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, Russiahttp://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)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Alexey Ponomarenko & Stas Tatarintsev, 2020. "Incorporating financial development indicators into early warning systems," Bank of Russia Working Paper Series wps58, Bank of Russia.
- Ramis Khabibullin & Alexey Ponomarenko, 2020. "An empirical behavioral model of households’ deposit dollarization," Bank of Russia Working Paper Series wps67, Bank of Russia.
- Alexey Ponomarenko, 2019.
"Do sterilized foreign exchange interventions create money?,"
Bank of Russia Working Paper Series
wps40, Bank of Russia.
- Ponomarenko, Alexey, 2019. "Do sterilized foreign exchange interventions create money?," Journal of Asian Economics, Elsevier, vol. 62(C), pages 1-16.
- Alexey Ponomarenko, 2019. "Foreign exchange reserves and money supply," Bank of Russia Working Paper Series note19, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2019.
"Disinflation and reliability of underlying inflation measures,"
Bank of Russia Working Paper Series
wps44, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2020. "Disinflation and Reliability of Underlying Inflation Measures," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 91-111, March.
- Irina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2019. "Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy," Bank of Russia Working Paper Series wps42, Bank of Russia.
- Ponomarenko, Alexey, 2019.
"A note on observational equivalence of micro assumptions on macro level,"
Economics Discussion Papers
2019-51, Kiel Institute for the World Economy (IfW).
- Ponomarenko, Alexey, 2020. "A note on observational equivalence of micro assumptions on macro level," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 14, pages 1-15.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018.
"When are credit gap estimates reliable?,"
Bank of Russia Working Paper Series
wps34, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020. "When are credit gap estimates reliable?," Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018. "Forecasting the implications of foreign exchange reserve accumulation with an agent-based model," Bank of Russia Working Paper Series wps37, Bank of Russia.
- Svetlana Popova & Natalia Karlova & Alexey Ponomarenko & Elena Deryugina, 2018.
"Analysis of the debt burden in Russian economy sectors,"
Bank of Russia Working Paper Series
wps29, Bank of Russia.
- Popova, Svetlana & Karlova, Nataliya & Ponomarenko, Alexey & Deryugina, Elena, 2017. "Analysis of the debt burden in Russian economy sectors," Russian Journal of Economics, Elsevier, vol. 3(4), pages 379-410.
- Alexey Ponomarenko & Svetlana Popova & Sergey Sabodash, 2018. "Industry specifics of liquidity dependence in Russia and vulnerability to financial shocks," Bank of Russia Working Paper Series note18, Bank of Russia.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2018.
"The role of regional and sectoral factors in Russian inflation developments,"
Bank of Russia Working Paper Series
wps36, Bank of Russia.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2019. "The role of regional and sectoral factors in Russian inflation developments," Economic Change and Restructuring, Springer, vol. 52(4), pages 453-474, November.
- Elena Deryugina & Alexey Ponomarenko, 2017. "Real-time determination of credit cycle phases in emerging markets," Bank of Russia Working Paper Series wps17, Bank of Russia.
- Andrey Sinyakov & Alexey Ponomarenko, 2017. "Proactive Supervisory Policy: Short-term Pain and Long-term Gain," Bank of Russia Working Paper Series note6, Bank of Russia.
- Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2017.
"Macro-financial linkages: the role of liquidity dependence,"
Bank of Russia Working Paper Series
wps24, Bank of Russia.
- Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2018. "Macro-financial linkages: the role of liquidity dependence," BIS Working Papers 716, Bank for International Settlements.
- Alexey Ponomarenko & Andrey Sinyakov, 2017. "Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling," Bank of Russia Working Paper Series wps37, Bank of Russia.
- Ponomarenko, Alexey A. & Ponomarenko, Alexey N., 2017.
"What do aggregate saving rates (not) show?,"
Economics Discussion Papers
2017-96, Kiel Institute for the World Economy (IfW).
- Ponomarenko, Alexey A. & Ponomarenko, Alexey N., 2018. "What do aggregate saving rates (not) show?," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 12, pages 1-20.
- Alexey Ponomarenko & Anna Krupkina, 2016. "Deposit dollarization and national currency depreciation in Russia and Kazakhstan," Bank of Russia Working Paper Series note1, Bank of Russia.
- Ponomarenko, Alexey, 2016.
"A note on money creation in emerging market economies,"
BOFIT Discussion Papers
4/2016, Bank of Finland, Institute for 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.
- Alexey Ponomarenko, 2016. "Measuring Domestically Generated Inflation," Bank of Russia Working Paper Series note2, Bank of Russia.
- Alexey Ponomarenko, 2016. "Money stock composition and inflation risks," Bank of Russia Working Paper Series note3, Bank of Russia.
- 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.
- Sofya Donets & Alexey Ponomarenko, 2015. "Measuring Debt Burden," Bank of Russia Working Paper Series wps5, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015.
