Тестирование Наличия Изломов В Тренде Структурной Компоненты Ввп Российской Федерации
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- Andrey Feliksovich Bedin & Alexander Vladimirovich Kulikov & Andrey Vladimirovich Polbin, 2021. "A Markov Switching VECM Model for Russian Real GDP, Real Exchange Rate and Oil Prices," International Journal of Energy Economics and Policy, Econjournals, vol. 11(2), pages 402-412.
- 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.
- Gleb Kurovskiy, 2017. "Modelling terms of trade volatility impact on output dynamics in Russia," EcoMod2017 10361, EcoMod.
- 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.
- Daniil Lomonosov, 2023. "Shocks of Business Activity and Specific Shocks to Oil Market in DSGE Model of Russian Economy and Their Influence Under Different Monetary Policy Regimes," Russian Journal of Money and Finance, Bank of Russia, vol. 82(4), pages 44-79, December.
- Polbin, Andrey, 2017. "Моделирование Реального Курса Рубля В Условиях Изменения Режима Денежно-Кредитной Политики [Modeling the real ruble exchange rate under monetary policy regime change]," MPRA Paper 78139, University Library of Munich, Germany.
- Eiji Kurozumi & Anton Skrobotov, 2018.
"Confidence Sets for the Break Date in Cointegrating Regressions,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(3), pages 514-535, June.
- Skrobotov Anton & Eiji Kurozumi, 2016. "Confidence Sets for the Break Date in Cointegrating Regressions," Working Papers wpaper-2016-268, Gaidar Institute for Economic Policy, revised 2016.
- KUROZUMI, Eiji & 黒住, 英司 & SKROBOTOV, Anton, 2016. "Confidence Sets for the Break Date in Cointegrating Regressions," Discussion Papers 2016-07, Graduate School of Economics, Hitotsubashi University.
- Andrey Zubarev & Daniil Lomonosov & Konstantin Rybak, 2022. "Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model," Russian Journal of Money and Finance, Bank of Russia, vol. 81(2), pages 49-78, June.
- Konstantin S. Rybak, 2023. "Evaluating the Role of Global Factors in GDP Nowcasting [Анализ Важности Глобальных Факторов Для Наукастинга Ввп]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 18-23, December.
- Polbin, Andrey & Skrobotov, Anton, 2017. "Спектральная Оценка Компоненты Бизнес Цикла Ввп России С Учетом Высокой Зависимости От Условий Торговли [Spectral estimation of the business cycle component of the Russian GDP under high dependence," MPRA Paper 78667, University Library of Munich, Germany.
- Sergey Ivashchenko, 2022. "Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 46-72, March.
- Fokin, Nikita & Polbin, Andrey, 2019. "A Bivariate Forecasting Model For Russian GDP Under Structural Changes In Monetary Policy and Long-Term Growth," MPRA Paper 95306, University Library of Munich, Germany, revised Apr 2019.
- Ekaterina V. Malikova & Nikita D. Fokin, 2022. "Estimation of the Long-run GDP Growth Rate Using the TVP-ARX-SV Model [Оценка Трендового Темпа Роста Ввп При Помощи Tvp-Arx-Sv-Модели]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 22-27, March.
- Sugaipov, Deni, 2022. "Estimating the impact of terms of trade news shocks on the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 39-67.
- Konstantin S. Rybak, 2023. "Анализ Важности Глобальных Факторов Для Наукастинга Ввп," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 18-23, 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.
- Lomonosov, Daniil & Polbin, Andrey & Fokin, Nikita, 2020. "Влияние Шоков Мировой Деловой Активности, Предложения Нефти И Спекулятивных Нефтяных Шоков На Экономику Рф [The impact of global economic activity, oil supply and speculative oil shocks on the Russ," MPRA Paper 106019, University Library of Munich, Germany.
- Ekaterina V. Malikova & Nikita D. Fokin, 2022. "Оценка Трендового Темпа Роста Ввп При Помощи Tvp-Arx-Sv-Модели," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 3, pages 22-27, March.
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Keywords
СТРУКТУРНЫЕ СДВИГИ; ДОЛГОСРОЧНЫЙ РОСТ; ЦЕНЫ НА НЕФТЬ; ЕДИНИЧНЫЕ КОРНИ; РОССИЙСКАЯ ЭКОНОМИКА; STRUCTURAL BREAKS; LONG-RUN GROWTH; OIL PRICES; UNIT ROOTS; RUSSIAN ECONOMY;All these keywords.
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