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Content
Undated material is presented at the end, although it may be more recent than other items
September 2024, Volume 83, Issue 3
- 3-22 Convergence of Regional Food Inflation in Russia
by Oleg Lepekhin - 23-44 Bottom-up Inflation Forecasting Using Machine Learning Methods
by Rodion Latypov & Elena Akhmedova & Egor Postolit & Marina Mikitchuk - 45-69 CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting
by Alexandra Bozhechkova & Urmat Dzhunkeev - 70-91 The Regulator's Dilemma: Impact of Short-Selling Bans on Tail Risk in Equity Markets
by Aleksey Kipriyanov - 92-105 Monetary Policy in an Era of Transformation: A Review of ECB Forum on Central Banking
by Andrey Sinyakov - 106-120 Competition in the Financial Sector - Barriers, Challenges, and Paths for Further Development: A Review of the Bank of Russia, NES, and HSE University Workshop
by Anton Belyakov & Vadim Grishchenko
June 2024, Volume 83, Issue 2
- 3-25 DYFARUS: Dynamic Factor Model to Forecast GDP by Output Using Input-Output Tables
by Anastasia Mogilat & Oleg Kryzhanovskiy & Zhanna Shuvalova & Yaroslav Murashov - 26-53 Nowcasting the Output Gap in Russia Using Enterprise Monitoring Data
by Margarita Lyakhnova & Yuri Kolenko - 54-76 Analysts' Inflation Expectations vs Univariate Models of Inflation Forecasting in the Russian Economy
by Yury Perevyshin - 77-91 Heterogeneous Banking System Under a Negative Interest Rate Policy
by Kirill Anikeev - 92-111 New Approaches to Measuring, Analysing, and Forecasting Prices: A Review of the Bank of Russia, NES, and HSE University Workshop
by Vadim Grishchenko & Ivan Krylov
March 2024, Volume 83, Issue 1
- 3-31 Impact of Intraregional Income Inequality on the Operation of the Bank of Russia's Monetary Policy Transmission Mechanism
by Valeria Zvereva & Olga Demidova & Dmitry Korshunov & Alexander Myasnikov - 32-52 Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods
by Anastasiia Pankratova - 53-76 Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks
by Urmat Dzhunkeev - 77-103 Hedonic Price Indices for Moscow Short-Term Rental Housing
by Ekaterina Bobrovskaya & Andrey Polbin & Nikita Fokin - 104-126 Study of the Problem of Interoperability of the Bank of Russia's Digital Currency
by Ilia Chapyshev & Ansel Shaidullin
December 2023, Volume 82, Issue 4
- 3-43 The Interaction of Monetary and Macroprudential Policies in the Presence of Financial Frictions
by Meylis Orazov - 44-79 Shocks of Business Activity and Specific Shocks to Oil Market in DSGE Model of Russian Economy and Their Influence Under Different Monetary Policy Regimes
by Daniil Lomonosov - 80-107 Neural Network-Based Numerical Analysis of the Impact of Pandemic Shocks in Three-Sector DSGE Model
by Elisei Leonov - 108-125 Impact of Market Changes and Regulatory Measures on Accuracy of Bond Valuation in Portfolios of Russian Credit Institutions
by Evgeny Danilov - 126-144 Russian Real Economy and Financial Sector Under the Structural Transformation: Review of the Bank of Russia, NES, and HSE University Workshop
by Kirill Anikeev & Vadim Grishchenko
September 2023, Volume 82, Issue 3
- 3-34 Smoothing the Key Rate Pass-Through: What to Keep in Mind When Interpreting Econometric Estimates
by Henry Penikas - 35-47 National Currencies in International Settlements: Main Mechanisms
by Alexey Ponomarenko - 48-61 Estimation of Economic Policy Uncertainty
