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Matematicheskoe modelirovanie, 2020, Volume 32, Number 7, Pages 98–112
DOI: https://doi.org/10.20948/mm-2020-07-06
(Mi mm4199)
 

This article is cited in 1 scientific paper (total in 1 paper)

Econometric modeling of the balanced potential growth rate of the main Russian macroeconomics variables

A. V. Polbinab, N. D. Fokinb

a Gaidar Institute for Economic Policy
b Russian Academy of National Economy and Public Administration
Full-text PDF (505 kB) Citations (1)
References:
Abstract: The paper provides vector autoregression model with an additional regularization problem similar to the Hodrick-Prescott filter problem for modeling a single, i.e. a balanced growth rate of the structural component of the main macroeconomic indicators of the Russian economy. The model includes real GDP without government consumption, real household consumption, real fixed capital investment, real export, real import and the real effective ruble exchange rate. The oil prices are exogenously included in the model. It is assumed that GDP without government consumption and its components have balanced potential growth rate. The actual discrepancies in time series are explained by the different long-term oil prices multipliers, and by the stochastic shocks. Based on the proposed model we calculate the impacts of the oil prices shocks and the structural component on GDP without government consumption and its components.
Keywords: potential growth rate, Russian economy, oil prices.
Received: 15.01.2020
Revised: 17.03.2020
Accepted: 20.04.2020
English version:
Mathematical Models and Computer Simulations, 2021, Volume 13, Issue 2, Pages 244–253
DOI: https://doi.org/10.1134/S2070048221020125
Document Type: Article
Language: Russian
Citation: A. V. Polbin, N. D. Fokin, “Econometric modeling of the balanced potential growth rate of the main Russian macroeconomics variables”, Matem. Mod., 32:7 (2020), 98–112; Math. Models Comput. Simul., 13:2 (2021), 244–253
Citation in format AMSBIB
\Bibitem{PolFok20}
\by A.~V.~Polbin, N.~D.~Fokin
\paper Econometric modeling of the balanced potential growth
rate of the main Russian macroeconomics variables
\jour Matem. Mod.
\yr 2020
\vol 32
\issue 7
\pages 98--112
\mathnet{http://mi.mathnet.ru/mm4199}
\crossref{https://doi.org/10.20948/mm-2020-07-06}
\transl
\jour Math. Models Comput. Simul.
\yr 2021
\vol 13
\issue 2
\pages 244--253
\crossref{https://doi.org/10.1134/S2070048221020125}
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  • https://www.mathnet.ru/eng/mm4199
  • https://www.mathnet.ru/eng/mm/v32/i7/p98
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математическое моделирование
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    Abstract page:497
    Full-text PDF :232
    References:45
    First page:20
     
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