Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification
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References listed on IDEAS
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- Pestova, Anna A. (Пестова, Анна) & Mamonov, Mikhail E. (Мамонов, Михаил) & Rostova, Natalia A. (Ростова, Наталья), 2019.
"Monetary Policy Shocks in the Russian Economy and Their Macroeconomic Effects
[Шоки Процентной Политики Банка России И Оценка Их Макроэкономических Эффектов]," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 48-75, August.
More about this item
KeywordsGDP short-term estimation; nowcast; dynamic factor models.;
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
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