Russian Journal of Money and Finance, Bank of Russia, vol. 81(4), pages 52-85, December.
  22. Igor Savchenko & Denis Kosyakov, 2022. "Lost in affiliation: apatride publications in international databases," Scientometrics, Springer;Akadémiai Kiadó, vol. 127(6), pages 3471-3487, June.

2021

  1. Anna Burova & Henry Penikas & Svetlana Popova, 2021. "Probability of Default Model to Estimate Ex Ante Credit Risk," Russian Journal of Money and Finance, Bank of Russia, vol. 80(3), pages 49-72, September.
  2. Henry Penikas, 2021. "Review of Bank of Russia – NES Workshop ‘Identification and Measurement of Macroprudential Policies Effects’," Russian Journal of Money and Finance, Bank of Russia, vol. 80(3), pages 94-104, September.
  3. Anna Merika & Ioannis Negkakis & Henry Penikas, 2021. "Stress-testing and credit risk revisited: a shipping sector application," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 12(4), pages 347-367.
  4. H. I. Penikas, 2021. "Premium for implicit deposit insurance within Russian state banks," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 10.
  5. Dmitriy Borzykh & Henry Penikas, 2021. "IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach," Risk Management, Palgrave Macmillan, vol. 23(4), pages 282-300, December.
  6. Maria Ermolova & Andrey Leonidov & Vladimir Nechitailo & Henry Penikas & Nikolay Pilnik & Ekaterina Serebryannikova, 2021. "Agent-based model of the Russian banking system: Calibration for maturity, interest rate spread, credit risk, and capital regulation," Journal of Simulation, Taylor & Francis Journals, vol. 15(1-2), pages 82-92, April.
  7. 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.
  8. Anna Burova & Irina Kozlovtseva & Natalia Makhankova & Alexander Morozov, 2021. "Dollarization, Financial Stability Risks and Monetary Policy Implementation: Exploring the Nexus," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(77), pages 50-71, August.
  9. 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.
  10. 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.
  11. Vadim Grischenko & Vsevolod Ostapenko & Vasily Tkachev & Victor Tunev, 2021. "Modern Monetary Theory (MMT): New Paradigm or a Set of Recommendations for Macroeconomic Policy? [Современная Денежная Теория (Ммт): Новая Парадигма Или Набор Рекомендаций Для Макроэкономической По," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 8-43, June.
  12. Belomestny, Denis & Krymova, Ekaterina & Polbin, Andrey, 2021. "Bayesian TVP-VARX models with time invariant long-run multipliers," Economic Modelling, Elsevier, vol. 101(C).
  13. Polbin Andrey & Fokin Nikita, 2021. "Employment in Russia in 2020: a Controversial Recovery [Занятость В России В 2020 Г.: Противоречивое Восстановление]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 74-76, April.
  14. Polbin Andrey & Fokin Nikita, 2021. "Занятость В России В 2020 Г.: Противоречивое Восстановление," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 74-76, April.
  15. Laurence Kotlikoff & Felix Kubler & Andrey Polbin & Simon Scheidegger, 2021. "Pareto-improving carbon-risk taxation [The environment and directed technical change]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 36(107), pages 551-589.
  16. Zamnius, Alexey & Polbin, Andrey, 2021. "Estimating intertemporal elasticity of substitution of labor supply for married women in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 64, pages 23-48.
  17. Laurence J. Kotlikoff & Andrey V. ZUBAREV & Andrey POLBIN, 2021. "Will the Paris accord accelerate climate change [Ускоряет Ли Парижское Соглашение Изменение Климата?]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 8-37, February.
  18. Andrey Polbin, 2021. "Multivariate unobserved component model for an oil-exporting economy: the case of Russia," Applied Economics Letters, Taylor & Francis Journals, vol. 28(8), pages 681-685, May.
  19. Laurence Kotlikoff & Felix Kubler & Andrey Polbin & Jeffrey Sachs & Simon Scheidegger, 2021. "Making Carbon Taxation A Generational Win Win," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(1), pages 3-46, February.
  20. 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.
  21. Shulgin, A. & Shulgin, S., 2021. "Investments in the infrastructure of Siberia and the Far East. Macroeconomic analysis based on general equilibrium model," Journal of the New Economic Association, New Economic Association, vol. 49(1), pages 81-114.
  22. Georgia Bush & Tomás Gómez & Alejandro Jara & David Moreno & Konstantin Styrin & Yulia Ushakova, 2021. "Macroprudential policy and the inward transmission of monetary policy: The case of Chile, Mexico, and Russia," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 37-60, February.
  23. Matthieu Bussière & Jin Cao & Jakob de Haan & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Sonalika Sinha & Rhiannon Sowerbutts & Konstantin Styrin, 2021. "The interaction between macroprudential policy and monetary policy: Overview," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 1-19, February.
  24. Tsvetkova, Anna, 2021. "Technical efficiency trends of Russian firms in 2013–2018," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 63, pages 91-116.
  25. Michael Zhemkov, 2021. "Nowcasting Russian GDP using forecast combination approach," International Economics, CEPII research center, issue 168, pages 10-24.
  26. 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.
  27. Sergey Dzuba & Denis Krylov, 2021. "Cluster Analysis of Financial Strategies of Companies," Mathematics, MDPI, vol. 9(24), pages 1-21, December.
  28. 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.
  29. Alina Evstigneeva & Mark Sidorovskiy, 2021. "Assessment of Clarity of Bank of Russia Monetary Policy Communication by Neural Network Approach," Russian Journal of Money and Finance, Bank of Russia, vol. 80(3), pages 3-33, September.
  30. Andrei Shevelev & Maria Kvaktun & Kristina Virovets, 2021. "Effect of Monetary Policy on Investment in Russian Regions," Russian Journal of Money and Finance, Bank of Russia, vol. 80(4), pages 31-49, December.
  31. O. N. Semiturkin & A. A. Shevelev & M. I. Kvaktun, 2021. "Analysis of the heterogeneity factors and assessment of the structural levels of inflation in Russian regions," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 9.
  32. Oleg A. Kryzhanovskij & Natalia A. Baburina & Anastasia O. Ljovkina, 2021. "How to Make Digitalization Better Serve an Increasing Quality of Life?," Sustainability, MDPI, vol. 13(2), pages 1-11, January.

