Некоторые проблемы теории и моделирования макроэкономических рисков

Воронцовский А. В.

Vestnik of the St. Petersburg University. Series 5. Economics Вестник Санкт-Петербургского университета. Серия 5. Экономика, 2005, issue 1, 101-113

Abstract: The paper studies the basic theoretical problems of the analysis and examination of macroeconomic risks. The author surveys the influence of the processes of globalization on the macroeconomic stability and the forms of manifestation of macroeconomic risks. Analyzing the variation tendencies of some macroeconomic indicators of the Russian economy as an example the author concludes, that the selected standard deviation cannot be considered as an adequate estimation of the macroeconomic risk taking into account an indirect influence of expectations on the macroeconomic stability. It's showed that the form of calculation of uncertainty of the macroeconomic indicators plays an important role in modeling of macroeconomic risks. It's also noted that the term of risk itself requires a more precise definition, as it is not specified correctly in macroeconomics. It's necessary to ground the forms of risk measurement and calculation in macroeconomic modeling.

Date: 2005
References: Add references at CitEc
Citations:

Downloads: (external link)
http://cyberleninka.ru/article/n/nekotorye-problem ... nomicheskih-riskov-1

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:scn:003571:15365783

Access Statistics for this article

More articles in Vestnik of the St. Petersburg University. Series 5. Economics Вестник Санкт-Петербургского университета. Серия 5. Экономика from CyberLeninka, Федеральное государственное бюджетное образовательное учреждение высшего образования «Санкт-Петербургский государственный университет»
Bibliographic data for series maintained by CyberLeninka ().