by Diana Petrova & Pavel Trunin - 62-86 Forecasting Russian GDP, Inflation, Interest Rate, and Exchange Rate Using DSGE-VAR Model
by Artur Sharafutdinov - 87-109 Copula-Based Modelling of Relationship Between Dollar/Rouble Exchange Rate and Oil Prices
by Andrey Bedin & Alexander Kulikov & Andrey Polbin - 110-127 Estimation of Sensitivity of Russian Household Consumption to Permanent and Transitory Income Shocks Using Kalman Filter
by Anastasia Petaykina
June 2023, Volume 82, Issue 2
- 3-20 Modelling the Effect of Bank of Russia Key Rate Forecasts on Market Participants' Expectations
by Mansur Abdurakhmanov - 21-51 Long-Term Exchange Rate Pass-Through to Prices
by Aleksandr Eliseev & Anna Novak & Andrey Shulgin - 52-77 Inequality and Economic Growth in Russia: Econometric Analysis
by Karen Tumanyants & Sergey Arzhenovskiy & Olga Arkova & Maksim Monastyryov & Irina Pichulina - 78-105 Short Sale Ban as Protection from Market Crash: Evidence from the European Union
by Aleksey Kipriyanov - 106-119 Time to Extend Credit? Bank Credit Lines During the COVID-19 Pandemic in Russia
by Maria Semenova & Polina Popova
March 2023, Volume 82, Issue 1
- 3-31 Bank of Russia Monetary Policy and Household Consumption Expenditure
by Tatiana Ryzhikova & Anastasiya Skuratova - 32-54 The Impact of the Cross-Sectoral Economic Structure on the Properties of DSGE Models
by Anton Votinov & Samvel Lazaryan & Yulia Polshchikova - 55-86 Russia's Import Dependence and Estimated Consequences of Import Restrictions
by Danila Karpov - 87-103 Correct Comparison of Predictive Features of Machine Learning Models: The Case of Forecasting Inflation Rates in Siberia
by Oleg Semiturkin & Andrey Shevelev - 104-136 The Russian Rouble Crisis of December 2014: Structure and Liquidity of a Foreign Exchange Market
by Anna Obizhaeva & Gennady Piftankin - 137-144 The Russian Rouble Crisis of December 2014: An Alternative View
by Valery Smirnov
December 2022, Volume 81, Issue 4
- 3-33 Globalisation, Exchange Rate Regimes, and Financial Contagion
by Maxim Nikitin & Branko Urosevic - 34-51 Estimating the Equilibrium Loan Structure for Russia
by Maria Guseva - 52-85 DEMUR: A Regional Semi-Structural Model of the Ural Macroregion
by Oleg Kryzhanovsky & Alexander Zykov - 86-112 Macroeconomic Forecasting Using Data from Social Media
by Elena Shulyak
September 2022, Volume 81, Issue 3
- 3-21 Modelling Monetary Surprises Impact on Exchange Rate in Euro Area: Role of Revision of Expectations
by Victoria Bannikova - 22-53 Can the Growth of Competitive Pressure and Hardening of Budget Constraints Reduce the Efficiency Loss due to State Ownership?
by Evguenia Bessonova & Ksenia Gonchar - 54-71 Overview of General Equilibrium Models with Imperfect Financial Markets and the Accumulation of Human Capital
by Angelina Shpilevaya - 72-88 Measuring the Debt Service Ratio in Russia: A Micro-Level Data Approach
by Anna Burova - 89-106 Review of the Bank of Russia - NES Workshop 'Transition to a Low-Carbon Economy: Costs and Risks for the Financial Sector'
by Nadezhda Ivanova & Henry Penikas & Svetlana Popova & Andrey Sinyakov & Natalia Turdyeva - 107-127 A Method for Assessing the IT Component of Model Risk and the Economic Capital to Cover It
by Evgeny Moiseev & Denis Zagorodnev & Alexander Berezinskiy & Roman Tikhonov
June 2022, Volume 81, Issue 2
- 3-19 Monetary Policy Impact on Income Inequality in the Russian Regions
