Russian Journal of Money and Finance

2018 - 2026

Current editor(s): Philipp Kartaev

From Bank of Russia
Contact information at EDIRC.
Bibliographic data for series maintained by Olga Kuvshinova ().

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Identifying Turning Points in Bank of Russia Business Activity Indicators Using Machine Learning Methods pp. 3-36: Valeria Zvereva, Anna Krupkina, Andrey Andreev, Oleg Semiturkin and Maria Kudaeva
Forecasting Fixed Capital Investment with Patent Activity Indicators pp. 37-66: Zhanna Shuvalova
Modelling Determinants of the Price Gap Between the Primary and Secondary Housing Markets pp. 67-81: Olga Klachkova, Anna Litvinova and Ianina Roshchina
Constructing the Yield Curve for New Yuan-Denominated OFZs pp. 82-100: Mikhail Makushkin

Factors Impacting Price Revision by Firms: Evidence from Microdata pp. 3-34: Marya Nema, Anna Novak, Evgenia Fedorova and Andrei Shulgin
Consumers' Inflation Expectations in Russia and the US: Testing the Diagnostic Expectations Hypothesis pp. 35-62: Dmitry Novikov
Narratives and the Household Inflation Expectations pp. 63-94: Elizaveta Zvezdina
Econometric Estimation of the Price Gap Between Primary and Secondary Housing Markets pp. 95-110: Ianina Roshchina and Anna Litvinova

Estimating the Output Gap of the Russian Economy: A Multivariate Approach Based on BVAR and the Beveridge-Nelson Filter pp. 22-46: Ilya Zverev and Nadezhda Kislyak
Application of MF-PVAR Model for Nowcasting Gross Regional Products in Russia pp. 47-62: Anastasia Pankratova
MOSES: Macroeconomic Forecasting with Models and Sentiment Synthesis pp. 63-84: Urmat Dzhunkeev
Assessing the Impact of New US Tariffs on Global Trade, Taking Its Intra-Annual Dynamics into Account pp. 85-100: Andrey Gnidchenko
Overview of the Bank of Russia, NES, and HSE University Workshop 'Monetary Policy and Inflation: Effects of Asymmetry and Behavioural Aspects' pp. 101-120: Maria Lymar and Alena Nelyubina

Monetary Policy Transmission Mechanism: The Role of Household Heterogeneity and Spatial Effects pp. 3-27: Valeria Zvereva
How the Bank of Russia Is Perceived on Telegram Channels: Building an Index Using Machine Learning Methods pp. 28-62: Alisa Polekhina and Anna Guseva
Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables pp. 63-93: Alexander Eliseev
Financial Culture Index: Design and Measurement Approaches pp. 94-114: Alexander Auzan, Anna Bogomolova and Rostislav Kokorev
Financial Literacy and Pension Strategies: Evidence from Russia pp. 115-136: Artem Abduramanov

Bank Market Power and Transmission of Monetary Policy pp. 3-35: Stepan Novikov
Estimation and Forecasting of Russian Money Market Yield Curves pp. 36-64: Dmitry Fedorov, Timur Magzhanov and Philipp Kartaev
Semi-Structural Model of Economy of the Southern Macroregion of Russia pp. 65-88: Sophia Panteeva, Sergey Arzhenovskiy and Karen Tumanyants
Applying Behavioural Economics to Promote Financial Literate Behaviour: An Overview of Studies pp. 89-112: Vladimir Ivanov and Elena Nikishina

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

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

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

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

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