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Monetary Policy Regimes in CIS Economies
P. 107–125.
Dabrowski A. R.
Language:
English
Keywords: monetary policy
In book
М.: Издательский дом НИУ ВШЭ, 2014.
Carlos Rincon, Alekseeva O., Vukovic D. et al., Risk Management 2026 Vol. 28 Article 38
This study examines the long-term effects of the European Central Bank’s (ECB) unconventional monetary policy (UMP) interventions on the yields of sovereign bonds in the Eurozone. Using a sample of 14 European countries from January 2009 to December 2023, our findings indicate that increases of 1 billion euros in the ECB’s balance sheet are associated ...
Added: May 22, 2026
Penikas H. I., Potashev N., В кн.: Сборник лучших докладов конференции "Ломоносовские чтения" (2025).: М.: Экономический факультет МГУ им. М.В. Ломоносова, 2026. С. 219–236.
В работе исследуется вопрос, приводят ли инфляционные ожидания (ИО), полученные из вопросов разной глубины и агрегированные с учетом уровня уверенности респондентов, к статистически отличающимся распределениям по сравнению с традиционной методологией инФОМ. На основе данных внутреннего опроса Банка России показано, что схемы агрегирования, учитывающие разделение респондентов на группы в зависимости от уровня их осознанности, формируют распределения ...
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Senin V., Хамидуллин Т. Р., Бизнес. Общество. Власть 2025 № 2 (56) С. 19–31
The past four years have been an extremely challenging period for our economy. Thus, the country faced a covid and the restrictions it caused, followed by the need to rebuild the real sector and services affected by the pandemic. Then a special military operation began and was followed by the imposition of sanctions, the withdrawal ...
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Болячин Ю. В., Воинова А. А., Кротова Ю. И. et al., / Банк России. Серия Доклады Банка России "Доклад об экономических исследованиях". 2025. № 156.
Implied inflation expectations are the expectation values derived from the question about particular goods’ prices or the values of a basket of goods. We use internal and external surveys to compare implied and direct (conventional) estimates when the single inflation range is chosen in the latter case. By checking against the known stylized facts about inflation expectations, we compare all the combinations of question about them. We find that implied perceived inflation and inflation expectations are higher than their direct peers. ...
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Vdovin I. A., Александров А. А., Косенко Е. А., Бизнес. Общество. Власть 2025 № № 3(57) С. 36–53
The article examines the transformation of the investment policy of the Russian Federation in the period from 1998 to 2024 in the context of changing macroeconomic conditions and the monetary policy of the Central Bank of the Russian Federation. Particular attention is paid to state support mechanisms, as well as their transformation in the context ...
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Afanasev K., The Journal of the New Economic Association 2025 No. 3(68) P. 43–51
This study examines moderating effect of income expectations on the influence of inflation expectations on consumption decisions in a laboratory setting. Using a multi-round life-cycle consumption-saving model, the research manipulates participants’ beliefs on the future prices and income. Contrary to the hypothesis that expected income growth would attenuate the effect of expected price increases on ...
Added: October 21, 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 ...
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Grishchenko V., Zhirnov G., Tkachev V., , in: Central Banking and Monetary Policy Implementation.: Edward Elgar Publishing, 2025. P. 219–260.
In this chapter, we study the evolution of monetary policy regimes and operational framework in Russia during the last 30 years. After the collapse of the Soviet Union, the development of monetary policy instruments in Russia started virtually from scratch. Over the course of time, the central bank has switched from direct lending to the ...
Added: June 25, 2025
Гуров И. Н., Елицур Д. А., Зуев В. Е. et al., Вопросы экономики 2025 № 6 С. 63–93
Исследование основано на уникальном для России замере Фонда «Общественное мнение» (инФОМ) в рамках опроса Банка России по инфляционным ожиданиям в мае 2024 г. Неопределенность инфляционных ожиданий составляет 10 п. п. и положительно связана с их значением и возрастом респондентов. Неопределенность выше у респондентов, которые считают время подходящим для покупок, ниже у мужчин и снижается с ...
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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
Терещенко Д. С., Щербаков В. С., Вопросы экономики 2025 № 4 С. 112–135
The article focuses on studying the specifics of the influence of the age structure of the population on regional inflation in the territory of the Russian Federation. The main research issue is to identify the nature of the influence (proinflationary or disinflationary) of all population groups (younger than working age, working age, older than working ...
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Alekseeva O., Vukovic D., Rincon C. J., , in: GSOM ECONOMY AND MANAGEMENT CONFERENCE 2024. Conference bookBook GSOM ECONOMY AND MANAGEMENT CONFERENCE 2024.: St. Petersburg: Saint Petersburg State University, 2024. P. 636–644.
This study assesses the impact of the European Central Bank's Unconventional Monetary Policy (UMP) on sovereign bond yields in the Eurozone. While existing literature has explored this relationship, gaps remain in terms of comprehensiveness and methodology. This paper provides evidence on the long-term effects of the ECB's asset purchase programs by employing Random, Fixed Effects ...
Added: March 21, 2025
Гуров И. Н., Елицур Д. А., Иноземцев Е. С. et al., / Банк России. Серия Доклады Банка России "Серия докладов об экономических исследованиях". 2024. № 142.
Инфляционные ожидания (ИО) — это показатель, характеризующий, насколько процентов в среднем все респонденты ожидают изменения цен за интересующий период времени. Иными словами, ИО — это среднее из средних ожиданий респондентов. Однако, респондент может ожидать несколько значений инфляции. Тогда можно ввести и показатель разброса значений для респондента, а среднее из разбросов по респондентам будет показателем неопределенности инфляционных ожиданий (НИО). Банк России проводит регулярный замер НИО с помощью внутренних опросов сотрудников Банка России ...
Added: January 8, 2025
Demidova O., Shchankina A., Экономика и математические методы 2025 Т. 61 № 2 С. 75–89
The article considers the interest rate channel of the monetary policy transmission of the Bank of Russia to the weighted average mortgage rate published on the website of the Bank of Russia and the "commercial" mortgage rate calculated by us less preferential loans. The main hypothesis tested in the article was that the reaction of ...
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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 ...
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Demidova O., Myasnikov A., Seregina S. et al., Экономическая политика 2024 Т. 19 № 6 С. 26–53
Based on panel data analysis of weighted average interest rates in Russian regions, the paper documents differences in reactions of regional mortgage markets to changes in money market rates (in our case, MIACR), the latter being primarily due to changes in the key rate of the Bank of Russia. The efficiency of monetary transmission is ...
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Zvereva V., Demidova O., Коршунов Д. А. et al., Деньги и кредит 2024 Т. 83 № 1 С. 3–31
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