Alexey Ponomarenko

Bank of Russia

12 Neglinnaya Street

Moscow, 107016

Russia

SCHOLARLY PAPERS

22

DOWNLOADS

1,014

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (22)

1.

Money Creation and Banks’ Interest Rate Setting

Number of pages: 12 Posted: 04 Nov 2020 Last Revised: 24 Feb 2021
Alexey Ponomarenko
Bank of Russia
Downloads 83 (562,466)

Abstract:

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Money supply, lending rates, deposit rates, agent-based model

2.

Exploring the Interplay Between Early Warning Systems’ Usefulness and Basel III Regulation

Number of pages: 14 Posted: 07 Mar 2020
Elena Deryugina, Maria Guseva and Alexey Ponomarenko
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 79 (579,228)

Abstract:

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Credit gap, Early warning system, Macro-prudential policy, Basel III regulation

3.

Banks’ Interest Rate Setting and Transitions between Liquidity Surplus and Deficit

Number of pages: 18 Posted: 12 Aug 2021 Last Revised: 21 Sep 2021
Tatiana Grishina and Alexey Ponomarenko
Bank of Russia and Bank of Russia
Downloads 77 (587,698)
Citation 1

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Excess reserves, Lending rates, Fund transfer pricing, Russia.

4.

Real-Time Determination of Credit Cycle Phases in Emerging Markets

Bank of Russia Working Paper Series No. 17
Number of pages: 19 Posted: 18 Jan 2017
Elena Deryugina and Alexey Ponomarenko
Bank of Russia and Bank of Russia
Downloads 68 (629,119)
Citation 1

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Credit Cycle, Countercyclical Capital Buffers, Early Warning Indicators, Emerging Markets

5.

A Feasible Approach to Projecting Household Demand for the Digital Ruble in Russia

Number of pages: 39 Posted: 17 Feb 2023 Last Revised: 16 Aug 2023
Vadim Grishchenko, Alexey Ponomarenko and Sergei Seleznev
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 58 (681,239)

Abstract:

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Central Bank Digital Currency, Digital Ruble, payment instruments, ordered probit, banknotes, bank cards, Russia

6.

Exploring the Conjunction Between the Structures of Deposit and Credit Markets in the Digital Economy under Information Asymmetries

Number of pages: 33 Posted: 23 Nov 2021
Elena Deryugina, Alexey Ponomarenko and Andrey Sinyakov
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 52 (716,145)
Citation 2

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banking, market structure, asymmetric information, adverse selection, transactional data

7.

Do Sterilized Foreign Exchange Interventions Create Money?

Number of pages: 20 Posted: 04 Dec 2017
Alexey Ponomarenko
Bank of Russia
Downloads 50 (728,625)

Abstract:

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money supply, credit, foreign exchange reserves, emerging markets

8.

Explaining the Lead-Lag Pattern in the Money-Inflation Relationship: A Microsimulation Approach

Number of pages: 16 Posted: 16 Jul 2020
Elena Deryugina and Alexey Ponomarenko
Bank of Russia and Bank of Russia
Downloads 49 (734,926)

Abstract:

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money supply, inflation, evolutionary learning, agent-based model

9.

What Do Aggregate Saving Rates (Not) Show?

Number of pages: 18 Posted: 04 Dec 2017
Alexey Ponomarenko and Alexey N. Ponomarenko
Bank of Russia and National Research University Higher School of Economics (Moscow)
Downloads 49 (734,926)

Abstract:

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saving, economic growth, credit, agent-based model, national accounts

10.

When are Credit Gap Estimates Reliable?

Bank of Russia Working Paper Series No. 34
Number of pages: 31 Posted: 08 Aug 2018
Elena Deryugina, Alexey Ponomarenko and Anna Rozhkova
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 48 (741,402)

Abstract:

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credit gap, credit cycle, countercyclical capital buffer, agent-based models

11.

