Econometric estimation of a structural macroeconomic model for the Russian economy

Andrey Polbin

Applied Econometrics, 2014, vol. 33, issue 1, 3-29

Abstract: One of the main trends of modern macroeconomic analysis is the development of dynamic stochastic general equilibrium models with a wide range of nominal and real rigidities and estimation of these models with the Bayesian technique. The article studies the application of this approach for the evaluating business cycles of the Russian economy. In this paper we estimate a model for the Russian economy and analyze contribution of structural shocks to the business cycle.

Keywords: DSGE modeling; small open economy; business cycles; Bayesian econometrics. (search for similar items in EconPapers)
JEL-codes: C11 E32 E40 E47 F41 (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (25)

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Persistent link: https://EconPapers.repec.org/RePEc:ris:apltrx:0227

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