MATHEMATICAL FOUNDATIONS OF TOOLS FOR ANALYZING INFLATION RISK FACTORS

Olga Paraskevopulo; Viktoriya Gelmiyarova; Anastasiya L. Svischeva; Tatyana Manaenkova

doi:10.55186/2413046X_2025_10_10_226

VAK Russia 5.2.1 UDC 330.43

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MATHEMATICAL FOUNDATIONS OF TOOLS FOR ANALYZING INFLATION RISK FACTORS

Published in MOSCOW ECONOMIC JOURNAL · Volume 10, Issue 10 · Pages 69–82 · Rubric: Economic theory

DOI: https://doi.org/10.55186/2413046X_2025_10_10_226 · EDN: TLQNYA

Received: 14.10.2025 Accepted: 30.10.2025 Published: 30.10.2025

Authors

Olga Paraskevopulo

Viktoriya Gelmiyarova

Anastasiya L. Svischeva

Tatyana Manaenkova

Olga Paraskevopulo

Academic degree: candidate of physical and mathematical sciences

Federal state budget educational institution of higher education «MIREA — Russian technological university» associate professor · department of higher mathematics - 3 · Russian Federation · Moscow

Viktoriya Gelmiyarova

Federal'noe gosudarstvennoe byudzhetnoe obrazovatel'noe uchrezhdenie vysshego obrazovaniya «MIREA – Rossiyskiy tehnologicheskiy universitet» docent · kafedra vysshey matematiki · Russian Federation · Москва

Anastasiya L. Svischeva

Bauman Moscow State Technical University - National Research University Senior Lecturer · Department of FN-2 Applied Mathematics · Russian Federation · Moscow

Tatyana Manaenkova

Federal State Autonomous Educational Institution of Higher Education National Research Nuclear University MEPhI Senior Lecturer · Department of Financial Monitoring · Russian Federation · Moscow

ABSTRACT

The study uses the quantile regression methodology in combination with a local projection model to analyze the impact of macroeconomic and financial shocks on various areas of the distribution of inflationary indicators in the Russian economy. Empirical results show that the key factors in increasing inflationary pressure are the acceleration of nominal income growth, the expansion of consumer demand expressed through retail trade, as well as the devaluation of the national currency and a reduction in industrial production.It has been established that additional signals about the growth of inflationary risks may come from the geopolitical sphere, as well as from the field of debt financing, where a decrease in credit spreads on debt instruments may indicate excess liquidity. The analysis revealed the nonlinear nature of the effect of the exchange rate: its effect on consumer prices increases at the upper quantiles of the inflationary distribution. At the same time, in conditions of high inflation, there is an asymmetry - devaluation has a stronger effect on prices than revaluation of a comparable value.An important conclusion of the work is the conclusion about the limited effectiveness of monetary policy in containing extreme inflationary scenarios. An increase in the key rate demonstrates less effectiveness in reducing the likelihood of spikes in inflation compared to the impact on its medium-term expectations. This indicates the need for the Bank of Russia to apply comprehensive measures combining monetary instruments with macroprudential and structural solutions to manage inflationary risks in the face of supply shocks.

KEYWORDS

statistical analysis, mathematical tools, sampling analysis, exploratory analysis, statistics

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Aleksandr Fomin

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Ekaterina Syamina

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GOST

Paraskevopulo O. R., Gelmiyarova V. N., Svischeva A. L., Manaenkova T. A. MATHEMATICAL FOUNDATIONS OF TOOLS FOR ANALYZING INFLATION RISK FACTORS // MOSCOW ECONOMIC JOURNAL. 2025. no. 10. pp. 69-82. DOI: https://doi.org/10.55186/2413046X_2025_10_10_226. EDN: TLQNYA. (Date of access 25.09.2026).

MLA

Olga Paraskevopulo, Gelmiyarova V. N., Svischeva A. L., Manaenkova T. A.. "MATHEMATICAL FOUNDATIONS OF TOOLS FOR ANALYZING INFLATION RISK FACTORS." MOSCOW ECONOMIC JOURNAL 10.10 (2025): 69-82. DOI: https://doi.org/10.55186/2413046X_2025_10_10_226. EDN: TLQNYA.

APA

Paraskevopulo O. R., Gelmiyarova V. N., Svischeva A. L., Manaenkova T. A. (2025). MATHEMATICAL FOUNDATIONS OF TOOLS FOR ANALYZING INFLATION RISK FACTORS. MOSCOW ECONOMIC JOURNAL, 10(10), 69-82. https://doi.org/10.55186/2413046X_2025_10_10_226 EDN: TLQNYA.

Chicago

Olga Paraskevopulo, Gelmiyarova V. N., Svischeva A. L., Manaenkova T. A.. "MATHEMATICAL FOUNDATIONS OF TOOLS FOR ANALYZING INFLATION RISK FACTORS." MOSCOW ECONOMIC JOURNAL 10, no. 10 (2025): 69-82. https://doi.org/10.55186/2413046X_2025_10_10_226. EDN: TLQNYA.

WIKI

{{cite journal | author = Paraskevopulo O. R., Gelmiyarova V. N., Svischeva A. L., Manaenkova T. A. | title = MATHEMATICAL FOUNDATIONS OF TOOLS FOR ANALYZING INFLATION RISK FACTORS | journal = MOSCOW ECONOMIC JOURNAL | year = 2025 | volume = 10 | issue = 10 | pages = 69-82 | doi = 10.55186/2413046X_2025_10_10_226 }} EDN: TLQNYA

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