Details about Alexey A. Ponomarenko

Access statistics for papers by Alexey A. Ponomarenko.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: ppo420

Working Papers

2024

1. Network structure of the economy and the propagation of monetary shocks
   Bank of Russia Working Paper Series, Bank of Russia
2. Reconstructing the publication history of Russia’s GDP and its components
   Bank of Russia Working Paper Series, Bank of Russia

2023

3. A Feasible Approach to Projecting Household Demand For The Digital Ruble in Russia
   Bank of Russia Working Paper Series, Bank of Russia
4. Amortized Neural Networks for Agent-Based Model Forecasting
   Bank of Russia Working Paper Series, Bank of Russia
   Also in Papers, arXiv.org (2023)

2021

5. A Real-Time Historical Database of Macroeconomic Indicators for Russia
   Bank of Russia Working Paper Series, Bank of Russia View citations (1)
   See also Journal Article A Real-Time Historical Database of Macroeconomic Indicators for Russia, Russian Journal of Money and Finance, Bank of Russia (2022) View citations (4) (2022)
6. Banks’ interest rate setting and transitions between liquidity surplus and deficit
   Bank of Russia Working Paper Series, Bank of Russia
   See also Journal Article Banks’ interest rate setting and transitions between liquidity surplus and deficit, SN Business & Economics, Springer (2023) (2023)
7. Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry
   Bank of Russia Working Paper Series, Bank of Russia View citations (1)
8. Measuring Market Liquidity and Liquidity Mismatches across Sectors
   Bank of Russia Working Paper Series, Bank of Russia
   See also Chapter Measuring Market Liquidity and Liquidity Mismatches Across Sectors, Springer Books, Springer (2024) (2024)
9. Measuring heterogeneity in banks' interest rate setting in Russia
   Bank of Russia Working Paper Series, Bank of Russia
   See also Journal Article Measuring Heterogeneity in Banks’ Interest Rate Setting in Russia, Emerging Markets Finance and Trade, Taylor & Francis Journals (2022) (2022)

2020

10. An empirical behavioral model of households’ deposit dollarization
    Bank of Russia Working Paper Series, Bank of Russia View citations (1)
    See also Journal Article An empirical behavioral model of household’s deposit dollarization, Journal of Economic Interaction and Coordination, Springer (2022) (2022)
11. Incorporating financial development indicators into early warning systems
    Bank of Russia Working Paper Series, Bank of Russia View citations (1)
    See also Journal Article Incorporating financial development indicators into early warning systems, The Journal of Economic Asymmetries, Elsevier (2023) View citations (2) (2023)

2019

12. A note on observational equivalence of micro assumptions on macro level
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)
    See also Journal Article A note on observational equivalence of micro assumptions on macro level, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2020) (2020)
13. Disinflation and reliability of underlying inflation measures
    Bank of Russia Working Paper Series, Bank of Russia View citations (1)
    See also Journal Article Disinflation and Reliability of Underlying Inflation Measures, Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics (2020) (2020)
14. Do sterilized foreign exchange interventions create money?
    Bank of Russia Working Paper Series, Bank of Russia View citations (8)
    See also Journal Article Do sterilized foreign exchange interventions create money?, Journal of Asian Economics, Elsevier (2019) View citations (7) (2019)
15. Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy
    Bank of Russia Working Paper Series, Bank of Russia View citations (5)
16. Foreign exchange reserves and money supply
    Bank of Russia Working Paper Series, Bank of Russia

2018

17. Analysis of the debt burden in Russian economy sectors
    Bank of Russia Working Paper Series, Bank of Russia
    See also Journal Article Analysis of the debt burden in Russian economy sectors, Russian Journal of Economics, Elsevier (2017) (2017)
18. Forecasting the implications of foreign exchange reserve accumulation with an agent-based model
    Bank of Russia Working Paper Series, Bank of Russia View citations (1)
19. Industry specifics of liquidity dependence in Russia and vulnerability to financial shocks
    Bank of Russia Working Paper Series, Bank of Russia
20. Macro-financial linkages: the role of liquidity dependence
    BIS Working Papers, Bank for International Settlements
    Also in Bank of Russia Working Paper Series, Bank of Russia (2017) View citations (2)
21. The role of regional and sectoral factors in Russian inflation developments
    Bank of Russia Working Paper Series, Bank of Russia View citations (4)
    See also Journal Article The role of regional and sectoral factors in Russian inflation developments, Economic Change and Restructuring, Springer (2019) View citations (5) (2019)
22. When are credit gap estimates reliable?
    Bank of Russia Working Paper Series, Bank of Russia View citations (1)
    See also Journal Article When are credit gap estimates reliable?, Economic Analysis and Policy, Elsevier (2020) View citations (1) (2020)

