MESUARING SOCIO-ECONOMIC EFFICIENCY OF INVESTMENT: METHODS COMPARISON

被引：0

作者：

Shults, Dmitriy ^{[1
]}

Oshchepkov, Ivan ^{[1
]}

Prudskii, Mikhail ^{[1
]}

Vlasova, Natalia ^{[2
]}

Zavialov, Alexei ^{[2
]}

机构：

[1] Perm State Univ, Perm, Russia

[2] PROGNOZ JSC, Perm, Russia

来源：

SGEM 2015: POLITICAL SCIENCES, LAW, FINANCE, ECONOMICS AND TOURISM, VOL III: ECONOMICS AND TOURISM | 2015年

关键词：

investment efficiency; VAR; DSGE; cross-country comparison; information resources;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper presents a variety of methods for estimating investment multipliers, including traditional approaches, regression model, distributed lag model, input-output model, Perotti-Corsetti two-step procedure, and large-scale econometric models. It provides investment multiplier estimations for Russia and its regions.

引用

页码：553 / 560

页数：8

共 8 条

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[3] Deryugina Elena, 2015, WORK PAPER SERIES, V1
[4] Kopcke R., 1985, NEW ENGL ECON REV, P19
[5] Paul A., 1997, INVESTMENT SHOCKS GD
[6] An optimization-based econometric framework for the evaluation of monetary policy
Rotemberg, JJ
Woodford, M
[J]. NBER MACROECONOMICS ANNUAL 1997, 1997, 12 : 297 - +
[7] Sims E., 2013, 19749 NAT BUR EC RES
[8] Zellner A., 2002, J ECONOMETRICS, V2, P17

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