"Evaluating underlying inflation measures for Russia,"
BOFIT Discussion Papers
24/2015, Bank of Finland, Institute for Economies in Transition.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018. "Evaluating underlying inflation measures for Russia," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015. "Evaluating the underlying inflation measures for Russia," Bank of Russia Working Paper Series wps4, Bank of Russia.
- Deryugina, Elena & 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Ponomarenko, Alexey & Vasilieva, Elena & Schobert, Franziska, 2012.
"Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools,"
Working Paper Series
1471, European Central Bank.
- Alexey Ponomarenko & Elena Vasilieva & Franziska Schobert, 2014. "Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 116-150, November.
- Ponomarenko, Alexey, 2012.
"Early warning indicators of asset price boom/bust cycles in emerging markets,"
BOFIT Discussion Papers
22/2012, Bank of Finland, Institute for Economies in Transition.
- Ponomarenko, Alexey, 2013. "Early warning indicators of asset price boom/bust cycles in emerging markets," Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
- Deryugina, Elena B. & Ponomarenko, Alexey A., 2011. "Identifying structural shocks behind loan supply fluctuations in Russia," BOFIT Discussion Papers 20/2011, Bank of Finland, Institute for Economies in Transition.
- 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.
- 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.
- Mehrotra, Aaron & Ponomarenko, Alexey, 2010. "Wealth effects and Russian money demand," BOFIT Discussion Papers 13/2010, Bank of Finland, Institute for Economies in Transition.
Articles
- Elena Deryugina & Alexey Ponomarenko, 2020.
"Disinflation and Reliability of Underlying Inflation Measures,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 91-111, March.
- Elena Deryugina & Alexey Ponomarenko, 2019. "Disinflation and reliability of underlying inflation measures," Bank of Russia Working Paper Series wps44, Bank of Russia.
- Aleksey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Natalia Turdyeva & Dmitry Chernyadyev, 2020. "Assessing the Consequences of the Pandemic for the Russian Economy Through an Input-Output Model," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 3-17, December.
- Kozlovtceva, Irina & Ponomarenko, Alexey & Sinyakov, Andrey & Tatarintsev, Stas, 2020. "A case for leaning against the wind in a commodity-exporting economy," International Economics, Elsevier, vol. 164(C), pages 86-114.
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
- Ponomarenko, Alexey, 2020.
"A note on observational equivalence of micro assumptions on macro level,"
Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 14, pages 1-15.
- Ponomarenko, Alexey, 2019. "A note on observational equivalence of micro assumptions on macro level," Economics Discussion Papers 2019-51, Kiel Institute for the World Economy (IfW).
- Elena Deryugina & Alexey Ponomarenko, 2019. "Determination of the Current Phase of the Credit Cycle in Emerging Markets," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 28-42, June.
- Ponomarenko, Alexey, 2019.
"Do sterilized foreign exchange interventions create money?,"
Journal of Asian Economics, Elsevier, vol. 62(C), pages 1-16.
- Alexey Ponomarenko, 2019. "Do sterilized foreign exchange interventions create money?," Bank of Russia Working Paper Series wps40, Bank of Russia.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2019.
"The role of regional and sectoral factors in Russian inflation developments,"
Economic Change and Restructuring, Springer, vol. 52(4), pages 453-474, November.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2018. "The role of regional and sectoral factors in Russian inflation developments," Bank of Russia Working Paper Series wps36, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018.
"Evaluating underlying inflation measures for Russia,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015. "Evaluating the underlying inflation measures for Russia," Bank of Russia Working Paper Series wps4, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015. "Evaluating underlying inflation measures for Russia," BOFIT Discussion Papers 24/2015, Bank of Finland, Institute for Economies in Transition.
- Ponomarenko, Alexey A. & Ponomarenko, Alexey N., 2018.
"What do aggregate saving rates (not) show?,"
Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 12, pages 1-20.
- Ponomarenko, Alexey A. & Ponomarenko, Alexey N., 2017. "What do aggregate saving rates (not) show?," Economics Discussion Papers 2017-96, Kiel Institute for the World Economy (IfW).
- Alexey Ponomarenko & Andrey Sinyakov, 2018. "Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions from Agent-Based Modeling," Russian Journal of Money and Finance, Bank of Russia, vol. 77(1), pages 26-50, March.
- Popova, Svetlana & Karlova, Nataliya & Ponomarenko, Alexey & Deryugina, Elena, 2017.
"Analysis of the debt burden in Russian economy sectors,"
Russian Journal of Economics, Elsevier, vol. 3(4), pages 379-410.
- Svetlana Popova & Natalia Karlova & Alexey Ponomarenko & Elena Deryugina, 2018. "Analysis of the debt burden in Russian economy sectors," Bank of Russia Working Paper Series wps29, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2017. "Money-based underlying inflation measure for Russia: a structural dynamic factor model approach," Empirical Economics, Springer, vol. 53(2), pages 441-457, September.
- Anna Krupkina & Alexey Ponomarenko, 2017.
