Alexey A. Ponomarenko

Personal Details

First Name:	Alexey
Middle Name:	A.
Last Name:	Ponomarenko
Suffix:
RePEc Short-ID:	ppo420
	[This author has chosen not to make the email address public]
	https://sites.google.com/site/aaponomarenko/

Affiliation

Central Bank of the Russian Federation

Moscow, Russia
http://www.cbr.ru/

: (7 495) 771 91 00
(7 495) 621 64 65
12 Neglinnaya Street, Moscow, 107016
RePEc:edi:cbrgvru (more details at EDIRC)

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. Ponomarenko, Alexey, 2016. "A note on money creation in emerging market economies," BOFIT Discussion Papers 4/2016, Bank of Finland, Institute for Economies in Transition.
   • Alexey Ponomarenko, 2017. "A note on money creation in emerging market economies," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 9(1), pages 70-85, April.
   • Alexey Ponomarenko, 2016. "A note on money creation in emerg-ing market economies," Bank of Russia Working Paper Series wps10, Bank of Russia.

   Cited by:

   1. Alexey Ponomarenko, 2017. "A note on money creation in emerging market economies," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 9(1), pages 70-85, April.
      • Alexey Ponomarenko, 2016. "A note on money creation in emerg-ing market economies," Bank of Russia Working Paper Series wps10, Bank of Russia.
      • Ponomarenko, Alexey, 2016. "A note on money creation in emerging market economies," BOFIT Discussion Papers 4/2016, Bank of Finland, Institute for Economies in Transition.

2. Krupkina, Anna & Ponomarenko, Alexey, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," BOFIT Discussion Papers 32/2015, Bank of Finland, Institute for Economies in Transition.
   • Anna Krupkina & Alexey Ponomarenko, 2017. "Deposit dollarization in emerging markets: modelling the hysteresis effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 794-805, October.
   • Anna Krupkina & Alexey Ponomarenko, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," Bank of Russia Working Paper Series wps7, Bank of Russia.

   Cited by:

   1. Anna Krupkina & Alexey Ponomarenko, 2017. "Deposit dollarization in emerging markets: modelling the hysteresis effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 794-805, October.
      • Anna Krupkina & Alexey Ponomarenko, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," Bank of Russia Working Paper Series wps7, Bank of Russia.
      • Krupkina, Anna & Ponomarenko, Alexey, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," BOFIT Discussion Papers 32/2015, Bank of Finland, Institute for Economies in Transition.

3. Sofya Donets & Alexey Ponomarenko, 2015. "Measuring Debt Burden," Bank of Russia Working Paper Series wps5, Bank of Russia.

   Cited by:

   1. 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.

4. 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 Economies in Transition.
   • Elena Deryugina & Olga Kovalenko & Irina Pantina & Alexey Ponomarenko, 2015. "Disentangling loan demand and supply shocks in Russia," Bank of Russia Working Paper Series wps3, Bank of Russia.

   Cited by:

   1. Perevyshina, E. & Perevyshin, Y., 2015. "Evaluation of Credit Channel in Russia," Journal of the New Economic Association, New Economic Association, vol. 28(4), pages 96-110.

5. 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 Economies in Transition.
   • Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Journal of the New Economic Association, New Economic Association, vol. 30(2), pages 60-76.
   • Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2015. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Bank of Russia Working Paper Series wps2, Bank of Russia.

   Cited by:

