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Bank of Russia Working Paper Series

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2022: Labour market and inflation relationship indicator Downloads
Evgeny Postnikov and Dmitry Orlov
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: 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
2018: Forecasting inflation in Russia by Dynamic Model Averaging Downloads
Konstantin Styrin
2018: Transmission of foreign monetary shocks to a small open economy under structural instability: the case of Russia Downloads
Anna Kruglova, Konstantin Styrin and Yulia Ushakova
2018: Industry specifics of liquidity dependence in Russia and vulnerability to financial shocks Downloads
Alexey Ponomarenko, Svetlana Popova and Sergey Sabodash
2018: Impact of the fiscal manoeuvre on GDP growth: estimation of short-term effects using fiscal multipliers Downloads
Sergey Vlasov
2018: Forecasting the implications of foreign exchange reserve accumulation with an agent-based model Downloads
Ramis Khabibullin, Alexey Ponomarenko and Sergei Seleznev
2018: Regional heterogeneity of household lending based on the findings of the household finance survey: regional features and potential risks Downloads
Mariam Mamedli and Andrey Sinyakov
2018: The role of regional and sectoral factors in Russian inflation developments Downloads
Elena Deryugina, Natalia Karlova, Alexey Ponomarenko and Anna Tsvetkova
2018: When are credit gap estimates reliable? Downloads
Elena Deryugina, Alexey Ponomarenko and Anna Rozhkova
2018: Should Central Banks Prick Asset Price Bubbles? An Analysis Based on a Financial Accelerator Model with an Agent-Based Financial Market Downloads
Alexey Vasilenko
2018: Review of Methodological Specifics of Consumer Price Index Seasonal Adjustment in the Bank of Russia Downloads
Arina Sapova, Aleksey Porshakov, Andrey Andreev and Evgenia Shatilo
2018: The 2008–2017 Decade in the Russian Banking Sector: Trends and Factors Downloads
Alexey Simanovskiy, Alexander Morozov, Andrey Sinyakov, Alexey Porshakov, Maria Pomelnikova, Yulia Ushakova, Vladimir Markelov and Mikhail Bezdudniy
2018: Systemic Risk and Financial Fragility in the Chinese Economy: A Dynamic Factor Model Approach Downloads
Alexey Vasilenko
2018: Analysis of the debt burden in Russian economy sectors Downloads
Svetlana Popova, Natalia Karlova, Alexey Ponomarenko and Elena Deryugina
2018: Fiscal multipliers in Russia Downloads
Sergey Vlasov and Elena Deryugina
2017: DSGE Model of the Russian Economy with the Banking Sector Downloads
Dmitry Kreptsev and Sergei Seleznev
2017: Macro-financial linkages: the role of liquidity dependence Downloads
Alexey Ponomarenko, Anna Rozhkova and Sergei Seleznev
2017: Drivers of price inertia: survey evidence Downloads
Nataliya Karlova, Irina Bogacheva and Elena Puzanova
2017: Estimating the exchange rate pass through effect on prices at the micro level Downloads
Andrey Sinyakov, Dmitriy Chernyadyev and Arina Sapova
2017: The effects of Financial Shock on Russian short-term equilibrium interest rates Downloads
Yulia Ushakova and Dmitriy Chernyadyev
2017: Text Mining-based Economic Activity Estimates Downloads
Kseniya Yakovleva
2017: Consumer lending in Russia: prospects and risks based on household finance survey Downloads
Mariam Mamedli and Andrey Sinyakov
2017: Effect of Banking Sector Resolution on Competition and Stability Downloads
Anna Kruglova and Yulia Ushakova
2017: Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling Downloads
Alexey Ponomarenko and Andrey Sinyakov
2017: Proactive Supervisory Policy: Short-term Pain and Long-term Gain Downloads
Andrey Sinyakov and Alexey Ponomarenko
2017: Exchange rate and competitiveness of the economy Downloads
Alexander Morozov, Yulia Ushakova, Dmitriy Chernyadyev, Andrey Sinyakov and Alexey Vasilenko
2017: Real-time determination of credit cycle phases in emerging markets Downloads
Elena Deryugina and Alexey Ponomarenko
2016: Solving DSGE models with stochastic trends Downloads
Sergei Seleznev
2016: The equilibrium interest rate: a measurement for Russia Downloads
Dmitry Kreptsev, Alexey Porshakov, Sergey Seleznev and Andrey Sinyakov
2016: A note on money creation in emerg-ing market economies Downloads
Alexey Ponomarenko
2016: Money stock composition and inflation risks Downloads
Alexey Ponomarenko
2016: Measuring Domestically Generated Inflation Downloads
Alexey Ponomarenko
2016: Deposit dollarization and national currency depreciation in Russia and Kazakhstan Downloads
Alexey Ponomarenko and Anna Krupkina
2016: Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification Downloads
Yury Achkasov
2015: Deposit dollarization in emerging markets: modelling the hysteresis effect Downloads
Anna Krupkina and Alexey Ponomarenko
2015: Measuring Debt Burden Downloads
Sofya Donets and Alexey Ponomarenko
2015: Evaluating the underlying inflation measures for Russia Downloads
Elena Deryugina, Alexey Ponomarenko, Andrey Sinyakov and Constantine Sorokin
2015: Disentangling loan demand and supply shocks in Russia Downloads
Elena Deryugina, Olga Kovalenko, Irina Pantina and Alexey Ponomarenko
2015: Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model Downloads
Alexey Porshakov, Elena Deryugina, Alexey Ponomarenko and Andrey Sinyakov
2015: A large Bayesian vector autoregression model for Russia Downloads
Elena Deryugina and Alexey Ponomarenko
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