Study of the Russian economy’s identification and forecast stability using a Ramsey type model

被引：1

作者：

Kamenev G.K. ^{[1
]}

Olenev N.N. ^{[1
]}

机构：

[1] Dorodnicyn Computing Center, Russian Academy of Sciences, Moscow

来源：

Mathematical Models and Computer Simulations | 2015年 / 7卷 / 2期

关键词：

approximation; forecast; identification sets method; mathematical model; multicriteria decision making; parameter identification; set of quasi-optimal parameters; stability; visualization;

D O I：

10.1134/S2070048215020076

中图分类号：

学科分类号：

摘要：

The article deals investigates the forecasting stability of the Russian economy using mathematical modeling. For this we use an open Ramsey model adapted for the current Russian economy. The identification sets method is used: a visual approach to identifying model parameters based on the construction and visualization of a multidimensional graph of the identification error function, as well as of sets of quasi-optimal parameters. Analysis of identification sets allows us to investigate the stability of solving identification and forecasting problems. It is shown that quasi-optimal options of identification ensuring a relatively high accuracy of data series approximation produce very different forecasts of economic behavior under different structural scenarios. © 2015, Pleiades Publishing, Ltd.

引用

页码：179 / 189

页数：10

共 11 条

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