This paper covers seasonal unit roots tests developed in the last 25 years. The main attention is given to HEGY test and its different modifications. Also we study some simple tests for seasonal unit roots, in particular, Dickey-Hasza-Fuller test.

In this paper an overview of methods for the analysis of structural VAR models is provided. The fundamental properties of SVAR models, the estimated parameters, as well as various methods of identifying shocks and principles of constructing confidence intervals for impulse responses are...

The paper deals with methods of testing for seasonal unit root, deterministic seasonality and seasonal structural breaks in the time series. Note that among the tests for seasonal unit roots, we consider the LM-tests, likelihood ratio tests and the variance ratio tests, as well as principles of...

Forecasting of macroeconomic indicators is one of the main elements of macroeconomic policy and performs a number of important economic and political functions. When making economic and political decisions need to be aware of the future to limit the possible variants of economic policy, and also...

The paper describes the main approaches to forecasting macroeconomic indicators using large data sets, as well as an overview of the empirical work in this area.

The paper provides an empirical analysis of the predictive properties of the various models of Russian macroeconomic series: different time series models and factor models (forecasts constructed using large data sets).

Government, business R&D organizations are currently publishing many short-, medium- and long-term forecasts. Herewith, the consumers of such information, as a rule are not aware of the way the estimates were made. As a result, when making a choice, which forecast should the most trustful, the...

Within the framework of the present research, a theoretical review of the problems of corporate governance was prepared. Consideration was given to certain formulations (definitions, general approaches, etc.), the problems of the interaction between corporate ownership and corporate management,...

Government, business R&D organizations are currently publishing many short-, medium- and long-term forecasts. Herewith, the consumers of such information, as a rule are not aware of the way the estimates were made. As a result, when making a choice, which forecast should the most trustful, the...

The present paper appears a continuation of the 2002+03 IET research in modeling socio+economic time series. The paper contains a review of recent references and sources of forecasting with the use of various econometric models. The authors suggest the method of forecasting with the use of...