러시아ㆍ유라시아
연구정보
[경제] MODEL CALCULATIONS OF SHORT-TERM FORECASTS OF SOCIAL AND ECONOMIC INDICES OF THE RUSSIAN FEDERATION (DECEMBER 2021)
러시아 국외연구자료 연구보고서 - IEP 발간일 : 2022-12-15 등록일 : 2023-02-08 원문링크
This paper presents calculations by researchers at the Gaidar Institute of economic indicators derived from time series models for the period over January to June of 2022. 2 The forecasting method belongs to the group of formal or statistical methods. In other words, the calculated values neither express the opinion nor the expert evaluation of the researcher, but rather, they are calculations of future values for a specific economic indicator derived by formal ARIMA(p, d, q)-models, given a prevailing trend and divergences, in some cases, by a significant amount. The forecasts here are inertial in nature because the respective models rely upon the dynamics of the data registered prior to the moment of forecasting and depend too heavily on the trends, which are typical of the time series in the period immediately preceding the forecasted time horizon. These calculations of future values of economic indicators for the Russian Federation can be used in making economic policy decisions, provided that the general trends that were observed prior to forecasting for each indicator remain the same, i.e. prevailing long-term trends will see no serious shocks or changes in the future.
본 페이지에 등재된 자료는 운영기관(KIEP) 및 EMERiCs의 공식적인 입장을 대변하고 있지 않습니다.
