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Working paper

Критерии и методы декомпозиции динамики макроэкономических показателей

Моторин В. И.
The paper studies a new optimization-based approach to macroeconomic time-series analysis on the basis of additive representation of any initial time-series by the sum of calendar, seasonal, oscillating, irregular and trend components. The special attention is paid to prior component properties analysis and elaboration of sequential decomposition criteria that provide direct handling of formalized properties as constraints of mathematical programming problems. An illustrative example of structural dynamics model of domestic industrial production index in 1995—2004 is given.