Russian Journal of Money and Finance

2018 - 2020

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 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

Volume 77, issue 4, 2018

Inflation and Population Age Structure: The Case of Emerging Economies pp. 3-25

Darya Antonova and Yulia Vymyatnina

Text Mining-based Economic Activity Estimation pp. 26-41

Ksenia Yakovleva

Inflation Forecasting Using Machine Learning Methods pp. 42-59

Ivan Baybuza

Review of the Bank of Russia – IMF Workshop 'Recent Developments in Macroprudential Stress Testing' pp. 60-83

Elizaveta Danilova, Evgeny Rumyantsev and Ivan Shevchuk

Fear of Forward Guidance pp. 84-106

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

Andrey Sinyakov and Ivan Khotulev

Computing Long-Term Market Inflation Expectations for Countries without Inflation Expectation Markets pp. 23-48

Petra Gerlach-Kristen, Richhild Moessner and Rina Rosenblatt-Wisch

External and Domestic Drivers of Inflation: The Case Study of Hungary pp. 49-64

Erzsebet Eva Nagy and Veronika Tengely

Shaken, not Stirred: Comparing the Effectiveness of Pure and Hybrid Inflation Targeting pp. 65-75

Philipp Kartaev and Irina Luneva

The Short-Run Effects of Unanticipated Monetary Shocks under Distinct Trading Mechanisms pp. 76-88

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

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

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

Yulia Ushakova and Anna Kruglova

Forecasting for the Russian Economy Using Small-Scale DSGE Models pp. 51-67

Dmitry Kreptsev and Sergei Seleznev

Sterilized Interventions in the Form of Foreign Currency Repos: VECM Analysis Using Russian Data pp. 68-80

Andrei Shulgin

A Multi-Country Study of Cross-Border Transmission of Monetary Policy by IBRN pp. 81-94

Konstantin Styrin

Frontiers of Monetary Policy: Global Trends and Russian Inflation Targeting Practicies pp. 95-100

Ksenia Yudaeva

Volume 77, issue 1, 2018

Letter from the Editor pp. 3-5

Ksenia Yudaeva

Neutral Interest Rates in CEEMEA - Moving in Tandem with Global Factors pp. 6-25

Clemens Grafe, Sara Grut and Lorenzo Rigon

Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions from Agent-Based Modeling pp. 26-50

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

Mikhail Mamonov

The Folk Theorem of Decreasing Effectiveness of Monetary Policy: What Do the Data Say? pp. 71-107

Ugo Panizza and Charles Wyplosz

Reflections on Central Banking, Protectionism and Globalization pp. 108-123

Jacob A. Frenkel

Reflections on Reflections from thr Russia's Mirror pp. 124-126

Alexander Morozov