Access Statistics for Alexey A. Ponomarenko

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Feasible Approach to Projecting Household Demand For The Digital Ruble in Russia 0 0 2 16 1 3 13 80
A Real-Time Historical Database of Macroeconomic Indicators for Russia 0 0 2 42 0 0 4 86
A large Bayesian vector autoregression model for Russia 0 1 2 31 0 1 8 97
A large Bayesian vector autoregression model for Russia 0 0 0 99 0 2 4 78
A note on money creation in emerg-ing market economies 0 0 1 47 0 0 4 109
A note on money creation in emerging market economies 0 0 0 66 0 1 4 90
A note on observational equivalence of micro assumptions on macro level 0 0 0 28 0 0 2 39
Amortized Neural Networks for Agent-Based Model Forecasting 0 1 2 21 1 2 16 119
Amortized neural networks for agent-based model forecasting 0 0 3 10 0 1 6 23
An empirical behavioral model of households’ deposit dollarization 0 0 0 16 0 0 2 50
Analysis of the debt burden in Russian economy sectors 0 1 2 35 0 1 3 80
Banks’ interest rate setting and transitions between liquidity surplus and deficit 0 0 0 17 0 0 2 27
Deposit dollarization and national currency depreciation in Russia and Kazakhstan 0 0 0 24 0 0 2 93
Deposit dollarization in emerging markets: modelling the hysteresis effect 0 0 1 78 0 1 3 90
Deposit dollarization in emerging markets: modelling the hysteresis effect 0 0 0 42 1 1 2 64
Disentangling loan demand and supply shocks in Russia 0 0 0 21 0 0 1 89
Disentangling loan demand and supply shocks in Russia 0 0 0 46 0 1 2 107
Disinflation and reliability of underlying inflation measures 1 1 1 24 1 2 4 45
Do sterilized foreign exchange interventions create money? 0 0 0 87 0 0 5 101
Early warning indicators of asset price boom/bust cycles in emerging markets 0 0 0 70 0 1 1 233
Estimating sustainable output growth in emerging market economies 0 0 0 30 1 2 3 77
Evaluating the underlying inflation measures for Russia 0 0 1 29 0 0 1 73
Evaluating underlying inflation measures for Russia 0 0 0 29 0 1 2 87
Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry 0 0 0 23 0 0 6 34
Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools 0 0 0 70 0 0 0 144
Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy 0 0 0 82 0 0 0 200
Financial dollarization in Russia: causes and consequences 0 0 1 78 0 1 4 219
Forecasting the implications of foreign exchange reserve accumulation with an agent-based model 0 0 0 47 0 0 6 101
Foreign exchange reserves and money supply 1 6 29 251 9 32 223 2,682
Identifying structural shocks behind loan supply fluctuations in Russia 0 0 0 42 0 1 1 131
Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling 0 0 0 21 0 0 1 162
Incorporating financial development indicators into early warning systems 0 0 1 14 0 1 5 51
Industry specifics of liquidity dependence in Russia and vulnerability to financial shocks 0 0 0 15 0 1 4 52
Macro-financial linkages: the role of liquidity dependence 0 0 0 39 0 0 3 111
Macro-financial linkages: the role of liquidity dependence 0 0 1 16 0 0 3 66
Measuring Debt Burden 0 0 1 58 2 4 7 556
Measuring Domestically Generated Inflation 0 0 0 19 0 0 3 48
Measuring Market Liquidity and Liquidity Mismatches across Sectors 0 2 7 28 2 7 26 102
Measuring heterogeneity in banks' interest rate setting in Russia 0 0 1 34 0 0 5 72
Money demand models for Russia: A sectoral approach 0 0 0 34 0 1 2 66
Money stock composition and inflation risks 0 0 0 12 0 0 5 133
Money-based inflation risk indicator for Russia: a structural dynamic factor model approach 0 0 0 82 0 1 2 180
Network structure of the economy and the propagation of monetary shocks 0 0 13 13 0 1 29 29
Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model 0 1 3 89 0 2 11 202
Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model 0 0 0 51 0 1 3 123
Proactive Supervisory Policy: Short-term Pain and Long-term Gain 0 0 0 2 0 0 1 42
Real-time determination of credit cycle phases in emerging markets 0 0 1 83 0 0 4 169
Reconstructing the publication history of Russia’s GDP and its components 0 0 2 20 0 3 18 53
Russian fiscal policy during the financial crisis 0 0 0 150 0 1 1 370
The role of regional and sectoral factors in Russian inflation developments 0 0 1 33 0 1 2 82
Wealth effects and Russian money demand 0 0 0 37 0 1 1 159
What do aggregate saving rates (not) show? 0 0 0 22 0 0 1 74
When are credit gap estimates reliable? 0 0 0 33 0 0 2 54
Total Working Papers 2 13 78 2,406 18 79 473 8,404

