Details about Andrey Polbin

Access statistics for papers by Andrey Polbin.

Last updated 2024-06-07. Update your information in the RePEc Author Service.

Short-id: ppo489

Working Papers

2024

1. Wild inference for wild SVARs with application to heteroscedasticity-based IV
   Papers, arXiv.org
2. Прогнозирование основных российских макроэкономических показателей с помощью TVP-модели с байесовским сжатием параметров
   (Forecasting key Russian macroeconomic variables using a TVP model with Bayesian shrinkage)
   MPRA Paper, University Library of Munich, Germany

2023

3. Прогнозирование инфляции в России с помощью TVP-модели с байесовским сжатием параметров
   (Forecasting inflation in Russia using a TVP model with Bayesian shrinkage)
   MPRA Paper, University Library of Munich, Germany View citations (1)

2021

4. Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2021) View citations (5)
   See also Journal Article Can today’s and tomorrow’s world uniformly gain from carbon taxation?, European Economic Review, Elsevier (2024) (2024)
5. Estimating the wage elasticity of labor supply for married women in Russia
   Working Papers, Gaidar Institute for Economic Policy
6. Optimal simple monetary policy rules for a resource-rich economy and the Zero Lower Bound
   Bank of Russia Working Paper Series, Bank of Russia

2020

7. Estimating TVP-VAR models with time invariant long-run multipliers
   Papers, arXiv.org
8. Long-run relationship between real consumption and real income in the Russian Federation: An ARDL bounds testing approach
   MPRA Paper, University Library of Munich, Germany
9. Multivariate Unobserved Component Model for an Oil-exporting Economy: The Case of Russia
   MPRA Paper, University Library of Munich, Germany View citations (4)
   See also Journal Article Multivariate unobserved component model for an oil-exporting economy: the case of Russia, Applied Economics Letters, Taylor & Francis Journals (2021) View citations (1) (2021)
10. Pareto-Improving Carbon-Risk Taxation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    See also Journal Article Pareto-improving carbon-risk taxation, Economic Policy, CEPR, CESifo, Sciences Po (2021) View citations (8) (2021)
11. Модель зависимости обменного курса рубля от цен на нефть с марковскими переключениями режимов
    (Modeling the relationship between the Russian ruble exchange rate and oil prices: A Markov regime switching approach)
    MPRA Paper, University Library of Munich, Germany View citations (2)
12. Предпринимательство, накопление богатства и ограничения заимствования: обзор зарубежных исследований
    (Entrepreneurship, wealth accumulation and borrowing constraints: Foreign research experience)
    MPRA Paper, University Library of Munich, Germany View citations (2)

2019

13. A Bivariate Forecasting Model For Russian GDP Under Structural Changes In Monetary Policy and Long-Term Growth
    MPRA Paper, University Library of Munich, Germany View citations (5)
14. MAKING CARBON TAXATION A GENERATIONAL WIN WIN
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (14)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (17)
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2019) View citations (11)
    See also Journal Article MAKING CARBON TAXATION A GENERATIONAL WIN WIN, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2021) View citations (21) (2021)
15. Модель реального обменного курса рубля с марковскими переключениями режимов
    (Modeling real exchange rate of the Russian ruble using Markov regime-switching approach)
    MPRA Paper, University Library of Munich, Germany

2017

16. Scenario Analysis of the Impact of Reducing the Export Duty on Oil on the Russian Economy within the Framework of the General Equilibrium Model
    (Сценарный анализ влияния на российскую экономику снижения экспортной пошлины на нефть в рамках модели общего равновесия)
    Working Papers, Russian Presidential Academy of National Economy and Public Administration
17. К вопросу о долгосрочной взаимосвязи реального потребления домохозяйств с реальным доходом в РФ
    (A note on cointegration relationship between real consumption and real income in Russia)
    MPRA Paper, University Library of Munich, Germany
18. Моделирование реального курса рубля в условиях изменения режима денежно-кредитной политики
    (Modeling the real ruble exchange rate under monetary policy regime change)
    MPRA Paper, University Library of Munich, Germany
19. Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли
    (Spectral estimation of the business cycle component of the Russian GDP under high dependence on the terms of trade)
    MPRA Paper, University Library of Munich, Germany View citations (1)

2016

20. The Econometric Estimation of the Macroeconomic Effects of the Shock of Monetary Policy for the Russian Economy
    (Эконометрическая оценка макроэкономических эффектов шока денежно-кредитной политики для российской экономики)
    Working Papers, Russian Presidential Academy of National Economy and Public Administration
21. Will the Paris Accord Accelerate Climate Change?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    See also Journal Article Will the Paris accord accelerate climate change, Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration (2021) View citations (1) (2021)

