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Russia’s GDP model

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Russia’s GDP model Economy of Ukraine, Belarus and CIS countries Economy of the Russia’s regions

The Institute has developed a Nowcast model to assess operational monitoring of the business cycle in the Russian economy. The principles of building the model follow the work of Aruoba et al. [2008], which is the basis of the influential Aruoba-Diebold-Scotti Business Conditions Index (ADS), calculated and published by the Federal Reserve Bank of Philadelphia.

A feature of the model is using data of different frequency (daily, monthly and quarterly) on an integrated basis. For details on the model, see:

About model
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