Econometric Evaluation of Factors of the Business Cycle Russian Economy

Эконометрическая оценка факторов делового цикла российской экономики

Polbin, Andrey (Полбин, Андрей) ()
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Polbin, Andrey (Полбин, Андрей): Russian Presidential Academy of National Economy and Public Administration

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

Abstract: A very promising and rapidly developing area in modern macroeconomic analysis is to build a dynamic stochastic general equilibrium models with a wide range of nominal and real "stiffness" and their evaluation using Bayesian econometric methods. In this paper we analyze the applicability of this approach for the analysis of the business cycle of the Russian economy. The paper estimated the model for the Russian economy and made ??the expansion cycle of the main macroeconomic variables on exogenous factors. This paper was prepared on the basis of research carried out in accordance with the thematic plan of basic and applied research RANHiGS the President of the Russian Federation in 2011.

Keywords: business; cycle (search for similar items in EconPapers)
Pages: 50 pages
Date: 2013-05
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Persistent link: https://EconPapers.repec.org/RePEc:rnp:wpaper:13

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