Exchange Rate of the Ruble Modeling

Macroeconomic Level

Authors

  • Anton Kuzmin Department Of Data Analysis, Decision-Making and Financial Technologies, Financial University under the Government of the Russian Federation

DOI:

https://doi.org/10.25728/assa.2019.19.4.830

Keywords:

Exchange rate of the ruble, modelling, balance of payments, currency crisis

Abstract

As underlying determinants of the author’s model are used capital flows, import and export operations, elasticities of cross-country trade, terms of foreign trade, indexes of real GDP, indexes of domestic and export prices, solutions of microagents. The model was verified on data from the crisis period in Russia 2013-2015. The simulation results are applied to the analysis of contemporary monetary policy of Russia.

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Published

2019-12-25

Issue

Vol. 19 No. 4 (2019): Advances in Systems Science and Applications

Section

Articles

How to Cite

Exchange Rate of the Ruble Modeling: Macroeconomic Level. (2019). Advances in Systems Science and Applications, 19(4), 87-93. https://doi.org/10.25728/assa.2019.19.4.830