2020

  1. Henry Penikas, 2020. "Low Default Portfolios in Basel II and Basel III as a Special Case of Significantly Unbalanced Classes in Binary Choice Models," Russian Journal of Money and Finance, Bank of Russia, vol. 79(2), pages 101-128, June.
  2. Merikas, Andreas & Merika, Anna & Penikas, Henry I. & Surkov, Mikhail A., 2020. "The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
  3. Henry Penikas, 2020. "History of the World Largest Credit Risk Losses in 1972–2018," HSE Economic Journal, National Research University Higher School of Economics, vol. 24(1), pages 9-27.
  4. Yulia Titova & Henry Penikas & Nikita Gomayun, 2020. "The impact of hedging and trading derivatives on value, performance and risk of European banks," Empirical Economics, Springer, vol. 58(2), pages 535-565, February.
  5. Natalia Turdyeva, 2020. "Effects of Terms of Trade Shocks on the Russian Economy," Russian Journal of Money and Finance, Bank of Russia, vol. 79(2), pages 43-69, June.
  6. 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.
  7. Irina A. Denisova & Tatiana V. Chubarova & Irina E. Bogatova & Sergei A. Vartanov & Valerian G. Kucheryanu & ViÑ tor M. Polterovich & Natalia A. Turdyeva & Marina V. Shakleina, 2020. "Estimating economic efficiency of preclinical diagnostics of Parkinson disease with cost-utility approach," Population and Economics, ARPHA Platform, vol. 4(3), pages 111-127, December.
  8. Lyudmila Nivorozhkina & Sergey Arzhenovskiy & Svetlana Galazova, 2020. "Estimation of Undisclosed Household Earnings Based on the Pissarides-Weber Model Modification," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 635-646.
  9. Arzhenovskiy, Sergey & Sinyavskaya, Tatiana & Bakhteev, Andrey, 2020. "Multivariate probit model for a priori assessment of behavioral risks in audit," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 60, pages 102-114.
  10. 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.
  11. Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020. "When are credit gap estimates reliable?," Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
  12. 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.
  13. 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.
  14. Polbin Andrey & Zubarev Andrey & Rybak Konstantin, 2020. "Capital mobility in commodity-exporting economies," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(5), pages 1-10, December.
  15. Pavel Koval & Andrey Polbin, 2020. "Estimation of the consumption function of Russian households using RLMS microdata," Economics Bulletin, AccessEcon, vol. 40(3), pages 2254-2261.
  16. Sinelnikov-Murylev Sergey & Polbin Andrei, 2020. "A simple macro-econometric simultaneous equation model for the Russian economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 180, pages 1-51.
  17. Andrey Polbin & Anton Skrobotov & Andrey Zubarev, 2020. "How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(15), pages 3732-3745, December.
  18. Koval, Pavel & Polbin , Andrey, 2020. "Evaluation of permanent and transitory shocks role in consumption and income dynamics in the Russian Federation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 6-29.
  19. Polbin, Andrey & Fokin, Nikita, 2020. "Modeling the dynamics of import in the Russian Federation using the error correction model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 88-112.
  20. Polbin, Andrey V. (Полбин, Андрей В.), 2020. "Estimating Time-Varying Long-Run Growth Rate of Russian GDP in the ARX Model with Oil Prices [Оценка Траектории Темпов Трендового Роста Ввп России В Arx-Модели С Ценами На Нефть]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 40-63, February.
  21. Ivan Khotulev & Konstantin Styrin, 2020. "Optimal Monetary and Macroprudential Policies for Financial Stability in a Commodity-Exporting Economy," Russian Journal of Money and Finance, Bank of Russia, vol. 79(2), pages 3-42, June.
  22. Konstantin Styrin & Yulia Ushakova, 2020. "IBRN Initiative on Interactions of Monetary and Prudential Policies," Russian Journal of Money and Finance, Bank of Russia, vol. 79(3), pages 58-74, September.
  23. N. A. Karlova & E. V. Puzanova & I. V. Bogacheva & A. G. Morozov, 2020. "How Are Inflation Expectations of Enterprises Formed: Survey Results," Studies on Russian Economic Development, Springer, vol. 31(5), pages 522-532, September.
  24. Bessonova, E. & Tsvetkova, A., 2020. "Productivity growth and inefficient firms' exit from the market," Journal of the New Economic Association, New Economic Association, vol. 48(4), pages 185-196.
  25. Evguenia V. Bessonova & Alexander G. Morozov & Natalia A. Turdyeva & Anna N. Tsvetkova, 2020. "Opportunities for accelerating labor productivity growth: The role of small and medium enterprises," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 3.
  26. Kramkov, Viacheslav & Maksimov, Andrey, 2020. "Loan market markups and noncausal autoregressions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 60, pages 48-69.
  27. Darovskii, Ivan (Даровский, Иван), 2020. "Microeconomic and Macroeconomic Effects of the Banking Sector Development Policy in Russia [Отраслевые И Макроэкономические Эффекты Политики Оздоровления Российского Банковского Сектора]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 30-61, August.
  28. A. O. Baranov & M. I. Kvaktun, 2020. "Forecasting Accelerated Renovation of Fixed Capital Assets in Russia Using a Dynamic Input-Output Model," Studies on Russian Economic Development, Springer, vol. 31(2), pages 162-170, March.

