Showing 1 - 10 of 1,130
themselves well in forecasting in the presence of the curse of dimensionality, when the number of model parameters exceeds the …
Persistent link: https://www.econbiz.de/10015253569
The paper examines the quality of forecasts of Russian GDP and its components (household consumption, investment, exports and imports) using a model with Bayesian shrinkage of time-varying parameters (TVP) based on hierarchical normal-gamma prior. Such models account for the possible...
Persistent link: https://www.econbiz.de/10015213127
This paper investigates the influence of both concentration and foreign banks expansion in Russian banking sector on the level of its competition. The estimation of competition is based on widely used non-structural methodology of Panzar-Rosse H-statistic (Rosse, Panzar, 1977; Panzar, Rosse, 1987)...
Persistent link: https://www.econbiz.de/10009018296
Russian abstract: В втором квартале 2020 г. безработица в России умеренно росла, в третьем и четвертом кварталах, несмотря на восстановление экономики, она оказалась...
Persistent link: https://www.econbiz.de/10013224588
English Abstract: In this paper, we utilize panel data models for forecasting output growth rates of Russian … better forecasts at 1–6 months horizons for a number of industries, but the overall forecasting accuracy improves only …
Persistent link: https://www.econbiz.de/10013293468
In this paper we compare two types of models for forecasting Russia’s GDP under the structural breaks. We consider … growth rates forecasting for a year ahead. For shorter horizons, the best forecasting model is the error correction model …
Persistent link: https://www.econbiz.de/10015220628
We continue publishing the four-part consultation of professor of Moscow School of Economics of Lomonosov MSU Dean Fantazzini. The first part, that appeared in 2 (10), 2008 of the journal, dealt with the introduction to the problem (section one: basic concepts and types of financial risks,...
Persistent link: https://www.econbiz.de/10009190191
Persistent link: https://www.econbiz.de/10003344946
Accidents forecast of various nature with sufficient economic damage, maximal loss enhancement, elimination of their consequences is a national wide problem It is an important concern of authorities and all levels management In order to solve this problem we need a forecast system for...
Persistent link: https://www.econbiz.de/10009291631