Econometric estimation of a structural macroeconomic model for the Russian economy

Andrey Vladimirovitch Polbin

10 citations0/0 files storedRePEc: Research Papers in Economics

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Economic theories and models

Abstract

One of the main trends of modern macroeconomic analysis is the development of dynamic stochastic general equilibrium models with a wide range of nominal and real rigidities and estimation of these models with the Bayesian technique. The article studies the application of this approach for the evaluating business cycles of the Russian economy. In this paper we estimate a model for the Russian economy and analyze contribution of structural shocks to the business cycle.

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References

1983Staggered prices in a utility-maximizing framework 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area 2000Optimal monetary policy with staggered wage and price contracts 2007Emerging Market Business Cycles: The Cycle Is the Trend 2002Solving Linear Rational Expectations Models 1995The Terms of Trade, the Real Exchange Rate, and Economic Fluctuations

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2019DSGE Models: Problem of Trends

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