2019

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Alexander Tishin, 2019. "Monetary Policy Surprises in Russia," Russian Journal of Money and Finance, Bank of Russia, vol. 78(4), pages 48-70, December.
  6. Arzhenovskiy S.V. & Bakhteev A.V. & Sinyavskaya T.G. & Hahonova N.N., 2019. "Audit Risk Assessment Model," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(Special 1), pages 74-85.
  7. L.I. Nivorozhkina & S.V. Arzhenovskiy & T.V. Toropova & A.A. Tregubova, 2019. "Determinants of Households’ Credit Behavior in Russia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(Special 2), pages 270-279.
  8. 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.
  9. Ponomarenko, Alexey, 2019. "Do sterilized foreign exchange interventions create money?," Journal of Asian Economics, Elsevier, vol. 62(C), pages 1-16.
  10. 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.
  11. 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.
  12. Polbin, Andrey & Shumilov, Andrei & Bedin, Andrei & Kulikov, Alexander, 2019. "Modeling real exchange rate of the Russian ruble using Markov regime switching approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 55, pages 32-50.
  13. Konstantin Styrin, 2019. "Forecasting Inflation in Russia Using Dynamic Model Averaging," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 3-18, March.
  14. Andrey Sinyakov & Alexey Porshakov, 2019. "Estimates of the Natural Rate of Interest for Russia: Is ‘Navigating by the Stars’ Useful?," Russian Journal of Money and Finance, Bank of Russia, vol. 78(4), pages 3-47, December.
  15. Sinyakov, A. & Chernyadyev, D. & Sapova, A., 2019. "Estimating the Exchange Rate Pass-Through Effect on Producer Prices of Final Products Based on Micro-Data of Russian Companies," Journal of the New Economic Association, New Economic Association, vol. 41(1), pages 128-157.
  16. Marina Tiunova, 2019. "Commodity and Financial Cycles in Resource-based Economies," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 38-70, September.
  17. Zhemkov, M. & Kuznetsova, O., 2019. "Verbal Interventions as a Factor of Inflation Expectations in Russia," Journal of the New Economic Association, New Economic Association, vol. 42(2), pages 49-69.
  18. Bessonova, Evguenia & Gonchar, Ksenia, 2019. "How the innovation-competition link is shaped by technology distance in a high-barrier catch-up economy," Technovation, Elsevier, vol. 86, pages 15-32.
  19. Denis Vitalyevich Krylov, 2019. "Analysis of the Sustainability of the ‘Pomogaistvo’ Institution," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 170-184.

