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Многосекторная Модель Динамического Стохастического Общего Экономического Равновесия Российской Экономики

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  • ИВАЩЕНКО СЕРГЕЙ МИХАЙЛОВИЧ

    (Санкт-Петербургский экономико-математический институт РАН)

Abstract

В статье разработана многосекторная модель динамического стохастического общего экономического равновесия (ДСОЭР), делящая производство на 5 секторов: 1)добыча полезных ископаемых; 2) обрабатывающие производства; 3) производство и распределение электроэнергии, газа и воды; 4) торговля, транспорт и связь; 5) другое. Параметры модели оценены по 29 рядам российской статистики. Модель демонстрирует высокое качество прогнозов вне выборки, превосходящее показатели авторегрессионных моделей. Рассчитаны последствия снижения экспортных цен, ограничения доступности внешних займов, ужесточения денежной политики, а также роста государственных расходов. Библиогр. 18 назв. Ил. 5. Табл. 1.

Suggested Citation

  • Иващенко Сергей Михайлович, 2016. "Многосекторная Модель Динамического Стохастического Общего Экономического Равновесия Российской Экономики," Vestnik of the St. Petersburg University. Series 5. Economics Вестник Санкт-Петербургского университета. Серия 5. Экономика, CyberLeninka;Федеральное государственное бюджетное образовательное учреждение высшего образования «Санкт-Петербургский государственный университет», issue 3, pages 176-202.
    • Handle: RePEc:scn:003571:16944665
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    References listed on IDEAS

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