Bank of Russia Working Paper Series

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

Anna Burova, Tatiana Grishina and Natalia Makhankova

2024: Financial literacy and responsible financial behaviour of Russian households

Tatyana Shelovanova and Andrey Sinyakov

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

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

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

Dmitrii Gornostaev, Natalia Makhankova, Petr Milyutin, Alexey Ponomarenko and Sergey 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: 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: 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

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: 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