Model Calculations of Short-Run Forecasts of Russian Economic Time Series

Marina Turuntseva, Alexandra Bozhechkova, A. Buzaev, Marina Baeva, Tatiana Kiblitskaya, Yuriy Ponomarev, Anton Skrobotov and Ekaterina Astafieva
Additional contact information
A. Buzaev: RANEPA
Marina Baeva: RANEPA
Tatiana Kiblitskaya: RANEPA
Anton Skrobotov: RANEPA

Model Calculations of Short-Term Forecasts of Russian Economic Time Series, 2017, issue 6, 1-30

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.

Keywords: Russian economy; time series; forecast; ARIMA model (search for similar items in EconPapers)
JEL-codes: C12 C13 C15 C22 C23 (search for similar items in EconPapers)
Date: 2017
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https://iep.ru/files/RePEc/gai/mcfren/mcfren-2017-6-872.pdf Revised version, 2018 (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:gai:mcfren:mcfren-2017-6-872

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