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Bank of Russia Working Paper Series

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wps67: An empirical behavioral model of households’ deposit dollarization Downloads
Ramis Khabibullin and Alexey Ponomarenko
wps66: Probability of Default (PD) Model to Estimate Ex Ante Credit Risk Downloads
Anna Burova, Henry Penikas and Svetlana Popova
wps65: Seasonal adjustment of the Bank of Russia Payment System financial flows data Downloads
Sergey Seleznev, Natalia Turdyeva, Ramis Khabibullin and Anna Tsvetkova
wps64: Adding a fiscal rule into a DSGE model: How much does it change the forecasts? Downloads
Mikhail Andreyev
wps60: Spillover Effects of Russian Monetary Policy Shocks on the Eurasian Economic Union Downloads
Vladislav Abramov
wps59: Sectoral Real Effective Exchange Rate and Industry Competitiveness in Russia Downloads
Irina Bogacheva, Alexey Porshakov and Natalia Turdyeva
wps58: Incorporating financial development indicators into early warning systems Downloads
Alexey Ponomarenko and Stas Tatarintsev
wps57: Commodity Cycles and Financial Instability in Emerging Economies Downloads
Mikhail Andreev, M. Udara Peiris, Alexander Shirobokov and Dimitrios Tsomocos
wps56: IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights Downloads
Henry Penikas
wps55: Measuring the Debt Service Ratio in Russia: micro-level data approach Downloads
Anna Burova
wps53: The role of global relative price changes in international comovement of inflation Downloads
Aleksei Kiselev and Aleksandra Zhivaykina
wps52: Optimal monetary and macroprudential policies for financial stability in a commodity-exporting economy Downloads
Ivan Khotulev and Konstantin Styrin
wps51: Productivity convergence trends within Russian industries: firm-level evidence Downloads
Evguenia Bessonova and Anna Tsvetkova
wps50: What measures of real economic activity slack are helpful for forecasting Russian inflation? Downloads
Ramis Khabibullin
wps49: Firms' Efficiency, Exits and Government procurement contracts Downloads
Evguenia Bessonova
Natalia Turdyeva
wps47: Truncated priors for tempered hierarchical Dirichlet process vector autoregression Downloads
Sergei Seleznev
wps46: Idiosyncratic shocks: estimation and the impact on aggregate fluctuations Downloads
Svetlana Popova
wps44: Disinflation and reliability of underlying inflation measures Downloads
Elena Deryugina and Alexey Ponomarenko
wps43: The finer points of model comparison in machine learning: forecasting based on russian banks’ data Downloads
Denis Shibitov and Mariam Mamedli
wps42: Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy Downloads
Irina Kozlovtceva, Alexey Ponomarenko, Andrey Sinyakov and Stas Tatarintsev
wps41: 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
wps40: Do sterilized foreign exchange interventions create money? Downloads
Alexey Ponomarenko
wps39: Forecasting inflation in Russia by Dynamic Model Averaging Downloads
Konstantin Styrin
wps38: 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
wps37: Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling Downloads
Alexey Ponomarenko and Andrey Sinyakov
wps37: Forecasting the implications of foreign exchange reserve accumulation with an agent-based model Downloads
Ramis Khabibullin, Alexey Ponomarenko and Sergei Seleznev
wps36: The role of regional and sectoral factors in Russian inflation developments Downloads
Elena Deryugina, Natalia Karlova, Alexey Ponomarenko and Anna Tsvetkova
wps35: Should Central Banks Prick Asset Price Bubbles? An Analysis Based on a Financial Accelerator Model with an Agent-Based Financial Market Downloads
Alexey Vasilenko
wps34: When are credit gap estimates reliable? Downloads
Elena Deryugina, Alexey Ponomarenko and Anna Rozhkova
wps33: 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
