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2023: Amortized Neural Networks for Agent-Based Model Forecasting Downloads
Denis Koshelev, Alexey Ponomarenko and Sergei Seleznev
2023: The Impact of Negative News on Public Perception of Inflation Downloads
Alina Evstigneeva and Daniel Karpov
2023: A Feasible Approach to Projecting Household Demand For The Digital Ruble in Russia Downloads
Vadim Grishchenko, Alexey Ponomarenko and Sergei Seleznev
2022: Effects of the fiscal rule and model assumptions on the response of inflation in the aftermath of a terms-of-trade shock Downloads
Mikhail Andreyev
2022: Russia's Dependence on Import of Intermediate Goods Downloads
Danila Karpov
2022: Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference Downloads
Ramis Khabibullin and Sergei Seleznev
2022: Debt Service: Evidence Based on Consolidated Statements of Russian Companies Downloads
Anna Burova, Denis Koshelev and Natalia Makhankova
2022: Labour market and inflation relationship indicator Downloads
Evgeny Postnikov and Dmitry Orlov
2022: The Interrelationship of Credit and Climate Risks Downloads
Henry Penikas
2022: Monetary Policy and the Yield Curve Downloads
Vladislav Abramov
2022: Model Risk for Acceptable, but Imperfect, Discrimination and Calibration in Basel PD and LGD Models Downloads
Henry Penikas
2022: Foreign Currency Debt and Exchange Rate Pass-Through Downloads
Anna Burova, Konstantin Egorov and Dmitry Mukhin
2021: Impact of migration flows on the economic activity and labor market of Russia as a whole and regionally Downloads
Mariia Kudaeva and Ivan Redozubov
2021: DEMUR, a regional semi-structural model of the Ural Macroregion Downloads
Oleg Kryzhanovsky and Alexander Zykov
2021: Measuring Market Liquidity and Liquidity Mismatches across Sectors Downloads
Artur Akhmetov, Anna Burova, Natalia Makhankova and Alexey Ponomarenko
2021: Optimal simple monetary policy rules for a resource-rich economy and the Zero Lower Bound Downloads
Mikhail Andreyev and Andrey Polbin
2021: Banks’ interest rate setting and transitions between liquidity surplus and deficit Downloads
Tatiana Grishina and Alexey Ponomarenko
2021: Preventive monetary and macroprudential policy response to anticipated shocks to financial stability Downloads
Konstantin Styrin and Alexander Tishin
2021: Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry Downloads
Elena Deryugina, Alexey Ponomarenko and Andrey Sinyakov
2021: Measuring heterogeneity in banks' interest rate setting in Russia Downloads
Anna Burova, Alexey Ponomarenko, Svetlana Popova, Andrey Sinyakov and Yulia Ushakova
2021: A Real-Time Historical Database of Macroeconomic Indicators for Russia Downloads
Dmitrii Gornostaev, Alexey Ponomarenko, Sergei Seleznev and Aleksandra Sterkhova (Zhivaykina)
2021: How Do Investors Prefer Banks to Transit to Basel Internal Models: Mandatorily or Voluntarily? Downloads
Henry Penikas, Anastasia Skarednova and Mikhail Surkov
Denis Shibitov and Mariam Mamedli
2020: An empirical behavioral model of households’ deposit dollarization Downloads
Ramis Khabibullin and Alexey Ponomarenko
2020: Probability of Default (PD) Model to Estimate Ex Ante Credit Risk Downloads
Anna Burova, Henry Penikas and Svetlana Popova
2020: Seasonal adjustment of the Bank of Russia Payment System financial flows data Downloads
Sergei Seleznev, Natalia Turdyeva, Ramis Khabibullin and Anna Tsvetkova
2020: Adding a fiscal rule into a DSGE model: How much does it change the forecasts? Downloads
Mikhail Andreyev, Mikhail Andreyev and Mikhail Andreyev
2020: Macroprudential Policy Efficiency: Assessment for the Uncollateralized Consumer Loans in Russia Downloads
Irina Kozlovtceva, Henry Penikas, Ekaterina Petreneva and Yulia Ushakova
2020: Stochastic Gradient Variational Bayes and Normalizing Flows for Estimating Macroeconomic Models Downloads
Ramis Khbaibullin and Sergei Seleznev
2020: Spillover Effects of Russian Monetary Policy Shocks on the Eurasian Economic Union Downloads
Vladislav Abramov
2020: Sectoral Real Effective Exchange Rate and Industry Competitiveness in Russia Downloads
Irina Bogacheva, Alexey Porshakov and Natalia Turdyeva
2020: Incorporating financial development indicators into early warning systems Downloads
Alexey Ponomarenko and Stas Tatarintsev
2020: IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights Downloads
Henry Penikas
2020: Shock-Dependent Exchange Rate Pass-Through in Russia Downloads
Ivan Khotulev
2020: Measuring the Debt Service Ratio in Russia: micro-level data approach Downloads
Anna Burova
2020: Commodity Cycles and Financial Instability in Emerging Economies Downloads
Mikhail Andreev, M. Udara Peiris, Alexander Shirobokov and Dimitrios Tsomocos
2019: The role of global relative price changes in international comovement of inflation Downloads
Aleksei Kiselev and Aleksandra Sterkhova (Zhivaykina)
2019: Optimal monetary and macroprudential policies for financial stability in a commodity-exporting economy Downloads
Ivan Khotulev and Konstantin Styrin
2019: Productivity convergence trends within Russian industries: firm-level evidence Downloads
Evguenia Bessonova and Anna Tsvetkova
2019: What measures of real economic activity slack are helpful for forecasting Russian inflation? Downloads
Ramis Khabibullin
2019: Firms' Efficiency, Exits and Government procurement contracts Downloads
Evguenia Bessonova
Natalia Turdyeva
2019: Truncated priors for tempered hierarchical Dirichlet process vector autoregression Downloads
Sergei Seleznev
2019: Idiosyncratic shocks: estimation and the impact on aggregate fluctuations Downloads
Svetlana Popova
2019: Disinflation and reliability of underlying inflation measures Downloads
Elena Deryugina and Alexey Ponomarenko
2019: The finer points of model comparison in machine learning: forecasting based on russian banks’ data Downloads
Denis Shibitov and Mariam Mamedli
2019: Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy Downloads
Irina Kozlovtceva, Alexey Ponomarenko, Andrey Sinyakov and Stas Tatarintsev
2019: Deep Integration in the Eurasian Economic Union: What are the Benefits of Successful Implementation or Wider Liberalization? Downloads
Alexander Knobel, Andrey Lipin, Andrey Malokostov, David Tarr and Natalia Turdyeva
2019: Do sterilized foreign exchange interventions create money? Downloads
Alexey Ponomarenko
2019: Foreign exchange reserves and money supply Downloads
Alexey Ponomarenko
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