IDEAS home Printed from https://ideas.repec.org/a/scn/cememm/v52y2016i4p24-46.html
   My bibliography  Save this article

Региональные Модели Ценовых Индексов

Author

Listed:
  • Айвазян С.А.
  • Березняцкий А.Н.
  • Бродский Б.Е.

Abstract

В работе предложены многофакторные эконометрические модели российской инфляции. В качестве количественной оценки инфляционных процессов используются индексы потребительских цен в России. При анализе проблемы сделан упор как на монетарных факторах, нашедших свое отражение в динамике обменного курса рубля, так и на немонетарных - административно регулируемые тарифы, шоки спроса и предложения на рынке продовольствия. В данной работе авторы рассматривают региональный аспект проблемы: насколько модель общероссийской инфляции сохраняет свои свойства при переходе на региональный уровень, какие регионы резко отличаются от выбранной модели, усиливается ли значимость отдельных факторов модели при переходе на уровень регионов. Ключевым результатом работы является статистическая значимость факторов общероссийской модели инфляции для подавляющего большинства субъектов России.

Suggested Citation

  • Айвазян С.А. & Березняцкий А.Н. & Бродский Б.Е., 2016. "Региональные Модели Ценовых Индексов," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 52(4), pages 24-46, октябрь.
    • Handle: RePEc:scn:cememm:v:52:y:2016:i:4:p:24-46
    Note: Москва
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    References listed on IDEAS

    as
    1. Kirill Sosunov & Oleg Zamulin, 2007. "Monetary Policy in an Economy Sick with Dutch Disease," Working Papers w0101, New Economic School (NES).
    2. Konstantin Gluschenko, 2016. "Distribution dynamics of Russian regional prices," Empirical Economics, Springer, vol. 51(3), pages 1193-1213, November.
    3. Gluschenko, Konstantin, 2011. "Price convergence and market integration in Russia," Regional Science and Urban Economics, Elsevier, vol. 41(2), pages 160-172, March.
    4. Сосунов Кирилл Александрович & Шмыкова С. В., 2005. "Влияние Валютного Курса На Потребительские Цены В России," 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. 9(1), pages 3-16.
    5. Kadyrov, Maxim, 2010. "Impact of exchange rate on prices in the presence of structural breaks," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 19(3), pages 9-22.
    6. Глущенко К.П., 2001. "Пространственное Поведение Уровней Цен," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 37(3), июль.
    7. Oomes, Nienke & Ohnsorge, Franziska, 2005. "Money demand and inflation in dollarized economies: The case of Russia," Journal of Comparative Economics, Elsevier, vol. 33(3), pages 462-483, September.
    8. Martin Brown & Ralph De Haas & Vladimir Sokolov, 2013. "Regional inflation and financial dollarisation," Working Papers 163, European Bank for Reconstruction and Development, Office of the Chief Economist.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Elena Deryugina & Natalia Karlova & Alexey Ponomarenko & Anna Tsvetkova, 2019. "The role of regional and sectoral factors in Russian inflation developments," Economic Change and Restructuring, Springer, vol. 52(4), pages 453-474, November.
    2. Hasanov, Fakhri, 2009. "Analyzing price level in a booming economy: the case of Azerbaijan," MPRA Paper 29555, University Library of Munich, Germany.
    3. Ibrahim Elbadawi & Raimundo Soto, 2013. "Aid, Exchange Rate Regimes and Post-conflict Monetary Stabilization," Working Papers 751, Economic Research Forum, revised May 2013.
    4. Brown, Martin & De Haas, Ralph & Sokolov, Vladimir, 2013. "Regional Inflation and Financial Dollarization," Working Papers on Finance 1327, University of St. Gallen, School of Finance.
    5. Dobronravova, Elizaveta (Добронравова, Елизавета), 2018. "Monetary Policy Peculiarities in Countries with Natural Resources, with Significant Changes in Terms of Trade [Особенности Монетарной Политики В Странах, Наделенных Природными Ресурсами, При Значит," Working Papers 031811, Russian Presidential Academy of National Economy and Public Administration.
    6. Andrei Polbin & Sergey Drobyshevsky, 2014. "Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 166P, pages 156-156.
    7. Sosunov, K., 2013. "Estimation of the Money Demand Function in Russia," Journal of the New Economic Association, New Economic Association, vol. 18(2), pages 89-99.
    8. Aaron Mehrotra & Jouko Rautava, 2008. "Do sentiment indicators help to assess and predict actual developments of the Chinese economy?," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 6(3), pages 225-239.
    9. Conway, Patrick, 2012. "The exchange rate as nominal anchor: A test for Ukraine," Journal of Comparative Economics, Elsevier, vol. 40(3), pages 438-456.
    10. Kirillov, Andrew, 2021. "A study on spatial autocorrelation: Case of Russian regional inflation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 64, pages 5-22.
    11. repec:zbw:bofitp:2006_011 is not listed on IDEAS
    12. Martha de Melo & Gur Ofer & Plamen Yossifov, 2003. "Transition in Regional Capitals along the Volga," Public Economics 0302010, University Library of Munich, Germany.
    13. Konstantin Pavlovich Gluschenko, 2007. "Price Linkages of Russian Regional Markets," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 48-60.
    14. Mohamed Tahar Benkhodja, 2011. "Monetary Policy and the Dutch Disease in a Small Open Oil Exporting Economy," Working Papers 1134, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    15. Martin Brown & Ralph De Haas & Vladimir Sokolov, 2013. "Regional inflation and financial dollarisation," Working Papers 163, European Bank for Reconstruction and Development, Office of the Chief Economist.
    16. M. Ege Yazgan & Hakan Yilmazkuday, 2016. "High versus low inflation: implications for price-level convergence," Empirical Economics, Springer, vol. 50(4), pages 1527-1563, June.
    17. Замулин О.А. & Платонов К.Е., 2015. "Протекционизм Как Противоциклическая Политика," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 51(3), pages 3-18, июль.
    18. Ms. Era Dabla-Norris & Mr. Holger Floerkemeier, 2006. "Transmission Mechanisms of Monetary Policy in Armenia: Evidence from VAR Analysis," IMF Working Papers 2006/248, International Monetary Fund.
    19. Riccardo Crescenzi & Alexander Jaax, 2017. "Innovation in Russia: The Territorial Dimension," Economic Geography, Taylor & Francis Journals, vol. 93(1), pages 66-88, January.
    20. repec:zbw:bofitp:2015_003 is not listed on IDEAS
    21. El-Shagi, Makram & Tochkov, Kiril, 2022. "Divisia monetary aggregates for Russia: Money demand, GDP nowcasting and the price puzzle," Economic Systems, Elsevier, vol. 46(4).
    22. Davydova, Yulia & Sokolov, Vladimir, 2014. "The real effects of financial constraints: Evidence from a debt subsidization program targeted at strategic firms," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 247-265.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:scn:cememm:v:52:y:2016:i:4:p:24-46. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sergei Parinov (email available below). General contact details of provider: http://www.cemi.rssi.ru/emm/home.htm .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.