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Decomposition of the Structural Shocks Contribution to the Russian Macroeconomic Indicators Dynamics on the Basis of the DSGE Model

Listed author(s):
  • Drobyshevskiy, Sergei

    ()

    (Russian Presidential Academy of National Economy and Public Administration (RANEPA), Gaidar Institute for Economic Policy)

  • Polbin, Andrei

    ()

    (Russian Presidential Academy of National Economy and Public Administration (RANEPA))

The paper estimates contribution of domestic and foreign fundamental factors to the dynamics of main macroeconomic indicators of the Russian Federation during the crisis of 2008 and in subsequent years on the basis of the developed dynamic stochastic general equilibrium model for the Russian economy.

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File URL: ftp://w82.ranepa.ru/rnp/ecopol/ep1523.pdf
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Article provided by Russian Presidential Academy of National Economy and Public Administration in its journal Economic Policy.

Volume (Year): 2 (2015)
Issue (Month): ()
Pages: 20-42

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Handle: RePEc:rnp:ecopol:ep1523
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  1. A. Kudrin., 2009. "Global Financial Crisis and Its Impact on Russia," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 1.
  2. Christopher J. Erceg & Luca Guerrieri & Christopher Gust, 2006. "SIGMA: A New Open Economy Model for Policy Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
  3. Jordi Galí & J. David López-Salido & Javier Vallés, 2007. "Understanding the Effects of Government Spending on Consumption," Journal of the European Economic Association, MIT Press, vol. 5(1), pages 227-270, 03.
  4. Gomes, S. & Jacquinot, P. & Pisani, M., 2012. "The EAGLE. A model for policy analysis of macroeconomic interdependence in the euro area," Economic Modelling, Elsevier, vol. 29(5), pages 1686-1714.
  5. I. Pospelov., 2009. "Modeling Russian Economy in the Crisis Period," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 11.
  6. Oxana Malakhovskaya & Alexey Minabutdinov, 2014. "Are commodity price shocks important? A Bayesian estimation of a DSGE model for Russia," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 4(1/2), pages 148-180.
  7. Mark Aguiar & Gita Gopinath, 2007. "Emerging Market Business Cycles: The Cycle Is the Trend," Journal of Political Economy, University of Chicago Press, vol. 115, pages 69-102.
  8. Michael Woodford, 2011. "Simple Analytics of the Government Expenditure Multiplier," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(1), pages 1-35, January.
  9. V. Mau., 2012. "Economy and Policy in 2011: Global Crisis and Search for a New Model of Growth," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 2.
  10. S. Drobyshevsky & S. Sinelnikov-Murylev & I. Sokolov., 2011. "Transformation of Budgetary Policy in Russia during the 2000s: in Quest of National Fiscal Sustainability," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 1.
  11. Stephen Murchison & Andrew Rennison, 2006. "ToTEM: The Bank of Canada's New Quarterly Projection Model," Technical Reports 97, Bank of Canada.
  12. A. Ulyukaev & S. Drobyshevsky & P. Trunin., 2008. "Prospects of the Initiation of Inflation Targeting in RF," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 1.
  13. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
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