Отрывок: We used a simple model of linear regression. [2] Seasonal corrected rate of GDP growth in real prices related to the previous index is used as is a factor resulted from 1 for the group of j indexes (where f stands for financial variables, e-predictions and evaluation of current situation in economy, r-indexes of real sector). [3] As factor 1 couldn't explain a necessary part of indexes dispersion for financial market indexes and r...
Полная запись метаданных
Поле DC | Значение | Язык |
---|---|---|
dc.contributor.author | Zhiltsov, Y.I. | - |
dc.contributor.author | Koreeva, E.B. | - |
dc.date.accessioned | 2016-12-14 13:37:06 | - |
dc.date.available | 2016-12-14 13:37:06 | - |
dc.date.issued | 2016 | - |
dc.identifier | Dspace\SGAU\20161214\60845 | ru |
dc.identifier.citation | Материалы Международной конференции и молодёжной школы «Информационные технологии и нанотехнологии», с. 789-792 | ru |
dc.identifier.isbn | 978-5-7883-1078-7 | - |
dc.identifier.uri | http://repo.ssau.ru/handle/Informacionnye-tehnologii-i-nanotehnologii/Shortterm-analysis-of-gross-domestic-product-60845 | - |
dc.description.abstract | This paper would provide a short-term measuring model of GDP on the basis of current macroeconomic statistics. At the considered model vectors are built separately for each of three group indexes of the word markets and outer-economic activity; indexes of a real sector. By using this model one can receive measures of GDP for previous and current quartiles, which provides information about dynamics of economic release, additionally to measures of different models and experts’ claims. Moreover, model enables to perform decomposition of quartile paces of GDP increase of different factors. At this work we will look through the method and its implementation in Russian economy. | ru |
dc.language.iso | rus | ru |
dc.publisher | Издательство СГАУ | ru |
dc.subject | short-term measuring of GDP | ru |
dc.subject | nowcast | ru |
dc.subject | dynamic factor models | ru |
dc.title | Short-term analysis of gross domestic product | ru |
dc.type | Article | ru |
dc.textpart | We used a simple model of linear regression. [2] Seasonal corrected rate of GDP growth in real prices related to the previous index is used as is a factor resulted from 1 for the group of j indexes (where f stands for financial variables, e-predictions and evaluation of current situation in economy, r-indexes of real sector). [3] As factor 1 couldn't explain a necessary part of indexes dispersion for financial market indexes and r... | - |
Располагается в коллекциях: | Информационные технологии и нанотехнологии |
Файлы этого ресурса:
Файл | Описание | Размер | Формат | |
---|---|---|---|---|
789-792.pdf | Основная статья | 372.92 kB | Adobe PDF | Просмотреть/Открыть |
Показать базовое описание ресурса
Просмотр статистики
Поделиться:
Все ресурсы в архиве электронных ресурсов защищены авторским правом, все права сохранены.