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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 ().

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Volume 81, issue 2, 2022

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

Volume 81, issue 1, 2022

Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union pp. 3-22 Downloads
Sofya Kolesnik and Elizaveta Dobronravova
Comparison of Models for Growth-at-Risk Forecasting pp. 23-45 Downloads
Aleksei Kipriyanov
Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks pp. 46-72 Downloads
Sergey Ivashchenko
Forecasting Unemployment in Russia Using Machine Learning Methods pp. 73-87 Downloads
Urmat Dzhunkeev
A Real-Time Historical Database of Macroeconomic Indicators for Russia pp. 88-103 Downloads
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 Downloads
Andrei Shevelev, Maria Kvaktun and Kristina Virovets
Balance Sheet Channel of Monetary Policy Evidence from Credit Spreads of Russian Firms pp. 3–30 Downloads
Filipp Prokopev
Forecasting Aggregate Retail Sales with Google Trends pp. 50–73 Downloads
Elizaveta Golovanova and Andrey Zubarev
Determinants of Russia’s Sovereign Risk pp. 74-97 Downloads
Evgenia Grigoryeva
Impact of Government Measures to Support Mortgage Lending on Housing Affordability in Russia: Regional Evidence pp. 98-123 Downloads
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 Downloads
Ivan Khotulev

Volume 80, issue 3, 2021

Nowcasting Growth Rates of Russia’s Export and Import by Commodity Group pp. 34–48 Downloads
Ksenia Mayorova and Nikita Fokin
Assessment of Clarity of Bank of Russia Monetary Policy Communication by Neural Network Approach pp. 3–33 Downloads
Alina Evstigneeva and Mark Sidorovskiy
Probability of Default Model to Estimate Ex Ante Credit Risk pp. 49–72 Downloads
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 Downloads
Dmitry Miroshnichenko
Review of Bank of Russia – NES Workshop ‘Identification and Measurement of Macroprudential Policies Effects’ pp. 94–104 Downloads
Henry Penikas

Volume 80, issue 2, 2021

Data of Sectoral Financial Flows as a High-Frequency Indicator of Economic Activity pp. 28–49 Downloads
Natalia Turdyeva, Anna Tsvetkova, Levon Movsesyan, Alexey Porshakov and Dmitriy Chernyadyev
Survey Expectations and Learning pp. 3–27 Downloads
Sergey Slobodyan and Raf Wouters
Forecasting Regional Indicators Based on the Quarterly Projection Model pp. 50–75 Downloads
Alyona Nelyubina
The Relationship Between the Financial Performance of Banks and the Quality of Credit Scoring Models pp. 76–95 Downloads
Roman Tikhonov, Aleksey Masyutin and Vadim Anpilogov

Volume 80, issue 1, 2021

Hard Numbers: Open Consumer Price Database pp. 104–119 Downloads
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 Downloads
Vadim Napalkov, Anna Novak and Andrei Shulgin
What Opportunities Do New Technologies Bring About for Price Statistics? pp. 120-126 Downloads
Vladimir Bessonov
Asymmetric Effects of Monetary Policy on the Armenian Economy pp. 46–103 Downloads
Haykaz Igityan

Volume 79, issue 4, 2020

Modelling the Effects of a Health Shock on the Armenian Economy pp. 18–44 Downloads
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 Downloads
Alexey Ponomarenko, Svetlana Popova, Andrey Sinyakov, Natalia Turdyeva and Dmitry Chernyadyev
Financial Shocks and Credit Cycles pp. 45–74 Downloads
Mikhail Mamonov, Vera Pankova, Renat Akhmetov and Anna Pestova
Forecasting Russian Macroeconomic Indicators Based on Information from News and Search Queries pp. 75–97 Downloads
Filipp Ulyankin
A Multi-Country BVAR Model for the External Sector pp. 98-112 Downloads
Olga Korotkikh

