Alexandru Monahov

National Bank of Moldova

Chisinau

Moldova

  • National Bank of Moldova

SCHOLARLY PAPERS

4

DOWNLOADS

284

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  Research interests: macroeconomics, finance, banking, macroprudential regulation, financial stability, stress-testing, risk indicators. Methods and techniques: Econometrics, Machine Learning, Deep Learning, Agent Based Modeling, Simulation Methods Programming: R, Python, Matlab, EViews, Stata  ”

  • National Bank of Moldova

Scholarly Papers (4)

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1.

Model Evaluation with Weighted Threshold Optimization (and the “mewto” R package)

Number of pages: 11 Posted: 18 Mar 2021
Alexandru Monahov
National Bank of Moldova
Downloads 161 (281,074)

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threshold optimization, binary classification, model performance evaluation, ROC curve, PR curve, confusion matrix, data visualization, R packages

2.

The DSTI Gap: Measuring the Impact of An Inflationary Shock on Borrowers’ Repayment Capacity in 14 European Economies

Number of pages: 14 Posted: 06 May 2022
Alexandru Monahov
National Bank of Moldova
Downloads 111 (373,785)

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Borrower-based measures, debt service, income, DSTI, gap, inflation, shock, reverse, stress-test, financial stability, risk, EU economies, macroprudential instruments

3.

HPFilter: An R Implementation of the One- and Two-Sided Hodrick-Prescott Filter

Number of pages: 16 Posted: 17 Mar 2023
Alexandru Monahov
National Bank of Moldova
Downloads 12 (853,997)

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HP, Filter, Hodrick-Prescott, smoothing, time series, lambda, GDP, credit, gap, CCyB, financial, cycle, trend, package

4.

Stress-Testing a Shock to Remittances in a Post-COVID World – What Impact on Liquidity?

Posted: 30 Jul 2021
Alexandru Monahov
National Bank of Moldova

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remittances, stress test, liquidity risk, financial development, banking sector