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Наукастинг Ввп: Динамическая Факторная Модель И Официальные Прогнозы

Author

Listed:
  • Zubarev Andrey

    (Russian Presidential Academy of National Economy and Public Administration)

  • Rybak Konstantin

    (Russian Presidential Academy of National Economy and Public Administration)

Abstract

В статье предложена стандартная динамическая факторная модель для наукастинга ВВП, ряд которого выходит в официальной статистике с существенной задержкой. Также показано, что построенный прогноз превосходит по качеству официальный прогноз Минэкономразвития России. Статья подготовлена в рамках выполнения научно-исследовательской работы государственного задания РАНХиГС при Президенте Российской Федерации.

Suggested Citation

  • Zubarev Andrey & Rybak Konstantin, 2021. "Наукастинг Ввп: Динамическая Факторная Модель И Официальные Прогнозы," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 34-40, December.
    • Handle: RePEc:gai:ruserr:r21131
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    References listed on IDEAS

    as
    1. R. Lomivorotov., 2014. "Impact of External Shocks and Monetary Policy on Russian Economy," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 11.
    2. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
    3. Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Journal of the New Economic Association, New Economic Association, vol. 30(2), pages 60-76.
    4. Porshakov, A. & Ponomarenko, A. & Sinyakov, A., 2016. "Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model," Journal of the New Economic Association, New Economic Association, vol. 30(2), pages 60-76.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

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    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
    • C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
    • E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications

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