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. / N. D. Fokin // Voprosy Ekonomiki. 2025;(6):94-113. (In Russ.)
• "Fokin, N. "Hedonic Price Indices for Moscow Short-Term Rental Housin / 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? / N. D. 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. "Analysis of short-term rental price dynamics in Moscow using the hedonic metho / 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. // Voprosy Ekonomiki. 2023;(1):5-25. - (In Russ.)
• "Fokin, N. "Nowcasting and forecasting of key Russian macroeconomic indicators using the MFBVAR mode / N. Fokin // Economic Policy. – 2023. – Vol. 18, No. 3. – Pp. 110–135. – (In Russ.). - DOI 10.18288/1994-5124-2023-3-110-135. – 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. "Nowcasting of growth rates in the value of Russian exports and imports by commodity grou / K. Mayorova, N. Fokin // Money and Credit. – 2021. – Vol. 80, No. 3. – Pp. 34–48. – (In Russ.) - DOI 10.31477/rjmf.202103.34. – 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.) – DOI 10.22394/1993-7601-2021-63-5-29. – EDN BHMQOJ.
• "Fokin, N. D. "Econometric Modeling of the Balanced Potential Growth Rate of the Main Russian Macroeconomic Variables / A. V. Polbin, N. D. Fokin // Mathematical Models and Computer Simulations. – 2021. – Vol. 13, No. 2. – P. 244-253. – DOI 10.1134/S2070048221020125. – 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.) - DOI 10.17323/1813-8691-2021-25-2-227-262. – 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.) – DOI 10.21638/spbu05.2021.206. - 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.) - DOI 10.20948/mm-2020-07-06. – EDN RSCPCM.
• "Fokin, N. D. "Demand, supply, monetary policy, and oil price shocks in the Russian economy (Analysis based on the BVAR model with sign restrictions). / Lomonosov D.A., Polbin A.V., Fokin N.D. // Voprosy Ekonomiki. 2020;(10):83-104. (In Russ.)
• "Fokin, N. D. "Modeling the dynamics of Russian imports using an error correction model / Polbin A. V., Fokin N. D. // Applied Econometrics. – 2020. – Vol. 59. – Pp. 88-112. (In Russ.) – DOI 10.22394/1993-7601-2020-59-88-112. – EDN ORYYCO.
• "Fokin, N. "VAR-LASSO model for forecasting key macroeconomic indicators in Russi / N. Fokin, A. Polbin // Money and Credit. – 2019. –No. 2. – С. 67-93. - (In Russ.) – DOI 10.31477/rjmf.201902.67. – EDN IQUWRT.
• "Fokin, N. D. "VAR-LASSO model on a large array of Russian economic data / Fokin N. D. // Russian Economic Development. – 2019. – Vol. 26. – No. 1. – P. 20-30. - (In Russ.) – EDN YUOITR.
• "Fokin, N. D. "Testing the asymmetric convergence of the real exchange rate to equilibrium during the managed exchange rate regime / Skrobotov A. A., Fokin N. D. // Economic Policy. – 2018. – Vol. 13. – No. 3. – P. 132-147. (In Russ.) – DOI 10.18288/1994-5124-2018-3-06. – EDN XUJTQT.
• "Fokin, N. "On the long-term relationship between real household consumption and real income in the Russian Federatio / Polbin A., Fokin N. // Russian Economic Development. – 2017. – Vol. 24. – No. 10. – P. 6-16. (In Russ.) – EDN ZQOJKZ.