Alexey A. Ponomarenko : Citation Profile


Are you Alexey A. Ponomarenko?

Central Bank of the Russian Federation

5

H index

2

i10 index

101

Citations

RESEARCH PRODUCTION:

29

Articles

48

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 7
   Journals where Alexey A. Ponomarenko has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 25 (19.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo420
   Updated: 2022-11-19    RAS profile: 2022-11-17    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Deryugina, Elena (15)

Sinyakov, Andrey (9)

Popova, Svetlana (5)

Seleznev, Sergei (5)

Kozlovtceva, Irina (2)

Tsvetkova, Anna (2)

ponomarenko, aleksey (2)

Tatarintsev, Stas (2)

Sterkhova (Zhivaykina), Aleksandra (2)

Burova, Anna (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alexey A. Ponomarenko.

Is cited by:

Tochkov, Kiril (5)

El-Shagi, Makram (5)

Deryugina, Elena (4)

Fokin, Nikita (3)

Polbin, Andrey (3)

Sinyakov, Andrey (3)

Mamedli, Mariam (3)

Solanko, Laura (2)

Zhemkov, Michael (2)

Novak, Anna (2)

Tsvetkova, Anna (2)

Cites to:

Roventini, Andrea (25)

BORIO, Claudio (24)

Giannone, Domenico (22)

Reichlin, Lucrezia (19)

Forni, Mario (16)

Napoletano, Mauro (15)

Claessens, Stijn (14)

Deryugina, Elena (14)

Kose, Ayhan (14)

Disyatat, Piti (14)

Lippi, Marco (14)

Main data


Where Alexey A. Ponomarenko has published?


Journals with more than one article published# docs
Russian Journal of Money and Finance4
VOPROSY ECONOMIKI3
Journal of the New Economic Association2
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020)2
Macroeconomics and Finance in Emerging Market Economies2

Working Papers Series with more than one paper published# docs
Bank of Russia Working Paper Series / Bank of Russia30
Economics Discussion Papers / Kiel Institute for the World Economy (IfW Kiel)2

Recent works citing Alexey A. Ponomarenko (2022 and 2021)


YearTitle of citing document
2021Variations in the Effects of a Single Monetary Policy: The Case of Russian Regions. (2021). Shulgin, Andrei ; Novak, Anna ; Napalkov, Vadim. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:1:p:3-45.

Full description at Econpapers || Download paper

2021Data of Sectoral Financial Flows as a High-Frequency Indicator of Economic Activity. (2021). Chernyadyev, Dmitriy ; Porshakov, Alexey ; Movsesyan, Levon ; Tsvetkova, Anna ; Turdyeva, Natalia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:2:p:28-49.

Full description at Econpapers || Download paper

2021Forecasting Regional Indicators Based on the Quarterly Projection Model. (2021). Nelyubina, Alyona. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:2:p:50-75.

Full description at Econpapers || Download paper

2021Review of the Bank of Russia and NES Seminar ‘Financial Dollarisation: Causes and Consequences’. (2021). Ponomarenko, Alexey ; Egorov, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:2:p:96-104.

Full description at Econpapers || Download paper

2021Review of the Bank of Russia – NES Workshop ‘Main Challenges in Banking: Risks, Liquidity, Pricing, and Digital Currencies’. (2021). Khotulev, Ivan. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:4:p:124-136.

Full description at Econpapers || Download paper

2022Forecasting Unemployment in Russia Using Machine Learning Methods. (2022). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:73-87.

Full description at Econpapers || Download paper

2022Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model. (2022). Lomonosov, Daniil ; Zubarev, Andrey ; Rybak, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:49-78.

Full description at Econpapers || Download paper

2022Assessment of Monthly GDP Growth Using Temporal Disaggregation Methods. (2022). Zhemkov, Michael. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:79-104.

Full description at Econpapers || Download paper

2021FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70.

Full description at Econpapers || Download paper

2021Extending the determinants of currency substitution in Nigeria: Any role for financial innovation?. (2021). Chukwunwike, Onyedikachi David ; Nwonye, Nnenna Georgina ; Onah, Emmanuel ; Ujunwa, Augustine. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:590-607.

Full description at Econpapers || Download paper

2021The unique dollarization case of Lebanon. (2021). Bitar, Joseph. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:2:s0939362520300728.

Full description at Econpapers || Download paper

2021Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24.

Full description at Econpapers || Download paper

2021Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle. (2021). Tochkov, Kiril ; El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202101.

