Alexey A. Ponomarenko : Citation Profile


Are you Alexey A. Ponomarenko?

Central Bank of the Russian Federation

6

H index

2

i10 index

152

Citations

RESEARCH PRODUCTION:

38

Articles

66

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 9
   Journals where Alexey A. Ponomarenko has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 29 (16.02 %)

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   Permalink: http://citec.repec.org/ppo420
   Updated: 2024-12-03    RAS profile: 2024-08-05    
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Relations with other researchers


Works with:

Deryugina, Elena (9)

Sinyakov, Andrey (7)

Seleznev, Sergei (6)

Burova, Anna (3)

Popova, Svetlana (3)

Kozlovtceva, Irina (3)

Sterkhova (Zhivaykina), Aleksandra (2)

Tatarintsev, Stas (2)

Makhankova, Natalia (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 (13)

El-Shagi, Makram (13)

Zubarev, Andrey (6)

Deryugina, Elena (4)

Rodríguez, Gabriel (4)

Rybak, Konstantin (4)

Fokin, Nikita (3)

Mikosch, Heiner (3)

Mamedli, Mariam (3)

Novak, Anna (3)

Polbin, Andrey (3)

Cites to:

Giannone, Domenico (42)

Reichlin, Lucrezia (33)

BORIO, Claudio (28)

Roventini, Andrea (26)

Égert, Balázs (21)

Forni, Mario (16)

Disyatat, Piti (16)

Lenza, Michele (16)

Napoletano, Mauro (15)

Mandel, Antoine (15)

Lippi, Marco (14)

Main data


Where Alexey A. Ponomarenko has published?


Journals with more than one article published# docs
Voprosy Ekonomiki6
Russian Journal of Money and Finance5
Emerging Markets Finance and Trade2
Journal of the New Economic Association2
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020)2
Journal of Financial Economic Policy2
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 Russia34
BOFIT Discussion Papers / Bank of Finland Institute for Emerging Economies (BOFIT)13
Economics Discussion Papers / Kiel Institute for the World Economy (IfW Kiel)2

Recent works citing Alexey A. Ponomarenko (2024 and 2023)


YearTitle of citing document
2023??????? ??????????????? ? ???????????? ????? ??????????: ??????? ?? ?????? ??????? // Forecasting system at the National Bank of Kazakhstan: survey-based nowcasting. (2017). Musil, Karel ; Мекенбаева Камила // Mekenbayeva Kamila, . In: Working Papers. RePEc:aob:wpaper:15.

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2024Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods. (2024). Pankratova, Anastasiia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:32-52.

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2024Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?. (2024). Tsomocos, Dimitrios ; Shirobokov, A ; Peiris, M U. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002139.

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2023Interest rates and systemic risk:Evidence from the Vietnamese economy. (2023). Thuy, Linh Thi ; Xuan, Huong Thi ; Thanh, Hoai Thi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000063.

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2023Interregional Differences in Inflation through the Prism of Ackley’s Theory. (2023). Alekhin, Boris I. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:230101:p:8-25.

Full description at Econpapers || Download paper

2023Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y.

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2023Endogenous money supply, global liquidity and financial transactions: Panel evidence from OECD countries. (2023). Liwiski, Pawe. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:121-152.

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2023Application of Markov-Switching MIDAS models to nowcasting of GDP and its components. (2023). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0474.

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2023Diversified imports as catalysts for ecological footprint: examining the BRICS experience. (2023). Shahbaz, Muhammad ; Vo, Xuan Vinh ; Kautish, Pradeep ; Sharma, Rajesh. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:4:d:10.1007_s10668-022-02177-x.

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Works by Alexey A. Ponomarenko:


