Net export of goods to the Russian Federation: statistical research and econometric modeling

The paper examines one of the most important indicators of foreign trade turnover - the net export of goods of the Russian Federation, analyzes the dynamics of this indicator, the properties and structure of its time series, identifies factors that affect the net export of goods of the Russian Federation. The use of the Foster - Stewart method and the method of comparing the average levels of the series confirmed the hypothesis of the growth trend in the time series of net exports of goods of the Russian Federation for the period from January 1999 to April 2021. An autoregressive and distributed lag model ADL was used to simulate net exports. The choice in favor of the ADL model was made in accordance with the following reasons: 1) these models make it possible to take into account the influence of other socio-economic indicators on the investigated dependent variable; 2) to eliminate autocorrelation, the lagged values of the dependent variable are included in the model. Indicators characterizing various aspects of the country's socio-economic development were considered as independent variables: dollar and euro exchange rates, price indices, labor market indicators, trade, construction, freight turnover, average energy prices, etc. Based on the results of econometric modeling, a high degree of dependence of the net export of goods of the Russian Federation on the dollar exchange rate and prices for energy resources and petroleum products has been confirmed.