Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices

This paper establishes a reference chronology for the Russian economic cycle from the early 1980s to mid-2015. To detect peaks and troughs, we tested nine monthly indices as a reference series, three methods of seasonal adjustments (X-12-ARIMA, TRAMO/SEATS, and CAMPLET), and three methods for dating...

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Veröffentlicht in:Journal of Business Cycle Research 2017-05, Vol.13 (1), p.53-73
Hauptverfasser: Smirnov, Sergey V., Kondrashov, Nikolay V., Petronevich, Anna V.
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Sprache:eng
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