Publications in selected peer-reviewed journals
| Authors | Title | Journal |
|---|---|---|
| Andreyev M.Y., Polbin A.V. | Macroeconomic effects of the expected future decline in oil revenues for the Russian economy under capital control. | Voprosy Ekonomiki. 2023; (4):5-28. (In Russ.) |
| Arzhenovsky S.V. | Inflation and income inequality: Relationship research in the regional aspect. | Voprosy Ekonomiki. 2023;(4):151-160. |
| Arzhenovsky S.V. | Estimate of shadow economy dynamics in Russia and regions: the inflationary aspect | Applied Econometrics, 2023, v. 69, pp. |
| Bessonova E.V., Tsvetkova A.N. | Russian households’ finances during the pandemic. | Voprosy Ekonomiki. 2023; (8):123-146. (In Russ.) |
| Moiseev S.R. | The house that Keynes built: Redecorating and overhaul of the monetary policy model | Voprosy Ekonomiki, 2023-07-10| journal article, pages |
| Moiseev S.R. | Monetary aggregation: Concept, critics and modern alternatives | Voprosy Ekonomiki, 2023-01-03| journal article, pages |
| Penikas H.I. | Retail loan pricing determinants in Russia. | Voprosy Ekonomiki. 2023; (6):36-61. (In Russ.) |
| Penikas, H. | Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria | Risk Management, 25 (4), |
| Penikas, H. | Non-compliance to Benford distribution as the portfolio default rate determinant in online retail lending | Model Assisted Statistics and Applications, 18(2), |
| Penikas, H., Skarednova, A., Surkov, M. | How do Investors Prefer for Banks to Transition to Basel Internal Models: Mandatorily or Voluntarily? | Quarterly Journal of Finance, 2340002 (2023) |
| Penikas H. I., Vasilyeva Е. | Redefining the degree of industry greenness using input—output tables | International Review of Economics and Finance, 89(A), |
| Penikas H. I., Vasilyeva Е. | Measuring climate-credit risk relationship using world input-output tables | Russian Journal of Economics, 9(1), |
| Ponomarenko, A., Tatarintsev, S. | Incorporating financial development indicators into early warning systems. | The Journal of Economic Asymmetries, 27(2023) |
| Authors | Title | Journal |
|---|---|---|
| Andreyev M., Polbin A. | Monetary Policy for a Resource-Rich Economy and the Zero Lower Bound | Economic policy. 2022. 17, № 3, p. |
| Bessonova, E. | Firms’ efficiency, exits and government procurement contracts | European Journal of Political Economy. 102253 (2022). |
| Burova, A., Ponomarenko, A., Popova, S., Sinyakov, A., & Ushakova, Y. | Measuring Heterogeneity in Banks’ Interest Rate Setting in Russia | Emerging Markets Finance and Trade 58(14), |
| Deryugina, E., Guseva, M., Ponomarenko, A. | The Credit Cycle and Measurement of the Natural Rate of Interest | Journal of Central Banking Theory and Practice, 1, pp. |
| Khabibullin, R., & Ponomarenko, A. | An empirical behavioral model of household’s deposit dollarization | Journal of Economic Interaction and Coordination 17, |
| Kozlovtceva, I., Penikas, H., Petreneva, E., & Ushakova, Y. | Macroprudential policy efficiency in Russia: Assessment for the uncollateralized consumer loans | Emerging Markets Review, 100910 (2022) |
| Penikas, H. | IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights | Risk Management, 25(1), |
| Penikas H. | PD-LGD Correlation for the Banking Lending Segment: Empirical Evidence from Russia | Model Assisted Statistics and Applications, 17(1). P. |
| Penikas H., Skarednova A., Surkov M., Festa Y. | Automation of the Approach to Replicating Data When the Control Group Is Depleted in The Difference-In-Differences Method: Application to IRB Implementation Data Samples | Procedia Computer Science. 199, pp. |
| Authors | Job title | Publication |
|---|---|---|
