Alexey Ponomarenko

Bank of Russia

12 Neglinnaya Street

Moscow, 107016

Russia

SCHOLARLY PAPERS

18

DOWNLOADS

295

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (18)

1.

Do Sterilized Foreign Exchange Interventions Create Money?

Number of pages: 20 Posted: 04 Dec 2017
Alexey Ponomarenko
Bank of Russia
Downloads 32 (580,847)

Abstract:

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money supply, credit, foreign exchange reserves, emerging markets

2.

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 32 (580,847)

Abstract:

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

3.

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 25 (624,312)

Abstract:

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

4.

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 25 (624,312)

Abstract:

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

5.

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 21 (652,248)

Abstract:

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

6.

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
Downloads 18 (673,877)

Abstract:

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

7.

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 17 (681,224)

Abstract:

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

8.

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 16 (688,697)

Abstract:

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

9.

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 15 (696,201)

Abstract:

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

10.

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 14 (704,023)

Abstract:

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

11.

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 14 (704,023)
Citation 1

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Dollarization, behavioral finance, variational Bayes, Russia

12.

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 14 (704,023)

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

13.

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 13 (711,976)

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

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 12 (719,944)

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

15.

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 9 (743,847)

Abstract:

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Monetary aggregates, financial wealth, liquidity, currency equivalent.

16.

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 8 (751,964)

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

17.

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 7 (760,131)

Abstract:

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Underlying inflation, Non-Stationary Dynamic Factor model, Russia

18.

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 3 (792,159)

Abstract:

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