Economics at your fingertips  

Russian Journal of Money and Finance

2018 - 2021

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.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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
Review of the Bank of Russia and NES Seminar ‘Financial Dollarisation: Causes and Consequences’ pp. 96–104 Downloads
Konstantin Egorov and Alexey Ponomarenko

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

Volume 77, issue 4, 2018

Inflation and Population Age Structure: The Case of Emerging Economies pp. 3-25 Downloads
Darya Antonova and Yulia Vymyatnina
Text Mining-based Economic Activity Estimation pp. 26-41 Downloads
Ksenia Yakovleva
Inflation Forecasting Using Machine Learning Methods pp. 42-59 Downloads
Ivan Baybuza
Review of the Bank of Russia – IMF Workshop 'Recent Developments in Macroprudential Stress Testing' pp. 60-83 Downloads
Elizaveta Danilova, Evgeny Rumyantsev and Ivan Shevchuk
Fear of Forward Guidance pp. 84-106 Downloads
Alex Isakov, Petr Grishin and Oleg Gorlinsky

Volume 77, issue 3, 2018

Review of the Bank of Russia Conference Inflation: New Insights for Central Banks pp. 3-22 Downloads
Andrey Sinyakov and Ivan Khotulev
Computing Long-Term Market Inflation Expectations for Countries without Inflation Expectation Markets pp. 23-48 Downloads
Petra Gerlach-Kristen, Richhild Moessner and Rina Rosenblatt-Wisch
External and Domestic Drivers of Inflation: The Case Study of Hungary pp. 49-64 Downloads
Erzsebet Eva Nagy and Veronika Tengely
Shaken, not Stirred: Comparing the Effectiveness of Pure and Hybrid Inflation Targeting pp. 65-75 Downloads
Philipp Kartaev and Irina Luneva
The Short-Run Effects of Unanticipated Monetary Shocks under Distinct Trading Mechanisms pp. 76-88 Downloads
Luis Araujo and Andrei Shevchenko
Identification of Financial Sector Optimal Depth and Structure from the Perspective of Economic Growth, Macroeconomic and Financial Stability pp. 89-123 Downloads
Mikhail Mamonov, Renat Akhmetov, Vera Pankova, Oleg Solntsev, Anna Pestova and Artem Deshko

Volume 77, issue 2, 2018

Determinants of Bank Closures: Do Levels or Changes of CAMEL Variables Matter? pp. 3-21 Downloads
Mikko Mäkinen and Laura Solanko
Competition in Russia's Banking Sector Prior to and After Supervision Policy Enhancement: Conclusions Based on Interest Rate Dispersion and Spread pp. 22-50 Downloads
Yulia Ushakova and Anna Kruglova
Forecasting for the Russian Economy Using Small-Scale DSGE Models pp. 51-67 Downloads
Dmitry Kreptsev and Sergei Seleznev
Sterilized Interventions in the Form of Foreign Currency Repos: VECM Analysis Using Russian Data pp. 68-80 Downloads
Andrei Shulgin
A Multi-Country Study of Cross-Border Transmission of Monetary Policy by IBRN pp. 81-94 Downloads
Konstantin Styrin
Frontiers of Monetary Policy: Global Trends and Russian Inflation Targeting Practicies pp. 95-100 Downloads
Ksenia Yudaeva

Volume 77, issue 1, 2018

Letter from the Editor pp. 3-5 Downloads
Ksenia Yudaeva
Neutral Interest Rates in CEEMEA - Moving in Tandem with Global Factors pp. 6-25 Downloads
Clemens Grafe, Sara Grut and Lorenzo Rigon
Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions from Agent-Based Modeling pp. 26-50 Downloads
Alexey Ponomarenko and Andrey Sinyakov
Bank's Hidden Negative Capital Before and After the Senior Management Change at the Bank of Russia pp. 51-70 Downloads
Mikhail Mamonov
The Folk Theorem of Decreasing Effectiveness of Monetary Policy: What Do the Data Say? pp. 71-107 Downloads
Ugo Panizza and Charles Wyplosz
Reflections on Central Banking, Protectionism and Globalization pp. 108-123 Downloads
Jacob A. Frenkel
Reflections on Reflections from thr Russia's Mirror pp. 124-126 Downloads
Alexander Morozov
Page updated 2021-07-25