Stochastic models of macroeconomics. Analysis and forecasting. Monograph
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The monograph is devoted to the problems of setting and analyzing stochastic models in a modern economy. It analyzes modern trends and factors that determine economic development, the influence of the digitalization of the economy on the problems of its analysis and development is highlighted, attention is paid to the role and importance of random processes in modeling the modern economy, the problems and features of predicting macroeconomic indicators taking into account the points of rotation are shown. A historical review of the development of the theory of accounting for uncertainty in the process of modeling the economy is presented, an analysis of the main forms of stochastic models of economic growth, including the simplest productions, RBC models, and growth models for a closed and small open economy, is presented. Features of the use of discrete approximation of stochastic restrictions in the form of recurrent ratios for predicting macroeconomic indicators taking into account trust intervals are shown. On the example of specific countries, the possibilities of forecasting in the mode of imitation of GDP and consumption for individual countries are shown, taking into account points of turning the trend of economic development. The features of modeling the dynamics of real effective exchange rates of currency variables are analyzed and the possibilities of predicting the exchange exchange rates under consideration according to the method of polynomial residues are shown.
The monograph can be useful to scientists and graduate students specializing in the field of modern macroeconomic modeling and economic growth theory, as well as to students of master"s programs studying modern macroeconomics
The monograph can be useful to scientists and graduate students specializing in the field of modern macroeconomic modeling and economic growth theory, as well as to students of master"s programs studying modern macroeconomics
Category:
- Category:Business & Money
- Category:Science & Math
ISBN:
ISBN:978-5-392-34850-3
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