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Макроэкономическая Модель Российской Экономики

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  • Скрыпник Д.В.

Abstract

Построена макроэконометрическая модель российской экономики, ориентированная на кратко/среднесрочную динамику. Модель включает описание механизма бюджетного правила. Находит отражение процесс накопления ЗВР, учитывается стерилизационный эффект формирования государственных фондов. Моделируются два правила монетарной политики: управление внутренним кредитом и управление курсом. Учитывается эффект Балассы-Самуэльсона и эффект улучшения условий торговли. Построенная модель обладает высокой прогнозной силой: качество прогнозов модели превосходит качество прогнозов МЭР РФ по большой группе показателей.

Suggested Citation

  • Скрыпник Д.В., 2016. "Макроэкономическая Модель Российской Экономики," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 52(3), pages 92-113, июль.
    • Handle: RePEc:scn:cememm:v:52:y:2016:i:3:p:92-113
    Note: Москва
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    References listed on IDEAS

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    1. Полбин Андрей Владимирович, 2013. "Построение Динамической Стохастической Модели Общего Равновесия Для Экономики С Высокой Зависимостью От Экспорта Нефти," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 17(2), pages 323-359.
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    1. Polbin, Andrey & Shumilov, Andrei & Bedin, Andrey & Kulikov, Alexander, 2019. "Модель Реального Обменного Курса Рубля С Марковскими Переключениями Режимов [Modeling real exchange rate of the Russian ruble using Markov regime-switching approach]," MPRA Paper 93310, University Library of Munich, Germany.

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