Forecasting Of Key Macroeconomic Variables With Frequentist And Bayesian Methods

Student: Erkenov Ali

Supervisor: Oxana A. Malakhovskaya

Educational Programme: Economics (Bachelor)

Year of Graduation: 2017

The paper examined the existence of nonlinear relationships between the rate of GDP growth and inflation of oil prices. 24 BVAR models were evaluated on Russian data. As a result, it turned out that it has an additional non-linear effect on Russia's GDP from changes in oil prices.

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