Printed from https://ideas.repec.org/s/bkr/wpaper.html
Content
2024
- wps124 Reconstructing the publication history of Russia’s GDP and its components
by Dmitrii Gornostaev & Natalia Makhankova & Petr Milyutin & Alexey Ponomarenko & Sergey Seleznev - wps123 Bank Market Power and Monetary Policy Transmission: Evidence from Loan-Level Data
by Nadezhda Ivanova & Svetlana Popova & Konstantin Styrin - wps122 Energy transition scenarios in Russia: effects in macroeconomic general equilibrium model with rational expectations
by Mikhail Andreyev & Alyona Nelyubina
2023
- wps121 Default correlation impact on the loan portfolio credit risk measurement for the "green" finance as an example
by Henry Penikas - wps119 Decomposition of Corporate Credit Growth Using Granular Data
by Anna Burova & Danila Karpov & Denis Koshelev - wps117 Visible prices and their influence on inflation expectations of Russian households
by Vadim Grishchenko & Diana Gasanova & Egor Fomin & Grigory Korenyak - wps115 Amortized Neural Networks for Agent-Based Model Forecasting
by Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev - wps114 The Effect of US Monetary Policy on the Activities of Russian Banks in the Low Interest Rate Environment
by Nadezhda Ivanova & Ekaterina Petreneva & Konstantin Styrin & Yulia Ushakova - wps113 Inequality and monetary policy: THRANK model
by Pavel Vikharev & Anna Novak & Andrei Shulgin - wps112 Does CPI disaggregation improve inflation forecast accuracy?
by Viacheslav Kramkov - wps111 The Impact of Negative News on Public Perception of Inflation
by Alina Evstigneeva & Daniel Karpov - wps109 Transmission to a low-carbon economy and its implications for financial stability in Russia
by Anna Burova & Elena Deryugina & Nadezhda Ivanova & Maxim Morozov & Natalia Turdyeva - wps108 A Feasible Approach to Projecting Household Demand For The Digital Ruble in Russia
by Vadim Grishchenko & Alexey Ponomarenko & Sergey Seleznev
2022
- wps107 Effects of the fiscal rule and model assumptions on the response of inflation in the aftermath of a terms-of-trade shock
by Mikhail Andreyev - wps106 Russia's Dependence on Import of Intermediate Goods
by Danila Karpov - wps104 Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference
by Ramis Khabibullin & Sergei Seleznev - wps103 Debt Service: Evidence Based on Consolidated Statements of Russian Companies
by Anna Burova & Denis Koshelev & Natalia Makhankova - wps100 The Interrelationship of Credit and Climate Risks
by Henry Penikas - wps96 Labour market and inflation relationship indicator
by Evgeny Postnikov & Dmitry Orlov - wps95 Monetary Policy and the Yield Curve
by Vladislav Abramov - wps93 Foreign Currency Debt and Exchange Rate Pass-Through
by Anna Burova & Konstantin Egorov & Dmitry Mukhin - wps92 Model Risk for Acceptable, but Imperfect, Discrimination and Calibration in Basel PD and LGD Models
by Henry Penikas
2021
- wps86 Impact of migration flows on the economic activity and labor market of Russia as a whole and regionally
by Mariia Kudaeva & Ivan Redozubov - wps83 DEMUR, a regional semi-structural model of the Ural Macroregion
by Oleg Kryzhanovsky & Alexander Zykov - wps82 Measuring Market Liquidity and Liquidity Mismatches across Sectors
by Arthur Akhmetov & Anna Burova & Natalia Makhankova & Alexey Ponomarenko - wps81 Optimal simple monetary policy rules for a resource-rich economy and the Zero Lower Bound
by Mikhail Andreyev & Andrey Polbin - wps80 Preventive monetary and macroprudential policy response to anticipated shocks to financial stability
by Konstantin Styrin & Alexander Tishin - wps79 Banks’ interest rate setting and transitions between liquidity surplus and deficit
by Tatiana Grishina & Alexey Ponomarenko - wps78 Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry
by Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov - wps77 Measuring heterogeneity in banks' interest rate setting in Russia
by Anna Burova & Alexey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Yulia Ushakova - wps76 A Real-Time Historical Database of Macroeconomic Indicators for Russia
by Dmitry Gornostaev & Alexey Ponomarenko & Sergei Seleznev & Alexandra Sterkhova - wps74 How Do Investors Prefer Banks to Transit to Basel Internal Models: Mandatorily or Voluntarily?
