
Рассмотрены основные методы получения стационарных значений различных макроэкономических показателей с целью дальнейшего построения макроэкономической волатильности по ним, а также методы первых разностей, класс параметрических методов и подход, базирующийся на применение фильтров.In this article we describe basic methods of stationarising macroeconomic indicators for the macroeconomic volatility calculation. Following methods are presented: first-difference method, class of parametric methods, filtering approach.
МАКРОЭКОНОМИЧЕСКАЯ ВОЛАТИЛЬНОСТЬ, СТАЦИОНАРИЗАЦИЯ, ВВП, ЛИНЕЙНЫЙ ТРЕНД, ФИЛЬТРАЦИЯ ДАННЫХ
МАКРОЭКОНОМИЧЕСКАЯ ВОЛАТИЛЬНОСТЬ, СТАЦИОНАРИЗАЦИЯ, ВВП, ЛИНЕЙНЫЙ ТРЕНД, ФИЛЬТРАЦИЯ ДАННЫХ
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