"Deposit dollarization in emerging markets: modelling the hysteresis effect,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 794-805, October.
- Anna Krupkina & Alexey Ponomarenko, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," Bank of Russia Working Paper Series wps7, Bank of Russia.
- Krupkina, Anna & Ponomarenko, Alexey, 2015. "Deposit dollarization in emerging markets: modelling the hysteresis effect," BOFIT Discussion Papers 32/2015, Bank of Finland, Institute for 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.
- 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, 2016. "A note on money creation in emerg-ing market economies," Bank of Russia Working Paper Series wps10, Bank of Russia.
- Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016.
"Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model,"
Journal of the New Economic Association, New Economic Association, vol. 30(2), pages 60-76.
- Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2015. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Bank of Russia Working Paper Series wps2, Bank of Russia.
- Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015. "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers 19/2015, Bank of Finland, Institute for Economies in Transition.
- Elena Deryugina & Alexey Ponomarenko, 2015. "Accounting for Post-Crisis Macroeconomic Developments in Russia: A Large Bayesian Vector Autoregression Model Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(6), pages 1261-1275, November.
- Anna Krupkina & Elena Deryugina & Alexey Ponomarenko, 2015.
"Estimating Sustainable Output Growth in Emerging Market Economies,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 57(1), pages 168-182, March.
- Krupkina, Anna & Deryugina, Elena B. & Ponomarenko, Alexey, 2014. "Estimating sustainable output growth in emerging market economies," BOFIT Discussion Papers 11/2014, Bank of Finland, Institute for Economies in Transition.
- Alexey Ponomarenko & Elena Vasilieva & Franziska Schobert, 2014.
"Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools,"
Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 116-150, November.
- Ponomarenko, Alexey & Vasilieva, Elena & Schobert, Franziska, 2012. "Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools," Working Paper Series 1471, European Central Bank.
- Alexey Ponomarenko & Alexandra Solovyeva & Elena Vasilieva, 2013.
"Financial dollarization in Russia: causes and consequences,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 221-243, September.
- Ponomarenko, Alexey & Solovyeva, Alexandra & Vasilieva, Elena, 2011. "Financial dollarization in Russia : causes and consequences," BOFIT Discussion Papers 36/2011, Bank of Finland, Institute for Economies in Transition.
- Ponomarenko, Alexey, 2013.
"Early warning indicators of asset price boom/bust cycles in emerging markets,"
Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
- Ponomarenko, Alexey, 2012. "Early warning indicators of asset price boom/bust cycles in emerging markets," BOFIT Discussion Papers 22/2012, Bank of Finland, Institute for Economies in Transition.
- E. Deryugina & A. Ponomarenko., 2013. "Money-based Inflation Risk Indicator: A Regime Switching Model," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 9.
- Vlasov, S. & Ponomarenko, A., 2010. "The Role of Budget Policy under the Financial and Economic Crisis," Journal of the New Economic Association, New Economic Association, issue 7, pages 111-133.
- E. Vasilieva & A. Ponomarenko & A. Porshakov., 2009. "Short-term Interest Rates and the State of Liquidity in the Russian Money Market under Conditions of the Global Financial Crisis," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 8.
- A. Porshakov & A. Ponomarenko., 2008. "The Problem of Identifying and Modeling the Relationship between Monetary Factor and Inflation in the Russian Economy," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 7.
Chapters
- Anna Krupkina & Alexey Ponomarenko, 2015. "Balance sheet structure indicators and the financial cycle," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Alexey Ponomarenko, 2019.
"Do sterilized foreign exchange interventions create money?,"
Bank of Russia Working Paper Series
wps40, Bank of Russia.
- Ponomarenko, Alexey, 2019. "Do sterilized foreign exchange interventions create money?," Journal of Asian Economics, Elsevier, vol. 62(C), pages 1-16.
Cited by:
- Rogelio Mercado Jr., 2017.
"Are Capital Inflows Expansionary or Contractionary in the Philippines?,"
Working Papers
wp27, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Mercado, Rogelio, 2020. "Are capital inflows expansionary or contractionary in the Philippines?," Journal of Asian Economics, Elsevier, vol. 67(C).
- Rogelio Mercado Jr., 2016. "Are Capital Inflows Expansionary or Contractionary in the Philippines?," Trinity Economics Papers tep2116, Trinity College Dublin, Department of Economics.
- Alexey Ponomarenko, 2019. "Foreign exchange reserves and money supply," Bank of Russia Working Paper Series note19, Bank of Russia.
- Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018. "Forecasting the implications of foreign exchange reserve accumulation with an agent-based model," Bank of Russia Working Paper Series wps37, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2019.
"Disinflation and reliability of underlying inflation measures,"
Bank of Russia Working Paper Series
wps44, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2020. "Disinflation and Reliability of Underlying Inflation Measures," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 91-111, March.
Cited by:
- Elena Deryugina & Alexey Ponomarenko, 2019.
"Disinflation and reliability of underlying inflation measures,"
Bank of Russia Working Paper Series
wps44, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2020. "Disinflation and Reliability of Underlying Inflation Measures," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 91-111, March.
