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Analysis and Modeling of Cyclical Fluctuations of Foreign Trade Indicators in Russia

Student: Mariia Svintsova

Supervisor: Irina Albertovna Bakunina

Faculty: Faculty of Economics

Educational Programme: Economics (Bachelor)

Year of Graduation: 2020

The work is devoted to the problem of studying the cyclical dynamics of Russia's foreign trade. In particular, attention was paid to indicators of the country's import and export volumes for the period from 01/01/1998 to 12/01/2019. The purpose of the study was the analysis and modeling of cyclical fluctuations of foreign trade indicators. The first part of the work presents a brief theoretical overview of the basics of the study of cycles and time series: classical methods of spectral analysis, relatively new methods of empirical mode decomposition (EMD) and the Hilbert - Huang transform, which together represent HHT analysis. The second part discusses and interprets the results of applying the basic EMD method, its modified analogue and the Hilbert-Huang transform, examines and simulatesthe cyclic fluctuations of foreign trade indicators. The study was conducted using the Anaconda development environment, the Python programming language, and the Eviews econometric modeling package.

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