Some approachs to forecasting economic indicators
Sergey Drobyshevsky and
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Pavel Kadochnnikov: Gaidar Institute for Economic Policy
Research Paper Series, 2005, issue 89P, 195
The present paper appears a continuation of the 2002+03 IET research in modeling socio+economic time series. The paper contains a review of recent references and sources of forecasting with the use of various econometric models. The authors suggest the method of forecasting with the use of informative structures. They provide a theoretical justification and results of forecasting and comparisons with the respective results obtained by means of ARIMA models. They consider an econometric model of scenariobased forecasts of Russia's main macroeconomic indicators. The paper provides results of computations of prognostic values built on the basis of two scenarios and attempts to build a system of indicators that would allow forecasting financial crises.
Keywords: forecasting; economic indicators (search for similar items in EconPapers)
JEL-codes: C51 C52 C53 (search for similar items in EconPapers)
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http://www.iep.ru/files/RePEc/gai/rpaper/115Turuntseva.pdf Revised version, 2013 (application/pdf)
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