2015

22. Bayesian Approach to the Extension of 'Input-Output' Tables
    (Байесовский подход к продлению таблиц «Затраты–Выпуск»)
    Published Papers, Russian Presidential Academy of National Economy and Public Administration View citations (1)

Journal Articles

2024

1. Can today’s and tomorrow’s world uniformly gain from carbon taxation?
   European Economic Review, 2024, 168, (C)
   See also Working Paper Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation?, NBER Working Papers (2021) View citations (5) (2021)
2. Developing and impulse response matching estimation of the DSGE model for the Russian economy
   Applied Econometrics, 2024, 73, 5-34 View citations (1)
   Also in Research Paper Series, 2023, (182P), 53 (2023)
3. Hedonic Price Indices for Moscow Short-Term Rental Housing
   Russian Journal of Money and Finance, 2024, 83, (1), 77-103
4. Simulation Analysis of an OLG Model with Heterogeneous Preferences and Learning Abilities
   HSE Economic Journal, 2024, 28, (1), 44–80

2023

5. Copula-Based Modelling of Relationship Between Dollar/Rouble Exchange Rate and Oil Prices
   Russian Journal of Money and Finance, 2023, 82, (3), 87-109
6. Developing an OLG Model with Heterogeneous Preferences and Learning Abilities for Higher Education Policy Analysis
   HSE Economic Journal, 2023, 27, (3), 449–469
7. Econometric modeling of the demand for short-term rental housing: The case of Airbnb in Moscow
   Journal of the New Economic Association, 2023, 59, (2), 64-84

2022

8. Determinants of short-term rental prices in the sharing economy: The case of Airbnb in Moscow
   Applied Econometrics, 2022, 65, 5-28 View citations (2)
9. Forecasting Output Growth of Russian Manufacturing Industries Using Panel Data Models
   (Об использовании моделей панельных данных для прогнозирования темпов роста отраслей российской обрабатывающей промышленности)
   Russian Economic Development, 2022, (2), 15-19
10. On decrease in oil price elasticity of GDP and investment in Russia
    Applied Econometrics, 2022, 66, 5-24
11. The Labor Supply Elasticity for Married Men in Russia
    HSE Economic Journal, 2022, 26, (2), 177–212 View citations (3)
12. Об использовании моделей панельных данных для прогнозирования темпов роста отраслей российской обрабатывающей промышленности
    Russian Economic Development (in Russian), 2022, (2), 15-19

2021

13. A simple macro-econometric simultaneous equation model for the Russian economy
    Post-Communist Economies, 2021, 33, (5), 587-613 View citations (1)
    Also in Research Paper Series, 2020, (180), 51 (2020) View citations (1)
    Research Paper Series, 2020, (180P), 51 (2020) View citations (1)
14. Bayesian TVP-VARX models with time invariant long-run multipliers
    Economic Modelling, 2021, 101, (C)
15. Employment in Russia in 2020: a Controversial Recovery
    (Занятость в России в 2020 г.: противоречивое восстановление)
    Russian Economic Development, 2021, (4), 74-76
16. Estimating intertemporal elasticity of substitution of labor supply for married women in Russia
    Applied Econometrics, 2021, 64, 23-48 View citations (2)
17. MAKING CARBON TAXATION A GENERATIONAL WIN WIN
    International Economic Review, 2021, 62, (1), 3-46 View citations (21)
    See also Working Paper MAKING CARBON TAXATION A GENERATIONAL WIN WIN, Boston University - Department of Economics - Working Papers Series (2019) View citations (14) (2019)
18. Multivariate unobserved component model for an oil-exporting economy: the case of Russia
    Applied Economics Letters, 2021, 28, (8), 681-685 View citations (1)
    See also Working Paper Multivariate Unobserved Component Model for an Oil-exporting Economy: The Case of Russia, MPRA Paper (2020) View citations (4) (2020)
19. Pareto-improving carbon-risk taxation
    (The environment and directed technical change)
    Economic Policy, 2021, 36, (107), 551-589 View citations (8)
    See also Working Paper Pareto-Improving Carbon-Risk Taxation, NBER Working Papers (2020) View citations (5) (2020)
20. Will the Paris accord accelerate climate change
    (Ускоряет ли Парижское соглашение изменение климата?)
    Ekonomicheskaya Politika / Economic Policy, 2021, 1, 8-37 View citations (1)
    See also Working Paper Will the Paris Accord Accelerate Climate Change?, NBER Working Papers (2016) View citations (9) (2016)
21. Занятость в России в 2020 г.: противоречивое восстановление
    Russian Economic Development (in Russian), 2021, (4), 74-76

