IDEAS home Printed from https://ideas.repec.org/d/cefirru.html

Some searches may not work properly. We apologize for the inconvenience.

 

Publications

by members of

Center for Economic and Financial Research (CEFIR)
New Economic School (NES)
Moscow, Russia

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2017

  1. Özgür Evren, 2017. "Cautious and Globally Ambiguity Averse," Working Papers w0236, Center for Economic and Financial Research (CEFIR).

2016

  1. Stas Kolenikov, 2016. "polychoric, by any other 'namelist'," 2016 Stata Conference 15, Stata Users Group.
  2. Volchkova, Natalya, 2016. "World trade:agriculture vs. manufacturing," Samarkand Conference 2016, November 2-4, Samarkand, Uzbekistan 250097, Institute of Agricultural Development in Transition Economies (IAMO).
  3. Gökhan Buturaky & Özgür Evren, 2016. "Choice Overload and Asymmetric Regret," Working Papers w0235, Center for Economic and Financial Research (CEFIR).

2014

  1. Stas Kolenikov, 2014. "Do-It-Yourself Multiple Imputation: Mode Effect Correction in a Public Opinion Survey," 2014 Stata Conference 3, Stata Users Group.
  2. Olga Kuzmina & Natalya Volchkova & Tatiana Zueva, 2014. "Foreign Direct Investment and Governance Quality in Russia," Working Papers w0205, Center for Economic and Financial Research (CEFIR).

2013

  1. Natalia Kapelko & Natalya Volchkova, 2013. "Export costs of visa restrictions," Working Papers w0195, Center for Economic and Financial Research (CEFIR).

2012

  1. Özgür Evren, 2012. "Altruism and Voting: A Large-Turnout Result That Does not Rely on Civic Duty or Cooperative Behavior," Working Papers w0173, Center for Economic and Financial Research (CEFIR).
  2. Özgür Evren, 2012. "Scalarization Methods and Expected Multi-Utility Representations," Working Papers w0174, Center for Economic and Financial Research (CEFIR).
  3. Stanislav Khrapov, 2012. "Risk Premia: Short and Long-term," Working Papers w0169, New Economic School (NES).

2011

  1. Stas Kolenikov, 2011. "Structural equation modeling using gllamm, confa, and gmm," German Stata Users' Group Meetings 2011 01, Stata Users Group.
  2. Özgür Evren & Stefania Minardi, 2011. "Warm-Glow Giving and Freedom to be Selfish," Working Papers w0171, Center for Economic and Financial Research (CEFIR).
  3. Stanislav Khrapov, 2011. "Pricing Central Tendency in Volatility," Working Papers w0168, New Economic School (NES).

2010

  1. Stas Kolenikov, 2010. "Structural equation models with latent variables," BOS10 Stata Conference 7, Stata Users Group.
  2. Tarr, David & Volchkova, Natalya, 2010. "Russian trade and foreign direct investment policy at the crossroads," Policy Research Working Paper Series 5255, The World Bank.

2009

  1. Stanislav Kolenikov, 2009. "aisa: Automated Individualized Student Assessment system," DC09 Stata Conference 5, Stata Users Group.
  2. Ozgur Evren, 2009. "Altruism, Turnout and Strategic Voting Behavior," Levine's Working Paper Archive 814577000000000309, David K. Levine.

2008

  1. Stas Kolenikov, 2008. "Survey bootstrap and bootstrap weights," Summer North American Stata Users' Group Meetings 2008 19, Stata Users Group, revised 28 Aug 2008.
  2. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2008. "Performance information dissemination in the mutual fund industry," Other publications TiSEM 4d4ab4a3-0443-4758-aefe-8, Tilburg University, School of Economics and Management.

2007

  1. Stanislav Kolenikov, 2007. "Resampling inference through quasi-Monte Carlo," North American Stata Users' Group Meetings 2007 11, Stata Users Group.

2006

  1. Stas Kolenikov, 2006. "Confirmatory factor analysis in Stata," North American Stata Users' Group Meetings 2006 4, Stata Users Group.
  2. Alexei Goriaev & Alexei Zabotkin, 2006. "Risks of investing in the Russian stock market: Lessons of the first decade," Working Papers w0077, Center for Economic and Financial Research (CEFIR).

2005

  1. Sonin, Konstantin & Goriaev, Alexei P., 2005. "Is Political Risk Company-Specific? The Market Side of the Yukos Affair," CEPR Discussion Papers 5076, C.E.P.R. Discussion Papers.
  2. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2005. "Yet another look at mutual fund tournaments," Other publications TiSEM 18f339f2-5cf9-4e35-9440-9, Tilburg University, School of Economics and Management.
  3. Evren …zgŸr, 2005. "Expected Multi-Utility Theorems with Topological Continuity Axioms," Working Papers 0502, Department of Economics, Bilkent University.

