Russian Journal of Money and Finance

2018 - 2024

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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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

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

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

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 Andrei 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

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

Globalisation, Exchange Rate Regimes, and Financial Contagion pp. 3-33: Maxim Nikitin and Branko Urosevic
Estimating the Equilibrium Loan Structure for Russia pp. 34-51: Maria Guseva
DEMUR: A Regional Semi-Structural Model of the Ural Macroregion pp. 52-85: Oleg Kryzhanovsky and Alexander Zykov
Macroeconomic Forecasting Using Data from Social Media pp. 86-112: Elena Shulyak

Modelling Monetary Surprises Impact on Exchange Rate in Euro Area: Role of Revision of Expectations pp. 3-21: Victoria Bannikova
Can the Growth of Competitive Pressure and Hardening of Budget Constraints Reduce the Efficiency Loss due to State Ownership? pp. 22-53: Evguenia Bessonova and Ksenia Gonchar
Overview of General Equilibrium Models with Imperfect Financial Markets and the Accumulation of Human Capital pp. 54-71: Angelina Shpilevaya
Measuring the Debt Service Ratio in Russia: A Micro-Level Data Approach pp. 72-88: Anna Burova
Review of the Bank of Russia - NES Workshop 'Transition to a Low-Carbon Economy: Costs and Risks for the Financial Sector' pp. 89-106: Nadezhda Ivanova, Henry Penikas, Svetlana Popova, Andrey Sinyakov and Natalia Turdyeva
A Method for Assessing the IT Component of Model Risk and the Economic Capital to Cover It pp. 107-127: Evgeny Moiseev, Denis Zagorodnev, Alexander Berezinskiy and Roman Tikhonov

Monetary Policy Impact on Income Inequality in the Russian Regions pp. 3-19: Alyona Nelyubina
Pass-Through of the Bank of Russia Key Rate into Deposit Rates Between 2020 and 2022 pp. 20-48: Henry Penikas
Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model pp. 49-78: Andrey Zubarev, Daniil Lomonosov and Konstantin Rybak
Assessment of Monthly GDP Growth Using Temporal Disaggregation Methods pp. 79-104: Michael Zhemkov

Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union pp. 3-22: Sofya Kolesnik and Elizaveta Dobronravova
Comparison of Models for Growth-at-Risk Forecasting pp. 23-45: Aleksei Kipriyanov
Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks pp. 46-72: Sergey Ivashchenko
Forecasting Unemployment in Russia Using Machine Learning Methods pp. 73-87: Urmat Dzhunkeev
A Real-Time Historical Database of Macroeconomic Indicators for Russia pp. 88-103: Dmitry Gornostaev, Alexey Ponomarenko, Sergei Seleznev and Aleksandra Sterkhova (Zhivaykina)