The analysis of the dynamics of the Russian economy using the output gap indicator
- Авторлар: Zubarev A.V.1, Trunin P.V.1
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Мекемелер:
- Center for the Study of Central Banks of the Russian Presidential Academy of National Economy and Public Administration (RANEPA)
- Шығарылым: Том 28, № 2 (2017)
- Беттер: 126-132
- Бөлім: Macroeconomic Problems
- URL: https://journal-vniispk.ru/1075-7007/article/view/213778
- DOI: https://doi.org/10.1134/S1075700717020149
- ID: 213778
Дәйексөз келтіру
Аннотация
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.
Авторлар туралы
A. Zubarev
Center for the Study of Central Banks of the Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Хат алмасуға жауапты Автор.
Email: texxik@gmail.com
Ресей, 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
Ресей, Moscow, 119571
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