Economics. Textbook: Roman Melnikov

The training manual presents the main theoretical provisions used in the conduct of empirical analysis and forecasting the development trends of economic processes based on the use of economy metric methods, as well as specific examples that reveal various capabilities and directions for the use of economyometric tools in applied studies. Methods and approaches are considered to study the influence of external factors on the dynamics of the development of the national economy of Russia, the formation of an exchange rate of the ruble, the trend of the movement of stock indices. Considerable attention is paid to the features of the use of econometric methods for assessing financial risks, in particular, as part of the Riskmetrics, Corporate Metrics and Creditmetrics techniques.

Author
Melnikov Roman Mikhailovich
Publisher
Prospekt, 2021