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Model Calculations of Short-Run Forecasts of Russian Economic Time Series

Author

Listed:
  • Turuntseva Marina

    (Gaidar Institute for Economic Policy)

  • Bozhechkova Alexandra

    (Gaidar Institute for Economic Policy)

  • Buzaev A.

    (RANEPA)

  • Baeva Marina

    (RANEPA)

  • Kiblitskaya Tatiana

    (RANEPA)

  • Ponomarev Yuri

    (Gaidar Institute for Economic Policy)

  • Skrobotov Anton

    (RANEPA)

  • Astafieva Ekaterina

    (Gaidar Institute for Economic Policy)

Abstract

This paper presents calculations of various economic indicators for the Russian Federation in the period from June–November of 2017, which were performed using time series models developed as a result of research conducted by the Gaidar Institute over the past few years. A method of forecasting falls within the group of formal or statistical methods. In other words, the calculated values neither express the opinion nor expert evaluation of the researcher, rather they are calculations of future values for a specific economic indicator, which were performed using formal ARIMA models (p, d, q) given a prevailing trend and its, in some cases, significant changes.

Suggested Citation

  • Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-28, February.
    • Handle: RePEc:gai:mcfren:mcfren-2020-2-1111
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    More about this item

    Keywords

    Russian economy; time series; forecast; ARIMA model; business surveys;
    All these keywords.

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

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