Russian Abstract: ЦИИ ЕАБР совместно с Департаментом макроэкономической политики Евразийской экономической комиссии (ЕЭК) провели исследование «Денежно-кредитная...

Analysis of fundamental factors of the CBR’s exchange rate lay at the basis of this publication. The authors review papers which address problems of index construction of real effective exchange rate as well as models of evaluation of the real equilibrium exchange rate. They also analyze...

In this paper we analyze the relationship between the real Russian ruble exchange rate and real oil prices using the error correction model with Markov regime switching, which allows for changes in exchange rate policy. We find that during the period 1999-2018 real exchange rate dynamics was...

The paper estimates vector error correction model (VECM) for the real ruble exchange rate and the real oil prices. The VECM model takes into account the structural break in short run parameters due to monetary policy regime change in November 2014. Estimates show that the real exchange rate...

A theorem of existence of ruptures in the probability scale has been proven. The theorem can be used, e.g., in economics and forecasting. It can assist to solve paradoxes such as Allais paradox and the “four-fold-pattern” paradox and to create the correcting formula of forecasting.

The theorem of existence of ruptures in the probability scale has been proved. The theorem can be used, e.g., in economics and forecasting. It can assist to solve paradoxes such as Allais paradox and the “four-fold-pattern” paradox and to create the correcting formula of forecasting.

The theorem of existence of the ruptures in the probability scale has been proved for a discrete case. The theorem can be used, e.g., in economics and forecasting. It can assist to solve paradoxes such as Allais paradox and the “four-fold-pattern” paradox and to create the correcting formula...

Russian Abstract: В работе построена эконометрическая модель зависимости рейтингов российских банков, выставленных рейтинговыми агентствами Moody's, S&P и Fitch в 2010-2013 гг., от...

Russian Abstract: В данной работе подводятся итоги совместной деятельности ЕАБР и ЕЭК по созданию системы прогнозирования развития экономик стран ЕАЭС с учетом...