Anna Petronevich
Research Economist, Monetary and Financial Research Division
![Anna Petronevich](/system/files/styles/rectangle_375x225/private/2023-08/Anna_Petronevich%20portrait.jpg?h=eecebbca&itok=w703BoGg)
Current Position
Research Economist, Monetary and Financial Research Division
Previous Position
Postdoctoral researcher at CIRED, Researcher at CREST (INSEE), Research assistant at the Development Center Institute, Russia
Diploma
PhD in Economics, Paris 1 University and Ca’Foscari University of Venice (2017)
Research Interest
Applied econometrics, macroeconomic and financial cycles, large dataset models
Contact
- anna.petronevich@banque-france.fr
- +33 (0)1 42 92 90 85
- Banque de France, 49-1391 DGEI, 75049 Paris Cedex 01, France
Academic publications
Articles
- Differentiated green loans (2021), Journal of Energy Policy, with Giraudet L.-G., Faucheaux L.
- Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices (2017), Journal of Business Cycle Research, 13(1), 53-73 with Smirnov S. V., Kondrashov N. V.
- Turning Points of the Russian Economic Cycle 1981-2015 (2015), HSE Economic Journal. 2015. Vol. 19/4, pp.534-553, with Smirnov S. V., Kondrashov N. V.
- Dating business cycle turning points for the French Economy: a MS-DFM Approach (2015), Advances in Econometrics, 2015, Vol. 35, with C. Doz
- Discovering the signs of Dutch disease in Russia (2015), Resources policy, Vol. 46, Part 2., pp. 113-126, with Mironov V.
- Seasonal Adjustment as a Source of Distortive Effects (2013), HSE Economic Journal, vol. 17/4, pp. 554-584, with Bessonov V.
- How Much Do Non-performing Institutions Cost? (2011), Voprosy Economiki, vol. 8, with Akindinova, N., Aleksashenko, S., Petronevich, M.
Autres
- On the consistency of the two-step Markov-switching Dynamic Factor Model: a Monte-Carlo study (2017), PSE Working Papers No 2017-42. 2017, with C. Doz
- Dynamical interaction of the business cycle and the financial cycle (2017), University Ca’ Foscari of Venice, Dept. of Economics Research Paper Series No. 24/WP/2017, with M. Billio