论俄罗斯国内生产总值和投资的油价弹性下降

Q3 Economics, Econometrics and Finance Applied Econometrics Pub Date : 2022-01-01 DOI:10.22394/1993-7601-2022-66-5-24

A. Polbin, A. Skrobotov

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引用次数: 0

摘要

本文评估了带有时变参数的协整回归模型，以描述俄罗斯联邦实际GDP、固定资本形成总额和家庭消费与油价之间的关系。21世纪初，所分析的宏观经济指标在油价方面的弹性有所增加，弹性的峰值出现在21世纪后半期，在2008-2009年危机之后，弹性显著下降，近年来石油价格弹性对实际GDP的影响约为0.05，而对实际投资和消费的影响约为0.12。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On decrease in oil price elasticity of GDP and investment in Russia

The article evaluates cointegrating regression models with time‐varying parameters to describe the relationship between real GDP, gross fixed capital formation and household consumption in the Russian Federation with oil prices. In the early 2000s there was an increase in the elasticities of the analyzed macroeconomic indicators with respect to oil prices, the peak of the elasticities occurred in the second half of the 2000s, after the crisis of 2008–2009 significant declines in elasticities have been identified, and in recent years the oil price elasticity of real GDP has been about 0.05, while for real investment and consumption it has been about 0.12.

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来源期刊

Applied Econometrics Economics, Econometrics and Finance-Economics, Econometrics and Finance (miscellaneous)

CiteScore

0.70

自引率

0.00%

发文量

期刊介绍： The Journal of Applied Econometrics is an international journal published bi-monthly, plus 1 additional issue (total 7 issues). It aims to publish articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis. The emphasis is on the careful and rigorous application of econometric techniques and the appropriate interpretation of the results. The economic content of the articles is stressed. A special feature of the Journal is its emphasis on the replicability of results by other researchers. To achieve this aim, authors are expected to make available a complete set of the data used as well as any specialised computer programs employed through a readily accessible medium, preferably in a machine-readable form. The use of microcomputers in applied research and transferability of data is emphasised. The Journal also features occasional sections of short papers re-evaluating previously published papers. The intention of the Journal of Applied Econometrics is to provide an outlet for innovative, quantitative research in economics which cuts across areas of specialisation, involves transferable techniques, and is easily replicable by other researchers. Contributions that introduce statistical methods that are applicable to a variety of economic problems are actively encouraged. The Journal also aims to publish review and survey articles that make recent developments in the field of theoretical and applied econometrics more readily accessible to applied economists in general.