Details about Nikita Denisovich Fokin

Access statistics for papers by Nikita Denisovich Fokin.

Last updated 2024-05-01. 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 View citations (1)
   Also in Working Papers, Russian Presidential Academy of National Economy and Public Administration (2019) View citations (1)
3. Влияние шоков мировой деловой активности, предложения нефти и спекулятивных нефтяных шоков на экономику РФ
   (The impact of global economic activity, oil supply and speculative oil shocks on the Russian economy)
   MPRA Paper, University Library of Munich, Germany
4. Наукастинг темпов роста стоимостных объемов экспорта и импорта по товарным группам
   (Nowcasting the growth rates of the export and import by commodity groups)
   MPRA Paper, University Library of Munich, Germany
5. Помогают ли высокочастотные данные в прогнозировании российской инфляции?
   (Does the high-frequency data is helpful for forecasting Russian inflation?)
   MPRA Paper, University Library of Munich, Germany
6. 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

7. 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 (5)

2018

8. 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 (4)

2017

9. 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

2024

1. Hedonic Price Indices for Moscow Short-Term Rental Housing
   Russian Journal of Money and Finance, 2024, 83, (1), 77-103
2. Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?
   Russian Journal of Economics, 2024, 10, (1), 20-33

2022

3. DSGE models with heterogeneous economic agents: A new notion at the characteristics of the functioning of the economy
   Voprosy Ekonomiki, 2022, (9)
4. Estimation of the Long-run GDP Growth Rate Using the TVP-ARX-SV Model
   (Оценка трендового темпа роста ВВП при помощи TVP-ARX-SV-модели)
   Russian Economic Development, 2022, (3), 22-27 View citations (2)
5. Trend inflation: Estimates for the Russian economy
   Voprosy Ekonomiki, 2022, (1)
6. Оценка трендового темпа роста ВВП при помощи TVP-ARX-SV-модели
   Russian Economic Development (in Russian), 2022, (3), 22-27

2021

7. Employment in Russia in 2020: a Controversial Recovery
   (Занятость в России в 2020 г.: противоречивое восстановление)
   Russian Economic Development, 2021, (4), 74-76
8. Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development
   Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), 2021, (7), 19
9. Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development
   Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, 2021, (7), 18
10. Nowcasting Growth Rates of Russia's Export and Import by Commodity Group
    Russian Journal of Money and Finance, 2021, 80, (3), 34-48 View citations (1)
11. The Impact of Global Economic Activity, Oil Supply and Speculative Oil Shocks on the Russian Economy
    HSE Economic Journal, 2021, 25, (2), 227–262 View citations (7)
12. The importance of modeling structural breaks in forecasting Russian GDP
    Applied Econometrics, 2021, 63, 5-29 View citations (3)
13. Занятость в России в 2020 г.: противоречивое восстановление
    Russian Economic Development (in Russian), 2021, (4), 74-76

2020

14. Demand, supply, monetary policy, and oil price shocks in the Russian economy (Analysis based on the BVAR model with sign restrictions)
    Voprosy Ekonomiki, 2020, (10) View citations (2)
15. Modeling the dynamics of import in the Russian Federation using the error correction model
    Applied Econometrics, 2020, 59, 88-112 View citations (1)

2019

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

2018

17. 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)
    Ekonomicheskaya Politika / Economic Policy, 2018, 3, 132-147 View citations (4)