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The research of Russian’s inflation expectations under sanctions based on big data

Author

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  • Matevosova Anastasia

    (Department of Economics, Lomonosov Moscow State University)

Abstract

In 2022, Russian economy faced unprecedented sanctions pressure from the collective West. Against this background, the government and the Central Bank need to constantly monitor the economic situation in the Russian Federation in order to take timely and effective measures. A high-frequency indicator of inflation expectations based on big data can help in the solution of this problem. The article presents significant shortcomings leading to the inapplicability of existing common approaches to the assessment of inflation expectations under sanctions. Based on the constructed high-frequency indicators of inflation expectations, contribution of sanctions to the formation of inflation expectations and sanctions concerns, the impact of sanctions on the inflation expectations of Russian population is analyzed. The method of the assessment inflation expectations based on big data has confirmed its effectiveness in the conditions of sanctions. This method proved the impact of sanctions on the formation of inflation expectations of the Russian population.

Suggested Citation

  • Matevosova Anastasia, 2023. "The research of Russian’s inflation expectations under sanctions based on big data," Working Papers 0057, Moscow State University, Faculty of Economics.
    • Handle: RePEc:upa:wpaper:0057
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    More about this item

    Keywords

    sanctions; inflation expectations; high-frequency indicator; inflation;
    All these keywords.

    JEL classification:

    • F51 - International Economics - - International Relations, National Security, and International Political Economy - - - International Conflicts; Negotiations; Sanctions
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
    • C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access

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