Details about Nikita Denisovich Fokin

Access statistics for papers by Nikita Denisovich Fokin.

Last updated 2020-11-09. Update your information in the RePEc Author Service.

Short-id: pfo340

Working Papers

2020

1. Assessment of the change in the trajectory of adaptation of the real ruble exchange rate to the equilibrium due to a change in the monetary policy regime
   (Оценка изменения траектории приспособления реального обменного курса рубля к равновесному за счет смены режима денежно-кредитной политики)
   Working Papers, Russian Presidential Academy of National Economy and Public Administration
2. VAR-LASSO model for the Russian economy on a large data set
   (VAR-LASSO модель для российской экономики на большом массиве данных)
   Working Papers, Russian Presidential Academy of National Economy and Public Administration
   Also in Working Papers, Russian Presidential Academy of National Economy and Public Administration (2019) View citations (1)
3. Сравнительный анализ прогнозных моделей российского ВВП в условиях наличия структурных сдвигов
   (Comparative analysis of the forecasting models for Russia’s GDP under the structural breaks)
   MPRA Paper, University Library of Munich, Germany

2019

4. A Bivariate Forecasting Model For Russian GDP Under Structural Changes In Monetary Policy and Long-Term Growth
   MPRA Paper, University Library of Munich, Germany View citations (2)

2018

5. Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime
   (Тестирование ассиметричной сходимости реального обменного курса к равновесию во время режима управляемого курса рубля)
   Working Papers, Russian Presidential Academy of National Economy and Public Administration View citations (2)

2017

6. К вопросу о долгосрочной взаимосвязи реального потребления домохозяйств с реальным доходом в РФ
   (A note on cointegration relationship between real consumption and real income in Russia)
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2020

1. Modeling the dynamics of import in the Russian Federation using the error correction model
   Applied Econometrics, 2020, 59, 88-112

2019

2. Forecasting Russia's Key Macroeconomic Indicators with the VAR-LASSO Model
   Russian Journal of Money and Finance, 2019, 78, (2), 67-93 View citations (1)

2018

3. Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting
   (Тестирование асимметричной сходимости реального обменного курса к равновесному во время режима управляемого курса рубля)
   Economic Policy, 2018, 3, 132-147 View citations (2)