2017

23. Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling
    Bank of Russia Working Paper Series, Bank of Russia
24. Proactive Supervisory Policy: Short-term Pain and Long-term Gain
    Bank of Russia Working Paper Series, Bank of Russia
25. Real-time determination of credit cycle phases in emerging markets
    Bank of Russia Working Paper Series, Bank of Russia View citations (1)
26. What do aggregate saving rates (not) show?
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)
    See also Journal Article What do aggregate saving rates (not) show?, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2018) View citations (1) (2018)

2016

27. A note on money creation in emerg-ing market economies
    Bank of Russia Working Paper Series, Bank of Russia
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2016)
    See also Journal Article A note on money creation in emerging market economies, Journal of Financial Economic Policy, Emerald Group Publishing Limited (2017) View citations (5) (2017)
28. Deposit dollarization and national currency depreciation in Russia and Kazakhstan
    Bank of Russia Working Paper Series, Bank of Russia
29. Measuring Domestically Generated Inflation
    Bank of Russia Working Paper Series, Bank of Russia
30. Money stock composition and inflation risks
    Bank of Russia Working Paper Series, Bank of Russia

2015

31. A large Bayesian vector autoregression model for Russia
    Bank of Russia Working Paper Series, Bank of Russia View citations (12)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2014)
32. Deposit dollarization in emerging markets: modelling the hysteresis effect
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
    Also in Bank of Russia Working Paper Series, Bank of Russia (2015) View citations (3)
    See also Journal Article Deposit dollarization in emerging markets: modelling the hysteresis effect, Journal of Economics and Finance, Springer (2017) View citations (4) (2017)
33. Disentangling loan demand and supply shocks in Russia
    Bank of Russia Working Paper Series, Bank of Russia View citations (3)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2015)
34. Evaluating the underlying inflation measures for Russia
    Bank of Russia Working Paper Series, Bank of Russia View citations (3)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2015)
    See also Journal Article Evaluating underlying inflation measures for Russia, Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals (2018) View citations (4) (2018)
35. Measuring Debt Burden
    Bank of Russia Working Paper Series, Bank of Russia View citations (4)
36. Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model
    Bank of Russia Working Paper Series, Bank of Russia View citations (10)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2015)
    See also Journal Article Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model, Journal of the New Economic Association, New Economic Association (2016) View citations (27) (2016)

2014

37. Estimating sustainable output growth in emerging market economies
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
    See also Journal Article Estimating Sustainable Output Growth in Emerging Market Economies, Comparative Economic Studies, Palgrave Macmillan (2015) View citations (3) (2015)

2013

38. Money demand models for Russia: A sectoral approach
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (1)
39. Money-based inflation risk indicator for Russia: a structural dynamic factor model approach
    Joint Research Papers, Centre for Central Banking Studies, Bank of England View citations (2)

2012

40. Early warning indicators of asset price boom/bust cycles in emerging markets
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
    See also Journal Article Early warning indicators of asset price boom/bust cycles in emerging markets, Emerging Markets Review, Elsevier (2013) View citations (2) (2013)
41. Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools
    Working Paper Series, European Central Bank View citations (3)
    See also Journal Article 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 (2014) View citations (6) (2014)

2011

42. Financial dollarization in Russia: causes and consequences
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
    See also Journal Article Financial dollarization in Russia: causes and consequences, Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals (2013) View citations (5) (2013)
43. Identifying structural shocks behind loan supply fluctuations in Russia
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (1)

2010

44. Russian fiscal policy during the financial crisis
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
45. Wealth effects and Russian money demand
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (3)