wps31: 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
wps30: Systemic Risk and Financial Fragility in the Chinese Economy: A Dynamic Factor Model Approach Downloads
Alexey Vasilenko
wps29: Analysis of the debt burden in Russian economy sectors Downloads
Svetlana Popova, Natalia Karlova, Alexey Ponomarenko and Elena Deryugina
wps28: Fiscal multipliers in Russia Downloads
Sergey Vlasov and Elena Deryugina
wps27: DSGE Model of the Russian Economy with the Banking Sector Downloads
Dmitry Kreptsev and Sergei Seleznev
wps25: Text Mining-based Economic Activity Estimates Downloads
Kseniya Yakovleva
wps24: Macro-financial linkages: the role of liquidity dependence Downloads
Alexey Ponomarenko, Anna Rozhkova and Sergei Seleznev
wps22: Effect of Banking Sector Resolution on Competition and Stability Downloads
Anna Kruglova and Yulia Ushakova
note20: Shock-Dependent Exchange Rate Pass-Through in Russia Downloads
Ivan Khotulev
note19: Foreign exchange reserves and money supply Downloads
Alexey Ponomarenko
note18: Industry specifics of liquidity dependence in Russia and vulnerability to financial shocks Downloads
Alexey Ponomarenko, Svetlana Popova and Sergey Sabodash
wps17: Real-time determination of credit cycle phases in emerging markets Downloads
Elena Deryugina and Alexey Ponomarenko
note17: Impact of the fiscal manoeuvre on GDP growth: estimation of short-term effects using fiscal multipliers Downloads
Sergey Vlasov
note16: 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
wps15: Solving DSGE models with stochastic trends Downloads
Sergei Seleznev
wps13: The equilibrium interest rate: a measurement for Russia Downloads
Dmitry Kreptsev, Alexey Porshakov, Sergey Seleznev and Andrey Sinyakov
note12: Estimating the exchange rate pass through effect on prices at the micro level Downloads
Andrey Sinyakov, Dmitriy Chernyadyev and Arina Sapova
note11: The effects of Financial Shock on Russian short-term equilibrium interest rates Downloads
Yulia Ushakova and Dmitriy Chernyadyev
wps10: A note on money creation in emerg-ing market economies Downloads
Alexey Ponomarenko
note10: Consumer lending in Russia: prospects and risks based on household finance survey Downloads
Mariam Mamedli and Andrey Sinyakov
note9: Drivers of price inertia: survey evidence Downloads
Nataliya Karlova, Irina Bogacheva and Elena Puzanova
wps8: Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification Downloads
Yury Achkasov
wps7: Deposit dollarization in emerging markets: modelling the hysteresis effect Downloads
Anna Krupkina and Alexey Ponomarenko
note6: Proactive Supervisory Policy: Short-term Pain and Long-term Gain Downloads
Andrey Sinyakov and Alexey Ponomarenko
wps5: Measuring Debt Burden Downloads
Sofya Donets and Alexey Ponomarenko
wps4: Evaluating the underlying inflation measures for Russia Downloads
Elena Deryugina, Alexey Ponomarenko, Andrey Sinyakov and Constantine Sorokin
note4: Exchange rate and competitiveness of the economy Downloads
Alexander Morozov, Yulia Ushakova, Dmitriy Chernyadyev, Andrey Sinyakov and Alexey Vasilenko
wps3: Disentangling loan demand and supply shocks in Russia Downloads
Elena Deryugina, Olga Kovalenko, Irina Pantina and Alexey Ponomarenko
note3: Money stock composition and inflation risks Downloads
Alexey Ponomarenko
wps2: Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model Downloads
Alexey Porshakov, Elena Deryugina, Alexey Ponomarenko and Andrey Sinyakov
note2: Measuring Domestically Generated Inflation Downloads
Alexey Ponomarenko
wps1: A large Bayesian vector autoregression model for Russia Downloads
Elena Deryugina and Alexey Ponomarenko
note1: Deposit dollarization and national currency depreciation in Russia and Kazakhstan Downloads
Alexey Ponomarenko and Anna Krupkina
Page updated 2021-02-27
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