Published October 14, 2022
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On the Influence of Some External and Internal Shocks on Russian Macroeconomic Indicators
Authors/Creators
- 1. Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Institute of Applied Economic Research; Gaidar Institute for Economic Policy
- 2. Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA)
Description
The main tool used in this work is the structural vector autoregression model with an exogenous variable. With the help of short-term constraints, we identify 3 shocks: output, investment and risk premium.