| Bessonova E. & Tsvetkova A. | Do productivity laggards ever catch up with leaders? | Review of Income and Wealth, https://doi.org/10.1111/roiw.12539 |
| Borzykh, D., & Penikas, H. | IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach. | Risk Management, 23, |
| Burova, A., Kozlovtseva, I., Makhankova, N., Morozov, A. | Dollarization, Financial Stability Risks and Monetary Policy Implementation: Exploring the Nexus | Ensayos Económicos, 1(77), |
| Bush, G., Gómez, T., Jara, A., Moreno, D., Styrin, K., & Ushakova, Y. | Macroprudential policy and the inward transmission of monetary policy: The case of Chile, Mexico, and Russia. | Review of International Economics,
29(1), |
| Deryugina, E., & Ponomarenko, A. | Explaining the lead—lag pattern in the money—inflation relationship: a microsimulation approach. | Journal of Evolutionary Economics,
31, |
| Merika A., Negkakis I., Penikas H. | Stress-Testing and Credit Risk Revisited: A Shipping Sector Application | International Journal of Banking,
Accounting and Finance, 4(12), |
| Nechitaylo V., Penikas H. | Benchmarking Banking Regulation Regimes: Application for the CBDC | Model Assisted Statistics and
Applications, 4(16), |
| Penikas, H. | Money multiplier under Basel capital ratio regulation: implications for counter-COVID-19 stimulus. | Journal of Sustainable Finance & Investment https://doi.org/10.1080/20430795.2021.1945348 |
| Ponomarenko, A. | Money creation and banks’ interest rate setting. | Journal of Financial Economic Policy https://doi.org/10.1108/JFEP-10-2020-0214 |
| Zhemkov, M. | Nowcasting Russian GDP using forecast combination approach | International Economics, 2021, 168,
|
| Authors | Job title | Publication |
|---|---|---|
| Deryugina E, Ponomarenko A | Disinflation and Reliability of Underlying Inflation Measures | Central European Journal of Economic Modelling and Econometrics. 2020, 12(1):91-111 |
| Deryugina, E., Ponomarenko, A. and Rozhkova, A | When are credit gap estimates reliable? | Economic Analysis and Policy, 2020, 67, pp.221-238 |
| Ermolova, M., Leonidov, A., Nechitailo, V., Penikas, H., Pilnik, N., Serebryannikova, E. | Agent-based model of the Russian banking system: Calibration for maturity, interest rate spread, credit risk, and capital regulation | Journal of Simulation, 2020. https://doi.org/10.1080/17477778.2020.1774430 |
| Karlova N.A., Puzanova E.V., Bogacheva I.V., and Morozov A.G. | How are inflation expectations of enterprises formed: survey results | Studies on Russian Economic Development, 2020, Vol. 31, No. 5, pp. |
| Khabibullin, R., Ponomarenko, A. and Seleznev, S. | Forecasting the implications of foreign exchange reserve accumulation with a microsimulation model | Journal of Simulation, 2020. https://doi.org/10.1080/17477778.2020.1813641 |
| Kiselev A., Zhivaykina A., | The role of global relative price changes in international comovement of inflation | The Journal of Economic Asymmetries, 2020, vol. 22© |
| Kozlovtceva, I., Ponomarenko, A., Sinyakov, A. and Tatarintsev, S. | A case for leaning against the wind in a commodity-exporting economy | International Economics, 2020, 164, pp.86-114 |
| Merikas A., Merika A., Penikas H. I., Surkov M. | The Basel II Internal Ratings Based (IRB) Model and the Transition Impact on the Listed Greek Banks. | The Journal of Economic Asymmetries. 2020. Vol.22. No e00183. doi:/10.1016/j.jeca.2020.e00183 |
| Penikas H. | History of the World Largest Credit Risk Losses in |
Экономический журнал ВШЭ, 2020, vol. 24(1), pages |
| Penikas H. | History of the Basel Internal-Ratings-Based (IRB) Credit Risk Regulation, Model Assisted | Model Assisted Statistics and Applications, 2020, vol. 15(1), pages |
