https://www.scipedia.com/wd/index.php?action=history&feed=atom&title=Sugaipov_Grebennikova_2023b 2026-04-16T17:22:58Z Revision history for this page on the wiki MediaWiki 1.27.0-wmf.10 https://www.scipedia.com/wd/index.php?title=Sugaipov_Grebennikova_2023b&diff=283814&oldid=prev 2023-09-28T12:17:07Z

<p>Elle.grebennikova moved page <a href="/public/Draft_Grebennikova_413022973" class="mw-redirect" title="Draft Grebennikova 413022973">Draft Grebennikova 413022973</a> to <a href="/public/Sugaipov_Grebennikova_2023b" title="Sugaipov Grebennikova 2023b">Sugaipov Grebennikova 2023b</a></p> <table class="diff diff-contentalign-left" data-mw="interface"> <tr style='vertical-align: top;' lang='en'> <td colspan='1' style="background-color: white; color:black; text-align: center;">← Older revision</td> <td colspan='1' style="background-color: white; color:black; text-align: center;">Revision as of 12:17, 28 September 2023</td> </tr><tr><td colspan='2' style='text-align: center;' lang='en'><div class="mw-diff-empty">(No difference)</div> </td></tr></table>

Elle.grebennikova https://www.scipedia.com/wd/index.php?title=Sugaipov_Grebennikova_2023b&diff=283813&oldid=prev 2023-09-28T12:17:05Z

<p>Created page with &quot; == Abstract == &lt;p&gt;This paper systematizes the experience of empirical research on&lt;br&gt; news shocks, in particular on models of vector autoregressions, as well&lt;br&gt; as dynami...&quot;</p> <p><b>New page</b></p><div><br /> == Abstract ==<br /> <br /> &lt;p&gt;This paper systematizes the experience of empirical research on&lt;br&gt;<br /> news shocks, in particular on models of vector autoregressions, as well&lt;br&gt;<br /> as dynamic stochastic models of general equilibrium. The review examines the work&lt;br&gt;<br /> with various types of shocks, presents the main disadvantages of different classes of models&lt;br&gt;<br /> used to analyze the impact of news shocks on developed and developing&lt;br&gt;<br /> economies. The main prerequisites that need to be included in the DSGE are highlighted&lt;br&gt;<br /> models so that these models can demonstrate a co-directional change&lt;br&gt;<br /> the main macroeconomic indicators in response to the news shock. It has also&lt;br&gt;<br /> been demonstrated that VAR models and DSGE models use many similar ideas &amp;ndash;&lt;br&gt;<br /> it is useful to include predictive indicators in each of these models. During the research&lt;br&gt;<br /> it was found that the proportion of explained variation in works with DSGE models is very&lt;br&gt;<br /> different from the proportion of explained variation in works with VAR models. A possible&lt;br&gt;<br /> reason may be that VAR models are characterized by the problem&lt;br&gt;<br /> of non-fundamentality.&lt;/p&gt;<br /> <br /> <br /> <br /> == Full document ==<br /> &lt;pdf&gt;Media:Draft_Grebennikova_413022973-3460-document.pdf&lt;/pdf&gt;</div>

Elle.grebennikova