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Dynamic Factor Model
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Anna Pestova Ph.D.
Academic staff at Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
14 publications
Publications
publication
Economic effects of monetary policy in Russia: What do large datasets tell us?
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
publication
The effects of monetary shocks on inflation: high-frequency approach
2021 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
What should we do about the employment of women with children in Russia? The role of preschool educational institutions
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
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
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
"Credit view" on monetary policy in Russia
2020 |
Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
publication
Credit supply shocks and household defaults
Publication without faculty affiliation
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