by Alyona Nelyubina - 20-48 Pass-Through of the Bank of Russia Key Rate into Deposit Rates Between 2020 and 2022
by Henry Penikas - 49-78 Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model
by Andrey Zubarev & Daniil Lomonosov & Konstantin Rybak - 79-104 Assessment of Monthly GDP Growth Using Temporal Disaggregation Methods
by Michael Zhemkov
March 2022, Volume 81, Issue 1
- 3-22 Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union
by Sofya Kolesnik & Elizaveta Dobronravova - 23-45 Comparison of Models for Growth-at-Risk Forecasting
by Aleksei Kipriyanov - 46-72 Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks
by Sergey Ivashchenko - 73-87 Forecasting Unemployment in Russia Using Machine Learning Methods
by Urmat Dzhunkeev - 88-103 A Real-Time Historical Database of Macroeconomic Indicators for Russia
by Dmitry Gornostaev & Alexey Ponomarenko & Sergei Seleznev & Alexandra Sterkhova
December 2021, Volume 80, Issue 4
- 3-30 Balance Sheet Channel of Monetary Policy Evidence from Credit Spreads of Russian Firms
by Filipp Prokopev - 31-49 Effect of Monetary Policy on Investment in Russian Regions
by Andrei Shevelev & Maria Kvaktun & Kristina Virovets - 50-73 Forecasting Aggregate Retail Sales with Google Trends
by Elizaveta Golovanova & Andrey Zubarev - 74-97 Determinants of Russia's Sovereign Risk
by Evgenia Grigoryeva - 98-123 Impact of Government Measures to Support Mortgage Lending on Housing Affordability in Russia: Regional Evidence
by Ianina Roshchina & Natalia Ilyunkina - 124-136 Review of the Bank of Russia – NES Workshop 'Main Challenges in Banking: Risks, Liquidity, Pricing, and Digital Currencies'
by Ivan Khotulev
September 2021, Volume 80, Issue 3
- 3-33 Assessment of Clarity of Bank of Russia Monetary Policy Communication by Neural Network Approach
by Alina Evstigneeva & Mark Sidorovskiy - 34-48 Nowcasting Growth Rates of Russia's Export and Import by Commodity Group
by Ksenia Mayorova & Nikita Fokin - 49-72 Probability of Default Model to Estimate Ex Ante Credit Risk
by Anna Burova & Henry Penikas & Svetlana Popova - 73-93 Impact of Bank of Russia Macroprudential Policy on Risk Exposure of Banks' Consumer Loan Portfolios
by Dmitry Miroshnichenko - 94-104 Review of Bank of Russia – NES Workshop 'Identification and Measurement of Macroprudential Policies Effects'
by Henry Penikas
June 2021, Volume 80, Issue 2
- 3-27 Survey Expectations and Learning
by Sergey Slobodyan & Raf Wouters - 28-49 Data of Sectoral Financial Flows as a High-Frequency Indicator of Economic Activity
by Natalia Turdyeva & Anna Tsvetkova & Levon Movsesyan & Alexey Porshakov & Dmitriy Chernyadyev - 50-75 Forecasting Regional Indicators Based on the Quarterly Projection Model
by Alyona Nelyubina - 76-95 The Relationship Between the Financial Performance of Banks and the Quality of Credit Scoring Models
by Roman Tikhonov & Aleksey Masyutin & Vadim Anpilogov
March 2021, Volume 80, Issue 1
- 3-45 Variations in the Effects of a Single Monetary Policy: The Case of Russian Regions
by Vadim Napalkov & Anna Novak & Andrey Shulgin - 46-103 Asymmetric Effects of Monetary Policy on the Armenian Economy
by Haykaz Igityan - 104-119 Hard Numbers: Open Consumer Price Database
by Alex Isakov & Rodion Latypov & Andrey Repin & Egor Postolit & Alexey Evseev & Elena Sinelnikova-Muryleva - 120-126 What Opportunities Do New Technologies Bring About for Price Statistics?