- Irina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2019.
"Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy,"
Bank of Russia Working Paper Series
wps42, Bank of Russia.
Cited by:
- Kozlovtceva, Irina & Ponomarenko, Alexey & Sinyakov, Andrey & Tatarintsev, Stas, 2020. "A case for leaning against the wind in a commodity-exporting economy," International Economics, Elsevier, vol. 164(C), pages 86-114.
- 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.
- Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018.
"Forecasting the implications of foreign exchange reserve accumulation with an agent-based model,"
Bank of Russia Working Paper Series
wps37, Bank of Russia.
Cited by:
- Alexey Ponomarenko, 2019. "Foreign exchange reserves and money supply," Bank of Russia Working Paper Series note19, Bank of Russia.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2018.
"The role of regional and sectoral factors in Russian inflation developments,"
Bank of Russia Working Paper Series
wps36, Bank of Russia.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2019. "The role of regional and sectoral factors in Russian inflation developments," Economic Change and Restructuring, Springer, vol. 52(4), pages 453-474, November.
Cited by:
- 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.
- Kiselev, Aleksei & Zhivaykina, Aleksandra, 2020. "The role of global relative price changes in international comovement of inflation," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
- Elena Deryugina & Alexey Ponomarenko, 2017.
"Real-time determination of credit cycle phases in emerging markets,"
Bank of Russia Working Paper Series
wps17, Bank of Russia.
Cited by:
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2017.
"Macro-financial linkages: the role of liquidity dependence,"
Bank of Russia Working Paper Series
wps24, Bank of Russia.
- Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2018. "Macro-financial linkages: the role of liquidity dependence," BIS Working Papers 716, Bank for International Settlements.
Cited by:
- 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.
- 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).
- Ponomarenko, Alexey A. & Ponomarenko, Alexey N., 2018. "What do aggregate saving rates (not) show?," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 12, pages 1-20.
Cited by:
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
- Ponomarenko, Alexey, 2016.
"A note on money creation in emerging market economies,"
BOFIT Discussion Papers
4/2016, Bank of Finland, Institute for 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:
- Alexey Ponomarenko, 2019.
"Do sterilized foreign exchange interventions create money?,"
Bank of Russia Working Paper Series
wps40, Bank of Russia.
- Ponomarenko, Alexey, 2019. "Do sterilized foreign exchange interventions create money?," Journal of Asian Economics, Elsevier, vol. 62(C), pages 1-16.
- Alexey Ponomarenko, 2019. "Foreign exchange reserves and money supply," Bank of Russia Working Paper Series note19, Bank of Russia.
- 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.
- 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:
- 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.
- Vsevolod Y. Cherkasov & Julia A. Maklakova, 2018. "Dollarization in Armenia: Structural Causes and Evolution of Monetary Policy," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 127006, Russia, issue 4, pages 62-75, August.
- Alexey Ponomarenko & Anna Krupkina, 2016. "Deposit dollarization and national currency depreciation in Russia and Kazakhstan," Bank of Russia Working Paper Series note1, Bank of Russia.
- Sofya Donets & Alexey Ponomarenko, 2015.
"Measuring Debt Burden,"
Bank of Russia Working Paper Series
wps5, Bank of Russia.
Cited by:
- Mamedli Mariam & Andrey Sinyakov, 2017. "Consumer lending in Russia: prospects and risks based on household finance survey," Bank of Russia Working Paper Series note10, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2019. "Determination of the Current Phase of the Credit Cycle in Emerging Markets," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 28-42, June.
- Mamedli Mariam & Andrey Sinyakov, 2018. "Regional heterogeneity of household lending based on the findings of the household finance survey: regional features and potential risks," Bank of Russia Working Paper Series note16, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015.
"Evaluating underlying inflation measures for Russia,"
BOFIT Discussion Papers
24/2015, Bank of Finland, Institute for Economies in Transition.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018. "Evaluating underlying inflation measures for Russia," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015. "Evaluating the underlying inflation measures for Russia," Bank of Russia Working Paper Series wps4, Bank of Russia.
Cited by:
- Elena Deryugina & Alexey Ponomarenko, 2019.
"Disinflation and reliability of underlying inflation measures,"
Bank of Russia Working Paper Series
wps44, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2020. "Disinflation and Reliability of Underlying Inflation Measures," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 91-111, March.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2019.
"The role of regional and sectoral factors in Russian inflation developments,"
Economic Change and Restructuring, Springer, vol. 52(4), pages 453-474, November.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2018. "The role of regional and sectoral factors in Russian inflation developments," Bank of Russia Working Paper Series wps36, Bank of Russia.
- Alexey Ponomarenko, 2016. "Measuring Domestically Generated Inflation," Bank of Russia Working Paper Series note2, 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.
- Elena Deryugina & Olga Kovalenko & Irina Pantina & Alexey Ponomarenko, 2015. "Disentangling loan demand and supply shocks in Russia," Bank of Russia Working Paper Series wps3, Bank of Russia.
