Russian Journal of Money and Finance

2018 - 2026

Current editor(s): Philipp Kartaev

From Bank of Russia
Contact information at EDIRC.
Bibliographic data for series maintained by Olga Kuvshinova ().

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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 Anastasia 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

Volume 81, issue 4, 2022

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

Maxim Nikitin and Branko Urosevic

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

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

Review of the Bank of Russia - NES Workshop 'Transition to a Low-Carbon Economy: Costs and Risks for the Financial Sector' pp. 89-106

Nadezhda Ivanova, Henry Penikas, Svetlana Popova, Andrey Sinyakov and Natalia Turdyeva

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

Balance Sheet Channel of Monetary Policy Evidence from Credit Spreads of Russian Firms pp. 3-30

Filipp Prokopev

Effect of Monetary Policy on Investment in Russian Regions pp. 31-49

Andrei Shevelev, Maria Kvaktun and Kristina Virovets

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

Assessment of Clarity of Bank of Russia Monetary Policy Communication by Neural Network Approach pp. 3-33

Alina Evstigneeva and Mark Sidorovskiy

Nowcasting Growth Rates of Russia's Export and Import by Commodity Group pp. 34-48

Ksenia Mayorova and Nikita Fokin

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

Survey Expectations and Learning pp. 3-27

Sergey Slobodyan and Raf Wouters

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

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

Variations in the Effects of a Single Monetary Policy: The Case of Russian Regions pp. 3-45

Vadim Napalkov, Anna Novak and Andrei Shulgin

Asymmetric Effects of Monetary Policy on the Armenian Economy pp. 46-103

Haykaz Igityan

Hard Numbers: Open Consumer Price Database pp. 104-119

Alex Isakov, Rodion Latypov, Andrey Repin, Egor Postolit, Alexey Evseev and Elena Sinelnikova-Muryleva

What Opportunities Do New Technologies Bring About for Price Statistics? pp. 120-126

Vladimir Bessonov