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The Influence of the Ruble Real Exchange Rate on the Russian Economy

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  • Brodsky, Boris

    ()
    (CEMI RAS, Moscow, Russia)

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    Abstract

    An econometric study of the influence of the ruble real exchange rate on the Russian economy is considered in the paper. The research, based on a disaggregated macroeconomic model, presents a theoretical description of the three main sectors of the Russian economy. The most important result is that the current ruble real appreciation causes the real output decline in the main sectors of the economy. On the other hand, stable expectations of the ruble real appreciation lead to growth of the economy real output. The conclusions are confirmed by results of an econometric study based on the Engle-Granger cointegration analysis.

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    File URL: http://pe.cemi.rssi.ru/pe_2006_4_90-104.pdf
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    Bibliographic Info

    Article provided by Publishing House "SINERGIA PRESS" in its journal Applied Econometrics.

    Volume (Year): 4 (2006)
    Issue (Month): 4 ()
    Pages: 90-104

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    Handle: RePEc:ris:apltrx:0152

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    Web page: http://appliedeconometrics.cemi.rssi.ru/

    Related research

    Keywords: exchange rate; macroeconomic model;

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Jeffrey A. Frankel, 2005. "Contractionary Currency Crashes in Developing Countries," NBER Working Papers 11508, National Bureau of Economic Research, Inc.
    2. Guillermo A. Calvo & Carmen M. Reinhart, 2000. "Fixing for Your Life," NBER Working Papers 8006, National Bureau of Economic Research, Inc.
    3. Aivazian, Sergei & Brodsky, Boris, 2006. "Macroeconometric modeling: modern trends, problems, an example of the econometric model of the Russian economy," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 2(2), pages 85-111.
    4. Bela Balassa, 1964. "The Purchasing-Power Parity Doctrine: A Reappraisal," Journal of Political Economy, University of Chicago Press, vol. 72, pages 584.
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    Cited by:
    1. Kravtsov, Mikhail & Burdyka, Mikalai & Haspadarets, Burdyka & Shynkevich, Natallia & Kartun, Andrei, 2008. "An Econometric Macroeconomic Model for Analysis and Forecasting of Key Indicators of the Belarusian Economy," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 10(2), pages 21-43.

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