Cited by:
- Gabriel Rodríguez & Carlos Guevara, 2018. "The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach," Documentos de Trabajo / Working Papers 2018-467, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Perevyshina, E. & Perevyshin, Y., 2015. "Evaluation of Credit Channel in Russia," Journal of the New Economic Association, New Economic Association, vol. 28(4), pages 96-110.
- Guevara, Carlos & Rodríguez, Gabriel, 2020. "The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- 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:
- Yury Achkasov, 2016. "Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification," Bank of Russia Working Paper Series wps8, Bank of Russia.
- Aizhan Bolatbayeva & Alisher Tolepbergen & Nurdaulet Abilov, 2020. "A macroeconometric model for Russia," Russian Journal of Economics, ARPHA Platform, vol. 6(2), pages 114-143, June.
- Fokin, Nikita & Polbin, Andrey, 2019. "A Bivariate Forecasting Model For Russian GDP Under Structural Changes In Monetary Policy and Long-Term Growth," MPRA Paper 95306, University Library of Munich, Germany, revised Apr 2019.
- Stankevich, Ivan, 2020. "Comparison of macroeconomic indicators nowcasting methods: Russian GDP case," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 113-127.
- Heiner Mikosch & Laura Solanko, 2019. "Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 19-35, March.
- Tóth, Peter, 2014.
"Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP],"
MPRA Paper
63713, University Library of Munich, Germany.
- Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
- Dahlhaus, Tatjana & Guénette, Justin-Damien & Vasishtha, Garima, 2017.
"Nowcasting BRIC+M in real time,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 915-935.
- Tatjana Dahlhaus & Justin-Damien Guénette & Garima Vasishtha, 2015. "Nowcasting BRIC+M in Real Time," Staff Working Papers 15-38, Bank of Canada.
- Aleksandra Riedl & Julia Wörz, 2018. "A simple approach to nowcasting GDP growth in CESEE economies," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/18, pages 56-74.
- Vladimir Boyko & Nadezhda Kislyak & Mikhail Nikitin & Oleg Oborin, 2020. "Methods for Estimating the Gross Regional Product Leading Indicator," Russian Journal of Money and Finance, Bank of Russia, vol. 79(3), pages 3-29, September.
- Caruso, Alberto, 2018. "Nowcasting with the help of foreign indicators: The case of Mexico," Economic Modelling, Elsevier, vol. 69(C), pages 160-168.
- Daniel Armeanu & Jean Vasile Andrei & Leonard Lache & Mirela Panait, 2017. "A multifactor approach to forecasting Romanian gross domestic product (GDP) in the short run," PLOS ONE, Public Library of Science, vol. 12(7), pages 1-23, July.
- Evžen Kočenda & Karen Poghosyan, 2020.
"Nowcasting Real GDP Growth: Comparison between Old and New EU Countries,"
Eastern European Economics, Taylor & Francis Journals, vol. 58(3), pages 197-220, May.
- Evzen Kocenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Working Papers IES 2020/5, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2020.
- Evzen Kocenda & Karen Poghosyan, 2018. "Nowcasting real GDP growth with business tendency surveys data: A cross country analysis," KIER Working Papers 1002, Kyoto University, Institute of Economic Research.
- Мекенбаева Камила // Mekenbayeva Kamila & Karel Musil, 2017. "Система прогнозирования в Национальном Банке Казахстана: наукаст на основа опросов // Forecasting system at the National Bank of Kazakhstan: survey-based nowcasting," Working Papers #2017-1, National Bank of Kazakhstan.
- Danilo Leiva-Leon & Gabriel Pérez-Quirós & Eyno Rots, 2020.
"Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis,"
MNB Working Papers
2020/4, Magyar Nemzeti Bank (Central Bank of Hungary).
- Perez-Quiros, Gabriel & Rots, Eyno & Leiva-Leon, Danilo, 2020. "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Paper Series 2381, European Central Bank.
- Leiva, Danilo & Pérez-Quirós, Gabriel & Rots, Eyno, 2020. "Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis," CEPR Discussion Papers 14484, C.E.P.R. Discussion Papers.
- Danilo Leiva-Leon & Gabriel Perez-Quiros & Eyno Rots, 2020. "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Papers 2015, Banco de España;Working Papers Homepage.
- Anton Grui & Roman Lysenko, 2017. "Nowcasting Ukraine's GDP Using a Factor-Augmented VAR (FAVAR) Model," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 242, pages 5-13.
- 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.
- 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:
- Lenarčič, Črt & Zorko, Robert & Herman, Uroš & Savšek, Simon, 2016. "A Primer on Slovene House Prices Forecast," MPRA Paper 103552, University Library of Munich, Germany.
- Nikita Fokin & Andrey Polbin, 2019. "Forecasting Russia's Key Macroeconomic Indicators with the VAR-LASSO Model," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 67-93, June.