2004

  1. Alexander Dyck & Natalya Volchkova & Luigi Zingales, 2004. "The Corporate Governance Role of the Media: Evidence from Russia," Working Papers w0054, Center for Economic and Financial Research (CEFIR), revised Sep 2005.
  2. Andrei Shumilov & Natalya Volchkova, 2004. "Russian business groups: substitutes for missing institutions?," Working Papers w0050, Center for Economic and Financial Research (CEFIR).
  3. Shumilov, Andrei & Volchkova, Natalya, 2004. "Бизнес-Группы И Неразвитые Финансовые Институты: Пример России [Business Groups and Undeveloped Financial Institutions: The Case of Russia]," MPRA Paper 44239, University Library of Munich, Germany.

2003

  1. Stanislav Kolenikov & Anthony F. Shorrocks, 2003. "A Decomposition Analysis of Regional Poverty in Russia," WIDER Working Paper Series DP2003-74, World Institute for Development Economic Research (UNU-WIDER).

2002

  1. Goriaev, A.P., 2002. "On the behavior of mutual fund investors and managers," Other publications TiSEM 2024249e-ce62-4693-bc8d-4, Tilburg University, School of Economics and Management.
  2. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2002. "The Dynamics of the Impact of Past Performance on Mutual Fund Flows," Discussion Paper 2002-2, Tilburg University, Center for Economic Research.

2001

  1. Stanislav Kolenikov, 2001. "The Normal Mixture Decomposition," North American Stata Users' Group Meetings 2001 1.3, Stata Users Group.
  2. Aivazian Sergey & Kolenikov Stanislav, 2001. "Poverty and Expenditure Differentiation of the Russian Population," EERC Working Paper Series 01-01e, EERC Research Network, Russia and CIS.
  3. Natalya Volchkova, 2001. "Does Financial-Industrial Group Membership Affect Fixed Investment: Evidence from Russia," Working Papers w0009, Center for Economic and Financial Research (CEFIR).
  4. Palomino, Frédéric & Prat, Andrea & Goriaev, Alexei P., 2001. "Mutual Fund Tournament: Risk Taking Incentives Induced By Ranking Objectives," CEPR Discussion Papers 2794, C.E.P.R. Discussion Papers.
  5. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2001. "On the Empirical Evidence of Mutual Fund Strategic Risk Taking," Discussion Paper 2001-9, Tilburg University, Center for Economic Research.

2000

  1. Irina Denisova & Stanislav Kolenikov & Ksenia Yudaeva, 2000. "Child Benefits and Child Poverty," Working Papers w0006, Center for Economic and Financial Research (CEFIR).

1999

  1. Grosfeld, Irena & Kolenikov, Stanislav & Paltseva, Elena & Sénik-Leygonie, Claudia & Verdier, Thierry, 1999. "Dynamism and Inertia on the Russian Labour Market: A Model of Segmentation," CEPR Discussion Papers 2224, C.E.P.R. Discussion Papers.
  2. Grosfeld, I. & Senik-Leygonie, C. & Verdier, T. & Kolenikov, S. & Paltseva, E., 1999. "Dynamism and Inertia on the Russian Labour Market. A Segmentation Model," DELTA Working Papers 1999-03, DELTA (Ecole normale supérieure).

Journal articles

2020

  1. Han, Hyojin & Khrapov, Stanislav & Renault, Eric, 2020. "The leverage effect puzzle revisited: Identification in discrete time," Journal of Econometrics, Elsevier, vol. 217(2), pages 230-258.

2019

  1. Stanislav Kolenikov, 2019. "Updates to the ipfraking ecosystem," Stata Journal, StataCorp LP, vol. 19(1), pages 143-184, March.
  2. Evren, Özgür, 2019. "Recursive non-expected utility: Connecting ambiguity attitudes to risk preferences and the level of ambiguity," Games and Economic Behavior, Elsevier, vol. 114(C), pages 285-307.
  3. Stanislav Anatolyev & Stanislav Khrapov, 2019. "Do spatial structures yield better volatility forecasts? (in Russian)," Quantile, Quantile, issue 14, pages 63-81, June.

2017

  1. Buturak, Gökhan & Evren, Özgür, 2017. "Choice overload and asymmetric regret," Theoretical Economics, Econometric Society, vol. 12(3), September.
  2. Özgür Evren & Stefania Minardi, 2017. "Warm‐glow Giving and Freedom to be Selfish," Economic Journal, Royal Economic Society, vol. 127(603), pages 1381-1409, August.

2016

  1. Volchkova, N. & Turdyeva, N., 2016. "Microeconomics of Russian Import Substitution," Journal of the New Economic Association, New Economic Association, vol. 32(4), pages 140-146.