2018

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Vymyatnina, Yulia V. (Вымятнина, Юлия В.) & Grishchenko, Vadim O. (Грищенко, Вадим О.) & Ostapenko, Vsevolod M. (Остапенко, Всеволод М.) & Ryazanov, Viktor T. (Рязанов, Виктор Т.), 2018. "Financial Instability and Economic Crises: Lessons from Minsky [Финансовая Нестабильность И Экономические Кризисы: Уроки Мински]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 20-41, August.
  7. Andrey V. Polbin & Anton A. Skrobotov, 2018. "Spectral Estimation of the Business Cycle Component if the Russian GDP under High Dependence on the Terms of Trade," Economics of Contemporary Russia, Regional Public Organization for Assistance to the Development of Institutions of the Department of Economics of the Russian Academy of Sciences, issue 1.
  8. Trunin Pavel & Tsukhlo Sergey & Kiyutsevskaya Anna & Poliakova Aleksandra & Polbin Andrei, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 12, pages 1-18, June.
  9. Trunin Pavel & Tsukhlo Sergey & Kiyutsevskaya Anna & Poliakova Aleksandra & Polbin Andrei, 2018. "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 1-18, June.
  10. Bozhechkova, Alexandera V. (Божечкова, Александра В.) & Polbin, Andrey V. (Полбин, Андрей В.), 2018. "Evidence for the Interest Rate Channel in the IS Curve for the Russian Economy [Тестирование Наличия Процентного Канала В Кривой Is Для Российской Экономики]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 70-91, February.
  11. Andrei Shulgin, 2018. "Sterilized Interventions in the Form of Foreign Currency Repos: VECM Analysis Using Russian Data," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 68-80, June.
  12. Andrei G. Shulgin, 2018. "Monetary Regime Choice and Optimal Credit Rationing at the Official Rate: The Case of Russia," International Economic Journal, Taylor & Francis Journals, vol. 32(4), pages 631-668, October.
  13. Arefiev, Nikolay & Khabibullin, Ramis, 2018. "Bayesian identification of structural vector autoregression models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 49, pages 115-142.
  14. A. Novak E. & O. Silkina S. & I. Khvostova E. & А. Новак Е. & О. Силкина С. & И. Хвостова Е., 2018. "Эмпирический анализ дивидендной политики государственных и частных компаний в России // Empirical analysis of Dividend Policy of Public and Private Companies in Russia," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(5), pages 90-104.
  15. Konstantin Styrin, 2018. "A Multi-Country Study of Cross-Border Transmission of Monetary Policy by IBRN," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 81-94, June.
  16. Dmitry Kreptsev & Sergei Seleznev, 2018. "Forecasting for the Russian Economy Using Small-Scale DSGE Models," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 51-67, June.
  17. Vlasov, S. & Deryugina, E., 2018. "Fiscal Multipliers in Russia," Journal of the New Economic Association, New Economic Association, vol. 38(2), pages 104-119.
  18. Andrey Sinyakov & Ivan Khotulev, 2018. "Review of the Bank of Russia Conference Inflation: New Insights for Central Banks," Russian Journal of Money and Finance, Bank of Russia, vol. 77(3), pages 3-22, September.
  19. Ksenia Yakovleva, 2018. "Text Mining-based Economic Activity Estimation," Russian Journal of Money and Finance, Bank of Russia, vol. 77(4), pages 26-41, December.
  20. Egorov, Aleksei V. (Егоров, Алексей В.) & Borzykh, Olga A. (Борзых, Ольга А.), 2018. "Asymmetric Interest Rate Pass-Through in Russia [Асимметрия Процентного Канала Денежной Трансмиссии В России]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 92-121, February.
  21. M. Tiunova G. & М. Тиунова Г., 2018. "Моделирование Эффекта Переноса Валютного Курса На Цены В России // Modeling The Transfer Effect Of Exchange Rate On Prices In Russia," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(3), pages 136-154.
  22. M. Tiunova G. & М. Тиунова Г., 2018. "Влияние Внешних Шоков На Российскую Экономику // The Impact Of External Shocks On The Russian Economy," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(4), pages 146-170.

