Vladimir M. KrasnogorskiyAcademic profileEducation- PhD in Economics, University of Bern, Switzerland, 09/2019 – 2025 (ongoing)
- MSc in International and Monetary Economics (MIME), University of Bern, Switzerland, 09/2016 – 09/2019
- Specialist in International Trade, Moscow State Institute of International Relations (MGIMO-University), 09/2003 – 06/2008
Research Areas- Structural analysis using SVAR and cointegrated SVAR models to estimate monetary transmission mechanisms.
- Forecasting asset prices and credit aggregates in response to interest rate, inflation, and natural rate shocks.
- Dissertation and papers on monetary policy and asset pricing in U.S., U.K., and Canada.
Work Experience- Consultant (part-time), Diamlux GmbH, Switzerland, 2024 – present
- Consultant, United Nations ESCAP, 2012 – 2016
- Leading Analyst, Center for Strategic Energy Research, MGIMO-University, 2008 – 2012
Programming Skills- Matlab (proficient), Python & R (competent), Visual Basic, C++, Pine Script (working knowledge)
Additional Training- Machine Learning for Economists (University of Bern)
- Econometrics for PhD students (University of Zurich)
Publications and Working Papers- Identifying the Response of Credit Aggregates to a Monetary Policy Shock (2019) – MSc Thesis, University of Bern | Estimates the effects of contractionary monetary policy on credit aggregates in the U.S. economy using a structural VAR framework.
- Monetary Policy and Asset Prices: Evidence from the U.S. (2020) – Presentation | Investigates differential responses of investment and industrial asset prices to monetary shocks using monthly U.S. data and sign-restricted SVAR models.
- Identifying the Response of Asset Prices to Monetary Policy Shocks (2023) – Working paper (chapter I of the dissertation) | Measures asset price reactions to contractionary policy shocks in the U.S. using a SVAR identified by a combination of sign and zero restrictions.
- Leaning Against the Wind: Asset Prices in the U.S., U.K., and Canada (2025) – Working paper (chapter II of the dissertation) | Evaluates counterfactual effects of systematic “modest” monetary policy interventions on asset prices and output across three economies using SVARs with sign and zero restrictions.
- Response of Asset Prices to Permanent Inflation and Natural Rate Shocks (2024) – Working paper (chapter III of the dissertation) | Analyzes the long-run effects of permanent inflation and natural rate of interest shocks on U.S. asset prices using cointegrated SVARs and Bayesian estimation techniques.
AffiliationsLanguages- English: advanced (C2); French: intermediate (B1); Russian: native proficiency (C2)