Mikhail Pranovich

University of Cambridge

Trinity Ln

Cambridge, CB2 1TN

United Kingdom

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

Joint Vienna Insitute

Mariahilferstrasse 97

Wien, A-1090

Austria

SCHOLARLY PAPERS

5

DOWNLOADS

458

TOTAL CITATIONS

18

Scholarly Papers (5)

1.

Optimal Forecasts in the Presence of Structural Breaks

De Nederlandsche Bank Working Paper No. 327
Number of pages: 55 Posted: 27 Dec 2011
M. Hashem Pesaran, Andreas Pick, Mikhail Pranovich and Mikhail Pranovich
University of Southern California - Department of Economics, Erasmus University Rotterdam (EUR) - Department of Econometrics and University of CambridgeInternational Monetary Fund (IMF)
Downloads 131 (440,658)
Citation 18

Abstract:

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forecasting, structural breaks, optimal weights, robust weights, exponential smoothing

2.

Structural Quarterly Projection Model for Belarus

IMF Working Paper No. 18/254
Number of pages: 42 Posted: 14 Jan 2019
Karel Musil, Mikhail Pranovich, Mikhail Pranovich and Jan Vlček
International Monetary Fund (IMF), University of CambridgeInternational Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 114 (490,155)

Abstract:

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Belarus, Dollarization, Europe, Monetary policy, Quarterly Projection Model, Nominal Wages, Fiscal Impulse, Forecasting and Simulation, Monetary Policy (Targets, Instruments, and Effects), Quantitative Policy Modeling

3.

Quarterly Projection Model for the National Bank of Rwanda

IMF Working Paper No. 2020/295
Number of pages: 48 Posted: 28 Jan 2021
Jan Vlček, Mikhail Pranovich, Mikhail Pranovich, Patrick Hitayezu, Bruno Mwenese and Christian Nyalihama
International Monetary Fund (IMF), University of CambridgeInternational Monetary Fund (IMF), National Bank of Rwanda, National Bank of Rwanda and National Bank of Rwanda
Downloads 110 (503,334)

Abstract:

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4.

The Game of Anchors: Studying the Causes of Currency Crises in Belarus

IMF Working Paper No. 15/281
Number of pages: 50 Posted: 17 Feb 2016
Alex Miksjuk, Mikhail Pranovich, Mikhail Pranovich and Sam Ouliaris
National Bank of the Republic of Belarus, University of CambridgeInternational Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 56 (740,204)

Abstract:

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currency crisis, exchange rate policies, currency, exchange rate, monetary policy, currency crises, economy, Time-Series Models, Monetary Policy (Targets, Instruments, and Effects), Open Economy Macroeconomics

5.

An Extended Quarterly Projection Model: Credit Cycle, Macrofinancial Linkages and Macroprudential Measures: The Case of the Philippines

IMF Working Paper No. 2021/256
Number of pages: 45 Posted: 04 Feb 2022
Philippe D. Karam, Mikhail Pranovich, Mikhail Pranovich and Jan Vlček
International Monetary Fund (IMF), University of CambridgeInternational Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 47 (799,165)

Abstract:

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Philippines, Forecasting and Policy Analysis, Quarterly Projection Model, Monetary Policy, Macroprudential Policy, Credit Cycle, Leverage Ratio, credit cycle dynamics, policy analysis, projection model, model property, Quarterly Projection model, Credit, Macroprudential policy, Central bank policy rate, Credit gaps, Business cycles, Global