The analysis of the dynamics of the Russian economy using the output gap indicator
- 作者: Zubarev A.V.1, Trunin P.V.1
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隶属关系:
- Center for the Study of Central Banks of the Russian Presidential Academy of National Economy and Public Administration (RANEPA)
- 期: 卷 28, 编号 2 (2017)
- 页面: 126-132
- 栏目: Macroeconomic Problems
- URL: https://journal-vniispk.ru/1075-7007/article/view/213778
- DOI: https://doi.org/10.1134/S1075700717020149
- ID: 213778
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详细
In this paper we estimate the indicator output gap for the Russian economy in 2000–2015 using univariate and multivariate versions of the Hodrick–Prescott filter and the Kalman filter for the model of unobserved components (taking into account the Phillips curve). The calculation results show a slowdown of potential output after 2014.
作者简介
A. Zubarev
Center for the Study of Central Banks of the Russian Presidential Academy of National Economy and Public Administration (RANEPA)
编辑信件的主要联系方式.
Email: texxik@gmail.com
俄罗斯联邦, Moscow, 119571
P. Trunin
Center for the Study of Central Banks of the Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Email: texxik@gmail.com
俄罗斯联邦, Moscow, 119571
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