   1. Yury Achkasov, 2016. "Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification," Bank of Russia Working Paper Series wps8, Bank of Russia.
   2. Tóth, Peter, 2014. "Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP
      [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP]," MPRA Paper 63713, University Library of Munich, Germany.
      • Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
   3. Dahlhaus, Tatjana & Guénette, Justin-Damien & Vasishtha, Garima, 2017. "Nowcasting BRIC+M in real time," International Journal of Forecasting, Elsevier, vol. 33(4), pages 915-935.
      • Tatjana Dahlhaus & Justin-Damien Guénette & Garima Vasishtha, 2015. "Nowcasting BRIC+M in Real Time," Staff Working Papers 15-38, Bank of Canada.
   4. Caruso, Alberto, 2018. "Nowcasting with the help of foreign indicators: The case of Mexico," Economic Modelling, Elsevier, vol. 69(C), pages 160-168.
   5. Anton Grui & Roman Lysenko, 2017. "Nowcasting Ukraine's GDP Using a Factor-Augmented VAR (FAVAR) Model," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, Monetary Policy and Economic Analysis Department, issue 242, pages 5-13, December.
   6. Mikosch, Heiner & Solanko, Laura, 2017. "Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators," BOFIT Discussion Papers 19/2017, Bank of Finland, Institute for Economies in Transition.

6. Deryugina, Elena & Ponomarenko, Alexey, 2014. "A large Bayesian vector autoregression model for Russia," BOFIT Discussion Papers 22/2014, Bank of Finland, Institute for Economies in Transition.
   • Elena Deryugina & Alexey Ponomarenko, 2015. "A large Bayesian vector autoregression model for Russia," Bank of Russia Working Paper Series wps1, Bank of Russia.

   Cited by:

   1. Hanck, Christoph & Prüser, Jan, 2016. "House prices and interest rates: Bayesian evidence from Germany," Ruhr Economic Papers 620, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.

7. 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 Economies in Transition.
   • Anna Krupkina & Elena Deryugina & Alexey Ponomarenko, 2015. "Estimating Sustainable Output Growth in Emerging Market Economies," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 57(1), pages 168-182, March.

   Cited by:

   1. Grintzalis, Ioannis & Lodge, David & Manu, Ana-Simona, 2017. "The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps," Working Paper Series 2034, European Central Bank.

8. Krupkina, Anna & Ponomarenko, Alexey, 2013. "Money demand models for Russia : A sectoral approach," BOFIT Discussion Papers 31/2013, Bank of Finland, Institute for Economies in Transition.

   Cited by:

   1. Seitz, Franz & von Landesberger, Julian, 2010. "Household money holdings in the euro area: An explorative investigation," Working Paper Series 1238, European Central Bank.
      • Franz Seitz & Julian von Landesberger, 2014. "Household Money Holdings in the Euro Area: An Explorative Investigation," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 83-115, November.

9. Ponomarenko, Alexey & Vasilieva, Elena & Schobert, Franziska, 2012. "Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools," Working Paper Series 1471, European Central Bank.
   • Alexey Ponomarenko & Elena Vasilieva & Franziska Schobert, 2014. "Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 116-150, November.

   Cited by:

   1. Deryugina, Elena & Ponomarenko, Alexey, 2014. "A large Bayesian vector autoregression model for Russia," BOFIT Discussion Papers 22/2014, Bank of Finland, Institute for Economies in Transition.
      • Elena Deryugina & Alexey Ponomarenko, 2015. "A large Bayesian vector autoregression model for Russia," Bank of Russia Working Paper Series wps1, Bank of Russia.
   2. Egorov D.A. & Perevyshina E.A., 2016. "Modelling of Inflationary Processes in Russia," Working Papers 2138, Russian Presidential Academy of National Economy and Public Administration.
   3. Elena Deryugina & Olga Kovalenko & Irina Pantina & Alexey Ponomarenko, 2015. "Disentangling loan demand and supply shocks in Russia," Bank of Russia Working Paper Series wps3, Bank of Russia.
      • Deryugina, Elena & Kovalenko, Olga & Pantina, Irina & Ponomarenko, Alexey, 2015. "Disentangling loan demand and supply shocks in Russia," BOFIT Discussion Papers 8/2015, Bank of Finland, Institute for Economies in Transition.
   4. 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.

10. 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 Economies in Transition.

