Russian Journal of Money and Finance
2018 - 2022
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 81, issue 2, 2022
- 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
Volume 81, issue 1, 2022
- 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)
Volume 80, issue 4, 2021
- Effect of Monetary Policy on Investment in Russian Regions pp. 31-49

- Andrei Shevelev, Maria Kvaktun and Kristina Virovets
- Balance Sheet Channel of Monetary Policy Evidence from Credit Spreads of Russian Firms pp. 3–30

- Filipp Prokopev
- Forecasting Aggregate Retail Sales with Google Trends pp. 50–73

- Elizaveta Golovanova and Andrey Zubarev
- Determinants of Russia’s Sovereign Risk pp. 74-97

- Evgenia Grigoryeva
- Impact of Government Measures to Support Mortgage Lending on Housing Affordability in Russia: Regional Evidence pp. 98-123

- Yanina Roshchina and Natalia Ilyunkina
- Review of the Bank of Russia – NES Workshop ‘Main Challenges in Banking: Risks, Liquidity, Pricing, and Digital Currencies’ pp. 124-136

- Ivan Khotulev
Volume 80, issue 3, 2021
- Nowcasting Growth Rates of Russia’s Export and Import by Commodity Group pp. 34–48

- Ksenia Mayorova and Nikita Fokin
- Assessment of Clarity of Bank of Russia Monetary Policy Communication by Neural Network Approach pp. 3–33

- Alina Evstigneeva and Mark Sidorovskiy
- Probability of Default Model to Estimate Ex Ante Credit Risk pp. 49–72

- Anna Burova, Henry Penikas and Svetlana Popova
- Impact of Bank of Russia Macroprudential Policy on Risk Exposure of Banks’ Consumer Loan Portfolios pp. 73–93

- Dmitry Miroshnichenko
- Review of Bank of Russia – NES Workshop ‘Identification and Measurement of Macroprudential Policies Effects’ pp. 94–104

- Henry Penikas
Volume 80, issue 2, 2021
- Data of Sectoral Financial Flows as a High-Frequency Indicator of Economic Activity pp. 28–49

- Natalia Turdyeva, Anna Tsvetkova, Levon Movsesyan, Alexey Porshakov and Dmitriy Chernyadyev
- Survey Expectations and Learning pp. 3–27

- Sergey Slobodyan and Raf Wouters
- Forecasting Regional Indicators Based on the Quarterly Projection Model pp. 50–75

- Alyona Nelyubina
- The Relationship Between the Financial Performance of Banks and the Quality of Credit Scoring Models pp. 76–95

- Roman Tikhonov, Aleksey Masyutin and Vadim Anpilogov
Volume 80, issue 1, 2021
- Hard Numbers: Open Consumer Price Database pp. 104–119

- Alex Isakov, Rodion Latypov, Andrey Repin, Egor Postolit, Alexey Evseev and Elena Sinelnikova-Muryleva
- Variations in the Effects of a Single Monetary Policy: The Case of Russian Regions pp. 3-45

- Vadim Napalkov, Anna Novak and Andrei Shulgin
- What Opportunities Do New Technologies Bring About for Price Statistics? pp. 120-126

- Vladimir Bessonov
- Asymmetric Effects of Monetary Policy on the Armenian Economy pp. 46–103

- Haykaz Igityan
Volume 79, issue 4, 2020
- Modelling the Effects of a Health Shock on the Armenian Economy pp. 18–44

- Ani Asoyan, Vahagn Davtyan, Haykaz Igityan, Hasmik Kartashyan and Hovhannes Manukyan
- Assessing the Consequences of the Pandemic for the Russian Economy Through an Input-Output Model pp. 3–17

- Alexey Ponomarenko, Svetlana Popova, Andrey Sinyakov, Natalia Turdyeva and Dmitry Chernyadyev
- Financial Shocks and Credit Cycles pp. 45–74

- Mikhail Mamonov, Vera Pankova, Renat Akhmetov and Anna Pestova
- Forecasting Russian Macroeconomic Indicators Based on Information from News and Search Queries pp. 75–97

- Filipp Ulyankin
- A Multi-Country BVAR Model for the External Sector pp. 98-112

- Olga Korotkikh
Volume 79, issue 3, 2020
- Modelling the Risk-taking Channel of Monetary Policy in the Russian Economy pp. 30–57

- Irina Semina
- Methods for Estimating the Gross Regional Product Leading Indicator pp. 3–29

- Vladimir Boyko, Nadezhda Kislyak, Mikhail Nikitin and Oleg Oborin
- IBRN Initiative on Interactions of Monetary and Prudential Policies pp. 58-74