| Penikas H. | The Review of the Open Challenges in the IRB Loan Portfolio Credit Risk Modeling | Model Assisted Statistics and Applications, 2020, vol. 18(4), pages |
| Ponomarenko A. | A note on observational equivalence of micro assumptions on macro level. | Economics-The Open-Access, Open-Assessment E-Journal, 2020, 14, pp.1-15 |
| Authors | Job Title | Publication |
|---|---|---|
| Bessonova E., Gonchar K. | How the innovation-competition link is shaped by technology distance in a high-barrier catch-up economy | Technovation, Volumes |
| Lipin A., Knobel A., Malokostov A., Tarr D., Turdyeva N. | Deep Integration in the Eurasian Economic Union: What are the Benefits of Successful Implementation or Wider Liberalization? | Eurasian Geography and Economics 60(2), |
| Ponomarenko A. | Do sterilized foreign exchange interventions create money? | Journal of Asian Economics, 2019, vol. 62©, pages |
| Authors | Job Title | Publication |
|---|---|---|
| Vlasov S., Deryugina E. | Fiscal Multipliers in Russia | Journal of the New economic Association, No. 2(38), P. |
| Deryugina, E., N. Karlova, A. Ponomarenko.and A. Tsvetkova | The role of regional and sectoral factors in Russian inflation developments | Economic Сhange and Restructuring. 2018, https://doi.org/10.1007/s10644-018-9232-y |
| Ponomarenko, A. A. and A. N. Ponomarenko | What do aggregate saving rates (not) show? | Economics: The Open-Access, Open-Assessment E-Journal, 12 |
| Authors | Job Title | Publication |
|---|---|---|
| Deryugina, E., Ponomarenko, A., Sinyakov, A. and C. Sorokin | Evaluating underlying inflation measures for Russia. | Macroeconomics and Finance in Emerging Market Economies DOI: 10.1080/17520843.2017.1301511 |
| Ponomarenko, A. | A note on money creation in emerging market economies | Journal of Financial Economic Policy 9(1) |
| Popova S., Karlova N., Ponomarenko A., Deryugina E. | Analysis of the debt burden in Russian economy sectors | Russian Journal of Economics, 3(4), pp.379-410 |
| Authors | Job Title | Publication |
|---|---|---|
| Krupkina, A., Ponomarenko, A. | Deposit dollarization in emerging markets: modeling the hysteresis effect | Journal of Economics and Finance DOI 10.1007/s12197-016-9379-1 |
| Deryugina, E., Ponomarenko, A. | Money-based underlying inflation measure for Russia: a structural dynamic factor model approach | Empirical Economics DOI 10.1007/s00181-016-1125-1 |
| Mamedli, M. O. | Analysis of Government Expenditure Multiplier Under Zero Lower Bound: The Role of Public Investment | The Journal of Economic Asymmetries, Volume 14, Nov. 2016, pp. 103— 111 |
| Authors | Job Title | Publication |
|---|---|---|
| Deryugina, E. Ponomarenko A. | Accounting for Post-Crisis Macroeconomic Developments in Russia: A Large Bayesian Vector Autoregression Model Approach | Emerging Markets Finance and Trade, 51(6), 1261 — 1275 (2015) |
| Krupkina A., Deryugina E., Ponomarenko A. | Estimating sustainable output growth in emerging market economies | Comparative Economic Studies, 57(1), |
| Authors | Job Title | Publication |
|---|---|---|
| Ponomarenko A., Vasilieva E., Schobert F. | Feedback to the ECB’s monetary analysis: the Bank of Russia’s experience with some key tools | Journal of Banking and Financial Economics 2(2), |
| Authors | Job Title | Publication |
|---|---|---|
| Ponomarenko A. | Early warning indicators for asset price boom/bust cycles in emerging markets | Emerging Markets Review 15, |
| Ponomarenko A., Solovyeva A., Vasilieva E. | Financial dollarization in Russia: causes and consequences | Macroeconomics and Finance in Emerging Market Economies, 6:2, |
Department responsible for publication: Research and Forecasting Department
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Last updated on: 26.04.2024