title: Multiple Sectors DSGE Model of Russia
metadata.name: dc.contributor.author
metadata.value: Ivashchenko, Sergey M.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2016-12-20T09:53:28Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2016-12-20T09:53:28Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2016-09
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Ivashchenko S. M. Multiple Sectors DSGE Model of Russia. St Petersburg University Journal of Economic Studies, 2016, issue 3, pp. 176–202.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: 10.21638/11701/spbu05.2016.310
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/5809
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: A dynamic stochastic general equilibrium model with multiple sectors is constructed. The production is divided into 5 sectors: 1) mining; 2) manufacturing; 3) electricity, gas and water; 4) trade, transport and communication; 5) other. The model is estimated in 29 time-series of Russian statistical data. The model produces high quality out-of-sample forecasts (better than auto regressions). The consequences of export price decline, restriction of access to foreign finance, tighter monetary policy and higher government spending are computed.
  Refs 18. Figs 5. Table 1.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: St Petersburg University Journal of Economic Studies;Issue 3
metadata.lang: -
metadata.name: dc.subject
metadata.value: DSGE
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: industries
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: out of sample forecasts
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Multiple Sectors DSGE Model of Russia
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 10-Ivashchenko.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/5809/1/10-Ivashchenko.pdf
resources.format: Adobe PDF
resources.size: 2,58 MB