Bank of Russia Working Paper Series

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2021: Quo Vadis? Evidence on New Firm-Bank Matching and Firm Performance Following Bad Bank Closures

Roman Goncharenko, Mikhail Mamonov and Steven Ongena

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: Long-term financing, investment and innovation-related growth

Evguenia Bessonova, Levon Movsesyan and Anna Tsvetkova

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

2019: The role of global relative price changes in international comovement of inflation

Aleksei Kiselev and Aleksandra Sterkhova (Zhivaykina)

2019: Optimal monetary and macroprudential policies for financial stability in a commodity-exporting economy

Ivan Khotulev and Konstantin Styrin

2019: Productivity convergence trends within Russian industries: firm-level evidence

Evguenia Bessonova and Anna Tsvetkova

2019: What measures of real economic activity slack are helpful for forecasting Russian inflation?

Ramis Khabibullin

2019: Firms' Efficiency, Exits and Government procurement contracts

Evguenia Bessonova

2019: EFFECTS OF TERMS OF TRADE SHOCKS ON THE RUSSIAN ECONOMY

Natalia Turdyeva

2019: Truncated priors for tempered hierarchical Dirichlet process vector autoregression

Sergei Seleznev

2019: Idiosyncratic shocks: estimation and the impact on aggregate fluctuations

Svetlana Popova

2019: Disinflation and reliability of underlying inflation measures

Elena Deryugina and Alexey Ponomarenko

2019: The finer points of model comparison in machine learning: forecasting based on russian banks’ data

Denis Shibitov and Mariam Mamedli

2019: Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy

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?

Alexander Knobel, Andrey Lipin, Andrey Malokostov, David Tarr and Natalia Turdyeva

2019: Do sterilized foreign exchange interventions create money?

Alexey Ponomarenko

2019: Foreign exchange reserves and money supply

Alexey Ponomarenko

2018: Forecasting inflation in Russia by Dynamic Model Averaging

Konstantin Styrin

2018: Transmission of foreign monetary shocks to a small open economy under structural instability: the case of Russia

Anna Kruglova, Konstantin Styrin and Yulia Ushakova

2018: Industry specifics of liquidity dependence in Russia and vulnerability to financial shocks

Alexey Ponomarenko, Svetlana Popova and Sergey Sabodash

2018: Impact of the fiscal manoeuvre on GDP growth: estimation of short-term effects using fiscal multipliers

Sergey Vlasov

2018: Forecasting the implications of foreign exchange reserve accumulation with an agent-based model

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

Mariam Mamedli and Andrey Sinyakov

2018: The role of regional and sectoral factors in Russian inflation developments

Elena Deryugina, Natalia Karlova, Alexey Ponomarenko and Anna Tsvetkova

2018: When are credit gap estimates reliable?

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

Alexey Vasilenko

2018: Review of Methodological Specifics of Consumer Price Index Seasonal Adjustment in the Bank of Russia

Arina Sapova, Aleksey Porshakov, Andrey Andreev and Evgenia Shatilo

2018: The 2008–2017 Decade in the Russian Banking Sector: Trends and Factors

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

Alexey Vasilenko

2018: Analysis of the debt burden in Russian economy sectors

Svetlana Popova, Natalia Karlova, Alexey Ponomarenko and Elena Deryugina

2018: Fiscal multipliers in Russia

Sergey Vlasov and Elena Deryugina

2017: DSGE Model of the Russian Economy with the Banking Sector

Dmitry Kreptsev and Sergei Seleznev

2017: Macro-financial linkages: the role of liquidity dependence

Alexey Ponomarenko, Anna Rozhkova and Sergei Seleznev

2017: Drivers of price inertia: survey evidence

Nataliya Karlova, Irina Bogacheva and Elena Puzanova

2017: Estimating the exchange rate pass through effect on prices at the micro level

Andrey Sinyakov, Dmitriy Chernyadyev and Arina Sapova

2017: The effects of Financial Shock on Russian short-term equilibrium interest rates

Yulia Ushakova and Dmitriy Chernyadyev

2017: Text Mining-based Economic Activity Estimates

Kseniya Yakovleva

2017: Consumer lending in Russia: prospects and risks based on household finance survey

Mariam Mamedli and Andrey Sinyakov

2017: Effect of Banking Sector Resolution on Competition and Stability

Anna Kruglova and Yulia Ushakova

2017: Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling

Alexey Ponomarenko and Andrey Sinyakov

2017: Proactive Supervisory Policy: Short-term Pain and Long-term Gain

Andrey Sinyakov and Alexey Ponomarenko

2017: Exchange rate and competitiveness of the economy

Alexander Morozov, Yulia Ushakova, Dmitriy Chernyadyev, Andrey Sinyakov and Alexey Vasilenko

2017: Real-time determination of credit cycle phases in emerging markets

Elena Deryugina and Alexey Ponomarenko

2016: Solving DSGE models with stochastic trends

Sergei Seleznev

2016: The equilibrium interest rate: a measurement for Russia

Dmitry Kreptsev, Alexey Porshakov, Sergei Seleznev and Andrey Sinyakov

2016: A note on money creation in emerg-ing market economies

Alexey Ponomarenko

2016: Money stock composition and inflation risks

Alexey Ponomarenko

2016: Measuring Domestically Generated Inflation

Alexey Ponomarenko

2016: Deposit dollarization and national currency depreciation in Russia and Kazakhstan

Alexey Ponomarenko and Anna Krupkina

2016: Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification

Yury Achkasov

2015: Deposit dollarization in emerging markets: modelling the hysteresis effect

Anna Krupkina and Alexey Ponomarenko

2015: Measuring Debt Burden

Sofya Donets and Alexey Ponomarenko

2015: Evaluating the underlying inflation measures for Russia

Elena Deryugina, Alexey Ponomarenko, Andrey Sinyakov and Constantine Sorokin

2015: Disentangling loan demand and supply shocks in Russia

Elena Deryugina, Olga Kovalenko, Irina Pantina and Alexey Ponomarenko

2015: Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model

Alexey Porshakov, Elena Deryugina, Alexey Ponomarenko and Andrey Sinyakov

2015: A large Bayesian vector autoregression model for Russia

Elena Deryugina and Alexey Ponomarenko