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A note on observational equivalence of micro assumptions on macro level
Ponomarenko, Alexey - 2020
The author set up a simplistic agent-based model where agents learn with reinforcement observing an incomplete set of variables. The model is employed to generate an artificial dataset that is used to estimate standard macro econometric models. The author shows that the results are qualitatively...
Persistent link: https://www.econbiz.de/10012159997
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A note on observational equivalence of micro assumptions on macro level
Ponomarenko, Alexey - 2019
The author sets up a simplistic agent-based model where agents learn with reinforcement observing an incomplete set of variables. The model is employed to generate an artificial dataset that is used to estimate standard macro econometric models. The author shows that the results are...
Persistent link: https://www.econbiz.de/10012120029
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Kratkosročnye procentnye stavki i sostojanie likvidnosti denežnogo rynka v Rossii na fone mirovogo finansovo krizisa
Vasilʹeva, Elena; Ponomarenko, Alexey; Poršakov, A. - In: Voprosy ėkonomiki : ordena trudovogo krasnogo znameni … (2009) 8, pp. 66-85
Persistent link: https://www.econbiz.de/10003890076
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Russian fiscal policy during the financial crisis
Ponomarenko, Alexey; Vlasov, Sergei - 2010
Persistent link: https://www.econbiz.de/10003988414
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Wealth effects and Russian money demand
Ponomarenko, Alexey; Vlasov, Sergei - 2010
Persistent link: https://www.econbiz.de/10003988418
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Identifying structural shocks behind loan supply fluctuations in Russia
Deriugina, Elena; Ponomarenko, Alexey - 2011
Persistent link: https://www.econbiz.de/10009267596
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Evaluating underlying inflation measures for Russia
Deriugina, Elena; Ponomarenko, Alexey; Sinyakov, Andrey; … - 2015
Persistent link: https://www.econbiz.de/10011327568
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Feedback to the ECB's monetary analysis : the bank of Russia's experience with some key tools
Ponomarenko, Alexey; Vasilʹeva, Elena; Schobert, Franziska - 2012
Persistent link: https://www.econbiz.de/10009765969
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Early warning indicators of asset price boom/bust cycles in emerging markets
Ponomarenko, Alexey - In: Emerging markets review 15 (2013), pp. 92-106
Persistent link: https://www.econbiz.de/10009748622
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Money-based inflation risk indicator for Russia : a structural dynamic factor model approach
Deriugina, Elena; Ponomarenko, Alexey - 2012
Persistent link: https://www.econbiz.de/10009758233