Главная страница » Публикации » 2016 » #9 (69) » The econometric model of diagnosis and prognosis of sectors of the economy of Ufa

The econometric model of diagnosis and prognosis of sectors of the economy of Ufa

State and Municipal Administration
The econometric model of diagnosis and prognosis of sectors of the economy of Ufa

Авторы

Белова Татьяна Александровна
аспирант
Россия, Башкирский государственный университет
k.t.a.1991.1991@mail.ru
Бахитова Раиля Хурматовна
заведующая кафедрой математических методов в экономике, доктор экономических наук, профессор
Россия, Башкирский государственный университет

Аннотация

The article presents the results of a model of diagnosis and prediction of economic activities of Ufa. This research is an analytical support for the creation of the economic development strategy of the metropolis. The vector autoregression model was chosen as a tool for the diagnosis of the economy, which allowed to take into account the relationship between the main macroeconomic indicators.

Ключевые слова

development of industries, econometric modeling, vector autoregression model

Рекомендуемая ссылка

Белова Татьяна Александровна, Бахитова Раиля Хурматовна. The econometric model of diagnosis and prognosis of sectors of the economy of Ufa // Современные технологии управления. ISSN 2226-9339. — #9 (69). Номер статьи: 6902. Дата публикации: 30.09.2016. Режим доступа: https://sovman.ru/en/article/6902/

Authors

Belova Tat'jana Aleksandrovna
graduate student
Russia, Republic of Bashkortostan, the Bashkir State University
k.t.a.1991.1991@mail.ru
Bahitova Railya Hurmatovna
Head of Department of Mathematical Methods in Economics, Doctor of Economics, professor
Russia, Republic of Bashkortostan, the Bashkir State University

Abstract

Keywords

Suggested citation

Belova Tat'jana Aleksandrovna, Bahitova Railya Hurmatovna. // Modern Management Technology. ISSN 2226-9339. — #9 (69). Art. #  6902. Date issued: 30.09.2016. Available at: https://sovman.ru/en/article/6902/

Print Friendly, PDF & Email
Оправить мне на email статью

Читайте также

Статья “Бизнес-экосистема и ее влияние на государственное управление предпринимательской деятельностью: теоретический обзор предметной области”
Статья “Концепция развития системы государственного управления в сфере здравоохранения ДНР в условиях цифровизации”
Статья “Перспективы использования нейронных сетей для решения задачи оценки эффективности управления регионами в условиях цифровизации общества”
Статья “Платформенный подход в цифровизации государственного управления “
Статья “Трансформация публичного управления в условиях цифровизации экономики”

Библиографический список

  1. Strategic planning in the cities and regions of Russia [Strategicheskoe planirovanie v gorodah i regionah Rossii]. Official site of the Resource Centre for Strategic Planning (RTSSP) under Leontief Centre. URL: http://www.city-strategy.ru/regions/?rt=1 (reference date: 01.11.2014).
  2. The territorial body of the Federal Service for State Statistics RB [Territorial’nyj organ Federal’noj sluzhby gosudarstvennoj statistiki po RB]. official website. URL: http://bashstat.gks.ru/wps/wcm/connect/rosstat_ts/bashstat/ru/ (reference date: 20.09.2014).
  3. Suhanova E.I., Shirnaeva S.Ju. Forecasting performance stabilization of the Russian economy-based process models VAR [Prognozirovanie pokazatelej stabilizacionnyh processov jekonomiki Rossii na osnove modelej vektornoj avtoregressii].Economics. Basic research. Economic Sciences. Fundamental research. 2014.№9. P. 1590-1595.
  4. Derjugina E., Ponomarenko A. Large Bayesian vector autoregression model for the Russian housekeeper [Bol’shaja bajesovskaja vektornaja avtoregressionnaja model’ dlja rossijskoj jekonomki]. A series of reports on economic research. The Bank of Russia. March 2015. №1
  5. Central Bank [Central’nyj bank RF]. URL: http://cbr.ru/ (reference date: 20/03/2015)
  6. Dickey D.A., Fuller W.A. Distribution of the Estimators for Autoregressive Time Series with a Unit Root J. of the American Statistical Association.1977. №74. P. 427-431.
  7. Green W.H. Econometric Analysis (Fifth edition). Prentice Hall International, Inc. 2003. P. 1056.
  8. Grandger C.W.J. Investigating Causal Relations by Econometric Models and Cross – spectral Methods // Econometrica. V. 37. №3. P. 424-438.
  9. Dubrovin S. Investigation of causality if the stock market operations [Issledovanie prichinno-sledstvennyh svjazej pri operacijah na fondovom rynke]. Izvestiya of the Tula State University. Natural Sciences. 2009. Issue 2 P.167-173.
  10. Bannikov V.A. Vector autoregression model and correction of the regression residuals (EViews) [Vektornye modeli avtoregressii i korrekcii regressionnyh ostatkov (EViews)]. Journal of Applied Econometrics. 2006. № 3. P. 96-129.
  11. White Halbert. A Heteroskedasticity-Consistent Covariance Matrix and a Direct Test for Heteroskedasticity. 1980. №48. P. 817-838.
  12. Kelejian H. H. An Extension of a Standard Test for Heteroskedasticity to a Systems Framework . Journal of Econometrics. 1982. №20. P. 325-333.
  13. Lutkepohl Helmut. Introduction to Multiple Time Series Analysis. New York. Springer-Verlag. 1991.
  14. Abakumova Ju.G. The use of vector autoregression models for the study of the interest rate channel of transmission of monetary policy of the Republic of Belarus mechanism [Primenenie modelej vektornyh avtoregressij dlja issledovanija procentnogo kanala transmissionnogo mehanizma monetarnoj politiki Respubliki Belarus’]. Economy and Management. 2011. №2
  15. Kantorovich G.G. Lectures and tutorials. Time series analysis [Lekcionnye i metodicheskie materialy. Analiz vremennyh rjadov]. VSHE.2002 Economic Journal. №4 P. 498-523
  16. Speranskaja L.L. Improving monetary policy with Russia, taking into account the differences in the reactions of the regional economy [Sovershenstvovanie denezhno-kreditnoj politiki Rossii s uchetom razlichij v reakcijah regional’nyh jekonomiki]. Management of economic systems. 2015.
  17. Asteriou, Dimitrios; Hall, Stephen G. (2011). “Vector Autoregressive (VAR) Models and Causality Tests”. Applied Econometrics (Seconded.). London. Palgrave MacMillan. P. 319-333.
  18. Enders, Walter (2010). Applied Econometric Time Series (Thirded.). New York: John Wiley & Sons. P. 272-355. ISBN 978-0-470-50539-7.

Leave a Reply

Your email address will not be published. Required fields are marked *

Shopping Cart
Scroll to Top