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International Energy Resource Prices: Cointegration Analysis

Student: Nikita Isakov

Supervisor: Alexander Skorobogatov

Faculty: St.Petersburg School of Economics and Management

Educational Programme: Economics (Bachelor)

Year of Graduation: 2019

The work consists of is 42 pages and includes 12 tables, 10 annexes and a list of references consisting of 14 sources. With the emergence of such an economic phenomenon as the Dutch disease (the Groningema effect), which has a direct impact on energy prices, the issue of manifestation of this phenomenon within the Russian commodity market has become topical. Despite the empirical confirmation of it`s existence syndromes, unambiguous conclusions are not formulated. The purpose of this final qualifying work is to study and check the existence of the Dutch disease in the Russian economy. The study will analyze the previous researches of this topic, consider the cointegration of oil prices with the real exchange rate and nominal production in the manufacturing industry sector using the Johansen method and study the classical model of the Dutch disease in relation to the Russian economy. The practical significance of the results of this work is to establish the existence of the Dutch disease in the economy of the country and the formalize received data.

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