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

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