Эконометрическая оценка влияния шоков на рынке нефти на макроэкономические показатели Российской Федерации с помощью GVAR моделирования

In this paper we use a global vector autoregression (GVAR) model to study the response of Russian macroeconomic indicators to external shocks. The model includes individual models for the world's largest economies and a model for the oil market. Our specification takes into account the peculiarities of the Russian economy and the persistence of variables in the oil market. We also obtained the impulse response functions to the oil supply shock in Saudi Arabia.

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Year of publication:	2021-10-30
Authors:	Zubarev, Andrey ; Kirillova, Maria

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Type of publication:	Book / Working Paper
Language:	English ; Russian
Notes:	Zubarev, Andrey and Kirillova, Maria (2021): Эконометрическая оценка влияния шоков на рынке нефти на макроэкономические показатели Российской Федерации с помощью GVAR моделирования.
Classification:	C32 - Time-Series Models ; E17 - Forecasting and Simulation ; F47 - Forecasting and Simulation
Source:	BASE

Persistent link: https://www.econbiz.de/10015258030