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Anna Pestova

Personal Details

First Name:Anna
Middle Name:
Last Name:Pestova
Suffix:
RePEc Short-ID:ppe672
[This author has chosen not to make the email address public]

Affiliation

Laboratory for Analysis and Forecast of Economic Processes
National Research University Higher School of Economics

Moscow, Russia
http://www.hse.ru/org/hse/cfi/labs2014

: +7(495)7713232
+7(495)6287931
Myasnitskaya 20, Moscow 101000
RePEc:edi:afhseru (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Anna Pestova, 2015. "Leading Indicators of the Business Cycle: Dynamic Logit Models for OECD Countries and Russia," HSE Working papers WP BRP 94/EC/2015, National Research University Higher School of Economics.
  2. Pestova Anna & Mamonov Mikhail, 2013. "Macroeconomic and bank?specific determinants of credit risk: evidence from Russia," EERC Working Paper Series 13/10e, EERC Research Network, Russia and CIS.

Articles

  1. Mamonov, M. & Pestova, A., 2015. "The Technical Efficiency of National Economies: Do the Institutions, Infrastructure and Resources Rents Matter?," Journal of the New Economic Association, New Economic Association, vol. 27(3), pages 44-78.
  2. M. Mamonov & A. Pestova & O. Solntsev, 2013. "Estimation of Systemic Effects from Tightening of Prudential Regulation of the Banking Sector," Problems of Economic Transition, Taylor & Francis Journals, vol. 56(7), pages 37-74.
  3. A. Pestova., 2013. "Predicting Turning Points of the Business Cycle: Do Financial Sector Variables Help?," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 7.
  4. M. Mamonov & A. Pestova & O. Solntsev., 2012. "The Systemic Effects of Prudential Regulation Toughening: The Results of a Stress-test for Russian Banks," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 8.
  5. M. Mamonov & A. Pestova & O. Solntsev, 2011. "The Cult of Cash in Russia," Problems of Economic Transition, Taylor & Francis Journals, vol. 54(8), pages 36-67.
  6. M. Mamonov & A. Pestova & O. Solntsev., 2011. "Cash Cult in Russia: How to Debunk It and What Will Be the Consequences?," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 7.
  7. Solntsev, O. & Mamonov, M. & Pestova, A. & Magomedova, Z., 2011. "Experience in Developing Early Warning System for Financial Crises and the Forecast of Russian Banking Sector Dynamic in 2012," Journal of the New Economic Association, New Economic Association, issue 12, pages 41-76.
  8. O. Solntsev & A. Pestova & M. Mamonov, 2010. "Stress Test," Problems of Economic Transition, Taylor & Francis Journals, vol. 53(8), pages 68-94.
  9. O. Solntsev & A. Pestova & M. Mamonov., 2010. "Stress-testing Russian Banking System: Will Banks Need Government Assistance Again?," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 4.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Pestova Anna & Mamonov Mikhail, 2013. "Macroeconomic and bank?specific determinants of credit risk: evidence from Russia," EERC Working Paper Series 13/10e, EERC Research Network, Russia and CIS.

    Cited by:

    1. Željko Jović, 2017. "Determinants Of Credit Risk – The Case Of Serbia," Economic Annals, Faculty of Economics, University of Belgrade, vol. 62(212), pages 155-188, January -.
    2. Georgios P. Kouretas & Chris Tsoumas, 2013. "Bank Risk-Taking in CEE Countries," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 5(2), pages 103-123, June.
    3. Mikhail Mamonov, 2013. "Bad management, skimping, or both? The relationship between cost efficiency and loan quality in Russian banks," HSE Working papers WP BRP 19/FE/2013, National Research University Higher School of Economics.
    4. Biswajit PATRA & Puja PADHI, 2016. "Determinants of nonperforming assets-bank-specific and macroeconomic factors: A panel data analysis of different group of commercial banks operating in India," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(4(609), W), pages 215-236, Winter.
    5. Zlata Kovtun, 2017. "Heterogeneous Bank Lending Responses To Monetary Policy: Empirical Evidence From Russia," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(2), pages 616-627.
    6. Georgios Kouretas & Chris Tsoumas & Anastasios A. Drakos, 2013. "Ownership, institutions and bank risk-taking in Central and Eastern European countries," EcoMod2013 5204, EcoMod.

Articles

  1. Mamonov, M. & Pestova, A., 2015. "The Technical Efficiency of National Economies: Do the Institutions, Infrastructure and Resources Rents Matter?," Journal of the New Economic Association, New Economic Association, vol. 27(3), pages 44-78.

    Cited by:

    1. Alexander Yu. Apokin & Irina Ipatova, 2016. "How R&D Expenditures Influence Total Factor Productivity and Technical Efficiency?," HSE Working papers WP BRP 128/EC/2016, National Research University Higher School of Economics.