by Vladimir Bessonov
December 2020, Volume 79, Issue 4
- 3-17 Assessing the Consequences of the Pandemic for the Russian Economy Through an Input-Output Model
by Aleksey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Natalia Turdyeva & Dmitry Chernyadyev - 18-44 Modelling the Effects of a Health Shock on the Armenian Economy
by Ani Asoyan & Vahagn Davtyan & Haykaz Igityan & Hasmik Kartashyan & Hovhannes Manukyan - 45-74 Financial Shocks and Credit Cycles
by Mikhail Mamonov & Vera Pankova & Renat Akhmetov & Anna Pestova - 75-97 Forecasting Russian Macroeconomic Indicators Based on Information from News and Search Queries
by Filipp Ulyankin - 98-112 A Multi-Country BVAR Model for the External Sector
by Olga Korotkikh
September 2020, Volume 79, Issue 3
- 3-29 Methods for Estimating the Gross Regional Product Leading Indicator
by Vladimir Boyko & Nadezhda Kislyak & Mikhail Nikitin & Oleg Oborin - 30-57 Modelling the Risk-taking Channel of Monetary Policy in the Russian Economy
by Irina Semina - 58-74 IBRN Initiative on Interactions of Monetary and Prudential Policies
by Konstantin Styrin & Yulia Ushakova - 75-104 Bank Complexity and Risk
by Elizaveta Kamaraeva
June 2020, Volume 79, Issue 2
- 3-42 Optimal Monetary and Macroprudential Policies for Financial Stability in a Commodity-Exporting Economy
by Ivan Khotulev & Konstantin Styrin - 43-69 Effects of Terms of Trade Shocks on the Russian Economy
by Natalia Turdyeva - 70-100 Maturity Structure of Banking Transactions and Its Role in Predicting Negative Net Worth of Banks
by Mikhail Mamonov - 101-128 Low Default Portfolios in Basel II and Basel III as a Special Case of Significantly Unbalanced Classes in Binary Choice Models
by Henry Penikas
March 2020, Volume 79, Issue 1
- 3-34 FISS - A Factor-based Index of Systemic Stress in the Financial System
by Tibor Szendrei & Katalin Varga - 35-56 Use of Machine Learning Methods to Forecast Investment in Russia
by Mikhail Gareev - 57-73 Forecasting Inflation in Russia Using Neural Networks
by Evgeny Pavlov - 74-92 Announcements of Sanctions and the Russian Equity Market: An Event Study Approach
by Pavel Dovbnya - 93-112 Expected and Unexpected Consequences of Russian Pension Increase in 2010
by Ivan Suvorov
December 2019, Volume 78, Issue 4
- 3-47 Estimates of the Natural Rate of Interest for Russia: Is 'Navigating by the Stars' Useful?
by Andrey Sinyakov & Alexey Porshakov - 48-70 Monetary Policy Surprises in Russia
by Alexander Tishin - 71-98 Constructing a Yield Curve in a Market with Low Liquidity
by Sabit Khakimzhanov & Yerulan Mustafin & Olzhas Kubenbayev & Dulat Atabek - 99-118 Systematic Approach to Operational Risk Management in Central Banks (Regulators): Prerequisites, Current Issues, and Development Prospects
by Valery Goreglyad
September 2019, Volume 78, Issue 3
- 3-37 Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation
by Mikhail Andreev & M. Udara Peiris & Aleksandr Shirobokov & Dimitrios P. Tsomocos - 38-70 Commodity and Financial Cycles in Resource-based Economies
by Marina Tiunova - 71-88 The Impact of Inflation Anchor Strength and Monetary Policy Transparency on Inflation During the Period of Emerging Market Volatility in Summer 2018
by Tatiana Evdokimova & Grigory Zhirnov & Inge Klaver - 89-121 Review of Bank of Russia Conference on 'Macroprudential Policy Effectiveness: Theory and Practice'
by Nadezhda Ivanova & Mikhail Andreev & Andrey Sinyakov & Ivan Shevchuk - 122-136 Estimating à Cagan-type Demand Function for Gold: 1561-1913
by Alexei Deviatov
June 2019, Volume 78, Issue 2
- 3-27 International Risk-Sharing and Optimal Monetary Policy in a Small Commodity-Exporting Economy
by Valery Charnavoki - 28-42 Determination of the Current Phase of the Credit Cycle in Emerging Markets
by Elena Deryugina & Alexey Ponomarenko - 43-66 The Impact of the Global Financial Safety Net on Emerging Market Bond Spreads
by Jenny Kilp & Vafa Anvari & Samantha Springfield & Crystal Roberts - 67-93 Forecasting Russia's Key Macroeconomic Indicators with the VAR-LASSO Model
