IDEAS home Printed from https://ideas.repec.org/a/scn/cememm/v52y2016i3p92-113.html
   My bibliography  Save this article

Макроэкономическая Модель Российской Экономики

Author

Listed:
  • 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
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    References listed on IDEAS

    as
    1. Timothy J. Kehoe, 2003. "An evaluation of the performance of applied general equilibrium models of the impact of NAFTA," Staff Report 320, Federal Reserve Bank of Minneapolis.
    2. Mark Aguiar & Guita Gopinath, 2007. "The Role of Interest Rates and Productivity Shocks in Emerging Market Fluctuations," Working Papers Central Bank of Chile 445, Central Bank of Chile.
    3. Bardsen, Gunnar & Eitrheim, Oyvind & Jansen, Eilev S. & Nymoen, Ragnar, 2005. "The Econometrics of Macroeconomic Modelling," OUP Catalogue, Oxford University Press, number 9780199246502.
    4. Bruno Merlevede & Koen Schoors & Bas Van Aarle, 2009. "Russia from Bust to Boom and Back: Oil Price, Dutch Disease and Stabilisation Fund," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 51(2), pages 213-241, June.
    5. Allan H. Meltzer, 1995. "Monetary, Credit and (Other) Transmission Processes: A Monetarist Perspective," Journal of Economic Perspectives, American Economic Association, vol. 9(4), pages 49-72, Fall.
    6. Stock, James H, 1987. "Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors," Econometrica, Econometric Society, vol. 55(5), pages 1035-1056, September.
    7. Aivazian, Sergei & Brodsky, Boris, 2006. "Macroeconometric modeling: modern trends, problems, an example of the econometric model of the Russian economy," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 2(2), pages 85-111.
    Full references (including those not matched with items on IDEAS)

    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:scn:cememm:v:52:y:2016:i:3:p:92-113. 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: (Sergei Parinov). General contact details of provider: http://www.cemi.rssi.ru/emm/home.htm .

    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.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with 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.