YearTitleTypeCited
2023Amortized neural networks for agent-based model forecasting In: Papers.
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2023Amortized Neural Networks for Agent-Based Model Forecasting.(2023) In: Bank of Russia Working Paper Series.
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2015Balance sheet structure indicators and the financial cycle In: IFC Bulletins chapters.
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2018Macro-financial linkages: the role of liquidity dependence In: BIS Working Papers.
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2017Macro-financial linkages: the role of liquidity dependence.(2017) In: Bank of Russia Working Paper Series.
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2018Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions from Agent-Based Modeling In: Russian Journal of Money and Finance.
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2019Determination of the Current Phase of the Credit Cycle in Emerging Markets In: Russian Journal of Money and Finance.
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article1
2020Assessing the Consequences of the Pandemic for the Russian Economy Through an Input-Output Model In: Russian Journal of Money and Finance.
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article3
2022A Real-Time Historical Database of Macroeconomic Indicators for Russia In: Russian Journal of Money and Finance.
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article4
2021A Real-Time Historical Database of Macroeconomic Indicators for Russia.(2021) In: Bank of Russia Working Paper Series.
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This paper has nother version. Agregated cites: 4
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2023National Currencies in International Settlements: Main Mechanisms In: Russian Journal of Money and Finance.
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2016Deposit dollarization and national currency depreciation in Russia and Kazakhstan In: Bank of Russia Working Paper Series.
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2018Industry specifics of liquidity dependence in Russia and vulnerability to financial shocks In: Bank of Russia Working Paper Series.
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2019Foreign exchange reserves and money supply In: Bank of Russia Working Paper Series.
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2016Measuring Domestically Generated Inflation In: Bank of Russia Working Paper Series.
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2016Money stock composition and inflation risks In: Bank of Russia Working Paper Series.
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2017Proactive Supervisory Policy: Short-term Pain and Long-term Gain In: Bank of Russia Working Paper Series.
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2015A large Bayesian vector autoregression model for Russia In: Bank of Russia Working Paper Series.
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2016A note on money creation in emerg-ing market economies In: Bank of Russia Working Paper Series.
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2017A note on money creation in emerging market economies.(2017) In: Journal of Financial Economic Policy.
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2023A Feasible Approach to Projecting Household Demand For The Digital Ruble in Russia In: Bank of Russia Working Paper Series.
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2024Reconstructing the publication history of Russia’s GDP and its components In: Bank of Russia Working Paper Series.
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2024Network structure of the economy and the propagation of monetary shocks In: Bank of Russia Working Paper Series.
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2017Real-time determination of credit cycle phases in emerging markets In: Bank of Russia Working Paper Series.
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2017Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling In: Bank of Russia Working Paper Series.
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2015Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model In: Bank of Russia Working Paper Series.
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2016Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model.(2016) In: Journal of the New Economic Association.
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2018Analysis of the debt burden in Russian economy sectors In: Bank of Russia Working Paper Series.
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2017Analysis of the debt burden in Russian economy sectors.(2017) In: Russian Journal of Economics.
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2015Disentangling loan demand and supply shocks in Russia In: Bank of Russia Working Paper Series.
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2018When are credit gap estimates reliable? In: Bank of Russia Working Paper Series.
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2020When are credit gap estimates reliable?.(2020) In: Economic Analysis and Policy.
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This paper has nother version. Agregated cites: 2
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2018The role of regional and sectoral factors in Russian inflation developments In: Bank of Russia Working Paper Series.
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2019The role of regional and sectoral factors in Russian inflation developments.(2019) In: Economic Change and Restructuring.
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2018Forecasting the implications of foreign exchange reserve accumulation with an agent-based model In: Bank of Russia Working Paper Series.
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2015Evaluating the underlying inflation measures for Russia In: Bank of Russia Working Paper Series.
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2018Evaluating underlying inflation measures for Russia.(2018) In: Macroeconomics and Finance in Emerging Market Economies.
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2019Do sterilized foreign exchange interventions create money? In: Bank of Russia Working Paper Series.
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2019Do sterilized foreign exchange interventions create money?.(2019) In: Journal of Asian Economics.
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2019Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy In: Bank of Russia Working Paper Series.
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2019Disinflation and reliability of underlying inflation measures In: Bank of Russia Working Paper Series.
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2020Disinflation and Reliability of Underlying Inflation Measures.(2020) In: Central European Journal of Economic Modelling and Econometrics.
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2015Measuring Debt Burden In: Bank of Russia Working Paper Series.
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2020Incorporating financial development indicators into early warning systems In: Bank of Russia Working Paper Series.
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2023Incorporating financial development indicators into early warning systems.(2023) In: The Journal of Economic Asymmetries.
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2020An empirical behavioral model of households’ deposit dollarization In: Bank of Russia Working Paper Series.