Full description at Econpapers || Download paper

2021GDP Nowcasting: Dynamic Factor Model vs. Official Forecasts. (2021). Konstantin, Rybak ; Andrey, Zubarev. In: Russian Economic Development. RePEc:gai:recdev:r21131.

Full description at Econpapers || Download paper

2021?????????? ???: ???????????? ????????? ?????? ? ??????????? ????????. (2021). Konstantin, Rybak ; Andrey, Zubarev. In: Russian Economic Development (in Russian). RePEc:gai:ruserr:r21131.

Full description at Econpapers || Download paper

2021Can Financial Soundness Indicators Help Predict Financial Sector Distress?. (2021). Pietrzak, Marcin. In: IMF Working Papers. RePEc:imf:imfwpa:2021/197.

Full description at Econpapers || Download paper

2021Examining the temporal impact of stock market development on carbon intensity: Evidence from South Asian countries. (2021). Sinha, Avik ; Shahbaz, Muhammad ; Sharma, Rajesh ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:108925.

Full description at Econpapers || Download paper

2021Money Creation in Russia: Does the Money Multiplier Exist?. (2021). Mihailov, Alexander ; Grishchenko, Vadim ; Tkachev, Vasily N. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2021-15.

Full description at Econpapers || Download paper

2021How Aging Population Affects Health Care Expenditures in Pakistan? A Bayesian VAR Analysis. (2021). Ul, Muhammad Iftikhar ; Baloch, Ashfaque Ali ; Rashid, Mudassar ; Shakoor, Usman ; Saboor, Abdul. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:153:y:2021:i:2:d:10.1007_s11205-020-02500-x.

Full description at Econpapers || Download paper

2022The impact of the inflation-targeting regime on the economic development of an industrial region. (2022). Ilyashenko, Vladimir V ; Kuklinova, Polina S. In: Journal of New Economy. RePEc:url:izvest:v:23:y:2022:i:2:p:125-141.

Full description at Econpapers || Download paper

2022Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM). (2022). Daniel, Hopp. In: Journal of Official Statistics. RePEc:vrs:offsta:v:38:y:2022:i:3:p:847-873:n:8.

Full description at Econpapers || Download paper

2021Macrofinancial linkages in Europe: Evidence from quantile local projections. (2021). Shchepeleva, Maria ; Stolbov, Mikhail. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5557-5569.

Full description at Econpapers || Download paper

Works by Alexey A. Ponomarenko:


YearTitleTypeCited
2015Balance sheet structure indicators and the financial cycle In: IFC Bulletins chapters.
[Full Text][Citation analysis]
chapter0
2018Macro-financial linkages: the role of liquidity dependence In: BIS Working Papers.
[Full Text][Citation analysis]
paper1
2017Macro-financial linkages: the role of liquidity dependence.(2017) In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions from Agent-Based Modeling In: Russian Journal of Money and Finance.
[Full Text][Citation analysis]
article2
2019Determination of the Current Phase of the Credit Cycle in Emerging Markets In: Russian Journal of Money and Finance.
[Full Text][Citation analysis]
article1
2020Assessing the Consequences of the Pandemic for the Russian Economy Through an Input-Output Model In: Russian Journal of Money and Finance.
[Full Text][Citation analysis]
article1
2022A Real-Time Historical Database of Macroeconomic Indicators for Russia In: Russian Journal of Money and Finance.
[Full Text][Citation analysis]
article3
2021A Real-Time Historical Database of Macroeconomic Indicators for Russia.(2021) In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2016Deposit dollarization and national currency depreciation in Russia and Kazakhstan In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper0
2018Industry specifics of liquidity dependence in Russia and vulnerability to financial shocks In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper0
2019Foreign exchange reserves and money supply In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper0
2016Measuring Domestically Generated Inflation In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper0
2016Money stock composition and inflation risks In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper0
2017Proactive Supervisory Policy: Short-term Pain and Long-term Gain In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper0
2015A large Bayesian vector autoregression model for Russia In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper12
2014A large Bayesian vector autoregression model for Russia.(2014) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2016A note on money creation in emerg-ing market economies In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper1
2016A note on money creation in emerging market economies.(2016) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017A note on money creation in emerging market economies.(2017) In: Journal of Financial Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2017Real-time determination of credit cycle phases in emerging markets In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper0
2017Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper0
2015Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper23
2015Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model.(2015) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2016Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model.(2016) In: Journal of the New Economic Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
2018Analysis of the debt burden in Russian economy sectors In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper0
2017Analysis of the debt burden in Russian economy sectors.(2017) In: Russian Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015Disentangling loan demand and supply shocks in Russia In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper3
2015Disentangling loan demand and supply shocks in Russia.(2015) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2018When are credit gap estimates reliable? In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper1
2020When are credit gap estimates reliable?.(2020) In: Economic Analysis and Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2018The role of regional and sectoral factors in Russian inflation developments In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper6
2019The role of regional and sectoral factors in Russian inflation developments.(2019) In: Economic Change and Restructuring.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2018Forecasting the implications of foreign exchange reserve accumulation with an agent-based model In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper0
2015Evaluating the underlying inflation measures for Russia In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper2
2015Evaluating underlying inflation measures for Russia.(2015) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2018Evaluating underlying inflation measures for Russia.(2018) In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2019Do sterilized foreign exchange interventions create money? In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper3
2019Do sterilized foreign exchange interventions create money?.(2019) In: Journal of Asian Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2019Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper1
2019Disinflation and reliability of underlying inflation measures In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper0
2020Disinflation and Reliability of Underlying Inflation Measures.(2020) In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015Measuring Debt Burden In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper3
2020Incorporating financial development indicators into early warning systems In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper2
2020An empirical behavioral model of households’ deposit dollarization In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper1
2022An empirical behavioral model of household’s deposit dollarization.(2022) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2015Deposit dollarization in emerging markets: modelling the hysteresis effect In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper2
2015Deposit dollarization in emerging markets: modelling the hysteresis effect.(2015) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Deposit dollarization in emerging markets: modelling the hysteresis effect.(2017) In: Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2021Measuring heterogeneity in banks interest rate setting in Russia In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper0
2021Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper1
2021Banks’ interest rate setting and transitions between liquidity surplus and deficit In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper0
2021Measuring Market Liquidity and Liquidity Mismatches across Sectors In: Bank of Russia Working Paper Series.
[Full Text][Citation analysis]
paper0
2010Russian fiscal policy during the financial crisis In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper5
2010Wealth effects and Russian money demand In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper4
2011Identifying structural shocks behind loan supply fluctuations in Russia In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper5
2011Financial dollarization in Russia : causes and consequences In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper4
2013Financial dollarization in Russia: causes and consequences.(2013) In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2012Early warning indicators of asset price boom/bust cycles in emerging markets In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper0
2013Early warning indicators of asset price boom/bust cycles in emerging markets.(2013) In: Emerging Markets Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2013Money demand models for Russia : A sectoral approach In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper2
2014Estimating sustainable output growth in emerging market economies In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper3
2015Estimating Sustainable Output Growth in Emerging Market Economies.(2015) In: Comparative Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2022The Credit Cycle and Measurement of the Natural Rate of Interest In: Journal of Central Banking Theory and Practice.
[Full Text][Citation analysis]
article0
2013Money-based inflation risk indicator for Russia: a structural dynamic factor model approach In: Joint Research Papers.
[Citation analysis]
paper2
2012Feedback to the ECBs monetary analysis: the Bank of Russias experience with some key tools In: Working Paper Series.
[Full Text][Citation analysis]
paper3
2014Feedback to the ECB’s Monetary Analysis: The Bank of Russia’s Experience with Some Key Tools.(2014) In: Journal of Banking and Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2020A case for leaning against the wind in a commodity-exporting economy In: International Economics.
[Full Text][Citation analysis]
article0
2015Accounting for Post-Crisis Macroeconomic Developments in Russia: A Large Bayesian Vector Autoregression Model Approach In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article2
2010The Role of Budget Policy under the Financial and Economic Crisis In: Journal of the New Economic Association.
[Full Text][Citation analysis]
article1
2008The Problem of Identifying and Modeling the Relationship between Monetary Factor and Inflation in the Russian Economy In: VOPROSY ECONOMIKI.
[Citation analysis]
article0
2009Short-term Interest Rates and the State of Liquidity in the Russian Money Market under Conditions of the Global Financial Crisis In: VOPROSY ECONOMIKI.
[Citation analysis]
article1
2013Money-based Inflation Risk Indicator: A Regime Switching Model In: VOPROSY ECONOMIKI.
[Citation analysis]
article0
2017Money-based underlying inflation measure for Russia: a structural dynamic factor model approach In: Empirical Economics.
[Full Text][Citation analysis]
article0
2021Explaining the lead–lag pattern in the money–inflation relationship: a microsimulation approach In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]
article0
2017What do aggregate saving rates (not) show? In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
2018What do aggregate saving rates (not) show?.(2018) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019A note on observational equivalence of micro assumptions on macro level In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
2020A note on observational equivalence of micro assumptions on macro level.(2020) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team