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Исследование результатов и механизмов воздействия монетарной политики в России с использованием SVECM модели
С. 70–73.
In book
Н. Новгород: Нижегородский филиал НИУ ВШЭ, 2007.
Selezneva A., Veselova A., Управленец 2025 Vol. 16 No. 4 P. 87–100
In response to “disruptive market shifts,” companies can initiate transformation processes to cope with ever-increasing competition, changing customer demands, increasing regulatory pressure, and other factors. At the same time, the transformation of business models (BM) under institutional pressures and their consequences have not been sufficiently studied. The purpose of the study is to identify the ...
Added: September 20, 2025
Финагин М. И., Иногамова В. Т., Грачева А. А., Вопросы экономики 2025 № 9 С. 62–87
This paper develops a system for assessing the tightness of monetary conditions in Russia using monetary-conditions indices. These indices make it possible to study the pass-through of the monetary policy impulse across key channels of the transmission mechanism and to identify shocks to monetary conditions. Short-term money market rates, which are most sensitive to changes ...
Added: September 9, 2025
Lapteva E., Pilnik N., Вестник Санкт-Петербургского университета. Серия 5. Экономика 2025 Т. 41 № 3 С. 340–363
The article systematizes, synthesizes, and compares the results of studies aimed at modeling and assessing the effectiveness of macroprudential policy both at the level of individual countries and in a cross-country context. It provides an interdisciplinary review that integrates empirical findings with theoretical frameworks of macroprudential regulation, offering a novel analytical perspective on its effectiveness ...
Added: June 30, 2025
Gospodarchuk G., Aistov A., Zotov A., Journal of Siberian Federal University. Humanities & Social Sciences. 2025 Vol. 18 No. 4 P. 814–825
The economic agents need to have a thorough understanding of the rules of decision making regarding the key rate in order to make effective financial decisions. The goal of the study was to identify the rules used by the Bank of Russia to make decisions regarding short-term key-rate adjustments. As a result, we propose a ...
Added: May 3, 2025
Габов М. А., Bukina T. V., Kashin D., Журнал Новой экономической ассоциации 2025 № 4(69) С. 87–117
The study aims to compare approaches to forecasting the monthly level of consumer price index (CPI y/y) in the regions of the Volga Federal District using time series models and machine learning methods. This study attempts to select the most appropriate and efficient models for predicting the regional general price level index. The paper also ...
Added: February 22, 2025
Avakyan A., Kuznetsova O., Экономическая политика 2024 Т. 19 № 6 С. 54–81
The acceleration of government expenditures and public debt in both developed and developing countries has prompted concerns about the medium-term sustainability of fiscal policies. If these trends persist, countries may reach a point in the coming decades when fiscal dominance is challenged and the central bank’s ability to combat inflation through higher interest rates is ...
Added: November 17, 2024
Агеев А. И., Золотарева О. А., Глазьев С. Ю. et al., Экономические стратегии 2023 № 1 С. 16–25
Forecasting the ruble exchange dynamics appears objectively necessary for shaping both the medium-term financial strategy of industry corporations and the general strategic course for occupying leading positions in sectors of business interest, including through the use of new financial instruments, new markets and, in general, a system of strategic planning of socio-economic development of Russia. ...
Added: July 16, 2024
Pak Y., Pekarski S. E., Вопросы экономики 2024 № 1 С. 33–51
The global economic crisis caused by the COVID-19 pandemic has once again shown the key role of fiscal stimulus. At the same time, in many developed countries, stimulating monetary policy was limited by the already achieved zero interest rates. But the fight against the consequences of the coronavirus with fiscal policy instruments had a negative ...
Added: March 12, 2024
Makarova V. A., В кн.: "Менеджмент XXI века: экономика, общество и образование в условиях глобального социально-политического шока": Материалы XXI Международной научно-практической конференции.: СПб.: РГПУ им. А.И. Герцена, 2023. С. 174–176.
This article presents an approach to identify signs of a change in the investment strategy of investors towards the so-called flight to safety as a response to the growing uncertainty of investment returns. Based on the analysis of the term structure of the interest rate and the study of the dynamics of the government bond ...
Added: February 25, 2024
Bukina T. V., Kashin D., Экономический журнал Высшей школы экономики 2024 Т. 28 № 1 С. 81–107
The paper reveals the forecasts for regional inflation based on the regions of the Privolzhskiy Federal District (PFD). The purpose of the study is to determine the model that most accurately predicts regional inflation. The paper compares the tools of machine learning – support vector machines, gradient boosting, and random forest – with econometric models ...
Added: February 13, 2024
А. В. Мишура, Вопросы экономики 2021 № 4 С. 135–156
This work examines the current world experience in assessing the sensitivity of household mortgage borrowing to interest rates. The data of the “bank— region—year” format are used to estimate supply and demand equations for housing loans issued by banks in the regions of the country in 2015—2018. Our estimations have revealed that the demand on ...