2017

  1. Agata Lozinskaia & Andreas Merikas & Anna Merika & Henry Penikas, 2017. "Determinants of the probability of default: the case of the internationally listed shipping corporations," Maritime Policy & Management, Taylor & Francis Journals, vol. 44(7), pages 837-858, October.
  2. Мамедли Мариам, 2017. "Фискальная Политика В Условиях Несбалансированной Пенсионной Системы," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 21(1), pages 114-144.
  3. Andrey Vladimirovich Bakhteev & Sergey Valentinovich Arzhenovskiy & Natalya Nikolayevna Khakhonova & Yelena Vyacheslavovna Kuznetsova, 2017. "Use of Regression Models when Performing Fraud Risk Assessment Procedures in the Audit Process," European Research Studies Journal, European Research Studies Journal, vol. 0(3B), pages 22-33.
  4. Arzhenovskiy, Sergey & Churikova, Svetlana, 2017. "Performance of Russian football clubs: Econometric analysis of panel data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 47, pages 123-133.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. A. Polbin, 2017. "Modeling the real ruble exchange rate under monetary policyregime change," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 4.
  10. A. Polbin, 2017. "Econometric estimation of the impact of oil prices shock on the Russian economy in VECM model," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 10.
  11. Shulgin, A., 2017. "Two-Dimensional Monetary Policy Shocks in DSGE-Model Estimated for Russia," Journal of the New Economic Association, New Economic Association, vol. 33(1), pages 75-115.
  12. Plushchevskaya, Y., 2017. "A Basic Neomarxist Model of Economic Fluctuations," Journal of the New Economic Association, New Economic Association, vol. 35(3), pages 53-69.
  13. Achkasov, Yu. & Pilnik, P., 2017. "Income Tax Effect on Economic Performance in Terms of Endogenous Choice between Labor and Enterprise Market," Journal of the New Economic Association, New Economic Association, vol. 33(1), pages 12-27.
  14. M. Zhemkov & O. Kuznetsova, 2017. "Measuring inflation expectations in Russia using stock market data," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 10.
  15. Bessonova, Evguenia & Gonchar, Ksenia, 2017. "Incentives to innovate in response to competition: The role of agency costs," Economic Systems, Elsevier, vol. 41(1), pages 26-40.
  16. Zhivaikina, A. & Peresetsky, A., 2017. "Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 49-80.
  17. Ivan Darovskii (Даровский, Иван), 2017. "From Stagflation to Sustainable Economic Growth: Imperatives of Russian Macroeconomic Policy [От Стагфляции К Устойчивому Росту: Императивы Российской Макроэкономической Политики]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 38-79, June.
  18. Vinokurov, Evgeny & Demidenko, Mikhail & Korshunov, Dmitry & Kovacs, Mihaly, 2017. "Customs unions, currency crises, and monetary policy coordination: The case of the Eurasian Economic Union," Russian Journal of Economics, Elsevier, vol. 3(3), pages 280-295.

2016

  1. Mamedli, Mariam, 2016. "Government expenditure multiplier under the zero lower bound: The role of public investment," The Journal of Economic Asymmetries, Elsevier, vol. 14(PA), pages 103-111.
  2. Volchkova, N. & Turdyeva, N., 2016. "Microeconomics of Russian Import Substitution," Journal of the New Economic Association, New Economic Association, vol. 32(4), pages 140-146.
  3. 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.
  4. Lugovoy, O. & Polbin, A., 2016. "On Intergenerational Distribution of the Burden of Greenhouse Gas Emissions," Journal of the New Economic Association, New Economic Association, vol. 31(3), pages 12-39.
  5. Zubarev, Andrey V. (Зубарев, Андрей) & Polbin, Andrey V. (Ролбин, Андрей), 2016. "Estimation of Macroeconomic Effects from the Decline in Oil Export Duty [Оценка Макроэкономических Эффектов От Снижения Экспортной Пошлины На Нефть]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 8-35, December.
  6. Полбин Андрей Владимирович & Скроботов Антон Андреевич, 2016. "Тестирование Наличия Изломов В Тренде Структурной Компоненты Ввп Российской Федерации," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 20(4), pages 588-623.
  7. Зубарев Андрей Витальевич & Полбин Андрей Владимирович, 2016. "Оценка Макроэкономических Эффектов От Снижения Экспортной Пошлины На Нефть," Economic policy Экономическая политика, CyberLeninka;Автономная некоммерческая организация «Редакция журнала “Экономическая политика”», vol. 11(6), pages 8-35.
  8. Irina Khvostova & Alexander Larin & Anna Novak, 2016. "Euler Equation with Habits and Measurement Errors: Estimates on Russian Micro Data," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 63(4), pages 395-409.
  9. Sinyakov, Andrey & Yudaeva, Ksenia, 2016. "Central bank policy under significant balance-of-payment shocks and structural shifts," Russian Journal of Economics, Elsevier, vol. 2(3), pages 246-278.
  10. Leonidov, A.V. & Rumyantsev, E.L., 2016. "Default contagion risks in Russian interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 36-48.
  11. Yulia А. Burkova, 2016. "Real Estate Investment Trust Performance Efficiency Factors," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 112-119, October.
  12. Shestakov, Daniel (Шестаков, Даниил), 2016. "Farewell to Tyranny (Review of William Easterly, The Tyranny of Experts: Economists, Dictators, and the Forgotten Rights of the Poor) [Прощай, Тирания! (Рецензия На Книгу Уильяма Истерли "Тира," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 245-252, June.
  13. Aleksey Davankov & Dmitry Dvinin & Evgeniy Postnikov, 2016. "Methodological Tools for the Assessment of Ecological and Socio-Economic Environment in the Region within the Limits of the Sustainability of Biosphere," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(4), pages 1029-1039.
  14. Julia V. Lyshchikova & Anna V. Orlova & Yevgenia V. Nikulina & Yevgeny I. Anokhin, 2016. "Regional Resources Capitalization: Theoretical and Methodological Basis," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1684-1689.
  15. Anna V. Orlova & Julia V. Lyshchikova & Yevgenia V. Nikulina & Yevgeny I. Anokhin, 2016. "Assessment of the Level of Economic Security in the Conditions of Uncertainty," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1702-1706.
  16. Anna ORLOVA & Julia LYSHCHIKOVA & Yevgenia NIKULINA & Yevgeny ANOKHIN, 2016. "Economic Security in Conditions of Uncertainty," Journal of Advanced Research in Management, ASERS Publishing, vol. 7(3), pages 449-457.

