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KMOD: Структурная макроэкономическая модель экономики Казахстана // KMOD: Structural Macroeconomic Model of the Economy of Kazakhstan

Author

Listed:
  • Агамбаева С.

    (National Bank of Kazakhstan)

  • Альгожина А.

    (National Bank of Kazakhstan)

  • Хакимжанов С.

    (National Bank of Kazakhstan)

  • Конурбаева Б.

    (National Bank of Kazakhstan)

  • Кучеренко Е.

    (National Bank of Kazakhstan)

  • Талханбаева И.

    (National Bank of Kazakhstan)

  • Туреханова Н.

    (National Bank of Kazakhstan)

  • Тутушкин В.

    (National Bank of Kazakhstan)

  • Шагиахметова Р.

    (National Bank of Kazakhstan)

  • Шаих Ш.

    (National Bank of Kazakhstan)

  • Кемме Д.

    (Consultant, project with the Asian Development Bank)

Abstract

В рамках предоставления технической помощи со стороны Азиатского Банка Развития сотрудники Департамента исследований и статистики, Департамента платежного баланса и валютного регулирования и Управления финансовой стабильности разработали макроэконометрическую модель экономики Республики Казахстан. В качестве трех основных целей построения данной модели можно выделить следующие. Во-первых, модель была построена с целью раскрытия структуры экономики, лучшего понимания исторических и современных взаимосвязей между важными макроэкономическими показателями. Во-вторых, многие из оцененных уравнений представлены в виде «моделей корректировки равновесий» с целью получения среднесрочных прогнозов для критических показателей, в частности, для инфляции. В-третьих, симуляция сценариев может быть проведена как в рамках всей модели, так и в рамках каждого отдельного модуля. // As part of the provision of technical assistance from the Asian Bank Development the staff of the Research and Statistics Department, the Balance of Payments Department and the Financial Stability Department developed a macroeconometric model of the economy of Kazakhstan. Three main goals of building this model are the following. First, the model was built with the aim of revealing the structure of the economy, better understanding historical and contemporary relationships between important macroeconomic indicators. Second, many of the evaluated equations are presented in the form of "models adjusting equilibrium" in order to obtain medium-term forecasts for critical indicators, in particular for inflation. Third, the simulation of scenarios can be carried out both within the framework of the entire model and within the framework of each individual module.

Suggested Citation

  • Агамбаева С. & Альгожина А. & Хакимжанов С. & Конурбаева Б. & Кучеренко Е. & Талханбаева И. & Туреханова Н. & Тутушкин В. & Шагиахметова Р. & Шаих Ш. & Кемме Д., 2010. "KMOD: Структурная макроэкономическая модель экономики Казахстана // KMOD: Structural Macroeconomic Model of the Economy of Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 2-40.
  • Handle: RePEc:aob:journl:y:2010:i:1:p:2-40
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    References listed on IDEAS

    as
    1. Laurence Ball & N. Gregory Mankiw, 2002. "The NAIRU in Theory and Practice," Journal of Economic Perspectives, American Economic Association, vol. 16(4), pages 115-136, Fall.
    2. Taylor, John B., 1993. "Discretion versus policy rules in practice," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 39(1), pages 195-214, December.
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    Cited by:

    1. Tibor Hledik & Karel Musil & Jakub Rysanek & Jaromir Tonner, 2018. "A Macroeconomic Forecasting Model of the Fixed Exchange Rate Regime for the Oil-Rich Kazakh Economy," Working Papers 2018/11, Czech National Bank.

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    More about this item

    JEL classification:

    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications

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