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9FX >FcEBl %5.8 x- *CF4,0 G~(a g w)auC w)auC "0M]4j DDPXz \ qP @p^5*XhTI$?pШr? {л? @p^5

2018 was stable at 197 billion and credit institutions’ participation in deposit auc- (in 2017, 195 billion). tions. From 1 October 2018, the Bank of

cross-validation set and the test set with almost unchanged values of ROC- AUC measures can be a sign of a significant difference in the data

left as standing refinancing facilities: of Russia increased the frequency of ‘fine-tuning’ auc- loans secured by securities and loans secured by non- tions. One- to

кредитного разрыва заранее выявлять грядущий пик на основании площади под ROC- кривой (AUC). Этот статистический метод позволяет отразить соотношение между верными и ложными сигналами при

in credit-to-GDP ratio fluctuations). Table 1. Credit gap AUC in empirical and artificial data sets Dataset AUC Empirical 0.63 ABM-based 0.7 VAR-based 0.

well as for making current payments and proceeded to regularly conduct deposit auc- settlements. The conditions for this transition tions. In January-October 2017, the Bank

cor- ing by 3.3%). ridor in summer 2016. However, regular deposit auc- A restrained demand, which created incentives for tions held from autumn 2016

not make a significant Bank of Russia gradually reduced their supply at auc- contribution to the inflation rate, while in 2015 due to tions, and

R-squared 0.1 0.07 0.11 AUC (full time sample) 0.74 0.71 0.76 AUC (common time sample) 0.74 0.74