IDEAS home Printed from https://ideas.repec.org/a/qnt/quantl/y2008i5p83-102.html
   My bibliography  Save this article

Different indexes for forecasting economic activity in Russia (in Russian)

Author

Listed:
  • Oleg Demidov

    (Droege & Comp., Moscow, Russia)

Abstract

This paper considers different ways of computing indexes for forecasting economic activity in Russia. The first is the methodology used by the Russian Development Centre based on the concept of "growth cycles". The second combines the dynamic principal components and dynamic factor analyses. The third approach is the NBER methodology based of diffusion indexes constructed using a dynamic factor model. This paper is an attempt to reveal strengths and weaknesses of the three methods in application to Russian data and to develop a better methodology for forecasting economic activity in Russia.

Suggested Citation

  • Oleg Demidov, 2008. "Different indexes for forecasting economic activity in Russia (in Russian)," Quantile, Quantile, issue 5, pages 83-102, September.
  • Handle: RePEc:qnt:quantl:y:2008:i:5:p:83-102
    as

    Download full text from publisher

    File URL: http://quantile.ru/05/05-OD.pdf
    Download Restriction: no

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Anna Pestova, 2015. "Leading Indicators of the Business Cycle: Dynamic Logit Models for OECD Countries and Russia," HSE Working papers WP BRP 94/EC/2015, National Research University Higher School of Economics.

    More about this item

    Keywords

    index of economic activity; leading and coincident indicators; dynamic principal components; factor model; Russia;

    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
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • O11 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development

    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:qnt:quantl:y:2008:i:5:p:83-102. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Stanislav Anatolyev). General contact details of provider: http://quantile.ru/ .

    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 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.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.