2020

22. Capital mobility in commodity-exporting economies
    Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (5), 10 View citations (1)
23. Estimating Time-Varying Long-Run Growth Rate of Russian GDP in the ARX Model with Oil Prices
    (Оценка траектории темпов трендового роста ВВП России в ARX-модели с ценами на нефть)
    Ekonomicheskaya Politika / Economic Policy, 2020, 1, 40-63 View citations (6)
24. Estimation of the consumption function of Russian households using RLMS microdata
    Economics Bulletin, 2020, 40, (3), 2254-2261
25. Evaluation of permanent and transitory shocks role in consumption and income dynamics in the Russian Federation
    Applied Econometrics, 2020, 57, 6-29 View citations (1)
26. How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia
    Emerging Markets Finance and Trade, 2020, 56, (15), 3732-3745 View citations (10)
27. Modeling the dynamics of import in the Russian Federation using the error correction model
    Applied Econometrics, 2020, 59, 88-112 View citations (1)

2019

28. Forecasting Russia's Key Macroeconomic Indicators with the VAR-LASSO Model
    Russian Journal of Money and Finance, 2019, 78, (2), 67-93 View citations (3)
29. Modeling real exchange rate of the Russian ruble using Markov regime switching approach
    Applied Econometrics, 2019, 55, 32-50 View citations (10)
30. Studying the financial accelerator effect in a two-sector DSGE model for an exportoriented economy
    Journal of the New Economic Association, 2019, 44, (4), 12-49 View citations (6)
31. Trends of Macroeconomic Models
    Administrative Consulting, 2019, (2)

2018

32. Evidence for the Interest Rate Channel in the IS Curve for the Russian Economy
    (Тестирование наличия процентного канала в кривой IS для российской экономики)
    Ekonomicheskaya Politika / Economic Policy, 2018, 1, 70-91
33. How Commodity Prices Influence the Members of the Eurasian Economic Union
    Economy of region, 2018, 1, (2), 623 - 637 View citations (1)
34. Monitoring of Russia's Economic Outlook
    Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), 2018, (12), 18
35. Monitoring of Russia's Economic Outlook
    Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, 2018, (12), 18
36. Spectral Estimation of the Business Cycle Component if the Russian GDP under High Dependence on the Terms of Trade
    Economics of Contemporary Russia, 2018, (1)
37. The Impact of Fiscal Policy on Macroeconomic Indicators in DSGE-models
    Finansovyj žhurnal — Financial Journal, 2018, (3), 21-33 View citations (3)

2017

38. Econometric estimation of the impact of oil prices shock on the Russian economy in VECM model
    Voprosy Ekonomiki, 2017, (10) View citations (2)
39. Modeling the real ruble exchange rate under monetary policyregime change
    Voprosy Ekonomiki, 2017, (4) View citations (2)

2016

40. Estimation of Macroeconomic Effects from the Decline in Oil Export Duty
    (Оценка макроэкономических эффектов от снижения экспортной пошлины на нефть)
    Ekonomicheskaya Politika / Economic Policy, 2016, 6, 8-35 View citations (1)
41. On Intergenerational Distribution of the Burden of Greenhouse Gas Emissions
    Journal of the New Economic Association, 2016, 31, (3), 12-39 View citations (2)
42. Оценка макроэкономических эффектов от снижения экспортной пошлины на нефть
    Economic policy Экономическая политика, 2016, 11, (6), 8-35
43. Тестирование наличия изломов в тренде структурной компоненты ВВП российской Федерации
    Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, 2016, 20, (4), 588-623 View citations (18)

2015

44. A theoretical interpretation of the oil prices impact on economic growth in contemporary Russia
    Russian Journal of Economics, 2015, 1, (3), 257-272 View citations (27)
45. Decomposition of the Structural Shocks Contribution to the Russian Macroeconomic Indicators Dynamics on the Basis of the DSGE Model
    (Декомпозиция динамики макроэкономических показателей РФ на основе DSGE-модели)
    Ekonomicheskaya Politika / Economic Policy, 2015, 2, 20-42 View citations (5)
46. Оценка макроэкономических эффектов шока ДКП для российской экономики
    Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, 2015, 19, (2), 169-198 View citations (5)

2014

47. Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy
    Research Paper Series, 2014, (166P), 156 pages View citations (6)
48. Econometric estimation of a structural macroeconomic model for the Russian economy
    Applied Econometrics, 2014, 33, (1), 3-29 View citations (25)
49. The theoretical interpretation of the effect of oil prices on economic growth in modern Russia
    (Теоретическая интерпретация влияния нефтяных цен на экономический рост в современной России)
    Ekonomicheskaya Politika / Economic Policy, 2014, 5, 150-171 pages View citations (2)

2013

50. Построение динамической стохастической модели общего равновесия для экономики с высокой зависимостью от экспорта нефти
    Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, 2013, 17, (2), 323-359 View citations (15)