Decision Support and Forecasting Center CEMI RAS

Information Resources

Consumer Prices Dynamics in Russian Economy

Data provided in EXCEL. Data parameters:

• frequency: month

• Data Base format: EXCEL

• Dimension: each variable in separate column, Matrix 236x15

• Data Updating: September 2013

Variables:
1.
Name: BCPI
Description: core (monetary) consumer price index, % of previous period
Observations: 1995(1)-2013(08)
Source: Federal State Statistic Service of Russian Federation

2.
Name: CPI
Description: consumer price index, % of previous period
Observations: 1994(1)-2013(08)
Source: Federal State Statistic Service of Russian Federation

3.
Name: PROD
Description: consumer price index for food-products, % of previous period
Observations: 1994(1)-2013(08)
Source: Federal State Statistic Service of Russian Federation

4.
Name: PLOD
Description: consumer price index for vegetables and fruits, % of previous period
Observations: 1999(2)-2013(08)
Source: Federal State Statistic Service of Russian Federation

5.
Name: NEPROD
Description: consumer price index for non-food products, % of previous period
Observations: 1994(1)-2013(08)
Source: Federal State Statistic Service of Russian Federation

6.
Name: SERV
Description: consumer price index for services, % of previous period
Observations: 1994(1)-2013(08)
Source: Federal State Statistic Service of Russian Federation

7.
Name: JKH
Description: consumer price index for housing and utilities services, % of previous period
Observations: 1994(1)-2013(08)
Source: Federal State Statistic Service of Russian Federation

8.
Name: EPI
Description: producer prices in power industry, % of previous period
Due to changes in methodology EPI is approximated (starting from 2004(12) )by producer price index in electricity, gas and water supply (two series are quite close)
Observations: 1994(1)-2013(08)
Source: Federal State Statistic Service of Russian Federation

9.
Name: M2
Description: M2 money supply, bln. rubles, end of period
Observations: 1994(1)-2013(07)
Source: Bank of Russia

10.
Name: IR
Description: international reserves of the Russian Federation. bln. US dollars
Observations: 1996(12)-2013(08)
Source: Bank of Russia

11.
Name: USD
Description: nominal exchange rate of US dollar against ruble, end of period
Observations: 1994(1)-2013(08)
Source: Federal State Statistic Service of Russian Federation

12.
Name: D98
Description: dummy variable for impact of Crisis 1998
Observations: 1994(1)-2013(08)
Source: Center

13.
Name: D94
Description: dummy variable for impact of 'Black Tuesday' (ruble devaluation) in Russia, 1994
Observations: 1994(1)-2013(08)
Source: Center
 

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Contact information:
Professor Boris Brodsky, CEMI RAS t.: (499)-1291122 fax: (499)1291122 brodsky@cemi.rssi.ru