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    Academic Journal

    المساهمون: The article was prepared as part of the research within the framework of the HSE University Basic Research Program., Статья подготовлена в ходе проведения исследований в рамках Программы фундаментальных исследований Национального исследовательского университета «Высшая школа экономики» (НИУ ВШЭ).

    المصدر: Voprosy statistiki; Том 27, № 4 (2020); 53-65 ; Вопросы статистики; Том 27, № 4 (2020); 53-65 ; 2658-5499 ; 2313-6383

    وصف الملف: application/pdf

    Relation: https://voprstat.elpub.ru/jour/article/view/1157/785; Davydov A., Popov V., Frenkel A. Index of Business Activity in Russia: Construction and Results. World Eсonomy and International Relations. 1993;(12):29-41. (In Russ.); Popov V., Frenkel A. An Index of Business Activity for the Russian Economy. ECO. 1996;(10):76-89. (In Russ.); Bogdanova A.L. Leading Indicators as an Instrument of Economic Forecasting. Economics of Contemporary Russia. 2018;(2):35-56. (In Russ.); Smirnov S.V. Russian Cyclical Indicators and Their Usefulness in «Real Time»: An Experience of the 2008-2009 Recession. HSE Economic Journal. 2012;16(4):479-513. (In Russ.); Burns A.F., Mitchell W.C. Measuring Business Cycles. NBER; 1946.; Smirnov S.V. A System of Leading Indicators for Russia. Voprosy Ekonomiki. 2001;(3):23-42. (In Russ.); Smirnov S.V. A New System of Cyclical Indicators for Russia. In: 28th CIRET Conference, Rome, September 2006. Available from: https://www.ciret.org/media/ciret_papers/rome-2006/28075_smirnov.pdf.; Raiskaya N., et al. Indicator of the Economy. Economic Strategies. 2012;(9):2-9. (In Russ.); Pestova A. Predicting Turning Points of the Business Cycle: Do Financial Sector Variables Help? Voprosy Ekonomiki. 2013;(7):63-81. (In Russ.); Lipkind T., Kitrar L., Ostapkovich G. Russian Business Tendency Surveys by HSE and Rosstat. In: Smirnov S.V., Ozyildirim A., Picchetti P. (eds.) Business Cycles in BRICS. Cham: Springer; 2019. P. 235-253.; Smirnov S.V., Frenkel A.A., Kondrashov N.V. Indices of Regional Economic Activity. Voprosy Statistiki. 2016;(12):29-38. (In Russ.); Smirnov S.V. Discerning «Turning Points» with Cyclical Indicators: A Few Lessons from «Real Time» Monitoring the 2008-2009 Recession. Working Paper WP2/2011/03. Moscow: NRU Higher School of Economics; 2011.; Chaldaeva L.A., Kilyachkov A.A. Unified View on the Nature of Economic Cycles. Finance and Credit. 2012;18(45):2-8. (In Russ.); Smirnov S.V., Kondrashov N.V., Petronevich A.V. Dating Turning Points of the Russian Economic Cycle, 1981-2015. HSE Economic Journal. 2015;19(4):534-553. (In Russ.); McNees S.K. Forecasting Cyclical Turning Points: The Record in the Past Three Recessions. New England Economic Review. 1987;(2):31-40.; Diebold F.X., Rudebusch G.D. Have Postwar Economic Fluctuations Been Stabilized? American Economic Review. 1992;82(4):993-1005.; Romer C.D. Remeasuring Business Cycles. Journal of Economic History. 1994;54(3):573-609.; Berge T.J., Jordа Т. Evaluating the Classification of Economic Activity into Recessions and Expansions. American Economic Journal: Macroeconomics. 2011;3(2): 246-277.; Stock J.H., Watson M.W. Estimating Turning Points Using Large Data Sets. Journal of Econometrics. 2014;178:368-381.; Picchetti P. Brazilian Business Cycles as Characterized by CODACE. In: Smirnov S.V., Ozyildirim A., Picchetti P. (eds.) Business Cycles in BRICS. Cham: Springer; 2019. P. 333-337.; Venter J.C. The SARB’s Composite Business Cycle Indicators. In: Smirnov S.V., Ozyildirim A., Picchetti P. (eds.) Business Cycles in BRICS. Cham: Springer; 2019. P. 427-448.; Smirnov S.V. A Survey of Composite Leading Indices for Russia. In: Smirnov S.V., Ozyildirim A., Picchetti P. (eds.) Business Cycles in BRICS. Cham: Springer; 2019. P. 349-363.; https://voprstat.elpub.ru/jour/article/view/1157

  2. 2
    Academic Journal

    المصدر: Finance: Theory and Practice; Том 21, № 5 (2017); 118-127 ; Финансы: теория и практика/Finance: Theory and Practice; Том 21, № 5 (2017); 118-127 ; 2587-7089 ; 2587-5671 ; 10.26794/2587-5671-2017-21-5

    وصف الملف: application/pdf

    Relation: https://financetp.fa.ru/jour/article/view/578/446; Френкель А.А., Сергиенко Я.В., Волкова Н.Н., Матвеева О.Н. Как определить тенденции развития российской экономики? // Вестник финансового университета. 2016. № 5. С. 93–103.; Смирнов С. Система опережающих индикаторов для России // Вопросы экономики. 2001. № 3. С. 23–42.; Gupta S., Wilton P.C. Combination of forecasts: an extension. Management Science, 1987, vol. 33, no. 3, pp. 356–372. doi:10.1287/mnsc.33.3.356.; Capistrány C., Timmermannz A. Forecast Combination with Entry and Exit of Experts. Journal of Business & Economic Statistics, 2009, vol. 27, no. 4, pp. 428–440.; Френкель А.А., Волкова Н.Н., Лобзова А.Ф., Романюк Э.И., Сурков А.А. Объединение прогнозов как фактор повышения качества прогнозирования // Экономика и предпринимательство. 2016. № 11. С. 1118–1126.; Wallis K.F. Combining Forecasts — Forty Years Later. Applied Financial Economics, 2011, vol. 21, pp. 33–41. doi:10.1080/09603107.2011.523179.; Mancuso A.C.B., Werner L. Review of combining forecasts approaches. Independent journal of management & production, 2013, vol. 4, no. 1, pp. 248–277. doi:10.14807/ijmp.v4i1.59.; Clemen R.T. Linear constraints and the efficiency of combined forecasts. Journal of Forecasting, 1986, vol. 5, pp. 31–38. doi:10.1002/for.3980050104.; Bates J.M., Granger C.W.J. The combination of forecasts. Operational Research Quarterly, 1969, vol. 20, pp. 451–468.; Newbold P., Granger C.W.J. Experience with forecasting univariate time series and the combination of forecasts. J.R. Statist. Soc, 1974, vol. 137, pp. 131–164.; Granger C.W.J. and Ramanathan R. Improved methods of combining forecasts. Journal of Forecasting, 1984, vol. 3, pp. 197–204.; Френкель А.А. Прогнозирование производительности труда: методы и модели. 2-е изд., доп. и перераб. М.: ЗАО «Издательство «Экономика», 2007. 221 с.; https://financetp.fa.ru/jour/article/view/578

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