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 0 16 0 1 6 81
A Real-Time Historical Database of Macroeconomic Indicators for Russia 0 0 0 42 0 1 2 87
A large Bayesian vector autoregression model for Russia 0 0 1 31 0 1 5 98
A large Bayesian vector autoregression model for Russia 0 0 0 99 0 0 3 78
A note on money creation in emerg-ing market economies 0 0 1 47 0 1 5 110
A note on money creation in emerging market economies 0 0 0 66 0 0 3 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 0 2 21 0 0 9 119
Amortized neural networks for agent-based model forecasting 0 0 2 10 0 1 7 25
An empirical behavioral model of households’ deposit dollarization 0 0 0 16 0 1 3 51
Analysis of the debt burden in Russian economy sectors 0 0 1 35 0 1 3 82
Banks’ interest rate setting and transitions between liquidity surplus and deficit 0 0 0 17 1 2 4 29
Deposit dollarization and national currency depreciation in Russia and Kazakhstan 0 0 0 24 0 1 5 96
Deposit dollarization in emerging markets: modelling the hysteresis effect 0 0 0 78 1 1 3 91
Deposit dollarization in emerging markets: modelling the hysteresis effect 0 0 0 42 0 0 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 1 1 4 109
Disinflation and reliability of underlying inflation measures 0 0 1 24 0 2 6 47
Do sterilized foreign exchange interventions create money? 0 0 0 87 1 1 4 102
Early warning indicators of asset price boom/bust cycles in emerging markets 0 0 0 70 1 1 2 234
Estimating sustainable output growth in emerging market economies 0 0 0 30 0 0 3 77
Evaluating the underlying inflation measures for Russia 0 0 0 29 1 1 1 74
Evaluating underlying inflation measures for Russia 0 0 0 29 0 0 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 4 34
Feedback to the ECB's monetary analysis: the Bank of Russia's experience with some key tools 0 0 0 70 0 2 2 146
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 0 78 0 0 2 219
Forecasting the implications of foreign exchange reserve accumulation with an agent-based model 0 1 1 48 0 1 6 102
Foreign exchange reserves and money supply 2 2 19 254 9 28 163 2,716
Identifying structural shocks behind loan supply fluctuations in Russia 0 0 0 42 0 0 1 131
Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling 0 0 0 21 0 0 0 162
Incorporating financial development indicators into early warning systems 0 2 3 16 0 2 8 55
Industry specifics of liquidity dependence in Russia and vulnerability to financial shocks 0 0 0 15 0 0 5 53
Macro-financial linkages: the role of liquidity dependence 0 0 1 16 0 0 4 67
Macro-financial linkages: the role of liquidity dependence 0 0 0 39 0 0 3 111
Measuring Debt Burden 0 2 2 60 1 3 7 559
Measuring Domestically Generated Inflation 0 0 0 19 0 0 1 48
Measuring Market Liquidity and Liquidity Mismatches across Sectors 0 0 3 28 2 2 16 104
Measuring heterogeneity in banks' interest rate setting in Russia 0 1 1 35 0 1 3 73
Money demand models for Russia: A sectoral approach 1 1 1 35 1 2 4 68
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 0 2 180
Network structure of the economy and the propagation of monetary shocks 0 0 5 13 0 2 14 31
Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model 0 0 2 89 3 4 12 207
Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model 0 0 0 51 0 0 2 123
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 2 6 171
Reconstructing the publication history of Russia’s GDP and its components 0 0 0 20 1 3 14 57
Russian fiscal policy during the financial crisis 0 0 0 150 1 1 2 371
The role of regional and sectoral factors in Russian inflation developments 1 1 2 34 1 1 5 85
Wealth effects and Russian money demand 0 0 0 37 1 1 2 160
What do aggregate saving rates (not) show? 0 0 0 22 3 3 4 77
When are credit gap estimates reliable? 0 0 0 33 0 0 2 54
Total Working Papers 4 10 49 2,417 29 75 385 8,498

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 1 1 8 63
A case for leaning against the wind in a commodity-exporting economy 0 0 0 16 0 0 3 69
A case for leaning against the wind in a commodity-exporting economy 0 0 1 3 0 0 2 8
A note on money creation in emerging market economies 0 0 1 22 0 1 8 84
A note on observational equivalence of micro assumptions on macro level 0 0 0 7 1 2 5 32
Accounting for Post-Crisis Macroeconomic Developments in Russia: A Large Bayesian Vector Autoregression Model Approach 0 0 0 11 0 0 1 41
An empirical behavioral model of household’s deposit dollarization 0 0 0 3 0 1 4 21
Analysis of the debt burden in Russian economy sectors 0 0 1 7 0 1 3 55
Assessing the Consequences of the Pandemic for the Russian Economy Through an Input-Output Model 0 0 0 14 0 1 3 78
Banks’ interest rate setting and transitions between liquidity surplus and deficit 0 0 0 0 0 0 4 10
Deposit dollarization in emerging markets: modelling the hysteresis effect 0 0 0 16 0 0 3 74
Determination of the Current Phase of the Credit Cycle in Emerging Markets 0 0 0 11 1 1 3 65
Disinflation and Reliability of Underlying Inflation Measures 0 0 0 5 1 2 2 33
Do sterilized foreign exchange interventions create money? 0 0 0 16 1 1 3 64
Early warning indicators of asset price boom/bust cycles in emerging markets 0 0 0 42 0 1 4 153
Estimating Sustainable Output Growth in Emerging Market Economies 0 0 0 12 0 0 3 66
Evaluating underlying inflation measures for Russia 0 0 0 11 0 0 1 37
Explaining the lead–lag pattern in the money–inflation relationship: a microsimulation approach 0 0 5 11 0 1 12 31
External Adjustment in Commodity Exporting Economies During Energy Price Downturns 0 0 0 0 0 0 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 0 87
Financial dollarization in Russia: causes and consequences 0 0 0 47 0 0 2 159
Forecasting the implications of foreign exchange reserve accumulation with a microsimulation model 0 0 1 3 0 1 3 9
Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions from Agent-Based Modeling 0 0 0 13 0 1 3 112
Incorporating financial development indicators into early warning systems 0 0 0 5 0 2 7 17
Measuring Heterogeneity in Banks’ Interest Rate Setting in Russia 0 0 1 4 0 0 3 12
Money creation and banks’ interest rate setting 0 0 0 1 0 1 2 5
Money-based Inflation Risk Indicator:a regime Switching Model 0 0 0 1 0 1 1 2
Money-based underlying inflation measure for Russia: a structural dynamic factor model approach 0 0 0 6 0 2 4 42
National Currencies in International Settlements: Main Mechanisms 0 1 1 10 1 3 11 35
Network structure of the economy and the propagation of monetary shocks: The case of Russia 0 1 2 2 1 3 10 10
Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model 0 0 4 77 0 0 6 237
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 1 2 14 0 1 5 34
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 1 1 1 248
The role of regional and sectoral factors in Russian inflation developments 0 0 1 13 0 2 5 46
What do aggregate saving rates (not) show? 0 1 1 9 1 3 4 72
When are credit gap estimates reliable? 0 0 1 6 0 0 1 24
Total Journal Articles 0 4 23 459 9 34 142 2,139
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 1 1 26 1 2 5 82
Measuring Market Liquidity and Liquidity Mismatches Across Sectors 0 0 0 0 0 0 5 8
Total Chapters 0 1 1 26 1 2 10 90

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Statistics updated 2025-09-05