Bank of Russia Working Paper Series

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2026: Estimation and forecasting with a Nonlinear Phillips Curve based on heterogeneous sensitivity between economic activity and CPI components

Danila Ovechkin

2026: Structural seasonality

Sergey Ivashchenko

2025: Patterns of utilisation of corporate credit lines and their implication for financial stability

Anna Burova, Denis Koshelev and Irina Kozlovtceva

2025: An Educational Model of a Small Open Economy for Monetary Policy Analysis (with examples from Bank of Russia’s practice)

Alexandra Glazova, Maxim Nevalennyi and Andrey Sinyakov

2025: Heterogeneous Inflation Expectations Across Economic Agents: Implications for Monetary Policy

Sergey Ivashchenko and Andrey Sinyakov

2025: On equilibria in the model of deposit markets with exogenous switching costs of depositors

Dmitry Aldokhin, Anton Belyakov, Elena Deryugina and Alexey Ponomarenko

2025: Synchronisation of business cycles in Russia and China

Denis Krylov and Nikita Pakhmutov

2025: Decomposition of the consumer price index into cyclical and acyclical components

Danila Ovechkin

2025: What information is important for households’ inflation expectations: evidence from a randomized controlled trial

Vadim Grishchenko, Maria Lymar and Andrei Sinyakov

2025: Nowcasting Russian GDP in a mixed-frequency DSGE model with a panel of non-modelled variables

Alexander Eliseev

2025: Do We Need Тaylor-type Rules in DSGE?

Sergey Ivashchenko

2024: Environmental and Climate Factors of Corporate Lending in Russia

Svetlana Popova and Natalia Turdyeva

2024: Monetary Policy Transmission in a Small Open Economy under Financial and Trade Restrictions

Konstantin Styrin

2024: The Effect of Subsidized Lending Programs on the Economic Performance of Small and Medium-Sized Enterprises: Evidence from Russia

Evguenia Bessonova, Svetlana Popova and Konstantin Styrin

2024: Community Banking in Russia

Anna Burova, Kristina Virovets, Denis Koshelev, Ekaterina Petreneva and Alexey Ponomarenko

2024: Regional finance and fiscal regulation: estimating fiscal multiplier

Alexander Myasnikov, Vadim Tarasov, Anna Averyanova and Maxim Tkachenko

2024: Measurement of auxiliary indicators of aggregate interest rates on loans to non-financial organisations

Anna Burova, Tatiana Grishina and Natalia Makhankova

2024: Broader Audience Transparency Index for Central Banks

Alina Evstigneeva and Yulia Shchadilova

2024: Demography and Savings: Evidence from a Russian Household Survey

Evguenia Bessonova, Irina Denisova, Nadezhda Ivanova and Alexandra Moskaleva

2024: Deep habits and financing of government expenditure growth

Mikhail Andreyev

2024: Financial literacy and responsible financial behaviour of Russian households

Tatyana Shelovanova and Andrey Sinyakov

2024: Uncertain technical change, Bayesian learning and the Green Paradox

Alexander Reentovich

2024: Network structure of the economy and the propagation of monetary shocks

Elena Deryugina, Andrey Leonidov, Alexey Ponomarenko, Stanislav Radionov and Ekaterina Vasilyeva

2024: Sector-Specific Supply and Demand Shocks: Joint Identification

Sergey Ivashchenko

2024: Minimum sample size definition for the purpose of the loss provisions’ extrapolation under the presence of default correlation

Henry Penikas

2024: Semi-structural economic model of Far Eastern macroregion

Vladislav Zhurakovsky, Alina Novopashina, Danil Grishin and Elizaveta Bulyga

2024: Russian food inflation and world food prices

Denis Krylov

2024: Russian Economic Transformation: Navigating Climate Policy and Trade Restrictions

Natalia Turdyeva

2024: Reconstructing the publication history of Russia’s GDP and its components

Dmitrii Gornostaev, Natalia Makhankova, Petr Milyutin, Alexey Ponomarenko and Sergei 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: Measuring fiscal impulse and its heterogeneous effect on inflationary processes in Russian regions

Alexander Myasnikov, Vadim Tarasov, Anna Averyanova and Maxim Tkachenko

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: Distressed Firms and Loan Guarantee Programs During the COVID-19 Crisis

Evguenia Bessonova, Maria Fedulova and Svetlana Popova

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