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Research

Bank of Russia Working Papers

2024 2023 2022 2021 2020 2019
2018 2017 2016 2015
Semi-structural economic model of Far Eastern macroregion
Russian food inflation and world food prices
Russian Economic Transformation: Navigating Climate Policy and Trade Restrictions
Reconstructing the publication history of Russia’s GDP and its components
Bank Market Power and Monetary Policy Transmission: Evidence from Loan-Level Data
Energy transition scenarios in Russia: effects in macroeconomic general equilibrium model with rational expectations
Default correlation impact on the loan portfolio credit risk measurement for the "green" finance as an example
Probability of requesting unsecured loans: analysis of Russian household finances
Decomposition of Corporate Credit Growth Using Granular Data
Measuring fiscal impulse and its heterogeneous effect on inflationary processes in Russian regions
Measuring the effects of the Bank of Russia and the Government of Russia anti-crisis measures
The Effect of US Monetary Policy on the Activities of Russian Banks in the Low Interest Rate Environment
Visible prices and their influence on inflation expectations of Russian households
Amortized Neural Networks for Agent-Based Model Forecasting
Inequality and monetary policy: THRANK model
Does CPI disaggregation improve inflation forecast accuracy?
The Impact of Negative News on Public Perception of Inflation
Transmission to a low-carbon economy and its implications for financial stability in Russia
A Feasible Approach to Projecting Household Demand for the Digital Ruble in Russia
Corporate credit in Russia during COVID-19 pandemic: the role of credit lines
Effects of the fiscal rule and model assumptions on the response of inflation in the aftermath of a terms-of-trade shock
Russia’s Dependence on Import of Intermediate Goods
Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference
Distressed firms and loan guarantee programmes during the COVID-19 crisis
Debt Service: Evidence Based on Consolidated Statements of Russian Companies
The Interrelationship of Credit and Climate Risks
The Role of Communication in the Emergence of Surprises in Bank of Russia Monetary Policy
Regional Convergence in Russia: Geografically Weighted Regression Approach
Probability of default model using transaction data of Russian companies
Labour Market and Inflation Relationship Indicator
Monetary Policy and the Yield Curve
Heterogeneity of the impact of the ruble exchange rate on output in the regional context
Model Risk for Acceptable, but Imperfect, Discrimination and Calibration in Basel PD and LGD Models
Foreign Currency Debt and Exchange Rate Pass-Through
Forecasting Regional Inflation Rates Using Machine Learning Methods: The Case of Siberia Macroregion
Quo Vadis? Evidence on New Firm-Bank Matching and Firm Performance Following Bad Bank Closures
Assessing the Efficiency of Bank of Russia Macroprudential Policy Aimed at Limiting Unsecured Consumer Lending Using the Modified Difference-in-Differences Method
Forecasting Regional Indicators Based on the Quarterly Projection Model
Impact of migration flows on the economic activity and labor market of Russia as a whole and regionally
Do global output gaps help forecast inflation in Russia?
Long-term financing, investment and innovation-related growth
DEMUR, a regional semi-structural model of the Ural Macroregion
Measuring Market Liquidity and Liquidity Mismatches across Sectors
Optimal simple monetary policy rules for a resource-rich economy and the Zero Lower Bound
Preventive monetary and macroprudential policy response to anticipated shocks to financial stability
Banks’ interest rate setting and transitions between liquidity surplus and deficit
Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry
Measuring heterogeneity in banks’ interest rate setting in Russia
A Real-Time Historical Database of Macroeconomic Indicators for Russia
How Do Investors Prefer Banks to Transit to Basel Internal Models: Mandatorily or Voluntarily?
Long Run Exchange Rate Pass-Through
Evaluation of consumer demand regional differentiation factors in the Russian Federation
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
Department responsible for publication: Research and Forecasting Department
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Last updated on: 29.02.2024
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