Некоторые проблемы теории и моделирования макроэкономических рисков

Аннотация

The paper studies the basic theoretical problems of the analysis and examination of macroeconomic risks. The author surveys the influence of the processes of globalization on the macroeconomic stability and the forms of manifestation of macroeconomic risks. Analyzing the variation tendencies of some macroeconomic indicators of the Russian economy as an example the author concludes, that the selected standard deviation cannot be considered as an adequate estimation of the macroeconomic risk taking into account an indirect influence of expectations on the macroeconomic stability. It's showed that the form of calculation of uncertainty of the macroeconomic indicators plays an important role in modeling of macroeconomic risks. It's also noted that the term of risk itself requires a more precise definition, as it is not specified correctly in macroeconomics. It's necessary to ground the forms of risk measurement and calculation in macroeconomic modeling.

Ключевые слова:

macroeconomic risks, influence of expectations