E.A. Fedorova, D.O. Afanasyev
Studies on Russian Economic Development, 2014, 25(5), 500-508.
Information about russian version of paper
The article identifies significant transmission channels of crisis situations in the Russian economy (based on the application of Markov regime-switching model and the likelihood ratio test). A system of comprehensive crisis indicators has been developed that makes it possible to predict the probability of a crisis in the Russian Federation for one month, a quarteryear, and a halfyear ahead.
Crisis indicators, EMPI, channels of contagion, Markov regime-switching model
Please read the disclaimer.