Journal Articles

2024

1. External Adjustment in Commodity Exporting Economies During Energy Price Downturns
   The International Trade Journal, 2024, 38, (6), 547-562
2. Network structure of the economy and the propagation of monetary shocks: The case of Russia
   Structural Change and Economic Dynamics, 2024, 71, (C), 315-319

2023

3. Banks’ interest rate setting and transitions between liquidity surplus and deficit
   SN Business & Economics, 2023, 3, (12), 1-18
   See also Working Paper Banks’ interest rate setting and transitions between liquidity surplus and deficit, Bank of Russia Working Paper Series (2021) (2021)
4. Incorporating financial development indicators into early warning systems
   The Journal of Economic Asymmetries, 2023, 27, (C) View citations (2)
   See also Working Paper Incorporating financial development indicators into early warning systems, Bank of Russia Working Paper Series (2020) View citations (1) (2020)
5. National Currencies in International Settlements: Main Mechanisms
   Russian Journal of Money and Finance, 2023, 82, (3), 35-47 View citations (1)

2022

6. A Real-Time Historical Database of Macroeconomic Indicators for Russia
   Russian Journal of Money and Finance, 2022, 81, (1), 88-103 View citations (4)
   See also Working Paper A Real-Time Historical Database of Macroeconomic Indicators for Russia, Bank of Russia Working Paper Series (2021) View citations (1) (2021)
7. An empirical behavioral model of household’s deposit dollarization
   Journal of Economic Interaction and Coordination, 2022, 17, (3), 827-847
   See also Working Paper An empirical behavioral model of households’ deposit dollarization, Bank of Russia Working Paper Series (2020) View citations (1) (2020)
8. Forecasting the implications of foreign exchange reserve accumulation with a microsimulation model
   Journal of Simulation, 2022, 16, (3), 298-311
9. Measuring Heterogeneity in Banks’ Interest Rate Setting in Russia
   Emerging Markets Finance and Trade, 2022, 58, (14), 4103-4119
   See also Working Paper Measuring heterogeneity in banks' interest rate setting in Russia, Bank of Russia Working Paper Series (2021) (2021)
10. The Credit Cycle and Measurement of the Natural Rate of Interest
    Journal of Central Banking Theory and Practice, 2022, 11, (1), 87-104

2021

11. Explaining the lead–lag pattern in the money–inflation relationship: a microsimulation approach
    Journal of Evolutionary Economics, 2021, 31, (4), 1113-1128
12. Money creation and banks’ interest rate setting
    Journal of Financial Economic Policy, 2021, 14, (2), 141-151

2020

13. A case for leaning against the wind in a commodity-exporting economy
    International Economics, 2020, 164, (C), 86-114
    Also in International Economics, 2020, (164), 86-114 (2020)
14. A note on observational equivalence of micro assumptions on macro level
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2020, 14, 1-15
    See also Working Paper A note on observational equivalence of micro assumptions on macro level, Economics Discussion Papers (2019) (2019)
15. Assessing the Consequences of the Pandemic for the Russian Economy Through an Input-Output Model
    Russian Journal of Money and Finance, 2020, 79, (4), 3-17 View citations (4)
16. Disinflation and Reliability of Underlying Inflation Measures
    Central European Journal of Economic Modelling and Econometrics, 2020, 12, (1), 91-111
    See also Working Paper Disinflation and reliability of underlying inflation measures, Bank of Russia Working Paper Series (2019) View citations (1) (2019)
17. When are credit gap estimates reliable?
    Economic Analysis and Policy, 2020, 67, (C), 221-238 View citations (1)
    See also Working Paper When are credit gap estimates reliable?, Bank of Russia Working Paper Series (2018) View citations (1) (2018)

2019

18. Determination of the Current Phase of the Credit Cycle in Emerging Markets
    Russian Journal of Money and Finance, 2019, 78, (2), 28-42 View citations (2)
19. Do sterilized foreign exchange interventions create money?
    Journal of Asian Economics, 2019, 62, (C), 1-16 View citations (7)
    See also Working Paper Do sterilized foreign exchange interventions create money?, Bank of Russia Working Paper Series (2019) View citations (8) (2019)
20. The role of regional and sectoral factors in Russian inflation developments
    Economic Change and Restructuring, 2019, 52, (4), 453-474 View citations (5)
    See also Working Paper The role of regional and sectoral factors in Russian inflation developments, Bank of Russia Working Paper Series (2018) View citations (4) (2018)

