ON THE INFLUENCE OF SOME EXTERNAL AND INTERNAL SHOCKS ON RUSSIAN MACROECONOMIC INDICATORS

О ВЛИЯНИИ НЕКОТОРЫХ ВНЕШНИХ И ВНУТРЕННИХ ШОКОВ НА РОССИЙСКИЕ МАКРОЭКОНОМИЧЕСКИЕ ПОКАЗАТЕЛИ

Andrey Zubarev and Rybak Konstanin ()
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Rybak Konstanin: Russian Presidential Academy of National Economy and Public Administration, https://www.ranepa.ru/eng/

Working Papers from Russian Presidential Academy of National Economy and Public Administration

Abstract: The main tool used in this work is the structural vector autoregression model with an exogenous variable. With the help of short-term constraints, we identify 3 shocks: output, investment and risk premium.

Keywords: applied econometrics; macroeconomics; var-avtoregression (search for similar items in EconPapers)
Pages: 36 pages
Date: 2021-01
New Economics Papers: this item is included in nep-cis
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