Bank of Russia Working Paper Series
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- 2024: Measurement of auxiliary indicators of aggregate interest rates on loans to non-financial organisations
- Anna Burova, Tatiana Grishina and Natalia Makhankova
- 2024: Network structure of the economy and the propagation of monetary shocks
- Elena Deryugina, Andrey Leonidov, Alexey Ponomarenko, Stanislav Radionov and Ekaterina Vasilyeva
- 2024: Reconstructing the publication history of Russia’s GDP and its components
- Dmitrii Gornostaev, Natalia Makhankova, Petr Milyutin, Alexey Ponomarenko and Sergey Seleznev
- 2024: Bank Market Power and Monetary Policy Transmission: Evidence from Loan-Level Data
- Nadezhda Ivanova, Svetlana Popova and Konstantin Styrin
- 2024: Energy transition scenarios in Russia: effects in macroeconomic general equilibrium model with rational expectations
- Mikhail Andreyev and Alyona Nelyubina
- 2023: Default correlation impact on the loan portfolio credit risk measurement for the "green" finance as an example
- Henry Penikas
- 2023: Probability of requesting unsecured loans:analysis of Russian household finances
- Tatiana Shelovanova and Andrey Sinyakov
- 2023: Decomposition of Corporate Credit Growth Using Granular Data
- Anna Burova, Danila Karpov and Denis Koshelev
- 2023: Visible prices and their influence on inflation expectations of Russian households
- Vadim Grishchenko, Diana Gasanova, Egor Fomin and Grigory Korenyak
- 2023: The Effect of US Monetary Policy on the Activities of Russian Banks in the Low Interest Rate Environment
- Nadezhda Ivanova, Ekaterina Petreneva, Konstantin Styrin and Yulia Ushakova
- 2023: Amortized Neural Networks for Agent-Based Model Forecasting
- Denis Koshelev, Alexey Ponomarenko and Sergei Seleznev
- 2023: Inequality and monetary policy: THRANK model
- Pavel Vikharev, Anna Novak and Andrei Shulgin
- 2023: Does CPI disaggregation improve inflation forecast accuracy?
- Viacheslav Kramkov
- 2023: The Impact of Negative News on Public Perception of Inflation
- Alina Evstigneeva and Daniel Karpov
- 2023: Transmission to a low-carbon economy and its implications for financial stability in Russia
- Anna Burova, Elena Deryugina, Nadezhda Ivanova, Maxim Morozov and Natalia Turdyeva
- 2023: A Feasible Approach to Projecting Household Demand For The Digital Ruble in Russia
- Vadim Grishchenko, Alexey Ponomarenko and Sergei Seleznev
- 2022: Corporate credit in Russia during COVID-19 pandemic: the role of credit lines
- Anna Burova, Irina Kozlovtceva and Andrey Sinyakov
- 2022: Effects of the fiscal rule and model assumptions on the response of inflation in the aftermath of a terms-of-trade shock
- Mikhail Andreyev
- 2022: Russia's Dependence on Import of Intermediate Goods
- Danila Karpov
- 2022: Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference
- Ramis Khabibullin and Sergei Seleznev
- 2022: Debt Service: Evidence Based on Consolidated Statements of Russian Companies
- Anna Burova, Denis Koshelev and Natalia Makhankova
- 2022: Labour market and inflation relationship indicator
- Evgeny Postnikov and Dmitry Orlov
- 2022: The Interrelationship of Credit and Climate Risks
- Henry Penikas
- 2022: Monetary Policy and the Yield Curve
- Vladislav Abramov
- 2022: Model Risk for Acceptable, but Imperfect, Discrimination and Calibration in Basel PD and LGD Models
- Henry Penikas
- 2022: Foreign Currency Debt and Exchange Rate Pass-Through
- 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
- Mariia Kudaeva and Ivan Redozubov
- 2021: DEMUR, a regional semi-structural model of the Ural Macroregion
- Oleg Kryzhanovsky and Alexander Zykov
- 2021: Measuring Market Liquidity and Liquidity Mismatches across Sectors
- 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
- Mikhail Andreyev and Andrey Polbin
- 2021: Banks’ interest rate setting and transitions between liquidity surplus and deficit
- Tatiana Grishina and Alexey Ponomarenko
- 2021: Preventive monetary and macroprudential policy response to anticipated shocks to financial stability
- Konstantin Styrin and Alexander Tishin
- 2021: Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry
- Elena Deryugina, Alexey Ponomarenko and Andrey Sinyakov
- 2021: Measuring heterogeneity in banks' interest rate setting in Russia
- Anna Burova, Alexey Ponomarenko, Svetlana Popova, Andrey Sinyakov and Yulia Ushakova
- 2021: A Real-Time Historical Database of Macroeconomic Indicators for Russia
- 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?
- Henry Penikas, Anastasia Skarednova and Mikhail Surkov
- 2021: FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES
- Denis Shibitov and Mariam Mamedli
- 2020: An empirical behavioral model of households’ deposit dollarization
- Ramis Khabibullin and Alexey Ponomarenko
- 2020: Probability of Default (PD) Model to Estimate Ex Ante Credit Risk
- Anna Burova, Henry Penikas and Svetlana Popova
- 2020: Seasonal adjustment of the Bank of Russia Payment System financial flows data
- 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?
- Mikhail Andreyev, Mikhail Andreyev and Mikhail Andreyev
- 2020: Macroprudential Policy Efficiency: Assessment for the Uncollateralized Consumer Loans in Russia
- Irina Kozlovtceva, Henry Penikas, Ekaterina Petreneva and Yulia Ushakova
- 2020: Stochastic Gradient Variational Bayes and Normalizing Flows for Estimating Macroeconomic Models
- Ramis Khbaibullin and Sergei Seleznev
- 2020: Spillover Effects of Russian Monetary Policy Shocks on the Eurasian Economic Union
- Vladislav Abramov
- 2020: Sectoral Real Effective Exchange Rate and Industry Competitiveness in Russia
- Irina Bogacheva, Alexey Porshakov and Natalia Turdyeva
- 2020: Incorporating financial development indicators into early warning systems
- Alexey Ponomarenko and Stas Tatarintsev
- 2020: IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights
- Henry Penikas
- 2020: Shock-Dependent Exchange Rate Pass-Through in Russia
- Ivan Khotulev
- 2020: Measuring the Debt Service Ratio in Russia: micro-level data approach
- Anna Burova
- 2020: Commodity Cycles and Financial Instability in Emerging Economies
- Mikhail Andreev, Udara Peiris, Alexander Shirobokov and Dimitrios Tsomocos
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Papers sorted by date 2024 2019
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