2015

  1. Christoph Böhringer & Thomas F. Rutherford & David G. Tarr & Natalia Turdyeva, 2015. "Market Structure and the Environmental Implications of Trade Liberalization: Russia's Accession to the World Trade Organization," Review of International Economics, Wiley Blackwell, vol. 23(5), pages 897-923, November.
  2. 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.
  3. 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.
  4. Mikhail Yuryevich Khavinson, 2015. "Econophysics: From Finance Analysis to the Fate of Mankind," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 144-166.
  5. Idrisov, Georgy & Kazakova, Maria & Polbin, Andrey, 2015. "A theoretical interpretation of the oil prices impact on economic growth in contemporary Russia," Russian Journal of Economics, Elsevier, vol. 1(3), pages 257-272.
  6. Drobyshevskiy, Sergei (Дробышевский, Сергей) & Polbin, Andrei (Полбин, Андрей), 2015. "Decomposition of the Structural Shocks Contribution to the Russian Macroeconomic Indicators Dynamics on the Basis of the DSGE Model [Декомпозиция Динамики Макроэкономических Показателей Рф На Основ," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 2, pages 20-42.
  7. Ващелюк Наталья Васильевна & Полбин Андрей Владимирович & Трунин Павел Вячеславович, 2015. "Оценка Макроэкономических Эффектов Шока Дкп Для Российской Экономики," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 19(2), pages 169-198.
  8. Shulgin, A., 2015. "Optimization of Simple Monetary Policy Rules on the Base of Estimated DSGE-model," Journal of the New Economic Association, New Economic Association, vol. 26(2), pages 64-98.
  9. Bessonova, Evguenia & Gonchar, Ksenia, 2015. "Bypassing weak institutions in a large late-comer economy," Journal of Institutional Economics, Cambridge University Press, vol. 11(4), pages 847-874, December.
  10. Markov, L. & Petukhova, M. & Ivanova, K., 2015. "The Cluster Policy Organizational Structures," Journal of the New Economic Association, New Economic Association, vol. 27(3), pages 140-162.
  11. K. A. Rubanova, 2015. "Methods Of Anti-Crisis Restructuring For Town-Forming Organizations," Strategic decisions and risk management, Real Economy Publishing House, issue 5.
  12. Lomovtseva O.A. & Orlova A.V., 2015. "Network model of the social and economic development of the region," Научный результат. Серия «Экономические исследования», CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Белгородский государственный национальный исследовательский университет», issue 2, pages 5-11.

2014

  1. Henry Penikas & Anastasia Petrova, 2014. "An empirical analysis of growth and consolidation in banking: a Markovian approach for the case of Russia," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 4(1/2), pages 112-129.
  2. Penikas, Henry, 2014. "Investment portfolio risk modelling based on hierarchical copulas," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 35(3), pages 18-38.
  3. 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.
  4. Mikhail Yuryevich Khavinson, 2014. "Dynamics îf Production Factors in Regional Economy: Econophysical Approach," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 119-137.
  5. Andrei Polbin & Sergey Drobyshevsky, 2014. "Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 166P, pages 156-156.
  6. Polbin, Andrey, 2014. "Econometric estimation of a structural macroeconomic model for the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 3-29.
  7. Idrisov, Georgiy (Идрисов, Георгий) & Kazakova, Maria (Казакова, Мария) & Polbin, Andrey (Полбин, Андрей), 2014. "The theoretical interpretation of the effect of oil prices on economic growth in modern Russia [Теоретическая Интерпретация Влияния Нефтяных Цен На Экономический Рост В Современной России]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 5, pages 150-171, October.
  8. Shulgin, Andrei, 2014. "How much monetary policy rules do we need to estimate DSGE model for Russia?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 36(4), pages 3-31.
  9. Khvostova, I. & Novak, A., 2014. "Monetary Stabilization: Modeling and Estimation for Russian Economy in 2004-2012," Journal of the New Economic Association, New Economic Association, vol. 23(3), pages 89-105.
  10. Изотова Ольга Игоревна, 2014. "Налог На Доходы Физических Лиц Как Инструмент Реализации Социальной Политики Государства," Экономика. Налоги. Право, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 2, pages 119-122.