Volume 79, issue 3, 2020

Modelling the Risk-taking Channel of Monetary Policy in the Russian Economy pp. 30–57 Downloads
Irina Semina
Methods for Estimating the Gross Regional Product Leading Indicator pp. 3–29 Downloads
Vladimir Boyko, Nadezhda Kislyak, Mikhail Nikitin and Oleg Oborin
IBRN Initiative on Interactions of Monetary and Prudential Policies pp. 58-74 Downloads
Konstantin Styrin and Yulia Ushakova
Bank Complexity and Risk pp. 75-104 Downloads
Elizaveta Kamaraeva

Volume 79, issue 2, 2020

Optimal Monetary and Macroprudential Policies for Financial Stability in a Commodity-Exporting Economy pp. 3-42 Downloads
Ivan Khotulev and Konstantin Styrin
Effects of Terms of Trade Shocks on the Russian Economy pp. 43-69 Downloads
Natalia Turdyeva
Maturity Structure of Banking Transactions and Its Role in Predicting Negative Net Worth of Banks pp. 70-100 Downloads
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 Downloads
Henry Penikas

Volume 79, issue 1, 2020

FISS – A Factor-based Index of Systemic Stress in the Financial System pp. 3-34 Downloads
Tibor Szendrei and Katalin Varga
Use of Machine Learning Methods to Forecast Investment in Russia pp. 35-56 Downloads
Mikhail Gareev
Forecasting Inflation in Russia Using Neural Networks pp. 57-73 Downloads
Evgeny Pavlov
Announcements of Sanctions and the Russian Equity Market: An Event Study Approach pp. 74-92 Downloads
Pavel Dovbnya
Expected and Unexpected Consequences of Russian Pension Increase in 2010 pp. 93-112 Downloads
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 Downloads
Andrey Sinyakov and Alexey Porshakov
Monetary Policy Surprises in Russia pp. 48-70 Downloads
Alexander Tishin
Constructing a Yield Curve in a Market with Low Liquidity pp. 71-98 Downloads
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 Downloads
Valery Goreglyad

Volume 78, issue 3, 2019

Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation pp. 3-37 Downloads
Mikhail Andreev, M. Udara Peiris, Aleksandr Shirobokov and Dimitrios Tsomocos
Commodity and Financial Cycles in Resource-based Economies pp. 38-70 Downloads
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 Downloads
Tatiana Evdokimova, Grigory Zhirnov and Inge Klaver
Review of Bank of Russia Conference on ‘Macroprudential Policy Effectiveness: Theory and Practice’ pp. 89-121 Downloads
Nadezhda Ivanova, Mikhail Andreev, Andrey Sinyakov and Ivan Shevchuk
Estimating à Cagan-type Demand Function for Gold: 1561–1913 pp. 122-136 Downloads
Alexei Deviatov

Volume 78, issue 2, 2019

International Risk-Sharing and Optimal Monetary Policy in a Small Commodity-Exporting Economy pp. 3-27 Downloads
Valery Charnavoki
Determination of the Current Phase of the Credit Cycle in Emerging Markets pp. 28-42 Downloads
Elena Deryugina and Alexey Ponomarenko
The Impact of the Global Financial Safety Net on Emerging Market Bond Spreads pp. 43-66 Downloads
Jenny Kilp, Vafa Anvari, Samantha Springfield and Crystal Roberts
Forecasting Russia's Key Macroeconomic Indicators with the VAR-LASSO Model pp. 67-93 Downloads
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 Downloads
Lev Fomin

Volume 78, issue 1, 2019

Forecasting Inflation in Russia Using Dynamic Model Averaging pp. 3-18 Downloads
Konstantin Styrin
Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data pp. 19-35 Downloads
Heiner Mikosch and Laura Solanko
Exchange Rate Pass-Through in Brazil: À Markov Switching DSGE Estimation for the Inflation Targeting Period pp. 36-66 Downloads
Fabrizio Almeida Marodin and Marcelo Savino Portugal
Fiscal Devaluation in a Small Open Economy pp. 67-88 Downloads
Robert Ambrisko
Forecasting the Net Interest Margin and Loan Loss Provision Ratio of Banks in Various Economic Scenarios: Evidence from Poland pp. 89-106 Downloads
Marcin Borsuk
Page updated 2022-07-01