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Анализ Важности Глобальных Факторов Для Наукастинга Ввп

Author

Listed:
  • Konstantin S. Rybak

    (Russian Presidential Academy of National Economy and Public Administration)

Abstract

В статье показано, что использование дополнительных внешних глобальных факторов в стандартной факторной модели для наукастинга приводит к значимому улучшению качества наукастов российского ВВП. В частности, используются глобальный фактор инфляции и глобальный номинальный фактор, доступные для оценивания практически в режиме реального времени, что в итоге позволяет получать не только лучшие, но и более ранние наукасты.

Suggested Citation

  • Konstantin S. Rybak, 2023. "Анализ Важности Глобальных Факторов Для Наукастинга Ввп," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 18-23, December.
    • Handle: RePEc:gai:ruserr:r2399
    as

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    References listed on IDEAS

    as
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    More about this item

    Keywords

    наукастинг ВВП; факторная модель;

    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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