Fokin Nikita D.

Education

Professional experience

• 2023 – present time: Researcher, Gaidar Institute for Economic Policy;
• 2017 – present time: Researcher, IAES, RANEPA;
• Lecturing: econometrics, informatics, RANEPA.

Honours and Awards

•    2018, First prize in the competition for the best final qualification work at the Russian Presidential Academy of National Economy and Public Administration.
•    2018, Second prize in the federal competition of the Gaidar Institute for the best final qualification work

Professional interests

•    Macroeconomic analysis of Russian economy.
•    Forecasting dynamic of macroeconomic indicators.
•    Machine education and econometrics.
•    Monetary policy.
•    Business cycles.
•    Models of unobservable components.

Publications

• Fokin, N.D. Analysis of hedonic price indices for Moscow’s secondary housing market and the impact of interest rates. Voprosy Ekonomiki. 2025;(6):94-113. (In Russ.)
• Fokin, N.D. Hedonic Price Indices for Moscow Short-Term Rental Housing / Bobrovskaya E., Fokin N., Polbin A. // Russian Journal of Money and Finance. – 2024. – Т. 83. – No. 1. – Pp. 77-103. .
• Fokin, N.D. Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?  Fokin, E. V. Malikova, A. V. Polbin // Russian Journal of Economics. – 2024. – Vol. 10, No. 1. – Pp. 20-33. – DOI 10.32609/j.ruje.10.111503. – EDN PVMQLL.
• Fokin, N.D. Testing the forecasting properties of various approaches to interval forecasting (using the example of inflation in Russia)  M. V. Kazakova, N. D. Fokin // Questions of Statistics. – 2024. – Vol. 31, No. 5. – Pp. 23–40. - (In Russ.) EDN JGHPBR.
• Fokin, N.D. Fokin, N. Analysis of short-term rental price dynamics in Moscow using the hedonic method   Bobrovskaya E., Fokin N., Polbin A. // Money and Credit. – 2024. – Vol. 83, No. 1. – Pp. 77-103. - (In Russ.) – EDN HSGAAF.
• Fokin, N.D. Trend inflation: Estimates for the Russian economy. Drobyshevsky S.M., Kazakova M.V., Sinelnikova-Muryleva E.V., Trunin P.V., Fokin N.D.
• Fokin, N.D. Nowcasting and forecasting of key Russian macroeconomic indicators using the MFBVAR model  N. Fokin // Economic Policy. – 2023. – Vol. 18, No. 3. – Pp. 110–135. – (In Russ.). EDN ZCMKRA.
• Fokin, N.D. DSGE models with heterogeneous economic agents: A new notion at the characteristics of the functioning of the economy. Polbin A.V., Fokin N.D. // Voprosy Ekonomiki. 2022;(9):53-72. (In Russ.)
• Fokin, N.D. Estimating the trend growth rate of GDP using the TVP-ARX-SV model E. V. Malikova, N. D. Fokin // Russian Economic Development. – 2022. – Vol. 29, No. 3. – Pp. 22–27. – (In Russ.) - EDN QUZLFR.
• Fokin, N.D. Nowcasting of growth rates in the value of Russian exports and imports by commodity group. / K. Mayorova, N. Fokin // Money and Credit. – 2021. – Vol. 80, No. 3. – Pp. 34–48. – (In Russ.) EDN GAVFHC.
• Fokin, N.D. Employment in Russia in 2020: a mixed recovery.  A. V. Polbin, N. D. Fokin // Russian Economic Development. – 2021. – Vol. 28, No. 4. – Pp. 74–76. – (In Russ.) - EDN XARBRK.
• Fokin, N.D. On the importance of accounting for structural shifts when forecasting Russian GDP.  N. D. Fokin // Applied Econometrics. – 2021. – No. 3(63). – Pp. 5–29. (In Russ.) EDN BHMQOJ.
• Fokin, N.D. Econometric Modeling of the Balanced Potential Growth Rate of the Main Russian Macroeconomic Variables. Т / A. V. Polbin, N. D. Fokin // Mathematical Models and Computer Simulations. – 2021 – Vol. 13, No. 2 – P. 244-253. EDN EEQEME.
• Fokin, N.D. The impact of global business activity shocks, oil supply shocks, and speculative oil shocks on the Russian economy.  / D. A. Lomonosov, A. V. Polbin, N. D. Fokin // Economic Journal of the Higher School of Economics. – 2021. – Vol. 25, No. 2. – P. 227-262. – (In Russ.) EDN AZXNJW.
• Fokin, N.D. Do high-frequency data help in forecasting Russian inflation?  / D. V. Tretyakov, N. D. Fokin // Bulletin of St. Petersburg University. Economics. – 2021. – Vol. 37, No. 2. – Pp. 318–343. – (In Russ.) EDN LZWVZB.
• Fokin, N.D. Econometric modeling of the balanced structural component of key Russian macroeconomic indicators.  / A. V. Polbin, N. D. Fokin // Mathematical Modeling. – 2020. – Vol. 32, No. 7. – Pp. 98–112. – (In Russ.) - EDN RSCPCM.
• Fokin, N.D. ИМЯ Текст.
• Fokin, N.D. ИМЯ Текст.
• Fokin, N.D. ИМЯ Текст.
• Fokin, N.D. ИМЯ Текст.
• Fokin, N.D. ИМЯ Текст.
• Fokin, N.D. ИМЯ Текст.
• Fokin, N.D. ИМЯ Текст.
• Fokin, N.D. ИМЯ Текст.
• Fokin, N.D. ИМЯ Текст.
• Fokin, N.D. ИМЯ Текст.
• Fokin, N.D. ИМЯ Текст.
• Fokin, N.D. ИМЯ Текст.
• Fokin, N.D. ИМЯ Текст.
• Fokin, N.D. ИМЯ Текст.
• Fokin, N.D. ИМЯ Текст.