  2. A. Pestova., 2013. "Predicting Turning Points of the Business Cycle: Do Financial Sector Variables Help?," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 7.

    Cited by:

    1. Anna Pestova, 2015. "Leading Indicators of the Business Cycle: Dynamic Logit Models for OECD Countries and Russia," HSE Working papers WP BRP 94/EC/2015, National Research University Higher School of Economics.

  3. M. Mamonov & A. Pestova & O. Solntsev., 2012. "The Systemic Effects of Prudential Regulation Toughening: The Results of a Stress-test for Russian Banks," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 8.

    Cited by:

    1. Mikhail Mamonov, 2013. "Bad management, skimping, or both? The relationship between cost efficiency and loan quality in Russian banks," HSE Working papers WP BRP 19/FE/2013, National Research University Higher School of Economics.
    2. Mamonov, Mikhail, 2012. "The impact of market power of Russian banks on their credit risk tolerance: A panel study," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 28(4), pages 85-112.
    3. Mamonov, Mikhail, 2017. "«Holes» in the Capital of Failed Russian Banks: Old Indicators and New Hypotheses," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 166-199, February.

  4. M. Mamonov & A. Pestova & O. Solntsev., 2011. "Cash Cult in Russia: How to Debunk It and What Will Be the Consequences?," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 7.

    Cited by:

    1. Solntsev, O. & Mamonov, M. & Pestova, A. & Magomedova, Z., 2011. "Experience in Developing Early Warning System for Financial Crises and the Forecast of Russian Banking Sector Dynamic in 2012," Journal of the New Economic Association, New Economic Association, issue 12, pages 41-76.

  5. Solntsev, O. & Mamonov, M. & Pestova, A. & Magomedova, Z., 2011. "Experience in Developing Early Warning System for Financial Crises and the Forecast of Russian Banking Sector Dynamic in 2012," Journal of the New Economic Association, New Economic Association, issue 12, pages 41-76.

    Cited by:

    1. Mamonov, Mikhail, 2012. "The impact of market power of Russian banks on their credit risk tolerance: A panel study," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 28(4), pages 85-112.
    2. Belousova, Veronika & Karminsky, Alexander & Kozyr, Ilya, 2018. "The macroeconomic and institutional determinants of the profit efficiency frontier for Russian banks," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 49, pages 91-114.

  6. O. Solntsev & A. Pestova & M. Mamonov, 2010. "Stress Test," Problems of Economic Transition, Taylor & Francis Journals, vol. 53(8), pages 68-94.

    Cited by:

    1. Mamonov, M., 2017. "The Regulation of Banks' Access to Credit Market under Imperfect Competition: the Effects on Banking System Stability Estimated," Journal of the New Economic Association, New Economic Association, vol. 33(1), pages 44-74.
    2. Solntsev, O. & Mamonov, M. & Pestova, A. & Magomedova, Z., 2011. "Experience in Developing Early Warning System for Financial Crises and the Forecast of Russian Banking Sector Dynamic in 2012," Journal of the New Economic Association, New Economic Association, issue 12, pages 41-76.
    3. Mikhail Mamonov & Andrei Vernikov, 2015. "Bank Ownership And Cost Efficiency In Russia, Revisited," HSE Working papers WP BRP 46/FE/2015, National Research University Higher School of Economics.
    4. Alexander M. Karminsky & Oleg S. Kozlov, 2015. "Stress Testing of Retail and Corporate Segments of Russian Credit Market," International Journal of Management Science and Business Administration, Inovatus Services Ltd., vol. 1(10), pages 7-19, September.
    5. Salnikov, V. & Mogilat, A. & Maslov, I., 2012. "Stress Testing for Russian Real Sector: First Approach," Journal of the New Economic Association, New Economic Association, vol. 16(4), pages 46-70.

  7. O. Solntsev & A. Pestova & M. Mamonov., 2010. "Stress-testing Russian Banking System: Will Banks Need Government Assistance Again?," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 4.

    Cited by:

    1. Mikhail Mamonov, 2013. "Bad management, skimping, or both? The relationship between cost efficiency and loan quality in Russian banks," HSE Working papers WP BRP 19/FE/2013, National Research University Higher School of Economics.
    2. Mamonov, Mikhail, 2012. "The impact of market power of Russian banks on their credit risk tolerance: A panel study," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 28(4), pages 85-112.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CIS: Confederation of Independent States (1) 2015-05-16. Author is listed
  2. NEP-FOR: Forecasting (1) 2015-05-16. Author is listed
  3. NEP-MAC: Macroeconomics (1) 2015-05-16. Author is listed

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