2013

  1. Penikas, Henry & Savelyeva, Alina, 2013. "Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 32(4), pages 45-70.
  2. Natalia Karlova, 2013. "Factors Contributing To The Decrease Of Prices For Pork And The Decline Of Pig Production Profitability," Russian Economic Development, Gaidar Institute for Economic Policy, issue 8, pages 39-42, August.
  3. 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.
  4. E. Deryugina & A. Ponomarenko, 2013. "Money-based Inflation Risk Indicator:a regime Switching Model," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 9.
  5. 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.
  6. Полбин Андрей Владимирович, 2013. "Построение Динамической Стохастической Модели Общего Равновесия Для Экономики С Высокой Зависимостью От Экспорта Нефти," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 17(2), pages 323-359.
  7. Larin, Alexander & Novak, Anna & Khvostova, Irina, 2013. "Consumption dynamics in Russia: Estimates on microdata," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 32(4), pages 29-44.
  8. Andrey Sinyakov, 2013. "Declared and actual policy of the Russian Central Bank in 2000–2008: how large is the difference? (in Russian)," Quantile, Quantile, issue 11, pages 91-106, December.
  9. Leonidov, A. & Rumyantsev, E., 2013. "Russian Interbank Systemic Risks Assessment from the Network Topology Point of View," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 65-80.
  10. L.S. Markov (leomarkov@mail.ru ) & V.M. Markova (markova_vm@mail.ru ) & D.D. Kotelkin (kdd92@mail.ru ), 2013. "Agent-Based Approach to Modeling Sectoral Evolution: Russian Coal Industry," Journal "Region: Economics and Sociology", Institute of Economics and Industrial Engineering of Siberian Branch of RAS, vol. 4.

2012

  1. Arzhenovskiy, Sergey & Dudkina, Anna, 2012. "Econometric modeling of determinants of marital partnership form," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 26(2), pages 53-61.
  2. Natalia Karlova, 2012. "Basic vegetables and fruits: forecast for production and prices in Russia in 2012/2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 55-60, October.
  3. Michael Yuryevich Havinson, 2012. "Economics and the Natural Sciences: the Horizon of the Modern Dialogue (to the article of Jean-Philippe Bouchaud «Economics Needs a Scientific Revolution»)," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 4, pages 166-171.

2011

  1. V. Sokolov, 2011. "The Problem of Strategic Effect in International Competition," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 5.
  2. Penikas, Henry, 2011. "Copula-Based Price Risk Hedging Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 3-21.
  3. Henry Penikas & Irina Andrievskayaa & Richard Connolly & Sergey Aivazian, 2011. "Modeling Risk Patterns of Russian Systemically Important Financial Institutions," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 1(1), pages 70-80, July.
  4. Sergey Vlasov, 2011. "Russian Fiscal Framework Past, Present and Future.Do we Need a Change?," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(64), pages 35-81, October -.
  5. L.S. Markov (leomarkov@mail.ru) & V.M. Markova (markova_vm@mail.ru) & K.Yu. Kazantsev (k0rtez@inbox.ru), 2011. "Institutional mechanisms of innovation development in the Russian regions," Journal "Region: Economics and Sociology", Institute of Economics and Industrial Engineering of Siberian Branch of RAS, vol. 4.

2010

  1. Penikas, H., 2010. "Financial Applications of Copula-Models," Journal of the New Economic Association, New Economic Association, issue 7, pages 24-44.
  2. Penikas, Henry, 2010. "Copula-Models in Foreign Exchange Risk-Management of a Bank," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 17(1), pages 62-87.
  3. 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.
  4. Bessonova, Eugenia, 2010. "Efficiency of Manufacturing in Russia: Effect of Domestic Competition and FDI," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 17(1), pages 106-127.
  5. L.S. Markov (LMARKOV@ieie.nsc.ru) & M.A. Yagolnitser (miron@ieie.nsc.ru) & I.G. Teplova (teplovaig@rambler.ru), 2010. "Industrial clusters: how they operate and develop," Journal "Region: Economics and Sociology", Institute of Economics and Industrial Engineering of Siberian Branch of RAS, vol. 1.

2009

  1. V. Sokolov, 2009. "The Disintegration of the British Empire as a Restructuring of the Geoeconomic System (1947-1972)," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 8.
  2. Penikas, Henry & Simakova, Varvara, 2009. "Interest Rate Risk Management Based on Copula-GARCH Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 13(1), pages 3-36.
  3. Brodsky, Boris & Penikas, Henry & Safaryan, Irina, 2009. "Detection of Structural Breaks in Copula Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 16(4), pages 3-15.
  4. 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.
  5. Васильева Е. А. & Власов С. А. & Пономаренко А. А., 2009. "Анализ Стабилизационной Функции И Устойчивости Государственных Финансов Российской Федерации," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 13(3), pages 383-402.
  6. Gambarov, Georgy & Rumyantsev, Evgeny, 2009. "Methods of Evaluating the Liquidity Level for the Banking Sector," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 16(4), pages 16-33.
  7. L.S. Markov & M.A. Yagolnitser & V.M. Markova & I.G. Teplova., 2009. "Innovation mesa-economic systems: institutional specifics, cluster models, and development," Journal "Region: Economics and Sociology", Institute of Economics and Industrial Engineering of Siberian Branch of RAS, vol. 3.
  8. V.I. Suslov & L.S. Markov, 2009. "Mechanisms to stimulate innovations in the Siberian mesoeconomic systems," Journal "Region: Economics and Sociology", Institute of Economics and Industrial Engineering of Siberian Branch of RAS, vol. 2.

