Illusion of stability: An empirical analysis of inflation data manipulation by russia after 2022

This paper explores the perceived resilience of russia’s economy under severe sanctions, investigating the potential falsification of economic data to demonstrate the growth. The hypothesis is that the relationship between the official inflation rate and the FMCG deflator index during 2019–2021 sign...

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Main Authors: Alex Plastun, Anna Vorontsova, Yaroslava Slyvka, Olha Yatsenko, Liudmyla Huliaieva, Victor Sukhonos, Ruslan Bilokin
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2024-11-01
Series:Public and Municipal Finance
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Online Access:https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/20969/PMF_2024_02_Plastun.pdf
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author Alex Plastun
Anna Vorontsova
Yaroslava Slyvka
Olha Yatsenko
Liudmyla Huliaieva
Victor Sukhonos
Ruslan Bilokin
author_facet Alex Plastun
Anna Vorontsova
Yaroslava Slyvka
Olha Yatsenko
Liudmyla Huliaieva
Victor Sukhonos
Ruslan Bilokin
author_sort Alex Plastun
collection DOAJ
description This paper explores the perceived resilience of russia’s economy under severe sanctions, investigating the potential falsification of economic data to demonstrate the growth. The hypothesis is that the relationship between the official inflation rate and the FMCG deflator index during 2019–2021 significantly differs from that of 2022–2024. Statistical methods, such as correlation analysis, Granger causality tests, and differences tests (e.g., t-tests and Wilcoxon tests), are used along with vector autoregressive (VAR) models and robust linear regressions. The study covers the pre-invasion period (2019–2021) and the post-invasion period (2022–2024), focusing on indicators like the official inflation rate, inflation expectations, CPI, and the FMCG deflator index. Findings reveal a shift from a direct to an inverse correlation between official inflation and the FMCG deflator post-2022, suggesting data manipulation. Pre-2022 models predict inflation 2-3 times higher than both post-2022 models and official statistics, raising concerns about the reliability of russia’s economic data. Further research should explore indirect metrics, such as electricity production and cargo shipments, for additional evidence of data falsification. AcknowledgmentsAlex Plastun gratefully acknowledges financial support from the New Europe College (NEC), the Center for Advanced Study, and Sumy State University.Anna Vorontsova gratefully acknowledges financial support from Sumy State University.
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spelling doaj-art-e6f9b085f8764aceaac582e3a9a87fc22025-08-20T02:12:38ZengLLC "CPC "Business Perspectives"Public and Municipal Finance2222-18672222-18752024-11-01132688210.21511/pmf.13(2).2024.0720969Illusion of stability: An empirical analysis of inflation data manipulation by russia after 2022Alex Plastun0https://orcid.org/0000-0001-8208-7135Anna Vorontsova1https://orcid.org/0000-0003-0603-3869Yaroslava Slyvka2https://orcid.org/0000-0002-0472-5071Olha Yatsenko3https://orcid.org/0000-0001-7580-7827Liudmyla Huliaieva4https://orcid.org/0000-0002-0045-8551Victor Sukhonos5https://orcid.org/0000-0001-5520-0227Ruslan Bilokin6https://orcid.org/0009-0009-2833-9843Ph.D., Professor, Department of International Economic Relations, Sumy State University, UkrainePh.D., Senior Researcher, Department of International Economic Relations, Sumy State University, UkrainePh.D., Associate Professor, Department of Economics and Management, Carpathian Institute of Enterprising Open International University of Human Development “UKRAINE”, UkrainePh.D., Associate Professor, Department of Management, National Technical University “Kharkiv Polytechnic Institute”, UkrainePh.D., Department of Finance, Academy of Labor, Social Relations and Tourism, Ukraine; Associate of the Global MIT At-Risk Fellows Program, Massachusetts Institute of Technology, USADr. of Law, Professor, Department of Criminal Law and Procedure, Sumy State University, UkraineDr. of Law, Professor, Department of Jurisprudence, Poltava University of Economic and Trade, UkraineThis paper explores the perceived resilience of russia’s economy under severe sanctions, investigating the potential falsification of economic data to demonstrate the growth. The hypothesis is that the relationship between the official inflation rate and the FMCG deflator index during 2019–2021 significantly differs from that of 2022–2024. Statistical methods, such as correlation analysis, Granger causality tests, and differences tests (e.g., t-tests and Wilcoxon tests), are used along with vector autoregressive (VAR) models and robust linear regressions. The study covers the pre-invasion period (2019–2021) and the post-invasion period (2022–2024), focusing on indicators like the official inflation rate, inflation expectations, CPI, and the FMCG deflator index. Findings reveal a shift from a direct to an inverse correlation between official inflation and the FMCG deflator post-2022, suggesting data manipulation. Pre-2022 models predict inflation 2-3 times higher than both post-2022 models and official statistics, raising concerns about the reliability of russia’s economic data. Further research should explore indirect metrics, such as electricity production and cargo shipments, for additional evidence of data falsification. AcknowledgmentsAlex Plastun gratefully acknowledges financial support from the New Europe College (NEC), the Center for Advanced Study, and Sumy State University.Anna Vorontsova gratefully acknowledges financial support from Sumy State University.https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/20969/PMF_2024_02_Plastun.pdfdata manipulationFMCG deflatorinflationrussian economysanctionsstatistics
spellingShingle Alex Plastun
Anna Vorontsova
Yaroslava Slyvka
Olha Yatsenko
Liudmyla Huliaieva
Victor Sukhonos
Ruslan Bilokin
Illusion of stability: An empirical analysis of inflation data manipulation by russia after 2022
Public and Municipal Finance
data manipulation
FMCG deflator
inflation
russian economy
sanctions
statistics
title Illusion of stability: An empirical analysis of inflation data manipulation by russia after 2022
title_full Illusion of stability: An empirical analysis of inflation data manipulation by russia after 2022
title_fullStr Illusion of stability: An empirical analysis of inflation data manipulation by russia after 2022
title_full_unstemmed Illusion of stability: An empirical analysis of inflation data manipulation by russia after 2022
title_short Illusion of stability: An empirical analysis of inflation data manipulation by russia after 2022
title_sort illusion of stability an empirical analysis of inflation data manipulation by russia after 2022
topic data manipulation
FMCG deflator
inflation
russian economy
sanctions
statistics
url https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/20969/PMF_2024_02_Plastun.pdf
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