Template-Type: ReDIF-Article 1.0
Author-Name: Turuntseva Marina
Author-Name-First: Marina
Author-Name-Last: Turuntseva
Author-Workplace-Name: Gaidar Institute for Economic Policy
Author-Name: Bozhechkova Alexandra
Author-Name-First: Alexandra
Author-Name-Last: Bozhechkova
Author-Workplace-Name: Gaidar Institute for Economic Policy
Author-Name: Buzaev A.
Author-Name-First: A.
Author-Name-Last: Buzaev
Author-Workplace-Name: RANEPA
Author-Name: Baeva Marina
Author-Name-First: Marina
Author-Name-Last: Baeva
Author-Workplace-Name: RANEPA
Author-Name: Kiblitskaya Tatiana
Author-Name-First: Tatiana
Author-Name-Last: Kiblitskaya
Author-Workplace-Name: RANEPA
Author-Name: Ponomarev Yuri
Author-Name-First: Yuri
Author-Name-Last: Ponomarev
Author-Workplace-Name: Gaidar Institute for Economic Policy
Author-Name: Skrobotov Anton
Author-Name-First: Anton
Author-Name-Last: Skrobotov
Author-Workplace-Name: RANEPA
Author-Name: Astafieva Ekaterina
Author-Name-First: Ekaterina
Author-Name-Last: Astafieva
Author-Workplace-Name: Gaidar Institute for Economic Policy
Title: Model Calculations of Short-Run Forecasts of Russian Economic Time Series.
Abstract: This paper presents calculations of various economic indicators for the Russian Federation in the period from June–November of 2017, which were performed using time series models developed as a result of research conducted by the Gaidar Institute over the past few years. A method of forecasting falls within the group of formal or statistical methods. In other words, the calculated values neither express the opinion nor expert evaluation of the researcher, rather they are calculations of future values for a specific economic indicator, which were performed using formal ARIMA models (p, d, q) given a prevailing trend and its, in some cases, significant changes.
Classification-JEL: C12, C13, C15, C22, C23
Keywords: Russian economy, time series, forecast, ARIMA model, business surveys
Year: 2020
Issue: 3
Month: March
Pages: 1-28
File-URL: https://www.iep.ru/files/RePEc/gai/mcfren/mcfren-2020-3-1147.pdf
File-Format: application/pdf
File-Function: Revised Version, 2021
Handle: RePEc:gai:mcfren:mcfren-2020-3-1147