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 79, issue 4, 2020

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

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

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

Methods for Estimating the Gross Regional Product Leading Indicator pp. 3-29

Vladimir Boyko, Nadezhda Kislyak, Mikhail Nikitin and Oleg Oborin

Modelling the Risk-taking Channel of Monetary Policy in the Russian Economy pp. 30-57

Irina Semina

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

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, 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

Kseniya 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 the Russia's Mirror pp. 124-126

Alexander Morozov