The article identifies significant transmission channels of crisis situations in the Russian economy (based on the application of a Markov regime-switching model and the likelihood ratio test). A system of comprehensive crisis indicators has been developed that makes it possible to predict the probability of a crisis in the Russian Federation for one month, a quarter-year, and a half-year ahead.
CITATION STYLE
Fedorova, E. A., & Afanasyev, D. O. (2014). Transmission channels of crisis situations in the Russian federation and their identification. Studies on Russian Economic Development, 25(5), 500–508. https://doi.org/10.1134/S1075700714050037
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