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2016•RePEc: Research Papers in EconomicsRequires access

Determination of the Output Gap for the Russian Economy [Определение Разрыва Выпуска Для Российской Экономики]

Natalia Vashchelyuk, Andrey Zubarev, Павел Трунин

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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.

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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.

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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)

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Determination of the Output Gap for the Russian Economy [Определение Разрыва Выпуска Для Российской Экономики] — Research Paper | ScholarLens