Comparative Analysis of Methods for Dating Cyclical Turning Points of Russia’s GDP
Anatoly A. Matantsev, Postgraduate Student. Liberal Arts University – University for Humanities
Abstract
The study is aimed at comparing methods for dating business cycle turning points in the Russian economy on the basis of a unified cyclical component of real gross domestic product. The methodological framework of the research is guided by the classical understanding of the business cycle as a sequence of expansion and contraction phases, as well as formalized approaches to identifying turning points in time series. The empirical base consists of quarterly data from the Federal State Statistics Service on Russia’s gross domestic product in constant prices with seasonal adjustment. The study applies the Christiano–Fitzgerald bandpass filter, the local extrema algorithm, and the Bry–Boschan and Harding–Pagan methods. The results show that, under comparable parameter settings, the methods produce a similar chronology of the key business cycle phases, whereas softer restrictions increase the sensitivity of the algorithm to short-term fluctuations. The findings can be used in the analysis of cyclical output dynamics and in interpreting shifts between phases of economic activity. It is concluded that the choice of algorithm parameters significantly affects the resulting dating and should be aligned with the purpose of the study.
Keywords: Russia’s GDP; business cycle; turning points; Bry–Boschan; Harding–Pagan; cyclical component; time series analysis.
For citation: Matantsev A. A. Comparative Analysis of Methods for Dating Cyclical Turning Points of Russia’s GDP. Digital Models and Solutions. 2026. Vol. 5, no. 3, pp. 50–62. DOI: 10.29141/2949-477X-2026-5-3-4. EDN: JUTHID.
