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Research Article

Multivariate unobserved component model for an oil-exporting economy: the case of Russia

References

  • Alquist, R., L. Kilian, and R. J. Vigfusson. 2013. “Forecasting the Price of Oil.” Handbook of Economic Forecasting 2: 427–507. doi:10.1016/B978-0-444-53683-9.00008-6.
  • Esfahani, H. S., K. Mohaddes, and M. H. Pesaran. 2014. “An Empirical Growth Model for Major Oil Exporters.” Journal of Applied Econometrics 29 (1): 1–21. doi:10.1002/jae.2294.
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  • Kuboniwa, M. 2014. “A Comparative Analysis of the Impact of Oil Prices on Oil–Rich Emerging Economies in the Pacific Rim.” Journal of Comparative Economics 42 (2): 328–339. doi:10.1016/j.jce.2014.03.007.
  • Rautava, J. 2004. “The Role of Oil Prices and the Real Exchange Rate in Russia’s Economy — A Cointegration Approach.” Journal of Comparative Economics 32 (2): 315–327. doi:10.1016/j.jce.2004.02.006.
  • Sinelnikov-Murylev, S., S. Drobyshevskij, and M. Kazakova. 2014. “Decomposition of Russian GDP Growth Rates in 1999–2014.” Ekonomicheskaya Politika 5: 7–37. (in Russian).

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