Template-Type: ReDIF-Article 1.0
Author-Name: Marina Turuntseva
Author-Name-First: Marina
Author-Name-Last: Turuntseva
Author-Workplace-Name: Gaidar Institute for Economic Policy
Author-Name: Ekaterina Astafieva
Author-Name-First: Ekaterina
Author-Name-Last: Astafieva
Author-Workplace-Name: Gaidar Institute for Economic Policy
Author-Name: Marina Bayeva
Author-Name-First: Marina
Author-Name-Last: Bayeva
Author-Workplace-Name: RANEPA
Author-Name: Alexandra Bozhechkova
Author-Name-First: Alexandra
Author-Name-Last: Bozhechkova
Author-Workplace-Name: Gaidar Institute for Economic Policy
Author-Name: A. Buzaev
Author-Name-First: A.
Author-Name-Last: Buzaev
Author-Workplace-Name: RANEPA
Author-Name: Tatiana Kiblitskaya
Author-Name-First: Tatiana
Author-Name-Last: Kiblitskaya
Author-Workplace-Name: RANEPA
Author-Name: Yuri Ponomarev
Author-Name-First: Yuri
Author-Name-Last: Ponomarev
Author-Workplace-Name: Gaidar Institute for Economic Policy
Author-Name: Anton Skrobotov
Author-Name-First: Anton
Author-Name-Last: Skrobotov
Author-Workplace-Name: RANEPA
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, industrial production, foreign trade, monetary indices, international reserves, exchange rates, living standards, unemployment, prices
Year: 2022
Issue: 3
Month: March
Pages: 29
File-URL: https://www.iep.ru/files/RePEc/gai/mcfren/mcfren-2022-3-1305.pdf
File-Format: application/pdf
File-Function: Revised Version, 2023
Handle: RePEc:gai:mcfren:mcfren-2022-3-1305