by Nikita Fokin & Andrey Polbin - 94-112 Do Higher Interest Rates on Loans and Deposits and Advertising Spending Cuts Forecast Bank Failures? Evidence from Russia
by Lev Fomin
March 2019, Volume 78, Issue 1
- 3-18 Forecasting Inflation in Russia Using Dynamic Model Averaging
by Konstantin Styrin - 19-35 Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data
by Heiner Mikosch & Laura Solanko - 36-66 Exchange Rate Pass-Through in Brazil: À Markov Switching DSGE Estimation for the Inflation Targeting Period
by Fabrizio Almeida Marodin & Marcelo Savino Portugal - 67-88 Fiscal Devaluation in a Small Open Economy
by Robert Ambrisko - 89-106 Forecasting the Net Interest Margin and Loan Loss Provision Ratio of Banks in Various Economic Scenarios: Evidence from Poland
by Marcin Borsuk
December 2018, Volume 77, Issue 4
- 3-25 Inflation and Population Age Structure: The Case of Emerging Economies
by Darya Antonova & Yulia Vymyatnina - 26-41 Text Mining-based Economic Activity Estimation
by Ksenia Yakovleva - 42-59 Inflation Forecasting Using Machine Learning Methods
by Ivan Baybuza - 60-83 Review of the Bank of Russia – IMF Workshop 'Recent Developments in Macroprudential Stress Testing'
by Elizaveta Danilova & Evgeny Rumyantsev & Ivan Shevchuk - 84-106 Fear of Forward Guidance
by Alex Isakov & Petr Grishin & Oleg Gorlinsky
September 2018, Volume 77, Issue 3
- 3-22 Review of the Bank of Russia Conference Inflation: New Insights for Central Banks
by Andrey Sinyakov & Ivan Khotulev - 23-48 Computing Long-Term Market Inflation Expectations for Countries without Inflation Expectation Markets
by Petra Gerlach-Kristen & Richhild Moessner & Rina Rosenblatt-Wisch - 49-64 External and Domestic Drivers of Inflation: The Case Study of Hungary
by Erzsebet Eva Nagy & Veronika Tengely - 65-75 Shaken, not Stirred: Comparing the Effectiveness of Pure and Hybrid Inflation Targeting
by Philipp Kartaev & Irina Luneva - 76-88 The Short-Run Effects of Unanticipated Monetary Shocks under Distinct Trading Mechanisms
by Luis Araujo & Andrei Shevchenko - 89-123 Identification of Financial Sector Optimal Depth and Structure from the Perspective of Economic Growth, Macroeconomic and Financial Stability
by Mikhail Mamonov & Renat Akhmetov & Vera Pankova & Oleg Solntsev & Anna Pestova & Artem Deshko
June 2018, Volume 77, Issue 2
- 3-21 Determinants of Bank Closures: Do Levels or Changes of CAMEL Variables Matter?
by Mikko Makinen & Laura Solanko - 22-50 Competition in Russia's Banking Sector Prior to and After Supervision Policy Enhancement: Conclusions Based on Interest Rate Dispersion and Spread
by Yulia Ushakova & Anna Kruglova - 51-67 Forecasting for the Russian Economy Using Small-Scale DSGE Models
by Dmitry Kreptsev & Sergei Seleznev - 68-80 Sterilized Interventions in the Form of Foreign Currency Repos: VECM Analysis Using Russian Data
by Andrei Shulgin - 81-94 A Multi-Country Study of Cross-Border Transmission of Monetary Policy by IBRN
by Konstantin Styrin - 95-100 Frontiers of Monetary Policy: Global Trends and Russian Inflation Targeting Practicies
by Ksenia Yudaeva
March 2018, Volume 77, Issue 1
- 3-5 Letter from the Editor
by Ksenia Yudaeva - 6-25 Neutral Interest Rates in CEEMEA - Moving in Tandem with Global Factors
by Clemens Grafe & Sara Grut & Lorenzo Rigon - 26-50 Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions from Agent-Based Modeling
by Alexey Ponomarenko & Andrey Sinyakov - 51-70 Bank's Hidden Negative Capital Before and After the Senior Management Change at the Bank of Russia
by Mikhail Mamonov - 71-107 The Folk Theorem of Decreasing Effectiveness of Monetary Policy: What Do the Data Say?
by Ugo Panizza & Charles Wyplosz - 108-123 Reflections on Central Banking, Protectionism and Globalization
by Jacob A. Frenkel - 124-126 Reflections on Reflections from the Russia's Mirror
by Alexander Morozov
Undated
- wps101 Heterogeneity of savings activity in Russian regions, its predictors and determinants
by Elena Chetverikova & Yulia Gudkova & Anna Vorontsova & Yulia Manuhina