Estimating Time-Varying Long-Run Growth Rate of Russian GDP in the ARX Model with Oil Prices
[Оценка Траектории Темпов Трендового Роста Ввп России В Arx-Модели С Ценами На Нефть]
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- Дубовский Дмитрий Леонидович & Кофанов Дмитрий Александрович & Сосунов Кирилл Александрович, 2015. "Датировка Российского Бизнес-Цикла," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 19(4), pages 554-575.
- A. Kudrin & E. Gurvich., 2014.
"A New Growth Model for the Russian Economy,"
VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 12.
- Kudrin, Alexey & Gurvich, Evsej T., 2015. "A new growth model for the Russian economy," BOFIT Policy Briefs 1/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Glocker, Christian & Wegmueller, Philipp, 2018.
"International evidence of time-variation in trend labor productivity growth,"
Economics Letters, Elsevier, vol. 167(C), pages 115-119.
- Philipp Wegmueller, 2015. "International Evidence on Time-Variation in Trend Labor Productivity Growth," Diskussionsschriften dp1602, Universitaet Bern, Departement Volkswirtschaft.
- Kudrin, Alexey & Gurvich, Evsey, 2015. "A new growth model for the Russian economy1," Russian Journal of Economics, Elsevier, vol. 1(1), pages 30-54.
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Cited by:
- Luysmila Kitrar, Tamara Lipkind, 2020. "Analysis Of Interconnection Of The Indicator Of Economic Attitude And Growth [Анализ Взаимосвязи Показателя Экономического Отношения И Роста]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 8-41, December.
- Zubarev, A. & Rybak, K., 2022. "The impact of global shocks on the Russian economy: FAVAR approach," Journal of the New Economic Association, New Economic Association, vol. 56(4), pages 48-68.
- Artur R. Sharafutdinov, 2023. "Output Gap in Russian Economy: Estimate Based on the IMF’s Multivariate Filter [Разрыв Выпуска В Российской Экономике: Оценка На Основе Многомерного Фильтра Мвф]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 15-23, April.
- Fokin, Nikita, 2021. "The importance of modeling structural breaks in forecasting Russian GDP," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 63, pages 5-29.
- Artur R. Sharafutdinov, 2023. "Разрыв Выпуска В Российской Экономике: Оценка На Основе Многомерного Фильтра Мвф," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 15-23, April.
- Polbin, Andrey & Skrobotov, Anton, 2022. "On decrease in oil price elasticity of GDP and investment in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 5-24.
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Keywords
time-varying parameters model; long-run growth of GDP; Russian economy; oil prices; terms of trade; investment; consumption;All these keywords.
JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
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