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Research

Bank of Russia Working Paper Series

2021 2020 2019 2018 2017 2016
2015
Variations in the Effects of a Single Monetary Policy: The Case of Russian Regions
Forecasting Russian CPI with data Vintages and Machine learning techniques
Nowcasting Russian GDP using forecast combination approach
An empirical behavioral model of households’ deposit dollarization
Probability of Default (PD) Model to Estimate Ex-ante Credit Risk
Seasonal adjustment of the Bank of Russia Payment System financial flows data
Adding a fiscal rule into a DSGE model: How much does it change the forecasts?
Domestic Macroprudential Policy and Inward Transmission of Foreign Monetary Shocks: The Case of Russia
Macroprudential Policy Efficiency: Assessment for the Uncollateralized Consumer Loans in Russia
Stochastic Gradient Variational Bayes and Normalizing Flows for Estimating Macroeconomic Models
Spillover Effects of Russian Monetary Policy Shocks on the Eurasian Economic Union
Sectoral Real Effective Exchange Rate and Industry Competitiveness in Russia
Incorporating financial development indicators into early warning systems
Commodity Cycles and Financial Instability in Emerging Economies
IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights
Measuring the Debt Service Ratio in Russia: micro-level data approach
The role of global relative price changes in international comovement of inflation
Optimal monetary and macroprudential policies for financial stability in a commodity-exporting economy
Productivity Convergence Trends Within Russian Industries: Firm-Level Evidence
What measures of real economic activity slack are helpful for forecasting Russian inflation?
Firms’ Efficiency, Exits and Government Procurement Contracts
Effects of terms of trade shocks on the Russian economy
Truncated priors for tempered hierarchical Dirichlet process vector autoregression
Idiosyncratic shocks: estimation and the impact on aggregate fluctuations
Disinflation and reliability of underlying inflation measures
The finer points of model comparison in machine learning: forecasting based on the Russian banks' data
Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy
Deep Integration in the Eurasian Economic Union: What are the Benefits of Successful Implementation or Wider Liberalization?
Do sterilized foreign exchange interventions create money?
Forecasting inflation in Russia by Dynamic Model Averaging
Transmission of foreign monetary shocks to a small open economy under structural instability: The case of Russia
Forecasting the implications of foreign exchange reserve accumulation with an agent-based model
The role of regional and sectoral factors in Russian inflation developments
Should Central Banks Prick Asset Price Bubbles? An Analysis Based on a Financial Accelerator Model with an Agent-Based Financial Market
When are credit gap estimates reliable?
Review of Methodological Specifics of Consumer Price Index Seasonal Adjustment in the Bank of Russia
The 2008–2017 Decade in the Russian Banking Sector: Trends and Factors
The 2008–2017 Decade in the Russian Banking Sector: Trends and Factors (Figures)
Systemic Risk and Financial Fragility in the Chinese Economy: A Dynamic Factor Model Approach
Analysis of the debt burden in Russian economy sectors
Fiscal multipliers in Russia
DSGE Model of the Russian Economy with the Banking Sector
Text Mining-based Economic Activity Estimates
Macro-financial linkages: the role of liquidity dependence
Effect of Banking Sector Resolution on Competition and Stability
Long-term forecasting of the size and structure of the Russian financial sector
Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling
Real-time determination of credit cycle phases in emerging markets
Solving DSGE models with stochastic trends
The equilibrium interest rate: a measurement for Russia
A note on money creation in emerging market economies
Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification
Deposit dollarization in emerging markets: modelling the hysteresis effect
Measuring Debt Burden
Evaluating the underlying inflation measures for Russia
Disentangling loan demand and supply shocks in Russia
Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model
A large Bayesian vector autoregression model for Russia

Events

Seminar
Financial dollarization: causes and consequences (joint with NES)
February 24, 2021
Seminar
Research on Granular Credit Registry/History Data with Implications for Monetary Policy and (Macro-) prudential Regulation (joint with NES)
October 8, 2020
Conference
Macroprudential Policy Effectiveness: Theory and Practice
July 3, 2019
Competition
Economic Research Competition for Undergraduate&Graduate Students and PhD Fellows-2019
March 1, 2019
Conference
Inflation: New Insights for Central Banks
July 6, 2018
Workshop
Macroeconomic Models for Central Banks: Challenges and Perspectives
November 20, 2017

Analytical Notes

2020 2019 2018 2017 2016
Productivity and lending in the pandemic period
Market exits during the pandemic
Why industrial companies are shunning investment: survey results
Shock-Dependent Exchange Rate Pass-Through in Russia
The nature of companies’ inflation expectations: survey results
Industrial sector productivity: growth drivers
Foreign exchange reserves and money supply
Two Russian credit booms and current expansion of mortgage lending: lessons for policymaking
Texts of economic news: a useful addition to official statistics?
Impact of the fiscal manoeuvre on GDP growth: estimation of short-term effects using fiscal multipliers
Regional heterogeneity of household lending based on the findings of the household finance survey: regional features and potential risks
Industry specifics of liquidity dependence in Russia and vulnerability to financial shocks
Companies look ahead to 2018 with conservative optimism: survey results
Estimating the exchange rate pass-through effect on prices at the micro level
Drivers of price inertia: survey evidence
The Effect of Financial Shock on Russian Short-term Equilibrium Interest Rates
Consumer lending in Russia: prospects and risks based on household finance survey
Comparison of the Russian and other countries’ financial sector models
Influence of financial sector development on economic growth and its volatility
Financial sector size and structure long-term forecast
Proactive Supervisory Policy: Short-term Pain and Long-term Gain
Banking rehabilitation policy: impact on competition and stability in the banking sector
Exchange rate and competitiveness of the economy • May 2017
On the impact of budget deficit growth on the Bank of Russia key rate • July 2016
Money stock composition and inflation risks • May 2016
Measuring Domestically Generated Inflation • May 2016
Deposit dollarization and national currency depreciation in Russia and Kazakhstan • February 2016

Macroeconomic Bulletins

Bulletin ‘Talking Trends’
No. 4 / June 2021 No. 3 / April 2021 No. 2 / March 2021 No. 1 / January 2021
No. 8 / December 2020 No. 7 / November 2020 No. 6 / October 2020 No. 5 / September 2020  No. 4 / July 2020 No. 3 / June 2020 No. 2 / April 2020 No. 1 / February 2020
No. 8 / December 2019 No. 7 / October 2019 No. 6 / September 2019 No. 5 / July 2019 No. 4 / May 2019 No. 3 / April 2019  No. 2 / March 2019 No. 1 / February 2019
No. 8 / November 2018 No. 7 / October 2018 No. 6 / September 2018 No. 5 / July 2018 No. 4 / June 2018 No. 3 / April 2018 No. 2 / March 2018 No. 1 / February 2018
No. 8 / December 2017 No. 7 / October 2017 No. 6 / September 2017 No. 5 / June 2017 No. 4 / May 2017 No. 3 / April 2017 No. 2 / March 2017 No. 1 / February 2017
No.12 / November 2016 No.11 / October 2016 No. 10 / September 2016 No. 9 / August 2016 No. 8 / July 2016 No. 7 / June 2016 No. 6 / May 2016 No. 5 / March 2016 No. 4 / February 2016 No. 3 / January 2016
No. 2 / November 2015 No. 1 / October 2015

Publications in peer-reviewed journals

Publications in peer-reviewed journals
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Last updated on: 18/06/2021
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