|
|
|
References
|
|
|
1. |
R. J. Hodrick, E. C. Prescott, “Postwar US business cycles: an empirical investigation”, J. of Money, Credit, and Banking, 29:1 (1997), 1–16 |
2. |
M. Baxter, R. G. King, “Measuring business cycles: approximate band-pass filters for economic time series”, Review of economics and statistics, 81:4 (1999), 575–593 |
3. |
S. Beveridge, C. R. Nelson, “A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’”, Journal of Monetary economics, 7:2 (1981), 151–174 |
4. |
P. St-Amant et al, Measurement of the Output Gap: A discussion of recent research at the Bank of Canada, Technical Report № 79, Bank of Canada, 1997, 75 pp. |
5. |
Sinel'nikov-Murylev S., Drobyshevskij S., Kazakova M., “Dekompoziciya tempov rosta VVP Rossii v 1999-2014 godah”, Ekonomicheskaya politika, 2014, no. 5, 7–37 |
6. |
N. Vashchelyuk, A. Zubarev, P. Trunin, Determination of the Output Gap for the Russian Economy, Russ. Presidential Acad. of Nation. Econ. & Publ. Administration, 2016, 83 pp. |
7. |
N. V. Orlova, S. K. Egiev, “Strukturnye faktory zamedleniya rosta rossijskoj ekonomiki”, Voprosy ekonomiki, 2015, no. 12, 69–84 |
8. |
N. V. Orlova, N. A. Lavrova, “Potencial'nyj rost kak otrazhenie perspektiv rossijskoj ekonomiki”, Voprosy ekonomiki, 2019, no. 4, 5–20 |
9. |
M. Villani, “Steady-state priors for vector autoregressions”, J. of Applied Econometrics, 24:4 (2009), 630–650 |
10. |
M. Clements, D. Hendry, Forecasting economic time series, Cambridge Univ. Press, 1998, 390 pp. |
11. |
R. King et al, “Stochastic Trends and Economic Fluctuations”, American Economic Review, 81:4 (1991), 819–40 |
12. |
A. V. Polbin, “Ocenka vliyaniya shokov neftyanyh cen na rossijskuyu ekonomiku v vektornoj modeli korrekcii oshibok”, Voprosy ekonomiki, 2017, no. 10, 27–49 |
13. |
N. P. Pil'nik, S. A. Radionov, I. P. Stankevich, “Obobshchennaya mnogoproduktovaya dekompoziciya elementov ispol'zovaniya VVP Rossii”, Ekonomicheskij zhurnal VSHE, 22:2 (2018), 251–274 |
14. |
K. Whelan, “A guide to US chain aggregated NIPA data”, Review of income and wealth, 48:2 (2002), 217–233 |
15. |
A. V. Polbin, A. A. Skrobotov, “Testirovanie nalichiya izlomov v trende strukturnoj komponenty VVP RF”, Ekonom. zhurnal Vysshej shkoly ekonomiki, 20:4 (2016), 588–623 |