ScholarLens Back to search
2016•RePEc: Research Papers in EconomicsRequires access

Determination of the Output Gap for the Russian Economy

Natalia Vashchelyuk, Andrey Zubarev, Павел Трунин

Open publisher page 0 citations

Abstract

This study focuses on the estimation of the output gap in the Russian economy. The first part is devoted to the review of the methods used to determine the output gap, which include one-dimensional statistical procedures, structural and semi-structural models. In the second part we provide estimates of the output gap using the Hodrick-Prescott filter, as well as models of unobservable components.

About this research paper

What this paper is about

This study focuses on the estimation of the output gap in the Russian economy. The first part is devoted to the review of the methods used to determine the output gap, which include one-dimensional statistical procedures, structural and semi-structural models. In the second part we provide estimates of the output gap using the Hodrick-Prescott filter, as well as models of unobservable components.

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

This study focuses on the estimation of the output gap in the Russian economy. The first part is devoted to the review of the methods used to determine the output gap, which include one-dimensional statistical procedures, structural and semi-structural models. In the second part we provide estimates of the output gap using the Hodrick-Prescott filter, as well as models of unobservable components.

Key concepts: Unobservable, Output gap, Hodrick–Prescott filter, Potential output, Estimation, Econometrics, Economics, Filter (signal processing)

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
Determination of the Output Gap for the Russian Economy — Research Paper | ScholarLens