Russian Journal of Money and Finance
2018 - 2025
Current editor(s): Ksenia Yudaeva From Bank of Russia Contact information at EDIRC. Bibliographic data for series maintained by Olga Kuvshinova (). Access Statistics for this journal.
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Volume 84, issue 1, 2025
- Modelling Trust in the Central Bank Using Sentiment Analysis pp. 3-25

- Anastasia Matevosova
- Forecasting Inflation Using News Indices pp. 26-59

- Elizaveta Volgina
- Analysis of Inflation Risk Factors in Russia pp. 60-92

- Alexandra Chudaeva
- Using LSTM Neural Networks for Nowcasting and Forecasting GVA of Industrial Sectors pp. 93-104

- Oleg Kryzhanovskiy, Anastasia Mogilat, Zhanna Shuvalova and Dmitry Gvozdev
- Using Wavelets to Analyse the Dynamics of Inflation Processes pp. 105-128

- Mikhail Starichkov
- Assessment of Portfolio Credit Risk under Dynamic Default Correlation pp. 129-142

- Aleksandr Matveev
Volume 83, issue 4, 2024
- Estimation of Multidimensionality of Monetary Policy Using High-Frequency Data pp. 3-26

- Victoria Bannikova
- Influence of Readability and Tone of the Bank of Russia Texts on Inflation Expectations pp. 27-47

- Alexey Erokhin and Olga Klachkova
- Quarterly Projection Model for the Siberian Macroregion pp. 48-75

- Igor Savchenko, Marya Butakova, Leonid Markov, Margarita Lyakhnova, Olga Erushina, Roman Gartvich, Maxim Yakovina and Vasilii Shcherbakov
- Forecasting Non-Oil and Gas Revenues in the Russian Budget pp. 76-97

- Matvey Finagin and Sergey Sheremeta
- Approaches to Default Probability Estimation of Credit Rating Agencies' Rating Scales pp. 98-118

- Sergey Kutenko and Kirill Ozerov
- Reassessing the Effectiveness and Transmission of Monetary Policy: Review of the Jackson Hole Economic Policy Symposium pp. 119-144

- Nadezhda Ivanova, Andrey Sinyakov and Konstantin Styrin
Volume 83, issue 3, 2024
- Convergence of Regional Food Inflation in Russia pp. 3-22

- Oleg Lepekhin
- Bottom-up Inflation Forecasting Using Machine Learning Methods pp. 23-44

- Rodion Latypov, Elena Akhmedova, Egor Postolit and Marina Mikitchuk
- CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting pp. 45-69

- Alexandra Bozhechkova and Urmat Dzhunkeev
- The Regulator's Dilemma: Impact of Short-Selling Bans on Tail Risk in Equity Markets pp. 70-91

- Aleksey Kipriyanov
- Monetary Policy in an Era of Transformation: A Review of ECB Forum on Central Banking pp. 92-105

- Andrey Sinyakov
- Competition in the Financial Sector - Barriers, Challenges, and Paths for Further Development: A Review of the Bank of Russia, NES, and HSE University Workshop pp. 106-120

- Anton Belyakov and Vadim Grishchenko
Volume 83, issue 2, 2024
- DYFARUS: Dynamic Factor Model to Forecast GDP by Output Using Input-Output Tables pp. 3-25

- Anastasia Mogilat, Oleg Kryzhanovskiy, Zhanna Shuvalova and Yaroslav Murashov
- Nowcasting the Output Gap in Russia Using Enterprise Monitoring Data pp. 26-53

- Margarita Lyakhnova and Yuri Kolenko
- Analysts' Inflation Expectations vs Univariate Models of Inflation Forecasting in the Russian Economy pp. 54-76

- Yury Perevyshin
- Heterogeneous Banking System Under a Negative Interest Rate Policy pp. 77-91

- Kirill Anikeev
- New Approaches to Measuring, Analysing, and Forecasting Prices: A Review of the Bank of Russia, NES, and HSE University Workshop pp. 92-111

- Vadim Grishchenko and Ivan Krylov
Volume 83, issue 1, 2024
- Impact of Intraregional Income Inequality on the Operation of the Bank of Russia's Monetary Policy Transmission Mechanism pp. 3-31

