Year of Graduation
Estimating the Output Gap in Russian Federation
Applied Economics and Mathematical Methods
This study focuses on the estimation of the output gap in the Russian economy. The first part contains definitions of potential output and output gap, a brief review of the main existing estimation techniques and a description of the multivariate filter. The second part is devoted to the description of the data used and parameters of the model, and the analysis of the estimates of the output gap in the Russian economy using the multivariate filter in MATLAB.