Estimating the Output Gap in Russian Federation

Student: Atalov Subanbek

Supervisor: Sergey Slobodyan

Faculty: St.Petersburg School of Economics and Management

Educational Programme: Applied Economics and Mathematical Methods (Master)

Year of Graduation: 2017

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.

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