IDEAS home Printed from https://ideas.repec.org/a/gai/mcfren/mcfren-2022-1-1303.html
   My bibliography  Save this article

Model Calculations of Short-Run Forecasts of Russian Economic Time Series

Author

Listed:
  • Marina Turuntseva

    (Gaidar Institute for Economic Policy)

  • Ekaterina Astafieva

    (Gaidar Institute for Economic Policy)

  • Marina Bayeva

    (RANEPA)

  • Alexandra Bozhechkova

    (Gaidar Institute for Economic Policy)

  • A. Buzaev

    (RANEPA)

  • Tatiana Kiblitskaya

    (RANEPA)

  • Yuri Ponomarev

    (Gaidar Institute for Economic Policy)

  • Anton Skrobotov

    (RANEPA)

Abstract

This paper presents calculations of various economic indicators for the Russian Federation in the period from June–November of 2017, which were performed using time series models developed as a result of research conducted by the Gaidar Institute over the past few years. A method of forecasting falls within the group of formal or statistical methods. In other words, the calculated values neither express the opinion nor expert evaluation of the researcher, rather they are calculations of future values for a specific economic indicator, which were performed using formal ARIMA models (p, d, q) given a prevailing trend and its, in some cases, significant changes.

Suggested Citation

  • Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022. "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-29, January.
    • Handle: RePEc:gai:mcfren:mcfren-2022-1-1303
    as

    Download full text from publisher

    File URL: https://www.iep.ru/files/RePEc/gai/mcfren/mcfren-2022-1-1303.pdf
    File Function: Revised Version, 2023
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Russian economy; time series; forecast; ARIMA model; business surveys;
    All these keywords.

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

    Statistics

    Access and download statistics

    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:gai:mcfren:mcfren-2022-1-1303. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Aleksei Astakhov (email available below). General contact details of provider: https://edirc.repec.org/data/gaidaru.html .

    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.