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Real-Time Historical Database of Macroeconomic Indicators for Russia 0 0 1 7 0 1 7 60
A case for leaning against the wind in a commodity-exporting economy 0 0 1 3 0 0 2 8
A case for leaning against the wind in a commodity-exporting economy 0 0 0 16 0 0 5 69
A note on money creation in emerging market economies 0 0 1 22 0 2 6 82
A note on observational equivalence of micro assumptions on macro level 0 0 0 7 0 1 3 30
Accounting for Post-Crisis Macroeconomic Developments in Russia: A Large Bayesian Vector Autoregression Model Approach 0 0 0 11 0 1 2 41
An empirical behavioral model of household’s deposit dollarization 0 0 0 3 0 1 6 19
Analysis of the debt burden in Russian economy sectors 0 0 0 6 0 1 1 53
Assessing the Consequences of the Pandemic for the Russian Economy Through an Input-Output Model 0 0 0 14 0 1 2 76
Banks’ interest rate setting and transitions between liquidity surplus and deficit 0 0 0 0 1 2 4 10
Deposit dollarization in emerging markets: modelling the hysteresis effect 0 0 0 16 1 1 3 74
Determination of the Current Phase of the Credit Cycle in Emerging Markets 0 0 0 11 0 0 5 64
Disinflation and Reliability of Underlying Inflation Measures 0 0 0 5 0 0 3 31
Do sterilized foreign exchange interventions create money? 0 0 0 16 0 1 2 63
Early warning indicators of asset price boom/bust cycles in emerging markets 0 0 0 42 0 2 3 152
Estimating Sustainable Output Growth in Emerging Market Economies 0 0 0 12 0 2 3 66
Evaluating underlying inflation measures for Russia 0 0 0 11 0 0 4 37
Explaining the lead–lag pattern in the money–inflation relationship: a microsimulation approach 0 2 5 11 0 4 13 29
External Adjustment in Commodity Exporting Economies During Energy Price Downturns 0 0 0 0 0 1 2 2
Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools 0 0 0 11 0 0 1 87
Financial dollarization in Russia: causes and consequences 0 0 0 47 0 1 1 158
Forecasting the implications of foreign exchange reserve accumulation with a microsimulation model 0 0 1 3 0 1 2 8
Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions from Agent-Based Modeling 0 0 0 13 0 0 3 110
Incorporating financial development indicators into early warning systems 0 0 1 5 0 1 8 14
Measuring Heterogeneity in Banks’ Interest Rate Setting in Russia 0 0 1 4 0 0 3 11
Money creation and banks’ interest rate setting 0 0 1 1 0 0 2 4
Money-based Inflation Risk Indicator:a regime Switching Model 0 0 0 1 0 0 0 1
Money-based underlying inflation measure for Russia: a structural dynamic factor model approach 0 0 0 6 1 1 2 40
National Currencies in International Settlements: Main Mechanisms 0 0 1 9 0 1 14 31
Network structure of the economy and the propagation of monetary shocks: The case of Russia 0 0 1 1 0 3 7 7
Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model 0 2 4 77 0 3 7 237
Short-term Interest Rates and the State of Liquidity in the Russian Money Market under Conditions of the Global Financial Crisis 0 0 0 0 0 0 0 1
The Credit Cycle and Measurement of the Natural Rate of Interest 0 0 1 13 0 1 7 33
The Problem of Identifying and Modeling the Relationship between Monetary Factor and Inflation in the Russian Economy 0 0 0 0 0 0 0 1
The Role of Budget Policy under the Financial and Economic Crisis 0 0 0 23 0 0 0 247
The role of regional and sectoral factors in Russian inflation developments 0 0 1 13 0 1 4 44
What do aggregate saving rates (not) show? 0 0 0 8 0 0 1 69
When are credit gap estimates reliable? 0 0 2 6 0 0 3 24
Total Journal Articles 0 4 22 454 3 34 141 2,093
5 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Balance sheet structure indicators and the financial cycle 0 0 0 25 0 1 3 80
Measuring Market Liquidity and Liquidity Mismatches Across Sectors 0 0 0 0 0 4 8 8
Total Chapters 0 0 0 25 0 5 11 88

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Statistics updated 2025-05-12