    Cited by:

    1. Rilind Kabashi & Katerina Suleva, 2016. "Loan supply shocks in Macedonia: a Bayesian SVAR approach with sign restrictions," Working Papers 2016-02, National Bank of the Republic of Macedonia.
       • Rilind Kabashi & Katerina Suleva, 2016. "Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 18(1), pages 5-33, June.
    2. Борзых Ольга Алексеевна, 2016. "«Антиэффект» Ликвидности В Российской Банковской Системе," 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(3), pages 377-414.
    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 Economies in Transition.
    4. Borzykh, Olga, 2016. "Bank lending channel in Russia: A TVP-FAVAR approach," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 43, pages 96-117.

11. Ponomarenko, Alexey & Solovyeva, Alexandra & Vasilieva, Elena, 2011. "Financial dollarization in Russia : causes and consequences," BOFIT Discussion Papers 36/2011, Bank of Finland, Institute for Economies in Transition.
    • Alexey Ponomarenko & Alexandra Solovyeva & Elena Vasilieva, 2013. "Financial dollarization in Russia: causes and consequences," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 221-243, September.

    Cited by:

    1. Simone Auer & Emidio Cocozza & Andrea COlabella, 2016. "The financial systems in Russia and Turkey: recent developments and challenges," Questioni di Economia e Finanza (Occasional Papers) 358, Bank of Italy, Economic Research and International Relations Area.
    2. Yilmaz Akyüz, 2014. "Internationalization of Finance and Changing Vulnerabilities in Emerging and Developing Economies," UNCTAD Discussion Papers 217, United Nations Conference on Trade and Development.
    3. 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.

12. Ponomarenko, Alexey A. & Vlasov, Sergey A., 2010. "Russian fiscal policy during the financial crisis," BOFIT Discussion Papers 12/2010, Bank of Finland, Institute for Economies in Transition.

    Cited by:

    1. Jesús Crespo Cuaresma & Markus Eller & Aaron Mehrotra, 2011. "The Economic Transmission of Fiscal Policy Shocks from Western to Eastern Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 44-68.
       • Crespo Cuaresma, Jesús & Eller, Markus & Mehrotra, Aaron, 2011. "The economic transmission of fiscal policy shocks from Western to Eastern Europe," BOFIT Discussion Papers 12/2011, Bank of Finland, Institute for Economies in Transition.
    2. 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 -.
    3. Sergey Vlasov & Elena Deryugina, 2018. "Fiscal multipliers in Russia," Bank of Russia Working Paper Series wps28, Bank of Russia.
    4. Pritha Mitra & Tigran Poghosyan, 2015. "Fiscal Multipliers in Ukraine," IMF Working Papers 15/71, International Monetary Fund.

13. Mehrotra, Aaron & Ponomarenko, Alexey, 2010. "Wealth effects and Russian money demand," BOFIT Discussion Papers 13/2010, Bank of Finland, Institute for Economies in Transition.

    Cited by:

    1. Deryugina, Elena & Ponomarenko, Alexey, 2014. "A large Bayesian vector autoregression model for Russia," BOFIT Discussion Papers 22/2014, Bank of Finland, Institute for Economies in Transition.
       • Elena Deryugina & Alexey Ponomarenko, 2015. "A large Bayesian vector autoregression model for Russia," Bank of Russia Working Paper Series wps1, Bank of Russia.
    2. Mehrotra, Aaron & Ponomarenko, Alexey, 2010. "Wealth effects and Russian money demand," BOFIT Discussion Papers 13/2010, Bank of Finland, Institute for Economies in Transition.
    3. Kirill Sosunov, 2012. "Estimation of the Money Demand Function in Russia," HSE Working papers WP BRP 20/EC/2012, National Research University Higher School of Economics.
       • Sosunov, K., 2013. "Estimation of the Money Demand Function in Russia," Journal of the New Economic Association, New Economic Association, vol. 18(2), pages 89-99.
    4. 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.

