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

86 Pages Posted: 25 Jun 2014

See all articles by P. Nazarov

P. Nazarov

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA)

Maria V Kazakova

Gaidar Institute for Economic Policy; Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Institute of Applied Economic Research

Date Written: June 5, 2014

Abstract

Russian Abstract: В настоящей работе мы проведем моделирование и построим прогноз основных параметров федерального бюджета России. В частности, нами будет описана общая схема прогнозирования и проведен анализ статистических данных, используемых в расчетах. Далее будет проведена проверка рядов на стационарность и наличие коинтеграции, изучены их статистические характеристики. О результатам этой проверки будет осуществлен прогноз основных бюджетных параметров в России, а также рассмотрены способы улучшения качества полученных прогнозов. По результатам расчетов будут сформулированы выводы.

English Abstract: In this paper, we will construct a simulation and forecast of the main parameters of the Russian federal budget. In particular, we will describe the general scheme of prediction and analysis of statistical data used in the calculations. Next series will be tested for stationarity and cointegration and studied for their statistical characteristics. On the results of this test will be carried out forecast budget guidelines in Russia and ways to improve the quality of the obtained forecasts will be discussed. The calculations will be formulated conclusions.

Note: Downloadable document is in Russian.

Keywords: budget, Russia, modelling, forecast, prediction, data, statistics

Suggested Citation

Nazarov, P. and Kazakova, Maria V, Разработка Модели Прогноза Основных Бюджетных Параметров Рф (Development of Prediction Model of Basic Budget Parameters in Russian Federation) (June 5, 2014). Available at SSRN: https://ssrn.com/abstract=2458441 or http://dx.doi.org/10.2139/ssrn.2458441

P. Nazarov (Contact Author)

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) ( email )

Vernadskogo Prospect 82
Sredny av. V.O., 57/43
Moscow, St. Petersburg 119571
Russia

Maria V Kazakova

Gaidar Institute for Economic Policy ( email )

3-5 Gazetny Lane
Moscow, 125009
Russia

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA) - Institute of Applied Economic Research ( email )

Russia

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