11 сентября 2018 года состоялся одиннадцатый научный семинар НУГ

С докладом "A Method for Building and Forecasting the Russian Corporate Eurobonds Index in Conditions of Macroeconomic Instability", подготовленным для конференции 10th Economics & Finance Conference (Rome, Italy, 2018), выступили участники НУГ Теплова Т.В., Андрианова А.В., Соколова Т.В.
Шаболовка, 26, стр. 4, ауд. 4320, начало в 12.00.

Материалы семинара: https://economics.hse.ru/bondmarkets/nis11092018

Our objective is to build and forecast the dynamics of the index of the Russian corporate Eurobond market.

Our research consists of the following stages:
1.Construction of an original index of the Russian corporate Eurobond market.
2. Building specifications of models of different classes - ARMA with trend , ADL and ARMAX with independent variables - for describing retrospective market dynamics.
3. Estimation of the quality of forecasts on the period from 3 to 20 April 2018 and choice of the best model specification.

Eurobonds.pdf