Back a good couple of years ago when I was working on my diploma on monetary policy I stumbled upon an interesting paper by the CBR’s economists. It was about some model they’ve used for macro forecasting. The thing that struck me was that it seemed to be only published nowhere expect for some conference proceedings on the site of the National Bank of Belarus. That is not exactly where you would expect to see it. No Russian journals, nor presentations.
Now time to make up for it. One of the coauthors and my current colleague Alexander Borodin presents the CBR’s model at HSE banking seminar ‘Empirical methods in banking sector analysis‘.
Here’s Alex’s presentation: