The analysis of the dynamics of the Russian economy using the output gap indicator |
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| Authors: | A V Zubarev P V Trunin |
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| Institution: | 1.Center for the Study of Central Banks of the Russian Presidential Academy of National Economy and Public Administration (RANEPA),Moscow,Russia |
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| Abstract: | In this paper we estimate the indicator output gap for the Russian economy in 2000–2015 using univariate and multivariate versions of the Hodrick–Prescott filter and the Kalman filter for the model of unobserved components (taking into account the Phillips curve). The calculation results show a slowdown of potential output after 2014. |
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