Central Bank Research Hub - Series: Central Bank of the Russian Federation Working Papers

Papers by year: All | 2017 | 2016 | 2015

Title Author(s)

Macro-financial linkages: the role of liquidity dependence

Paper: 24, 02.10.2017

JEL: C32, G2, O16

Effect of Banking Sector Resolution on Competition and Stability

Paper: 22, 02.07.2017

JEL: E43, G21, G28

Long-term forecasting of the size and structure of the Russian financial sector

Paper: 20, 02.07.2017

JEL: G17

Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling

Paper: 19, 02.07.2017

JEL: G21, G28

Real-time determination of credit cycle phases in emerging markets

Paper: 17, 16.01.2017

JEL: E37, E44, E51

Solving DSGE models with stochastic trends

Paper: 15, 17.09.2016

JEL: C61, C63

A note on money creation in emerging market economies

Paper: 10, 17.05.2016

JEL: E51, F30

Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification

Paper: 08, 16.01.2016

JEL: C38, C53, C82, E27

Deposit dollarization in emerging markets: modelling the hysteresis effect

Paper: 07, 17.11.2015

JEL: C23, E41, F31

Measuring Debt Burden

Paper: 05, 17.06.2015

JEL: E44, E51, G01

Evaluating the underlying inflation measures for Russia

Paper: 04, 17.03.2015

JEL: C32, E31, E32, E52

Disentangling loan demand and supply shocks in Russia

Paper: 03, 17.03.2015

JEL: C32, E51, G21

Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model

Paper: 02, 02.03.2015

JEL: C53, C82, E17

A large Bayesian vector autoregression model for Russia

Paper: 01, 01.03.2015

JEL: C32, E32, E44, E47

Papers by year: All | 2017 | 2016 | 2015