Macroeconomic Modeling in Post-pandemic Times

Recent trends in the global world (the financial and coronavirus crises, global geopolitical uncertainty, etc.) put macroeconomic modeling in front of the need to consider crisis phenomena in models. In this paper we try to answer the question of what has changed in macroeconomic modeling due to the...

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Main Authors: Anton I. Votinov1, Julia A. Polshchikova, Karen A. Nersisyan
Format: Article
Language:English
Published: Financial Research Institute 2025-02-01
Series:Финансовый журнал
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Online Access:https://www.finjournal-nifi.ru/images/FILES/Journal/Archive/2025/1/statii/04_1_2025_v17.pdf
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author Anton I. Votinov1
Julia A. Polshchikova
Karen A. Nersisyan
author_facet Anton I. Votinov1
Julia A. Polshchikova
Karen A. Nersisyan
author_sort Anton I. Votinov1
collection DOAJ
description Recent trends in the global world (the financial and coronavirus crises, global geopolitical uncertainty, etc.) put macroeconomic modeling in front of the need to consider crisis phenomena in models. In this paper we try to answer the question of what has changed in macroeconomic modeling due to the coronavirus crisis and other shocks that the global economy has faced recently. Based on the literature review, the current directions in the implementation of the main classes of macroeconomic models in the pandemic and post-pandemic periods are examined. First, approaches to forecasting in crisis conditions are analyzed. Then the emphasis is shifted to nowcasting and projections for short periods of time. Mathematical chaos theory is also considered in the context of forecasting under specific and large shocks. We also discuss general equilibrium models and the relevance of incorporating heterogeneity and epidemiologic concepts into the structure of such models. Finally, we point out to a multiscenario approach to analyzing fiscal sustainability through models in the context of the unprecedented increase of government burdens faced by many countries during crisis.
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institution OA Journals
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2658-5332
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publishDate 2025-02-01
publisher Financial Research Institute
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series Финансовый журнал
spelling doaj-art-d340e76f667442c48bc7f67e3a3e57192025-08-20T02:11:12ZengFinancial Research InstituteФинансовый журнал2075-19902658-53322025-02-01171627310.31107/2075-1990-2025-1-62-73Macroeconomic Modeling in Post-pandemic TimesAnton I. Votinov10https://orcid.org/0000-0002-2972-8489Julia A. Polshchikova1https://orcid.org/0000-0002-8864-2416Karen A. Nersisyan2https://orcid.org/0000-0003-4715-8692Financial Research Institute, Moscow, Russian FederationFinancial Research Institute, Moscow, Russian Federation; HSE University, Moscow, Russian FederationInstitute of Economics after M. Kotanyan of NAS RA, Yerevan, Republic of ArmeniaRecent trends in the global world (the financial and coronavirus crises, global geopolitical uncertainty, etc.) put macroeconomic modeling in front of the need to consider crisis phenomena in models. In this paper we try to answer the question of what has changed in macroeconomic modeling due to the coronavirus crisis and other shocks that the global economy has faced recently. Based on the literature review, the current directions in the implementation of the main classes of macroeconomic models in the pandemic and post-pandemic periods are examined. First, approaches to forecasting in crisis conditions are analyzed. Then the emphasis is shifted to nowcasting and projections for short periods of time. Mathematical chaos theory is also considered in the context of forecasting under specific and large shocks. We also discuss general equilibrium models and the relevance of incorporating heterogeneity and epidemiologic concepts into the structure of such models. Finally, we point out to a multiscenario approach to analyzing fiscal sustainability through models in the context of the unprecedented increase of government burdens faced by many countries during crisis.https://www.finjournal-nifi.ru/images/FILES/Journal/Archive/2025/1/statii/04_1_2025_v17.pdfmacroeconomic modelingcoronavirus crisiscovid-19forecastingprojectionsdynamic and static general equilibrium modelspublic debt sustainability analysis
spellingShingle Anton I. Votinov1
Julia A. Polshchikova
Karen A. Nersisyan
Macroeconomic Modeling in Post-pandemic Times
Финансовый журнал
macroeconomic modeling
coronavirus crisis
covid-19
forecasting
projections
dynamic and static general equilibrium models
public debt sustainability analysis
title Macroeconomic Modeling in Post-pandemic Times
title_full Macroeconomic Modeling in Post-pandemic Times
title_fullStr Macroeconomic Modeling in Post-pandemic Times
title_full_unstemmed Macroeconomic Modeling in Post-pandemic Times
title_short Macroeconomic Modeling in Post-pandemic Times
title_sort macroeconomic modeling in post pandemic times
topic macroeconomic modeling
coronavirus crisis
covid-19
forecasting
projections
dynamic and static general equilibrium models
public debt sustainability analysis
url https://www.finjournal-nifi.ru/images/FILES/Journal/Archive/2025/1/statii/04_1_2025_v17.pdf
work_keys_str_mv AT antonivotinov1 macroeconomicmodelinginpostpandemictimes
AT juliaapolshchikova macroeconomicmodelinginpostpandemictimes
AT karenanersisyan macroeconomicmodelinginpostpandemictimes