- Fokin, Nikita & Polbin, Andrey, 2019. "A Bivariate Forecasting Model For Russian GDP Under Structural Changes In Monetary Policy and Long-Term Growth," MPRA Paper 95306, University Library of Munich, Germany, revised Apr 2019.
- E. A. Fedorova & D. D. Airapetyan & S. O. Musienko & D. O. Afanas’ev & F. Yu. Fedorov, 2018. "Influence of Import Substitution Policy on the Industrial Production Level in Russia: Sector-Specific Issues," Studies on Russian Economic Development, Springer, vol. 29(2), pages 167-173, March.
- 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.
- И Управления Мир Экономики, 2017. "Байесовский подход к анализу влияния монетарной политики на макроэкономические показатели России. Bayesian approach to the analysis of monetary policy impact on Russian macroeconomics indicators," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, vol. 17(4), pages 53-70.
- Sen Gupta, Abhijit & Iyer, Tara, 2019. "Quarterly Forecasting Model for India’s Economic Growth: Bayesian Vector Autoregression Approach," ADB Economics Working Paper Series 573, Asian Development Bank.
- 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:
- Grintzalis, Ioannis & Lodge, David & Manu, Ana-Simona, 2017. "The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps," Working Paper Series 2034, European Central Bank.
- Kátay Gábor & Kerdelhué Lisa & Lequien Matthieu, 2020.
"Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap,"
Working papers
791, Banque de France.
- Gabor Katay & Lisa Kerdelhué & Matthieu Lequien, 2020. "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," Working Papers 2020-11, Joint Research Centre, European Commission (Ispra site).
- Elena Deryugina & Alexey Ponomarenko, 2013.
"Money-based inflation risk indicator for Russia: a structural dynamic factor model approach,"
Joint Research Papers
3, Centre for Central Banking Studies, Bank of England.
Cited by:
- Korishchenko, Konstantin (Корищенко, Константин) & Pilnik, Nikolay (Пильник, Николай) & Ivanova, Maria (Иванова, Мария), 2018. "Identifying the Main Determinants of Consumer Price Growth in the Russian Economy Under the Inflation Targeting Policy [Выявление Основных Детерминант Роста Потребительских Цен В Российской Экономи," Working Papers 041834, Russian Presidential Academy of National Economy and Public Administration.
- 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:
- 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.
- Seitz, Franz & von Landesberger, Julian, 2010.
"Household money holdings in the euro area: An explorative investigation,"
Working Paper Series
1238, European Central Bank.
- Ponomarenko, Alexey & Vasilieva, Elena & Schobert, Franziska, 2012.
"Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools,"
Working Paper Series
1471, European Central Bank.
- Alexey Ponomarenko & Elena Vasilieva & Franziska Schobert, 2014. "Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 116-150, November.
Cited by:
- Deryugina, Elena & 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.
- Egorov D.A. (Егоров, Д.А.) & Perevyshina E.A. (Перевышина, Е.А.), 2016. "Modelling of Inflationary Processes in Russia [Моделирование Инфляционных Процессов В России]," Working Papers 2138, Russian Presidential Academy of National Economy and Public Administration.
- Alexey Ponomarenko, 2016. "Money stock composition and inflation risks," Bank of Russia Working Paper Series note3, Bank of Russia.
- Elena Deryugina & 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.
- Elena Deryugina & Alexey Ponomarenko, 2017. "Money-based underlying inflation measure for Russia: a structural dynamic factor model approach," Empirical Economics, Springer, vol. 53(2), pages 441-457, September.
- Ponomarenko, Alexey, 2012.
"Early warning indicators of asset price boom/bust cycles in emerging markets,"
BOFIT Discussion Papers
22/2012, Bank of Finland, Institute for Economies in Transition.
- Ponomarenko, Alexey, 2013. "Early warning indicators of asset price boom/bust cycles in emerging markets," Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
Cited by:
- Alexey Ponomarenko & Stas Tatarintsev, 2020. "Incorporating financial development indicators into early warning systems," Bank of Russia Working Paper Series wps58, Bank of Russia.
- Deryugina, Elena B. & Ponomarenko, Alexey A., 2011.
"Identifying structural shocks behind loan supply fluctuations in Russia,"
BOFIT Discussion Papers
20/2011, Bank of Finland, Institute for Economies in Transition.
Cited by:
- 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 North 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.
- 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.
- Borzykh, Olga, 2016. "Bank lending channel in Russia: A TVP-FAVAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 43, pages 96-117.
- 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 North Macedonia.
- 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:
- 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.
- 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.
- 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.
- Nilgun Caglarirmak Uslu & Sevcan Kapkara, 2019. "The Determinants of Credit Dolarization: Turkish Case," Economics Literature, WERI-World Economic Research Institute, vol. 1(2), pages 148-167, December.
- Ramis Khabibullin & Alexey Ponomarenko, 2020. "An empirical behavioral model of households’ deposit dollarization," Bank of Russia Working Paper Series wps67, Bank of Russia.
