The paper is devoted to the capacities of using dummy variables to construct models that approximate the crisis dynamics of the economic indicators. On the example of Armey — Rahn curve describing the relationship between the GDP growth and the share of government expenditures in GDP, it is proved that the use of dummy variables to indicate the years of crisis provides a meaningful and adequate model if the crisis years have located in the middle of the time series. Functions constructed for Ukraine and Russia, clearly answer the question of what years could be considered as a crisis, and what ones determine a stagnation. Simulation results confirm the negative impact of the crisis onto economic growth.
Armey — Rahn curve, Scully point, the GDP growth, the share of government expenditures in GDP, dummy variables, regression modeling
Государственные расходы — составная часть совокупного спроса, а значит, они выступают одним из важных факторов, обеспечивающих стимулирование роста валового выпуска макросистем. В то же время понятно, что доля государственных расходов в ВВП не может возрастать бесконечно, существует некий предел, за которым дальнейший рост таких расходов снижает совокупную эффективность функционирования макросистем.
Количественные методы зачастую не позволяют построить значимую и адекватную исходным данным модель, если выборка включает периоды, в которых наблюдается резкое изменение тренда экономических показателей, связанное с сезонными колебаниями, а также с циклическими явлениями, к которым прежде всего следует отнести периоды экономического кризиса и резкой смены регулирующих принципов и механизмов.
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