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VAR models
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Mikhail Mamonov Ph.D.
Academic staff at Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
17 publications
Publications
publication
Transmission of monetary policy shocks in small open emerging market economies
2021 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
"Sorry, you're blocked." Economic effects of the financial sanctions on the Russian economy
Publication without faculty affiliation
publication
Dependence modeling in stochastic frontier analysis
2022 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
Monetary and macroprudential policy under global financial cycle: The experience of small open economies
2021 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
Credit supply shocks and household consumption in Russia
2021 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
Maturity structure of banking transactions and its role in predicting negative net worth of banks
2020 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
Price interactions in the credit market and banks instability over the crisis and non-crisis periods in the Russian economy
2020 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
Joint Prediction of Turning Points in Credit and Business Cycles: Cross-Country Analysis
2020 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
Financial shocks and credit cycles
2020 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
Monetary policy shocks in the Russian economy and their macroeconomic effects
2019 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
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