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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 ().

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Volume 84, issue 1, 2025

Modelling Trust in the Central Bank Using Sentiment Analysis pp. 3-25 Downloads
Anastasia Matevosova
Forecasting Inflation Using News Indices pp. 26-59 Downloads
Elizaveta Volgina
Analysis of Inflation Risk Factors in Russia pp. 60-92 Downloads
Alexandra Chudaeva
Using LSTM Neural Networks for Nowcasting and Forecasting GVA of Industrial Sectors pp. 93-104 Downloads
Oleg Kryzhanovskiy, Anastasia Mogilat, Zhanna Shuvalova and Dmitry Gvozdev
Using Wavelets to Analyse the Dynamics of Inflation Processes pp. 105-128 Downloads
Mikhail Starichkov
Assessment of Portfolio Credit Risk under Dynamic Default Correlation pp. 129-142 Downloads
Aleksandr Matveev

Volume 83, issue 4, 2024

Estimation of Multidimensionality of Monetary Policy Using High-Frequency Data pp. 3-26 Downloads
Victoria Bannikova
Influence of Readability and Tone of the Bank of Russia Texts on Inflation Expectations pp. 27-47 Downloads
Alexey Erokhin and Olga Klachkova
Quarterly Projection Model for the Siberian Macroregion pp. 48-75 Downloads
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 Downloads
Matvey Finagin and Sergey Sheremeta
Approaches to Default Probability Estimation of Credit Rating Agencies' Rating Scales pp. 98-118 Downloads
Sergey Kutenko and Kirill Ozerov
Reassessing the Effectiveness and Transmission of Monetary Policy: Review of the Jackson Hole Economic Policy Symposium pp. 119-144 Downloads
Nadezhda Ivanova, Andrey Sinyakov and Konstantin Styrin

Volume 83, issue 3, 2024

Convergence of Regional Food Inflation in Russia pp. 3-22 Downloads
Oleg Lepekhin
Bottom-up Inflation Forecasting Using Machine Learning Methods pp. 23-44 Downloads
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 Downloads
Alexandra Bozhechkova and Urmat Dzhunkeev
The Regulator's Dilemma: Impact of Short-Selling Bans on Tail Risk in Equity Markets pp. 70-91 Downloads
Aleksey Kipriyanov
Monetary Policy in an Era of Transformation: A Review of ECB Forum on Central Banking pp. 92-105 Downloads
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 Downloads
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 Downloads
Anastasia Mogilat, Oleg Kryzhanovskiy, Zhanna Shuvalova and Yaroslav Murashov
Nowcasting the Output Gap in Russia Using Enterprise Monitoring Data pp. 26-53 Downloads
Margarita Lyakhnova and Yuri Kolenko
Analysts' Inflation Expectations vs Univariate Models of Inflation Forecasting in the Russian Economy pp. 54-76 Downloads
Yury Perevyshin
Heterogeneous Banking System Under a Negative Interest Rate Policy pp. 77-91 Downloads
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 Downloads
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 Downloads
Valeria Zvereva, Olga Demidova, Dmitry Korshunov and Alexander Myasnikov
Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods pp. 32-52 Downloads
Anastasiia Pankratova
Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks pp. 53-76 Downloads
Urmat Dzhunkeev
Hedonic Price Indices for Moscow Short-Term Rental Housing pp. 77-103 Downloads
Ekaterina Bobrovskaya, Andrey Polbin and Nikita Fokin
Study of the Problem of Interoperability of the Bank of Russia's Digital Currency pp. 104-126 Downloads
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 Downloads
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 Downloads
Daniil Lomonosov
Neural Network-Based Numerical Analysis of the Impact of Pandemic Shocks in Three-Sector DSGE Model pp. 80-107 Downloads
Elisei Leonov
Impact of Market Changes and Regulatory Measures on Accuracy of Bond Valuation in Portfolios of Russian Credit Institutions pp. 108-125 Downloads
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 Downloads
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 Downloads
Henry Penikas
National Currencies in International Settlements: Main Mechanisms pp. 35-47 Downloads
Alexey Ponomarenko
Estimation of Economic Policy Uncertainty pp. 48-61 Downloads
Diana Petrova and Pavel Trunin
Forecasting Russian GDP, Inflation, Interest Rate, and Exchange Rate Using DSGE-VAR Model pp. 62-86 Downloads
Artur Sharafutdinov
Copula-Based Modelling of Relationship Between Dollar/Rouble Exchange Rate and Oil Prices pp. 87-109 Downloads
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 Downloads
Anastasia Petaykina

Volume 82, issue 2, 2023

Modelling the Effect of Bank of Russia Key Rate Forecasts on Market Participants' Expectations pp. 3-20 Downloads
Mansur Abdurakhmanov
Long-Term Exchange Rate Pass-Through to Prices pp. 21-51 Downloads
Aleksandr Eliseev, Anna Novak and Andrey Shulgin
Inequality and Economic Growth in Russia: Econometric Analysis pp. 52-77 Downloads
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 Downloads
Aleksey Kipriyanov
Time to Extend Credit? Bank Credit Lines During the COVID-19 Pandemic in Russia pp. 106-119 Downloads
Maria Semenova and Polina Popova

Volume 82, issue 1, 2023

Bank of Russia Monetary Policy and Household Consumption Expenditure pp. 3-31 Downloads
Tatiana Ryzhikova and Anastasiya Skuratova
The Impact of the Cross-Sectoral Economic Structure on the Properties of DSGE Models pp. 32-54 Downloads
Anton Votinov, Samvel Lazaryan and Yulia Polshchikova
Russia's Import Dependence and Estimated Consequences of Import Restrictions pp. 55-86 Downloads
Danila Karpov
Correct Comparison of Predictive Features of Machine Learning Models: The Case of Forecasting Inflation Rates in Siberia pp. 87-103 Downloads
Oleg Semiturkin and Andrey Shevelev
The Russian Rouble Crisis of December 2014: Structure and Liquidity of a Foreign Exchange Market pp. 104-136 Downloads
Anna Obizhaeva and Gennady Piftankin
The Russian Rouble Crisis of December 2014: An Alternative View pp. 137-144 Downloads
Valery Smirnov
Page updated 2025-03-29