In this paper the study was conducted on the identification of fundamental financial and economic indicators significant for predicting crises and on the development of a comprehensive crisis prognostic indicator for the Russian economy, using econometric modeling of the exchange market pressure...

In this paper, using an econometric model (the model with Markov switchings), monetary policy of the Russian Federation in 2001—2011 is studied, based on the Taylor rule. CBR’s policy priorities in relation to inflation and the exchange rate in the given period are identified. Monetary tools...

This paper presents the method of forecasting financial crises in developing countries based on a list of crisis indicators. It helps find critical indicators and the combination of key indicators using modern econometric modeling.