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  • Долгосрочное сценарное прогнозирование российской экономики на основе экспертно-статистического байесовского подхода

Book chapter

Долгосрочное сценарное прогнозирование российской экономики на основе экспертно-статистического байесовского подхода

С. 676-677.

The actuality of scenario forecasting of economy of Russia is stipulated by the importance of timely assessment of the situation in the country and crisis prevention actions. The goal of the researchis definition of outlook for the development of economy of Russia on the basis of scenario forecasting. The basis of the expert and statistical Bayesian method are basic scenarios of the development of economy; problem situations, resolution events. Forecasting is based on four pillars - formation of basic scenarios; description of problem situations and related events; expert assessment of realization of events (experts - doctors of sciences); calculation of chances of a scenarios of parameters of model. Following the analysis of the current trends, 18 issues, each resolved by 5 events, are revealed. The experts assessedprior and posterior odds of the events of the revealed issues. Formal and statistical check of competence of the experts was carried out on the basis of the hierarchy analysis method by T. Saati. The generalized assessments of the experts are counted. The order of solution of the issues is defined in a random manner, the choice of the event is modeled by the Monte-Carlo method, theprobabilities of scenarios for the obtained chainare calculated stepwise. Procedures are repeated many times for achievement of stable values. Following the modeling process, the results of the forecast are obtained.