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Imputation of Statistical Data in Macroeconomic Estimates

Student: Zhuravleva Kseniya

Supervisor: Alexey Ponomarenko

Faculty: School of Statistics, Data Analysis and Demography

Educational Programme: Master

Year of Graduation: 2014

<p>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; The present work is devoted to the imputation of statistical data in macroeconomic estimates, particularly filling gaps in the national accounting statistics.</p><p>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In this paper we examine the theory and practice of calculating macroeconomic indicators, also including estimation of &nbsp;transactions according to the System of National Accounts (SNA), as well as financial transactions reflected in the financial accounts of the SNA. The work describes in detail the concept of financial stocks and flows matrix - Tables &quot;From- whom-to-whom&quot;, and also studies the international experience of using the data tables in &nbsp;intersectoral linkages analysis, in macroeconomic risk assessment and financial stability study, in economic situation analysis and in monetary or fiscal policy decision-making.</p><p>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Great attention is paid to the international practice of using mathematical algorithms for modeling tables &quot;From-whom-to-whom&quot;, as well as methods of missing data imputation in related fields. We present methods for filling the gaps in two situations: firstly in conditions of complete absence of information on cross-sectoral flows and secondly in conditions of presence of matrices for prior periods . In this paper we introduce an original algorithm for filling the data-gaps in macroeconomic statistical tables with partial information &nbsp;on the relationship between economic sectors.</p><p>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Theoretical basis of this study are national accounting methodology, including accepted as an international statistical standard System of National Accounts 2008; &nbsp;scientific and practical studies of International Monetary Fund, Organization for Economic Cooperation and Development , the World Bank , the Statistical Committee of the Commonwealth of Independent States , Eurostat, and of national statistical organizations of other countries , as well as theoretical and practical developments of the leading economists in the field of three-dimensional modeling of financial flows and in similar fields.</p>

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