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Исследование Чувствительности Стран–Членов Еаэс К Внешним Шокам При Помощи Модели Gvar

Author

Listed:
  • Andrey V. Zubarev

    (Russian Presidential Academy of National Economy and Public Administration)

  • Maria A. Kirillova

    (Russian Presidential Academy of National Economy and Public Administration)

Abstract

На малые открытые экономики, такие как, например, экономики стран–членов ЕАЭС, оказывают влияние различные внешние локальные (происходящие в странах-партнерах) и глобальные шоки. Мы построили эконометрическую модель глобальной векторной авторегрессии (GVAR), включающую модель для России, стран–членов ЕАЭС и еще 40 крупнейших экономик. Получено, что все страны ЕАЭС демонстрируют снижение выпуска при негативном шоке выпуска в Китае, но ни Россия, ни Казахстан не сокращают объемы добычи нефти в ответ на него. В ответ на аналогичный шок выпуска Евросоюза все страны, кроме Казахстана, сокращают выпуск, и самый сильный эффект от этого наблюдается в Армении, а Россия значимо, но крайне слабо повышает добычу нефти. При падении добычи нефти в странах Персидского залива (и некоторых других) и следующим за ним повышением цен на нефть рост выпуска наблюдается не только у Казахстана и России, экспортирующих нефть, но и у остальных стран–членов ЕАЭС. При падении мировых цен на нефть все страны ЕАЭС реагируют сокращением выпуска, и самый сильный подобный эффект наблюдается у России, Киргизии и Армении.

Suggested Citation

  • Andrey V. Zubarev & Maria A. Kirillova, 2023. "Исследование Чувствительности Стран–Членов Еаэс К Внешним Шокам При Помощи Модели Gvar," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 7, pages 8-20, July.
    • Handle: RePEc:gai:ruserr:r2354
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    References listed on IDEAS

    as
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    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    глобальная векторная авторегрессия; GVAR; Евразийский экономический союз; ЕАЭС; выпуск; цены на нефть; добыча нефти; функции импульсных откликов;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
    • F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications

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