2008

  1. Penikas, Henry, 2008. "Forecasting for the Bank's Asset-Liability Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 12(4), pages 3-26.
  2. 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.
  3. L.S. Markov & M.A. Yagolnitzer, 2008. "Meso-economic systems: issues of typology," Journal "Region: Economics and Sociology", Institute of Economics and Industrial Engineering of Siberian Branch of RAS, vol. 1.

2007

  1. Arzhenovskiy, Sergey & Artamonova, Darya, 2007. "Econometric Estimation of the Wage Penalty for the Motherhood," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 7(3), pages 66-79.
  2. Efim Yakovlevich Frisman & Mikhail Yurievich Havinson & Svetlana Vladimirovna Anosova & Boris Entilievich Fishman & Gennady Ivanovich Petrov, 2007. "System Dynamics of Regional Development: Approaches to Modeling the Economic Bloc (by the example of the Jewish Autonomous Region)," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 3, pages 134-146.
  3. Gambarov, Georgy, 2007. "Structural Liquidity as the Indicator of Interest Rate Policy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 7(3), pages 3-10.
  4. Bessonova, Eugenia, 2007. "An Estimation of the Production Efficiency of Russian Industrial Firms," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 6(2), pages 13-35.
  5. L.S. Markov, 2007. "Regional high-tech clusters: managing the effectiveness," Journal "Region: Economics and Sociology", Institute of Economics and Industrial Engineering of Siberian Branch of RAS, vol. 2.
  6. E.S.Gvozdeva & L.S. Markov & T.A. Shtertzer, 2007. "Novosibirsk City’s innovation system: features and further development," Journal "Region: Economics and Sociology", Institute of Economics and Industrial Engineering of Siberian Branch of RAS, vol. 2.

2006

  1. Volchkova, Natalya & Lobanov , Sergey & Turdyeva, Natalia & Khaleeva, Julia & Yudaeva, Ksenia, 2006. "Microsimulation Analysis of the Consequences of Monetization of Social Benefits in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 4(4), pages 105-134.
  2. Shulgin, Andrey, 2006. "The Russian Foreign Exchange Policy on the Wave of Crisis Cycle," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 4(4), pages 18-48.
  3. Philippe Aghion & Evguenia Bessonova, 2006. "On Entry and Growth: Theory and Evidence," Revue de l'OFCE, Presses de Sciences-Po, vol. 97(5), pages 259-278.
  4. L.S. Markov & M.A. Yagolnitser, 2006. "The measurement of the efficiency of cluster’s information technologies," Journal "Region: Economics and Sociology", Institute of Economics and Industrial Engineering of Siberian Branch of RAS, vol. 1.

1997

  1. Paul Brenton & Natalia Tourdyeva & John Whalley, 1997. "The potential trade effects of an FTA between the EU and Russia," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(2), pages 205-225, June.
  2. Yu. Plushchevskaya & L. Starikova, 1997. "Studying Financial Flows in the Russian Economy," Voprosy Ekonomiki, NP Voprosy Ekonomiki, vol. 12.

Undated

  1. Polbin, Andrey, "undated". "Construction of a Dynamic Stochastic General Equilibrium Model of an Economy with a High Dependence on Oil Exports," Published Papers nvg142, Russian Presidential Academy of National Economy and Public Administration.
  2. A. V. Skuratova, 0. "ECB refinancing rate influence on bank crediting and economic growth in Eurozone," Entrepreneur’s Guide, JSC “Publishing Agency “Science and Educationâ€, issue 27.

Chapters

2022

  1. Henry Penikas, 2022. "Key rate pass-through to deposit rates: experience from the pandemic era," Chapters, in: Duc K. Nguyen (ed.), Handbook of Banking and Finance in Emerging Markets, chapter 34, pages 634-650, Edward Elgar Publishing.
  2. Vasily Tkachev & Vadim Grishchenko & Karl Summanen, 2022. "The Russian financial sector: opportunities in an unstable environment and sanctions," Chapters, in: Duc K. Nguyen (ed.), Handbook of Banking and Finance in Emerging Markets, chapter 40, pages 763-792, Edward Elgar Publishing.
  3. Sergei Seleznev & Ramis Khabibullin, 2022. "Applications of variational inference in the Bank of Russia," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Machine learning in central banking, volume 57, Bank for International Settlements.

2017

  1. Christoph Böhringer & Thomas F. Rutherford & David G. Tarr & Natalia Turdyeva, 2017. "Market Structure and the Environmental Implications of Trade Liberalization: Russia’s Accession to the World Trade Organization," World Scientific Book Chapters, in: Trade Policies for Development and Transition, chapter 20, pages 459-485, World Scientific Publishing Co. Pte. Ltd..

2015

  1. 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.

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