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 2, 2025

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

Volume 84, issue 1, 2025

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

Volume 83, issue 4, 2024

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

Volume 83, issue 3, 2024

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

Volume 83, issue 2, 2024

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

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

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

Volume 82, issue 4, 2023

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

Volume 82, issue 3, 2023

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

Volume 82, issue 2, 2023

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

Volume 82, issue 1, 2023

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