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Разработка Модели Прогноза Основных Бюджетных Параметров Рф (Development of Prediction Model of Basic Budget Parameters in Russian Federation)

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Outgoing claims: the papers this work cites, builds on, or argues with.

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Empirical Bayesian Density Forecasting in Iowa and Shrinkage for the Monte Carlo Era

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Improved methods of combining forecasts

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Forecasting the federal budget with time‐series models

inferredcites →https://doi.org/10.1002/jae.1079openalex-extracted

What are the effects of fiscal policy shocks?

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The effects of technology shocks on hours and output: a robustness analysis

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Dynamics of worker flows and vacancies: evidence from the sign restriction approach

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Large Bayesian vector auto regressions

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THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL

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Information Theory and an Extension of the Maximum Likelihood Principle

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Information Theory and an Extension of the Maximum Likelihood Principle

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Singular Spectrum Analysis

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New Introduction to Multiple Time Series Analysis

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Fitting autoregressive models for prediction

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‘Interpreting the macroeconomic time series facts: The effects of monetary policy’

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A composite approach to forecasting state government revenues: Case study of the Idaho sales tax

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Tax forecasting theory and model based on SVM optimized by PSO

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New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates

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Identifying VARS based on high frequency futures data

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What are the effects of monetary policy on output? Results from an agnostic identification procedure

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How sensitive are consumer expenditures to retail energy prices?

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Generalized impulse response analysis in linear multivariate models

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Identifying monetary policy in a small open economy under flexible exchange rates

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Distribution of the Estimators for Autoregressive Time Series with a Unit Root

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How Big Is the Random Walk in GNP?

inferredcites →https://doi.org/10.1086/654078openalex-extracted

Sources of Business Cycle Fluctuations

inferredcites →https://doi.org/10.1111/j.1468-0297.2007.02047.xopenalex-extracted

Price Differentials in Monetary Unions: The Role of Fiscal Shocks

inferredcites →https://doi.org/10.1111/j.1475-5890.2008.00078.xopenalex-extracted

Fiscal Forecasting: Lessons from the Literature and Challenges*

inferredcites →https://doi.org/10.1111/j.1475-5890.2010.00117.xopenalex-extracted

Revenue Forecasting Practices: Differences across Countries and Consequences for Forecasting Performance*

inferredcites →https://doi.org/10.1111/j.1542-4774.2012.01080.xopenalex-extracted

WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS

inferredcites →https://doi.org/10.1111/j.2517-6161.1979.tb01072.xopenalex-extracted

The Determination of the Order of an Autoregression

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An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output

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Estimation of a Change Point in Multiple Regression Models

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Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach*

inferredcites →https://doi.org/10.1198/jbes.2009.07214openalex-extracted

Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset

inferredcites →https://doi.org/10.1198/jbes.2009.08019openalex-extracted

The Fed and the Stock Market: An Identification Based on Intraday Futures Data

inferredcites →https://doi.org/10.1198/jbes.2009.08116openalex-extracted

Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions

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Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market

inferredcites →https://doi.org/10.1257/jep.15.4.101openalex-extracted

Vector Autoregressions

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Forecasting Sales by Exponentially Weighted Moving Averages

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ПРИМЕНЕНИЕ МАКРОЭКОНОМИЧЕСКИХ МОДЕЛЕЙ РОССИИИ ЕЕ РЕГИОНОВ ДЛЯ ПРОГНОЗИРОВАНИЯ ИХ ЭКОНОМИЧЕСКОЙ ДИНАМИКИ

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Time Series Analysis

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The Probability Approach in Econometrics

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Exogeneity

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Macroeconomics and Reality

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The Monte Carlo Method

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Estimating and Testing Linear Models with Multiple Structural Changes

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Time Series Analysis Forecasting and Control.

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The Combination of Forecasts

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Forecasting Economic Time Series

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Estimation and hypothesis testing in nonstationary time series

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Implications of Dynamic Factor Models for VAR Analysis

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The Federal Funds Rate and the Channels of Monetary Transnission

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Structural vector autoregressions

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Астахова Н.Н., Демидова Л.А., Никульчев Е.В. Применение многоцелевой оптимизации для прогнозирования групп временных рядов

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Васильев А.В. Экономическая политика современных государств и России

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Estimating the effect of a gasoline tax on carbon emissions

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What does a technology shock do? A VAR analysis with model-based sign restrictions

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Measuring Monetary Policy

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Estimating the Dimension of a Model

inferredcites →https://doi.org/10.3386/w16951openalex-snapshot

Foresight and Information Flows

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The Dynamic Effects of Aggregate Demand and Supply Disturbances

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