Short-term analysis of gross domestic product

Abstract

This paper would provide a short-term measuring model of GDP on the basis of current macroeconomic statistics. At the considered model vectors are built separately for each of three group indexes of the word markets and outer-economic activity; indexes of a real sector. By using this model one can receive measures of GDP for previous and current quartiles, which provides information about dynamics of economic release, additionally to measures of different models and experts’ claims. Moreover, model enables to perform decomposition of quartile paces of GDP increase of different factors. At this work we will look through the method and its implementation in Russian economy.