- 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:
- Vlasov, S. & Deryugina, E., 2018.
"Fiscal Multipliers in Russia,"
Journal of the New Economic Association, New Economic Association, vol. 38(2), pages 104-119.
- Sergey Vlasov & Elena Deryugina, 2018. "Fiscal multipliers in Russia," Bank of Russia Working Paper Series wps28, Bank of Russia.
- 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.
- 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 -.
- Vlasov, S. & Deryugina, E., 2018.
"Fiscal Multipliers in Russia,"
Journal of the New Economic Association, New Economic Association, vol. 38(2), pages 104-119.
- 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:
- 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.
- 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.
- 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.
- 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.
Articles
- Elena Deryugina & Alexey Ponomarenko, 2020.
"Disinflation and Reliability of Underlying Inflation Measures,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 91-111, March.
See citations under working paper version above.
- Elena Deryugina & Alexey Ponomarenko, 2019. "Disinflation and reliability of underlying inflation measures," Bank of Russia Working Paper Series wps44, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2019.
"Determination of the Current Phase of the Credit Cycle in Emerging Markets,"
Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 28-42, June.
Cited by:
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Ponomarenko, Alexey, 2019.
"Do sterilized foreign exchange interventions create money?,"
Journal of Asian Economics, Elsevier, vol. 62(C), pages 1-16.
See citations under working paper version above.
- Alexey Ponomarenko, 2019. "Do sterilized foreign exchange interventions create money?," Bank of Russia Working Paper Series wps40, Bank of Russia.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2019.
"The role of regional and sectoral factors in Russian inflation developments,"
Economic Change and Restructuring, Springer, vol. 52(4), pages 453-474, November.
See citations under working paper version above.
- Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2018. "The role of regional and sectoral factors in Russian inflation developments," Bank of Russia Working Paper Series wps36, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Constantine Sorokin, 2018.
"Evaluating underlying inflation measures for Russia,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(2), pages 124-145, May.
See citations under working paper version above.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin, 2015. "Evaluating the underlying inflation measures for Russia," Bank of Russia Working Paper Series wps4, Bank of Russia.
- Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey & Sorokin, Constantine, 2015. "Evaluating underlying inflation measures for Russia," BOFIT Discussion Papers 24/2015, Bank of Finland, Institute for Economies in Transition.
- Ponomarenko, Alexey A. & Ponomarenko, Alexey N., 2018.
"What do aggregate saving rates (not) show?,"
Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 12, pages 1-20.
See citations under working paper version above.
- 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).
- Alexey Ponomarenko & Andrey Sinyakov, 2018.
"Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions from Agent-Based Modeling,"
Russian Journal of Money and Finance, Bank of Russia, vol. 77(1), pages 26-50, March.
Cited by:
- Giovanni Dosi & Andrea Roventini, 2019.
"More is Different ... and Complex! The Case for Agent-Based Macroeconomics,"
LEM Papers Series
2019/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanni Dosi & Andrea Roventini, 2019. "More is different ... and complex! the case for agent-based macroeconomics," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 1-37, March.
- Yulia Ushakova & Anna Kruglova, 2018. "Competition in Russia's Banking Sector Prior to and After Supervision Policy Enhancement: Conclusions Based on Interest Rate Dispersion and Spread," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 22-50, June.
- Giovanni Dosi & Andrea Roventini, 2019.
"More is Different ... and Complex! The Case for Agent-Based Macroeconomics,"
LEM Papers Series
2019/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Anna Krupkina & Alexey Ponomarenko, 2017.
"Deposit dollarization in emerging markets: modelling the hysteresis effect,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 794-805, October.
See citations under working paper version above.
- 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.
- 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.
See citations under working paper version above.
- 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, 2016. "A note on money creation in emerg-ing market economies," Bank of Russia Working Paper Series wps10, Bank of Russia.
- Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016.
"Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model,"
Journal of the New Economic Association, New Economic Association, vol. 30(2), pages 60-76.
See citations under working paper version above.
- Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2015. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Bank of Russia Working Paper Series wps2, Bank of Russia.
- Porshakov, Alexey & Deryugina, Elena & Ponomarenko, Alexey & Sinyakov, Andrey, 2015. "Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model," BOFIT Discussion Papers 19/2015, Bank of Finland, Institute for Economies in Transition.
- Elena Deryugina & Alexey Ponomarenko, 2015.
"Accounting for Post-Crisis Macroeconomic Developments in Russia: A Large Bayesian Vector Autoregression Model Approach,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(6), pages 1261-1275, November.
Cited by:
- Mikhail Mamonov & Vera Pankova & Renat Akhmetov & Anna Pestova, 2020. "Financial Shocks and Credit Cycles," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 45-74, December.
- Pestova, Anna & Mamonov, Mikhail, 2019. "Should we care? : The economic effects of financial sanctions on the Russian economy," BOFIT Discussion Papers 13/2019, Bank of Finland, Institute for Economies in Transition.
