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Как Определить Тенденции Развития Российской Экономики? // Trying To Determine The Development Trends Of The Russian Economy

Author

Listed:
  • A. Frenkel A.

    (Russian Academy of Sciences)

  • Ya. Sergienko V.

    (Russian Academy of Sciences)

  • N. Volkova N.

    (Russian Academy of Sciences)

  • O. Matveeva N.

    (Russian Academy of Sciences)

  • А. Френкель А.

    (Институт экономики РАН)

  • Я. Сергиенко В.

    (Институт экономики РАН)

  • Н. Волкова Н.

    (Институт экономики РАН)

  • О. Матвеева Н.

    (Институт экономики РАН)

Abstract

The paper deals with the development of integral indices to assess the overall state of the economy. A method of calculating three indices is described: leading, synchronous and lagging with the focus on the leading index that detects turning points in the dynamics of the economy. All the three indices are calculated for the Russian economy as of 1999-2015; the forecast for April 2016 was made with the prediction error of 2.3%. The analysis of the results leads to the conclusion that the value of the lead lag has decreased compared with the previous periods and this is an evidence of the increased rate of changes in the industrial production dynamics. Moreover, the difference between the lead (4 months) and lag (6 months) of the leading and lagging indices, respectively, relative to the rate of change in the industrial production reflects the specifics of the structure of the Russian economy which is dominated by the export-oriented raw materials sector. In the calculation of an aggregate index, the problem of comparing partial indices having different economic meaning and measurement units is solved by significant adjustment of each index. В статье рассматриваются вопросы построения интегральных индексов, позволяющих оценить общее состояние экономики. Предложена методика расчета трех индексов: лидирующего, синхронного и запаздывающего, но наибольшее внимание уделено лидирующему индексу, который позволяет определить поворотные точки в динамике экономики. Рассчитаны все три индекса для экономики России на временном промежутке 1999-2015 гг., сделан прогноз на апрель 2016 г., при этом ошибка прогноза составила 2,3%. Анализ результатов позволяет сделать выводы, что значение опережающего лага уменьшилось по сравнению с предыдущими периодами, и это свидетельствует об увеличении скорости изменений в динамике промышленного производства. Кроме того, разница в лагах опережения (4 месяца) и запаздывания (6 месяцев) соответственно лидирующего и запаздывающего индексов относительно темпов изменения промышленного производства отражает особенности структуры российской экономики, в которой доминирует сырьевой экспортоориентированный сектор. При этом проблема соизмерения частных показателей, имеющих различный экономический смысл и единицы измерения, при расчете агрегированного показателя решается с помощью значительной корректировки каждого показателя.

Suggested Citation

  • A. Frenkel A. & Ya. Sergienko V. & N. Volkova N. & O. Matveeva N. & А. Френкель А. & Я. Сергиенко В. & Н. Волкова Н. & О. Матвеева Н., 2016. "Как Определить Тенденции Развития Российской Экономики? // Trying To Determine The Development Trends Of The Russian Economy," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 20(5), pages 94-104.
    • Handle: RePEc:scn:financ:y:2016:i:5:p:94-104
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    References listed on IDEAS

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    1. Sunil Gupta & Peter C. Wilton, 1987. "Combination of Forecasts: An Extension," Management Science, INFORMS, vol. 33(3), pages 356-372, March.
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