Abstract
The article identifies significant transmission channels of crisis situations in the Russian economy (based on the application of a 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 quarter-year, and a half-year ahead.
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Original Russian Text © E.A. Fedorova, D.O. Afanasyev, 2014.
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Fedorova, E.A., Afanasyev, D.O. Transmission channels of crisis situations in the Russian federation and their identification. Stud. Russ. Econ. Dev. 25, 500–508 (2014). https://doi.org/10.1134/S1075700714050037
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DOI: https://doi.org/10.1134/S1075700714050037