2018

21. Evaluating underlying inflation measures for Russia
    Macroeconomics and Finance in Emerging Market Economies, 2018, 11, (2), 124-145 View citations (4)
    See also Working Paper Evaluating the underlying inflation measures for Russia, Bank of Russia Working Paper Series (2015) View citations (3) (2015)
22. Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions from Agent-Based Modeling
    Russian Journal of Money and Finance, 2018, 77, (1), 26-50 View citations (2)
23. What do aggregate saving rates (not) show?
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2018, 12, 1-20 View citations (1)
    See also Working Paper What do aggregate saving rates (not) show?, Economics Discussion Papers (2017) (2017)

2017

24. A note on money creation in emerging market economies
    Journal of Financial Economic Policy, 2017, 9, (1), 70-85 View citations (5)
    See also Working Paper A note on money creation in emerg-ing market economies, Bank of Russia Working Paper Series (2016) (2016)
25. Analysis of the debt burden in Russian economy sectors
    Russian Journal of Economics, 2017, 3, (4), 379-410
    See also Working Paper Analysis of the debt burden in Russian economy sectors, Bank of Russia Working Paper Series (2018) (2018)
26. Deposit dollarization in emerging markets: modelling the hysteresis effect
    Journal of Economics and Finance, 2017, 41, (4), 794-805 View citations (4)
    See also Working Paper Deposit dollarization in emerging markets: modelling the hysteresis effect, BOFIT Discussion Papers (2015) (2015)
27. Money-based underlying inflation measure for Russia: a structural dynamic factor model approach
    Empirical Economics, 2017, 53, (2), 441-457

2016

28. Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model
    Journal of the New Economic Association, 2016, 30, (2), 60-76 View citations (27)
    See also Working Paper Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model, Bank of Russia Working Paper Series (2015) View citations (10) (2015)

2015

29. Accounting for Post-Crisis Macroeconomic Developments in Russia: A Large Bayesian Vector Autoregression Model Approach
    Emerging Markets Finance and Trade, 2015, 51, (6), 1261-1275 View citations (5)
30. Estimating Sustainable Output Growth in Emerging Market Economies
    Comparative Economic Studies, 2015, 57, (1), 168-182 View citations (3)
    See also Working Paper Estimating sustainable output growth in emerging market economies, BOFIT Discussion Papers (2014) (2014)

2014

31. Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools
    Journal of Banking and Financial Economics, 2014, 2, (2), 116-150 View citations (6)
    See also Working Paper Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools, Working Paper Series (2012) View citations (3) (2012)

2013

32. Early warning indicators of asset price boom/bust cycles in emerging markets
    Emerging Markets Review, 2013, 15, (C), 92-106 View citations (2)
    See also Working Paper Early warning indicators of asset price boom/bust cycles in emerging markets, BOFIT Discussion Papers (2012) (2012)
33. Financial dollarization in Russia: causes and consequences
    Macroeconomics and Finance in Emerging Market Economies, 2013, 6, (2), 221-243 View citations (5)
    See also Working Paper Financial dollarization in Russia: causes and consequences, BOFIT Discussion Papers (2011) (2011)
34. Money-based Inflation Risk Indicator:a regime Switching Model
    Voprosy Ekonomiki, 2013, (9)

2010

35. The Role of Budget Policy under the Financial and Economic Crisis
    Journal of the New Economic Association, 2010, (7), 111-133 View citations (1)

2009

36. Short-term Interest Rates and the State of Liquidity in the Russian Money Market under Conditions of the Global Financial Crisis
    Voprosy Ekonomiki, 2009, (8)

2008

37. The Problem of Identifying and Modeling the Relationship between Monetary Factor and Inflation in the Russian Economy
    Voprosy Ekonomiki, 2008, (7)

Chapters

2024

1. Measuring Market Liquidity and Liquidity Mismatches Across Sectors
   Springer
   See also Working Paper Measuring Market Liquidity and Liquidity Mismatches across Sectors, Bank of Russia (2021) (2021)

2015

2. Balance sheet structure indicators and the financial cycle
   A chapter in Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, 2015, vol. 39