The Credit Cycle and Measurement of the Natural Rate of Interest

Number of pages: 27 Posted: 22 Dec 2018
Alexey Ponomarenko
Bank of Russia
Downloads 47 (747,857)

Abstract:

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natural rate of interest, credit cycle, Kalman filter, agent-based models

12.

Forecasting the Implications of Foreign Exchange Reserve Accumulation With an Agent-Based Model

Bank of Russia Working Paper Series No. 37
Number of pages: 30 Posted: 06 Dec 2018
Ramis Khabibullin, Alexey Ponomarenko and Sergei Seleznev
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 46 (754,461)
Citation 1

Abstract:

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Money Supply, Foreign Exchange Reserves, Forecasting, Agent-Based Model, Russia

13.

Incorporating Financial Development Indicators Into Early Warning Systems

Number of pages: 18 Posted: 10 Jul 2020
Alexey Ponomarenko and Stas Tatarintsev
Bank of Russia and Bank of Russia
Downloads 45 (761,328)
Citation 1

Abstract:

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Early warning indicators, financial crisis, financial development, credit gap, random forest

14.

The Role of Regional and Sectoral Factors in Russian Inflation Developments

Bank of Russia Working Paper Series No. 36
Number of pages: 29 Posted: 06 Aug 2018 Last Revised: 16 Aug 2018
Bank of Russia, Gaidar Institute for Economic Policy, Bank of Russia and Bank of Russia
Downloads 43 (775,333)
Citation 2

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Dynamic Hierarchical Factor Model, Regional Inflation, Relative Prices, Russia

15.

An Empirical Behavioral Model of Households’ Deposit Dollarization

Number of pages: 19 Posted: 03 Nov 2020
Ramis Khabibullin and Alexey Ponomarenko
Bank of Russia and Bank of Russia
Downloads 34 (843,533)
Citation 1

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Dollarization, behavioral finance, variational Bayes, Russia

16.

Disinflation and Reliability of Underlying Inflation Measures

Number of pages: 23 Posted: 11 Jun 2019
Elena Deryugina and Alexey Ponomarenko
Bank of Russia and Bank of Russia
Downloads 34 (843,533)

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Underlying inflation, Non-Stationary Dynamic Factor model, Russia

17.

Money Demand and the Proliferation of Alternative Financial Assets

Number of pages: 22 Posted: 18 Feb 2021
Elena Deryugina, Natalia Makhankova and Alexey Ponomarenko
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 33 (851,926)

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Monetary aggregates, financial wealth, liquidity, currency equivalent.

18.

Amortized Neural Networks for Agent-Based Model Forecasting

Number of pages: 27 Posted: 27 Jul 2023
Denis Koshelev, Alexey Ponomarenko and Sergei Seleznev
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 31 (868,639)

Abstract:

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agent-based models, amortized simulation-based inference, Bayesian models, forecasting, neural networks

19.

Macro-Financial Linkages: The Role of Liquidity Dependence

Bank of Russia Working Paper Series No. 24
Number of pages: 29 Posted: 01 Dec 2017
Alexey Ponomarenko, Anna Rozhkova and Sergei Seleznev
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 31 (868,639)

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liquidity dependence, macro-financial linkages, Smooth Transition Bayesian VAR

20.

External Adjustment in Commodity Exporting Countries During Energy Price Downturns

Number of pages: 28 Posted: 19 May 2022
Anna Burova, Alexey Ponomarenko and Alexander Reentovich
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 29 (886,099)

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terms of trade, current account, oil price, trend and cycle decomposition

21.

A Note on Observational Equivalence of Micro Assumptions on Macro Level

Number of pages: 12 Posted: 15 Oct 2019
Alexey Ponomarenko
Bank of Russia
Downloads 28 (895,032)

Abstract:

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microfoundations, bounded rationality, reinforcement learning, agent-based model

22.

Network structure of the economy and the propagation of monetary shocks

Number of pages: 21
Bank of Russia, Independent, Bank of Russia, National Research University Higher School of Economics (Moscow) and P.N. Lebedev Physical Institute
Downloads 0

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money supply, inflation, Cantillion effects, networks, input-output tables JEL classification: C63