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A 5-sector DSGE Model of Russia

Sergey Ivashchenko

No 2015/01, EUSP Department of Economics Working Paper Series from European University at St. Petersburg, Department of Economics

Abstract: We build a dynamic stochastic general equilibrium model with five sectors (1 - mining; 2 - manufacturing; 3 - electricity, gas and water; 4 - trade, transport and communication; 5 - other). The model is estimated on 29 time-series of Russia statistical data. We analyse the out-of-sample forecasting prowess of the model and derive implications for economic policy. (In Russian).

Keywords: DSGE; industries; out of sample forecasts (search for similar items in EconPapers)
JEL-codes: E23 E27 E32 E37 E60 (search for similar items in EconPapers)
Pages: 25 pages
Date: 2015-03-06
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