Russian Journal of Money and Finance

2018 - 2025

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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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

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

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

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

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

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

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

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