by Henry Penikas & Anastasia Skarednova & Mikhail Surkov - wps70 Forecasting Russian Cpi With Data Vintages And Machine Learning Techniques
by Denis Shibitov & Mariam Mamedli
2020
- wps67 An empirical behavioral model of households’ deposit dollarization
by Ramis Khabibullin & Alexey Ponomarenko - wps66 Probability of Default (PD) Model to Estimate Ex Ante Credit Risk
by Anna Burova & Henry Penikas & Svetlana Popova - wps65 Seasonal adjustment of the Bank of Russia Payment System financial flows data
by Sergey Seleznev & Natalia Turdyeva & Ramis Khabibullin & Anna Tsvetkova - wps64 Adding a fiscal rule into a DSGE model: How much does it change the forecasts?
by Mikhail Andreyev & Mikhail Andreyev & Mikhail Andreyev - wps62 Macroprudential Policy Efficiency: Assessment for the Uncollateralized Consumer Loans in Russia
by Irina Kozlovtceva & Henry Penikas & Ekaterina Petreneva & Yulia Ushakova - wps61 Stochastic Gradient Variational Bayes and Normalizing Flows for Estimating Macroeconomic Models
by Ramis Khbaibullin & Sergei Seleznev - wps60 Spillover Effects of Russian Monetary Policy Shocks on the Eurasian Economic Union
by Vladislav Abramov - wps59 Sectoral Real Effective Exchange Rate and Industry Competitiveness in Russia
by Irina Bogacheva & Alexey Porshakov & Natalia Turdyeva - wps58 Incorporating financial development indicators into early warning systems
by Alexey Ponomarenko & Stas Tatarintsev - wps57 Commodity Cycles and Financial Instability in Emerging Economies
by Mikhail Andreev & M. Udara Peiris & Alexander Shirobokov & Dimitrios P. Tsomocos - wps56 IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights
by Henry Penikas - wps55 Measuring the Debt Service Ratio in Russia: micro-level data approach
by Anna Burova - note20 Shock-Dependent Exchange Rate Pass-Through in Russia
by Ivan Khotulev
2019
- wps53 The role of global relative price changes in international comovement of inflation
by Aleksei Kiselev & Aleksandra Zhivaykina - wps52 Optimal monetary and macroprudential policies for financial stability in a commodity-exporting economy
by Ivan Khotulev & Konstantin Styrin - wps51 Productivity convergence trends within Russian industries: firm-level evidence
by Evguenia Bessonova & Anna Tsvetkova - wps50 What measures of real economic activity slack are helpful for forecasting Russian inflation?
by Ramis Khabibullin - wps49 Firms' Efficiency, Exits and Government procurement contracts
by Evguenia Bessonova - wps48 Effects Of Terms Of Trade Shocks On The Russian Economy
by Natalia Turdyeva - wps47 Truncated priors for tempered hierarchical Dirichlet process vector autoregression
by Sergei Seleznev - wps46 Idiosyncratic shocks: estimation and the impact on aggregate fluctuations
by Svetlana Popova - wps44 Disinflation and reliability of underlying inflation measures
by Elena Deryugina & Alexey Ponomarenko - wps43 The finer points of model comparison in machine learning: forecasting based on russian banks’ data
by Denis Shibitov & Mariam Mamedli - wps42 Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy
by Irina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev - wps41 Deep Integration in the Eurasian Economic Union: What are the Benefits of Successful Implementation or Wider Liberalization?
by Alexander Knobel & Andrey Lipin & Andrey Malokostov & David G. Tarr & Natalia Turdyeva - wps40 Do sterilized foreign exchange interventions create money?
by Alexey Ponomarenko - note19 Foreign exchange reserves and money supply
by Alexey Ponomarenko
2018
- wps39 Forecasting inflation in Russia by Dynamic Model Averaging
by Konstantin Styrin - wps38 Transmission of foreign monetary shocks to a small open economy under structural instability: the case of Russia
by Anna Kruglova & Konstantin Styrin & Yulia Ushakova - wps37 Forecasting the implications of foreign exchange reserve accumulation with an agent-based model
by Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev - wps36 The role of regional and sectoral factors in Russian inflation developments
by Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova - wps35 Should Central Banks Prick Asset Price Bubbles? An Analysis Based on a Financial Accelerator Model with an Agent-Based Financial Market
by Alexey Vasilenko - wps34 When are credit gap estimates reliable?
by Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova - wps33 Review of Methodological Specifics of Consumer Price Index Seasonal Adjustment in the Bank of Russia
by Arina Sapova & Aleksey Porshakov & Andrey Andreev & Evgenia Shatilo - wps31 The 2008–2017 Decade in the Russian Banking Sector: Trends and Factors
by Alexey Simanovskiy & Alexander Morozov & Andrey Sinyakov & Alexey Porshakov & Maria Pomelnikova & Yulia Ushakova & Vladimir Markelov & Mikhail Bezdudniy - wps30 Systemic Risk and Financial Fragility in the Chinese Economy: A Dynamic Factor Model Approach
by Alexey Vasilenko - wps29 Analysis of the debt burden in Russian economy sectors
by Svetlana Popova & Natalia Karlova & Alexey Ponomarenko & Elena Deryugina - wps28 Fiscal multipliers in Russia
by Sergey Vlasov & Elena Deryugina - note18 Industry specifics of liquidity dependence in Russia and vulnerability to financial shocks
by Alexey Ponomarenko & Svetlana Popova & Sergey Sabodash - note17 Impact of the fiscal manoeuvre on GDP growth: estimation of short-term effects using fiscal multipliers
by Sergey Vlasov - note16 Regional heterogeneity of household lending based on the findings of the household finance survey: regional features and potential risks
by Mamedli Mariam & Andrey Sinyakov
2017
- wps37 Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling
by Alexey Ponomarenko & Andrey Sinyakov - wps27 DSGE Model of the Russian Economy with the Banking Sector
by Dmitry Kreptsev & Sergei Seleznev - wps25 Text Mining-based Economic Activity Estimates
by Ksenia Yakovleva - wps24 Macro-financial linkages: the role of liquidity dependence
by Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev - wps22 Effect of Banking Sector Resolution on Competition and Stability
by Anna Kruglova & Yulia Ushakova - wps17 Real-time determination of credit cycle phases in emerging markets
by Elena Deryugina & Alexey Ponomarenko - note12 Estimating the exchange rate pass through effect on prices at the micro level
by Andrey Sinyakov & Dmitry Chernyadyev & Arina Sapova - note11 The effects of Financial Shock on Russian short-term equilibrium interest rates
by Yulia Ushakova & Dmitry Chernyadyev - note10 Consumer lending in Russia: prospects and risks based on household finance survey
by Mamedli Mariam & Andrey Sinyakov - note9 Drivers of price inertia: survey evidence
by Nataliya Karlova & Irina Bogacheva & Elena Puzanova - note6 Proactive Supervisory Policy: Short-term Pain and Long-term Gain
by Andrey Sinyakov & Alexey Ponomarenko - note4 Exchange rate and competitiveness of the economy
by Alexander Morozov & Yulia Ushakova & Dmitry Chernyadyev & Andrey Sinyakov & Alexey Vasilenko
2016
- wps15 Solving DSGE models with stochastic trends
by Sergei Seleznev - wps13 The equilibrium interest rate: a measurement for Russia
by Dmitry Kreptsev & Alexey Porshakov & Sergey Seleznev & Andrey Sinyakov - wps10 A note on money creation in emerg-ing market economies
by Alexey Ponomarenko - wps8 Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification
by Yury Achkasov - note3 Money stock composition and inflation risks
by Alexey Ponomarenko - note2 Measuring Domestically Generated Inflation
by Alexey Ponomarenko - note1 Deposit dollarization and national currency depreciation in Russia and Kazakhstan
by Alexey Ponomarenko & Anna Krupkina
2015
- wps7 Deposit dollarization in emerging markets: modelling the hysteresis effect
by Anna Krupkina & Alexey Ponomarenko - wps5 Measuring Debt Burden
by Sofya Donets & Alexey Ponomarenko - wps4 Evaluating the underlying inflation measures for Russia
by Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov & Konstantin Sorokin - wps3 Disentangling loan demand and supply shocks in Russia
by Elena Deryugina & Olga Kovalenko & Irina Pantina & Alexey Ponomarenko - wps2 Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model
by Alexey Porshakov & Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov - wps1 A large Bayesian vector autoregression model for Russia
by Elena Deryugina & Alexey Ponomarenko