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2022An empirical behavioral model of household’s deposit dollarization.(2022) In: Journal of Economic Interaction and Coordination.
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2015Deposit dollarization in emerging markets: modelling the hysteresis effect In: Bank of Russia Working Paper Series.
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2017Deposit dollarization in emerging markets: modelling the hysteresis effect.(2017) In: Journal of Economics and Finance.
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2021Measuring heterogeneity in banks interest rate setting in Russia In: Bank of Russia Working Paper Series.
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2022Measuring Heterogeneity in Banks’ Interest Rate Setting in Russia.(2022) In: Emerging Markets Finance and Trade.
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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.
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2021Banks’ interest rate setting and transitions between liquidity surplus and deficit In: Bank of Russia Working Paper Series.
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2021Measuring Market Liquidity and Liquidity Mismatches across Sectors In: Bank of Russia Working Paper Series.
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2010Russian fiscal policy during the financial crisis In: BOFIT Discussion Papers.
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2010Wealth effects and Russian money demand In: BOFIT Discussion Papers.
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2011Identifying structural shocks behind loan supply fluctuations in Russia In: BOFIT Discussion Papers.
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2011Financial dollarization in Russia : causes and consequences In: BOFIT Discussion Papers.
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2012Early warning indicators of asset price boom/bust cycles in emerging markets In: BOFIT Discussion Papers.
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2013Money demand models for Russia : A sectoral approach In: BOFIT Discussion Papers.
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2014Estimating sustainable output growth in emerging market economies In: BOFIT Discussion Papers.
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2014A large Bayesian vector autoregression model for Russia In: BOFIT Discussion Papers.
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2015Disentangling loan demand and supply shocks in Russia In: BOFIT Discussion Papers.
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2015Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model In: BOFIT Discussion Papers.
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2015Evaluating underlying inflation measures for Russia In: BOFIT Discussion Papers.
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2015Deposit dollarization in emerging markets: modelling the hysteresis effect In: BOFIT Discussion Papers.
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2016A note on money creation in emerging market economies In: BOFIT Discussion Papers.
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2022The Credit Cycle and Measurement of the Natural Rate of Interest In: Journal of Central Banking Theory and Practice.
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2013Money-based inflation risk indicator for Russia: a structural dynamic factor model approach In: Joint Research Papers.
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2020A case for leaning against the wind in a commodity-exporting economy In: International Economics.
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2020A case for leaning against the wind in a commodity-exporting economy.(2020) In: International Economics.
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2012Feedback to the ECBs monetary analysis: the Bank of Russias experience with some key tools In: Working Paper Series.
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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.
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2013Early warning indicators of asset price boom/bust cycles in emerging markets In: Emerging Markets Review.
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2021Money creation and banks’ interest rate setting In: Journal of Financial Economic Policy.
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2015Accounting for Post-Crisis Macroeconomic Developments in Russia: A Large Bayesian Vector Autoregression Model Approach In: Emerging Markets Finance and Trade.
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2010The Role of Budget Policy under the Financial and Economic Crisis In: Journal of the New Economic Association.
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2008The Problem of Identifying and Modeling the Relationship between Monetary Factor and Inflation in the Russian Economy In: VOPROSY ECONOMIKI.
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2009Short-term Interest Rates and the State of Liquidity in the Russian Money Market under Conditions of the Global Financial Crisis In: VOPROSY ECONOMIKI.
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2013Money-based Inflation Risk Indicator: A Regime Switching Model In: VOPROSY ECONOMIKI.
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2008The Problem of Identifying and Modeling the Relationship between Monetary Factor and Inflation in the Russian Economy In: VOPROSY ECONOMIKI.
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2009Short-term Interest Rates and the State of Liquidity in the Russian Money Market under Conditions of the Global Financial Crisis In: VOPROSY ECONOMIKI.
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2013Money-based Inflation Risk Indicator:a regime Switching Model In: VOPROSY ECONOMIKI.
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2015Estimating Sustainable Output Growth in Emerging Market Economies In: Comparative Economic Studies.
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2017Money-based underlying inflation measure for Russia: a structural dynamic factor model approach In: Empirical Economics.
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2021Explaining the lead–lag pattern in the money–inflation relationship: a microsimulation approach In: Journal of Evolutionary Economics.
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2013Financial dollarization in Russia: causes and consequences In: Macroeconomics and Finance in Emerging Market Economies.
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2022Forecasting the implications of foreign exchange reserve accumulation with a microsimulation model In: Journal of Simulation.
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2017What do aggregate saving rates (not) show? In: Economics Discussion Papers.
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2018What do aggregate saving rates (not) show?.(2018) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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2019A note on observational equivalence of micro assumptions on macro level In: Economics Discussion Papers.
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2020A note on observational equivalence of micro assumptions on macro level.(2020) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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