Repository of macro models

This repository contains descriptions of macro-models which relate to papers published or forthcoming in Economic Modelling


Model for the Russian Federation

Title of Paper: An econometric model for the Russian Federation

Author: Olivier Basdevant, Ministry of Finance of the Russian Federation, Moscow, Russia

Vol./Issue No.: 17/2, pp. 305-336

Short description: The objective of the paper is to provide a structural model in order to analyse the Russian economy. To do so it is necessary to apply non-standard econometrics, and therefore proposes to apply a Kalman filter.

JEL classification: C3; C5; E17; E62

Keywords: Macro-modeling; Structural change; Kalman filter; Russia

Country: The Russian Federation

Linkage address: http://www.col.ru/eeg/model/present.html


Disclaimer: Responsibility for the full model structures of the models in this repository rests solely with the authors.