- Alexey Ponomarenko, 2016. "Money stock composition and inflation risks," Bank of Russia Working Paper Series note3, Bank of Russia.
- Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018. "Forecasting the implications of foreign exchange reserve accumulation with an agent-based model," Bank of Russia Working Paper Series wps37, Bank of Russia.
- Anna Krupkina & Elena Deryugina & Alexey Ponomarenko, 2015.
"Estimating Sustainable Output Growth in Emerging Market Economies,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 57(1), pages 168-182, March.
See citations under working paper version above.
- Krupkina, Anna & Deryugina, Elena B. & Ponomarenko, Alexey, 2014. "Estimating sustainable output growth in emerging market economies," BOFIT Discussion Papers 11/2014, Bank of Finland, Institute for Economies in Transition.
- Alexey Ponomarenko & Elena Vasilieva & Franziska Schobert, 2014.
"Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools,"
Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 116-150, November.
See citations under working paper version above.
- Ponomarenko, Alexey & Vasilieva, Elena & Schobert, Franziska, 2012. "Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools," Working Paper Series 1471, European Central Bank.
- Alexey Ponomarenko & Alexandra Solovyeva & Elena Vasilieva, 2013.
"Financial dollarization in Russia: causes and consequences,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 221-243, September.
See citations under working paper version above.
- Ponomarenko, Alexey & Solovyeva, Alexandra & Vasilieva, Elena, 2011. "Financial dollarization in Russia : causes and consequences," BOFIT Discussion Papers 36/2011, Bank of Finland, Institute for Economies in Transition.
- Ponomarenko, Alexey, 2013.
"Early warning indicators of asset price boom/bust cycles in emerging markets,"
Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
See citations under working paper version above.
- Ponomarenko, Alexey, 2012. "Early warning indicators of asset price boom/bust cycles in emerging markets," BOFIT Discussion Papers 22/2012, Bank of Finland, Institute for Economies in Transition.
- Vlasov, S. & Ponomarenko, A., 2010.
"The Role of Budget Policy under the Financial and Economic Crisis,"
Journal of the New Economic Association, New Economic Association, issue 7, pages 111-133.
Cited by:
- Vlasov, S. & Deryugina, E., 2018.
"Fiscal Multipliers in Russia,"
Journal of the New Economic Association, New Economic Association, vol. 38(2), pages 104-119.
- Sergey Vlasov & Elena Deryugina, 2018. "Fiscal multipliers in Russia," Bank of Russia Working Paper Series wps28, Bank of Russia.
- Vlasov, S. & Deryugina, E., 2018.
"Fiscal Multipliers in Russia,"
Journal of the New Economic Association, New Economic Association, vol. 38(2), pages 104-119.
- 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:
- 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.
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This author is among the top 5% authors according to these criteria:- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 35 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (29) 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 2018-03-19 2018-03-19 2018-03-19 2018-05-28 2018-07-30 2018-08-27 2018-11-26 2019-06-10 2019-07-08 2019-09-23 2020-08-17 2021-01-25. Author is listed
- NEP-CIS: Confederation of Independent States (21) 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 2018-03-19 2018-03-19 2018-08-27 2018-11-26 2019-01-07 2019-06-10 2019-07-08 2019-09-23 2021-01-25. Author is listed
- NEP-MON: Monetary Economics (12) 2012-11-03 2013-08-05 2016-06-04 2016-06-14 2017-04-16 2017-04-16 2018-11-26 2019-06-10 2019-06-10 2019-07-08 2019-09-23 2021-01-25. Author is listed
- NEP-TRA: Transition Economics (12) 2010-08-28 2011-08-29 2012-11-03 2013-08-05 2013-12-29 2015-01-14 2015-03-22 2016-06-14 2018-03-19 2018-08-27 2019-01-07 2021-01-25. Author is listed
- NEP-CBA: Central Banking (7) 2010-08-28 2012-01-10 2012-11-03 2013-08-05 2019-06-10 2019-07-08 2019-09-23. Author is listed
- NEP-PAY: Payment Systems & Financial Technology (6) 2016-06-04 2016-06-14 2017-04-16 2017-04-16 2017-04-16 2019-06-10. Author is listed
- NEP-FOR: Forecasting (5) 2015-06-20 2016-06-09 2016-06-09 2017-04-16 2018-11-26. Author is listed
- NEP-CMP: Computational Economics (3) 2018-07-30 2018-11-26 2019-12-02
- NEP-FDG: Financial Development & Growth (3) 2012-01-10 2017-04-16 2020-08-17
- NEP-ORE: Operations Research (2) 2019-12-02 2021-01-25
- NEP-BAN: Banking (1) 2017-04-16
- NEP-DGE: Dynamic General Equilibrium (1) 2019-07-08
- NEP-HME: Heterodox Microeconomics (1) 2019-12-02
- NEP-OPM: Open Economy Macroeconomics (1) 2019-07-08
- NEP-URE: Urban & Real Estate Economics (1) 2018-08-27
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