Articles

1. Anna Krupkina & Alexey Ponomarenko, 2017. "Deposit dollarization in emerging markets: modelling the hysteresis effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 794-805, October.
   • Anna Krupkina & Alexey Ponomarenko, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," Bank of Russia Working Paper Series wps7, Bank of Russia.
   • Krupkina, Anna & Ponomarenko, Alexey, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," BOFIT Discussion Papers 32/2015, Bank of Finland, Institute for Economies in Transition.
   See citations under working paper version above.
2. Alexey Ponomarenko, 2017. "A note on money creation in emerging market economies," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 9(1), pages 70-85, April.
   • Alexey Ponomarenko, 2016. "A note on money creation in emerg-ing market economies," Bank of Russia Working Paper Series wps10, Bank of Russia.
   • Ponomarenko, Alexey, 2016. "A note on money creation in emerging market economies," BOFIT Discussion Papers 4/2016, Bank of Finland, Institute for Economies in Transition.
   See citations under working paper version above.
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.
   • Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2015. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Bank of Russia Working Paper Series wps2, Bank of Russia.
   • Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015. "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers 19/2015, Bank of Finland, Institute for Economies in Transition.
   See citations under working paper version above.
4. Anna Krupkina & Elena Deryugina & Alexey Ponomarenko, 2015. "Estimating Sustainable Output Growth in Emerging Market Economies," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 57(1), pages 168-182, March.
   • Krupkina, Anna & Deryugina, Elena B. & Ponomarenko, Alexey, 2014. "Estimating sustainable output growth in emerging market economies," BOFIT Discussion Papers 11/2014, Bank of Finland, Institute for Economies in Transition.
   See citations under working paper version above.
5. Alexey Ponomarenko & Elena Vasilieva & Franziska Schobert, 2014. "Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 116-150, November.
   • Ponomarenko, Alexey & Vasilieva, Elena & Schobert, Franziska, 2012. "Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools," Working Paper Series 1471, European Central Bank.
   See citations under working paper version above.
6. Alexey Ponomarenko & Alexandra Solovyeva & Elena Vasilieva, 2013. "Financial dollarization in Russia: causes and consequences," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 221-243, September.
   • Ponomarenko, Alexey & Solovyeva, Alexandra & Vasilieva, Elena, 2011. "Financial dollarization in Russia : causes and consequences," BOFIT Discussion Papers 36/2011, Bank of Finland, Institute for Economies in Transition.
   See citations under working paper version above.
7. 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 ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 8.

   Cited by:

   1. 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 Economies in Transition.
   2. Morgunov, V.I., 2016. "The Liquidity Management of the Banking Sector and the Short-Term Money Market Interest Rates," Working Papers 21311, Russian Presidential Academy of National Economy and Public Administration.

Chapters

Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-MAC: Macroeconomics (17) 2012-10-13 2012-11-03 2013-08-05 2015-01-14 2016-06-04 2016-06-04 2016-06-04 2016-06-09 2016-06-09 2016-06-14 2017-04-16 2017-04-16 2017-04-16 2017-04-16 2017-04-16 2017-12-11 2018-01-01. Author is listed
2. NEP-CIS: Confederation of Independent States (13) 2010-08-28 2012-01-10 2012-11-03 2013-08-05 2015-03-22 2016-06-04 2016-06-04 2016-06-09 2016-06-09 2016-06-14 2017-04-16 2017-04-16 2017-04-16. Author is listed
3. NEP-MON: Monetary Economics (7) 2012-11-03 2013-08-05 2015-12-01 2016-06-04 2016-06-14 2017-04-16 2017-04-16. Author is listed
4. NEP-TRA: Transition Economics (7) 2010-08-28 2011-08-29 2012-11-03 2013-08-05 2013-12-29 2015-06-20 2016-06-14. Author is listed
5. NEP-PAY: Payment Systems & Financial Technology (5) 2016-06-04 2016-06-14 2017-04-16 2017-04-16 2017-04-16. Author is listed
6. NEP-CBA: Central Banking (4) 2010-08-28 2012-01-10 2012-11-03 2013-08-05
7. NEP-FOR: Forecasting (4) 2015-06-20 2016-06-09 2016-06-09 2017-04-16
8. NEP-BAN: Banking (2) 2012-10-13 2017-04-16
9. NEP-FDG: Financial Development & Growth (2) 2012-01-10 2017-04-16

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