Added: October 11, 2023
Gubareva M., Journal of Financial Economic Policy 2021 Vol. 13 No. 6 P. 686–697
Purpose – The purpose of this paper is to present an empirical analysis of the European Central Bank (ECB) deposit rate dynamics during 2014–2020, attempting to answer how deep could be cut further this rate without causing persistent yield curve inversions (YCI), i.e. lower yields for longer terms. It addresses the sustainability of the traditional ...
Added: August 2, 2023
Radionov S., Яковлев И. А., Mukhametov O., Экономика и управление 2021 Т. 27 № 11 С. 878–889
Aim. The presented study aims to identify key factors affecting the macroeconomic situation in the EAEU countries and Tajikistan (hereinafter referred to as the region) in the context of the COVID-19 pandemic.
Tasks. This study summarizes trends in the development of the neighborhood belt countries in recent years; investigates changes in the real, monetary, fiscal, and external sectors ...
Added: April 21, 2023
Васильева Е. А., Ponomarenko A. A., Поршаков А. С., Вопросы экономики 2009 № 8 С. 66–85
Added: March 28, 2023
Дерюгина Е. Б., Ponomarenko A. A., Вопросы экономики 2013 № 9 С. 119–127
В работе анализируется взаимосвязь динамики монетарных показателей и вероятности значительных колебаний инфляции. С этой целью в 15 странах с формирующимся рынком идентифицируются периоды перехода в режим высокой инфляции. На основе полученных результатов оценены панельные модели, отражающие взаимосвязь темпов роста денежной массы и вероятности такого перехода. На базе оцененных моделей рассчитана условная вероятность перехода в режим ...
Added: March 28, 2023
Shirokova G., Вестник Санкт-Петербургского университета. Серия 8. Менеджмент 2008 № 2 С. 173–193
Кейс посвящен проблемам становления и развития компании «Унция» на развивающемся рынке. В кейсе представлен обзор рынка чая в России, изложена история трансформации бизнес-идеи в новое предприятие, рассмотрены трудности первого этапа становления компании и новые направления развития проекта. В заключении описаны основные черты организационного дизайна компании. Данная информация позволяет проанализировать пути развития предпринимательских компаний в России ...
Added: February 19, 2023
Arkhipova M., Экономика региона 2022 Т. 18 № 2 С. 581–594
The article examines new methodologies for modelling crop yield in agricultural regions of Russia based on the use of remote capabilities to get information on the field state. The proposed approach can be applied to develop indicator systems and create methodological platforms and models necessary to obtain more accurate estimates. In comparison with the traditional ...
Added: January 12, 2023
Pak Y., Pekarski S. E., Экономическая политика 2022 Т. 17 № 6 С. 8–39
Financial repression refers to the distorting effect of certain government policies on the operation of the financial sector. Several empirical studies of financial repression point out that financial repression retards economic growth by decreasing investment activity in the economy, but the impact of financial repression on inflationary processes has not been adequately studied. This paper ...
Added: January 12, 2023
Dajčman S., Kavkler A., Merzlyakov S. et al., Journal of Central Banking Theory and Practice 2022 Vol. 11 No. 1 P. 227–247
This paper studies the international transmission of the
euro area´s monetary policy and financial stress to Russia. The results
show that financial stress in the euro area damages Russian
economic activity and stock prices, but not its trade balance. The
contractionary euro area monetary policy shock decreases Russian
GDP, leads to real appreciation of the euro against the Russian rouble,
damages ...
Added: September 7, 2022
Arkhipova M., Смирнов А. И., Вопросы статистики 2020 Т. 27 № 5 С. 65–75
Agriculture is one of the most important branches of the national economy and the main supplier of food and raw materials for many industries. Crop production is the largest agricultural sector in Russia, which has recently been undergoing renewal and growth due to the intensification and application of modern innovative technologies for monitoring the state ...
Added: March 27, 2022
Яковлев И. А., Radionov S., Экономика и управление 2021 Т. 27 № 11 С. 878–889
Aim. The presented study aims to identify key factors affecting the macroeconomic situation in the EAEU countries and Tajikistan (hereinafter referred to as the region) in the context of the COVID-19 pandemic.
Tasks. This study summarizes trends in the development of the neighborhood belt countries in recent years; investigates changes in the real, monetary, fiscal, and external sectors ...
Added: December 14, 2021
Gubareva M., Journal of Financial Economic Policy 2021 Vol. 13 No. 6 P. 686–697
Purpose – The purpose of this paper is to present an empirical analysis of the European Central Bank (ECB) deposit rate dynamics during 2014–2020, attempting to answer how deep could be cut further this rate without causing persistent yield curve inversions (YCI), i.e. lower yields for longer terms. It addresses the sustainability of the traditional ...
Added: December 7, 2021