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Details about Alexey A. Ponomarenko

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Homepage:https://sites.google.com/site/aaponomarenko/
Workplace:Central Bank of the Russian Federation, (more information at EDIRC)

Access statistics for papers by Alexey A. Ponomarenko.

Last updated 2020-07-07. Update your information in the RePEc Author Service.

Short-id: ppo420


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Working Papers

2019

  1. A note on observational equivalence of micro assumptions on macro level
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2020)
  2. Disinflation and reliability of underlying inflation measures
    Bank of Russia Working Paper Series, Bank of Russia Downloads
  3. Do sterilized foreign exchange interventions create money?
    Bank of Russia Working Paper Series, Bank of Russia Downloads View citations (3)
    See also Journal Article in Journal of Asian Economics (2019)
  4. Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy
    Bank of Russia Working Paper Series, Bank of Russia Downloads View citations (1)
  5. Foreign exchange reserves and money supply
    Bank of Russia Working Paper Series, Bank of Russia Downloads

2018

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

2017

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

2016

  1. A note on money creation in emerg-ing market economies
    Bank of Russia Working Paper Series, Bank of Russia Downloads
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2016) Downloads

    See also Journal Article in Journal of Financial Economic Policy (2017)
  2. Deposit dollarization and national currency depreciation in Russia and Kazakhstan
    Bank of Russia Working Paper Series, Bank of Russia Downloads
  3. Measuring Domestically Generated Inflation
    Bank of Russia Working Paper Series, Bank of Russia Downloads
  4. Money stock composition and inflation risks
    Bank of Russia Working Paper Series, Bank of Russia Downloads

2015

  1. A large Bayesian vector autoregression model for Russia
    Bank of Russia Working Paper Series, Bank of Russia Downloads View citations (3)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2014) Downloads View citations (3)
  2. Deposit dollarization in emerging markets: modelling the hysteresis effect
    Bank of Russia Working Paper Series, Bank of Russia Downloads View citations (1)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2015) Downloads

    See also Journal Article in Journal of Economics and Finance (2017)
  3. Disentangling loan demand and supply shocks in Russia
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (3)
    Also in Bank of Russia Working Paper Series, Bank of Russia (2015) Downloads View citations (2)
  4. Evaluating the underlying inflation measures for Russia
    Bank of Russia Working Paper Series, Bank of Russia Downloads View citations (2)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2015) Downloads View citations (1)

    See also Journal Article in Macroeconomics and Finance in Emerging Market Economies (2018)
  5. Measuring Debt Burden
    Bank of Russia Working Paper Series, Bank of Russia Downloads View citations (3)
  6. Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model
    Bank of Russia Working Paper Series, Bank of Russia Downloads View citations (2)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2015) Downloads View citations (3)

    See also Journal Article in Journal of the New Economic Association (2016)

2014

  1. Estimating sustainable output growth in emerging market economies
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (1)
    See also Journal Article in Comparative Economic Studies (2015)

2013

  1. Money demand models for Russia: A sectoral approach
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (1)
  2. 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 (1)

2012

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

2011

  1. Financial dollarization in Russia: causes and consequences
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (2)
    See also Journal Article in Macroeconomics and Finance in Emerging Market Economies (2013)
  2. Identifying structural shocks behind loan supply fluctuations in Russia
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (3)

2010

  1. Russian fiscal policy during the financial crisis
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (6)
  2. Wealth effects and Russian money demand
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (5)

Journal Articles

2020

  1. A note on observational equivalence of micro assumptions on macro level
    Economics - The Open-Access, Open-Assessment E-Journal, 2020, 14, 1-15 Downloads
    See also Working Paper (2019)

2019

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

2018

  1. Evaluating underlying inflation measures for Russia
    Macroeconomics and Finance in Emerging Market Economies, 2018, 11, (2), 124-145 Downloads View citations (1)
    See also Working Paper (2015)
  2. 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 Downloads View citations (2)
  3. What do aggregate saving rates (not) show?
    Economics - The Open-Access, Open-Assessment E-Journal, 2018, 12, 1-20 Downloads
    See also Working Paper (2017)

2017

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

2016

  1. Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model
    Journal of the New Economic Association, 2016, 30, (2), 60-76 Downloads View citations (7)
    See also Working Paper (2015)

2015

  1. 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 Downloads View citations (3)
  2. Estimating Sustainable Output Growth in Emerging Market Economies
    Comparative Economic Studies, 2015, 57, (1), 168-182 Downloads
    See also Working Paper (2014)

2014

  1. 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 Downloads View citations (4)
    See also Working Paper (2012)

2013

  1. Early warning indicators of asset price boom/bust cycles in emerging markets
    Emerging Markets Review, 2013, 15, (C), 92-106 Downloads
    See also Working Paper (2012)
  2. Financial dollarization in Russia: causes and consequences
    Macroeconomics and Finance in Emerging Market Economies, 2013, 6, (2), 221-243 Downloads View citations (1)
    See also Working Paper (2011)
  3. Money-based Inflation Risk Indicator: A Regime Switching Model
    VOPROSY ECONOMIKI, 2013, 9

2010

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

2009

  1. Short-term Interest Rates and the State of Liquidity in the Russian Money Market under Conditions of the Global Financial Crisis
    VOPROSY ECONOMIKI, 2009, 8 View citations (1)

2008

  1. The Problem of Identifying and Modeling the Relationship between Monetary Factor and Inflation in the Russian Economy
    VOPROSY ECONOMIKI, 2008, 7

Chapters

2015

  1. 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 Downloads
 
Page updated 2020-07-09