- Konstantin Styrin and Yulia Ushakova
- Bank Complexity and Risk pp. 75-104

- Elizaveta Kamaraeva
Volume 79, issue 2, 2020
- Optimal Monetary and Macroprudential Policies for Financial Stability in a Commodity-Exporting Economy pp. 3-42

- Ivan Khotulev and Konstantin Styrin
- Effects of Terms of Trade Shocks on the Russian Economy pp. 43-69

- Natalia Turdyeva
- Maturity Structure of Banking Transactions and Its Role in Predicting Negative Net Worth of Banks pp. 70-100

- Mikhail Mamonov
- Low Default Portfolios in Basel II and Basel III as a Special Case of Significantly Unbalanced Classes in Binary Choice Models pp. 101-128

- Henry Penikas
Volume 79, issue 1, 2020
- FISS – A Factor-based Index of Systemic Stress in the Financial System pp. 3-34

- Tibor Szendrei and Katalin Varga
- Use of Machine Learning Methods to Forecast Investment in Russia pp. 35-56

- Mikhail Gareev
- Forecasting Inflation in Russia Using Neural Networks pp. 57-73

- Evgeny Pavlov
- Announcements of Sanctions and the Russian Equity Market: An Event Study Approach pp. 74-92

- Pavel Dovbnya
- Expected and Unexpected Consequences of Russian Pension Increase in 2010 pp. 93-112

- Ivan Suvorov
Volume 78, issue 4, 2019
- Estimates of the Natural Rate of Interest for Russia: Is ‘Navigating by the Stars’ Useful? pp. 3-47

- Andrey Sinyakov and Alexey Porshakov
- Monetary Policy Surprises in Russia pp. 48-70

- Alexander Tishin
- Constructing a Yield Curve in a Market with Low Liquidity pp. 71-98

- Sabit Khakimzhanov, Yerulan Mustafin, Olzhas Kubenbayev and Dulat Atabek
- Systematic Approach to Operational Risk Management in Central Banks (Regulators): Prerequisites, Current Issues, and Development Prospects pp. 99-118

- Valery Goreglyad
Volume 78, issue 3, 2019
- Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation pp. 3-37

- Mikhail Andreev, M. Udara Peiris, Aleksandr Shirobokov and Dimitrios Tsomocos
- Commodity and Financial Cycles in Resource-based Economies pp. 38-70

- Marina Tiunova
- The Impact of Inflation Anchor Strength and Monetary Policy Transparency on Inflation During the Period of Emerging Market Volatility in Summer 2018 pp. 71-88

- Tatiana Evdokimova, Grigory Zhirnov and Inge Klaver
- Review of Bank of Russia Conference on ‘Macroprudential Policy Effectiveness: Theory and Practice’ pp. 89-121

- Nadezhda Ivanova, Mikhail Andreev, Andrey Sinyakov and Ivan Shevchuk
- Estimating à Cagan-type Demand Function for Gold: 1561–1913 pp. 122-136

- Alexei Deviatov
Volume 78, issue 2, 2019
- International Risk-Sharing and Optimal Monetary Policy in a Small Commodity-Exporting Economy pp. 3-27

- Valery Charnavoki
- Determination of the Current Phase of the Credit Cycle in Emerging Markets pp. 28-42

- Elena Deryugina and Alexey Ponomarenko
- The Impact of the Global Financial Safety Net on Emerging Market Bond Spreads pp. 43-66

- Jenny Kilp, Vafa Anvari, Samantha Springfield and Crystal Roberts
- Forecasting Russia's Key Macroeconomic Indicators with the VAR-LASSO Model pp. 67-93

- Nikita Fokin and Andrey Polbin
- Do Higher Interest Rates on Loans and Deposits and Advertising Spending Cuts Forecast Bank Failures? Evidence from Russia pp. 94-112

- Lev Fomin
Volume 78, issue 1, 2019
- Forecasting Inflation in Russia Using Dynamic Model Averaging pp. 3-18

- Konstantin Styrin
- Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data pp. 19-35

- Heiner Mikosch and Laura Solanko
- Exchange Rate Pass-Through in Brazil: À Markov Switching DSGE Estimation for the Inflation Targeting Period pp. 36-66

- Fabrizio Almeida Marodin and Marcelo Savino Portugal
- Fiscal Devaluation in a Small Open Economy pp. 67-88

- Robert Ambrisko
- Forecasting the Net Interest Margin and Loan Loss Provision Ratio of Banks in Various Economic Scenarios: Evidence from Poland pp. 89-106

- Marcin Borsuk
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