- Valeria Zvereva, Olga Demidova, Dmitry Korshunov and Alexander Myasnikov
- Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods pp. 32-52

- Anastasiia Pankratova
- Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks pp. 53-76

- Urmat Dzhunkeev
- Hedonic Price Indices for Moscow Short-Term Rental Housing pp. 77-103

- Ekaterina Bobrovskaya, Andrey Polbin and Nikita Fokin
- Study of the Problem of Interoperability of the Bank of Russia's Digital Currency pp. 104-126

- Ilia Chapyshev and Ansel Shaidullin
Volume 82, issue 4, 2023
- The Interaction of Monetary and Macroprudential Policies in the Presence of Financial Frictions pp. 3-43

- Meylis Orazov
- Shocks of Business Activity and Specific Shocks to Oil Market in DSGE Model of Russian Economy and Their Influence Under Different Monetary Policy Regimes pp. 44-79

- Daniil Lomonosov
- Neural Network-Based Numerical Analysis of the Impact of Pandemic Shocks in Three-Sector DSGE Model pp. 80-107

- Elisei Leonov
- Impact of Market Changes and Regulatory Measures on Accuracy of Bond Valuation in Portfolios of Russian Credit Institutions pp. 108-125

- Evgeny Danilov
- Russian Real Economy and Financial Sector Under the Structural Transformation: Review of the Bank of Russia, NES, and HSE University Workshop pp. 126-144

- Kirill Anikeev and Vadim Grishchenko
Volume 82, issue 3, 2023
- Smoothing the Key Rate Pass-Through: What to Keep in Mind When Interpreting Econometric Estimates pp. 3-34

- Henry Penikas
- National Currencies in International Settlements: Main Mechanisms pp. 35-47

- Alexey Ponomarenko
- Estimation of Economic Policy Uncertainty pp. 48-61

- Diana Petrova and Pavel Trunin
- Forecasting Russian GDP, Inflation, Interest Rate, and Exchange Rate Using DSGE-VAR Model pp. 62-86

- Artur Sharafutdinov
- Copula-Based Modelling of Relationship Between Dollar/Rouble Exchange Rate and Oil Prices pp. 87-109

- Andrey Bedin, Alexander Kulikov and Andrey Polbin
- Estimation of Sensitivity of Russian Household Consumption to Permanent and Transitory Income Shocks Using Kalman Filter pp. 110-127

- Anastasia Petaykina
Volume 82, issue 2, 2023
- Modelling the Effect of Bank of Russia Key Rate Forecasts on Market Participants' Expectations pp. 3-20

- Mansur Abdurakhmanov
- Long-Term Exchange Rate Pass-Through to Prices pp. 21-51

- Aleksandr Eliseev, Anna Novak and Andrey Shulgin
- Inequality and Economic Growth in Russia: Econometric Analysis pp. 52-77

- Karen Tumanyants, Sergey Arzhenovskiy, Olga Arkova, Maksim Monastyryov and Irina Pichulina
- Short Sale Ban as Protection from Market Crash: Evidence from the European Union pp. 78-105

- Aleksey Kipriyanov
- Time to Extend Credit? Bank Credit Lines During the COVID-19 Pandemic in Russia pp. 106-119

- Maria Semenova and Polina Popova
Volume 82, issue 1, 2023
- Bank of Russia Monetary Policy and Household Consumption Expenditure pp. 3-31

- Tatiana Ryzhikova and Anastasiya Skuratova
- The Impact of the Cross-Sectoral Economic Structure on the Properties of DSGE Models pp. 32-54

- Anton Votinov, Samvel Lazaryan and Yulia Polshchikova
- Russia's Import Dependence and Estimated Consequences of Import Restrictions pp. 55-86

- Danila Karpov
- Correct Comparison of Predictive Features of Machine Learning Models: The Case of Forecasting Inflation Rates in Siberia pp. 87-103

- Oleg Semiturkin and Andrey Shevelev
- The Russian Rouble Crisis of December 2014: Structure and Liquidity of a Foreign Exchange Market pp. 104-136

- Anna Obizhaeva and Gennady Piftankin
- The Russian Rouble Crisis of December 2014: An Alternative View pp. 137-144

- Valery Smirnov
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