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Methodological materials

For the general public to learn about the regulator’s data processing methodology, the Statistics Department of the Bank of Russia begins releasing the information materials describing the new methods used to analyse financial developments and processes.

The methods elaborated by the Statistics Department are intended to better address both traditional statistical tasks and new ones that result from technological progress and the evolution of economic conditions.

These methods were successfully applied to prepare the materials published by the Statistics Department and may be helpful to both Bank of Russia specialists and a wider range of users of statistical methods.

In these materials, the regulator details:

— methods for building an aggregate measure encompassing characteristics of several indicators that might be incommensurable;

— a method for identifying outliers in reporting data that is efficient for random distributions;

— a modification of market concentration measures, and others.

The Bank of Russia will expand the list of its methodological materials.

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Last updated on: 27.03.2024