Russian Journal of Money and Finance

2018 - 2023

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 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

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

Volume 81, issue 4, 2022

Globalisation, Exchange Rate Regimes, and Financial Contagion pp. 3-33

Maxim Nikitin and Branko Urošević

Estimating the Equilibrium Loan Structure for Russia pp. 34-51

Maria Guseva

DEMUR: A Regional Semi-Structural Model of the Ural Macroregion pp. 52-85

Oleg Kryzhanovsky and Alexander Zykov

Macroeconomic Forecasting Using Data from Social Media pp. 86-112

Elena Shulyak

Review of the Jackson Hole Economic Policy Symposium ‘Reassessing Constraints on the Economy and Policy’ pp. 113-128

Andrey Sinyakov, Konstantin Styrin and Ivan Khotulev

Volume 81, issue 3, 2022

Modelling Monetary Surprises Impact on Exchange Rate in Euro Area: Role of Revision of Expectations pp. 3-21

Victoria Bannikova

Can the Growth of Competitive Pressure and Hardening of Budget Constraints Reduce the Efficiency Loss due to State Ownership? pp. 22-53

Evguenia Bessonova and Ksenia Gonchar

Overview of General Equilibrium Models with Imperfect Financial Markets and the Accumulation of Human Capital pp. 54-71

Angelina Shpilevaya

Measuring the Debt Service Ratio in Russia: A Micro-Level Data Approach pp. 72-88

Anna Burova

A Method for Assessing the IT Component of Model Risk and the Economic Capital to Cover It pp. 107-127

Evgeny Moiseev, Denis Zagorodnev, Alexander Berezinskiy and Roman Tikhonov

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