2015

  1. Stanislav Anatolyev & Stanislav Khrapov, 2015. "Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting," Econometrics, MDPI, vol. 3(3), pages 1-23, August.

2014

  1. Kenneth Bollen & Stanislav Kolenikov & Shawn Bauldry, 2014. "Model-Implied Instrumental Variable—Generalized Method of Moments (MIIV-GMM) Estimators for Latent Variable Models," Psychometrika, Springer;The Psychometric Society, vol. 79(1), pages 20-50, January.
  2. Stanislav Kolenikov, 2014. "Calibrating survey data using iterative proportional fitting (raking)," Stata Journal, StataCorp LP, vol. 14(1), pages 22-59, March.
  3. Kuzmina, Olga & Volchkova, Natalya & Zueva, Tatiana, 2014. "Foreign direct investment and governance quality in Russia," Journal of Comparative Economics, Elsevier, vol. 42(4), pages 874-891.

2012

  1. Stanislav Kolenikov, 2012. "Scrambled Halton sequences in Mata," Stata Journal, StataCorp LP, vol. 12(1), pages 29-44, March.
  2. Stanislav Kolenikov & Kenneth A. Bollen, 2012. "Testing Negative Error Variances," Sociological Methods & Research, , vol. 41(1), pages 124-167, February.
  3. Evren, Özgür, 2012. "Altruism and voting: A large-turnout result that does not rely on civic duty or cooperative behavior," Journal of Economic Theory, Elsevier, vol. 147(6), pages 2124-2157.

2011

  1. Evren, Özgür & Ok, Efe A., 2011. "On the multi-utility representation of preference relations," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 554-563.

2010

  1. Stanislav Kolenikov, 2010. "Resampling variance estimation for complex survey data," Stata Journal, StataCorp LP, vol. 10(2), pages 165-199, June.

2009

  1. Stanislav Kolenikov & Gustavo Angeles, 2009. "Socioeconomic Status Measurement With Discrete Proxy Variables: Is Principal Component Analysis A Reliable Answer?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 55(1), pages 128-165, March.
  2. Stanislav Kolenikov, 2009. "Confirmatory factor analysis using confa," Stata Journal, StataCorp LP, vol. 9(3), pages 329-373, September.

2008

  1. Alexander Dyck & Natalya Volchkova & Luigi Zingales, 2008. "The Corporate Governance Role of the Media: Evidence from Russia," Journal of Finance, American Finance Association, vol. 63(3), pages 1093-1135, June.
  2. Goriaev, Alexei & Nijman, Theo E. & Werker, Bas J.M., 2008. "Performance information dissemination in the mutual fund industry," Journal of Financial Markets, Elsevier, vol. 11(2), pages 144-159, May.
  3. Evren, Özgür & Hüsseinov, Farhad, 2008. "Theorems on the core of an economy with infinitely many commodities and consumers," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1180-1196, December.
  4. Özgür Evren, 2008. "On the existence of expected multi-utility representations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 35(3), pages 575-592, June.

2006

  1. Volchkova, Natalya & Lobanov , Sergey & Turdyeva, Natalia & Khaleeva, Julia & Yudaeva, Ksenia, 2006. "Microsimulation Analysis of the Consequences of Monetization of Social Benefits in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 4(4), pages 105-134.
  2. Goriaev, Alexei & Zabotkin, Alexei, 2006. "Risks of investing in the Russian stock market: Lessons of the first decade," Emerging Markets Review, Elsevier, vol. 7(4), pages 380-397, December.

2005

  1. Stanislav Kolenikov & Anthony Shorrocks, 2005. "A Decomposition Analysis of Regional Poverty in Russia," Review of Development Economics, Wiley Blackwell, vol. 9(1), pages 25-46, February.
  2. Goriaev, Alexei & Nijman, Theo E. & Werker, Bas J. M., 2005. "Yet another look at mutual fund tournaments," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 127-137, January.

2001

  1. Stanislav Kolenikov, 2001. "Review of Stata 7," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 637-646.
  2. Grosfeld, Irena & Senik-Leygonie, Claudia & Verdier, Thierry & Kolenikov, Stanislav & Paltseva, Elena, 2001. "Workers' Heterogeneity and Risk Aversion: A Segmentation Model of the Russian Labor Market," Journal of Comparative Economics, Elsevier, vol. 29(2), pages 230-256, June.

Books

2014

  1. Sergio Olivieri & Sergiy Radyakin & Stainslav Kolenikov & Michael Lokshin & Ambar Narayan & Carolina Sánchez-Páramo, 2014. "Simulating Distributional Impacts of Macro-dynamics : Theory and Practical Applications," World Bank Publications - Books, The World Bank Group, number 20391, December.

Chapters

2017

  1. David Tarr & Natalya Volchkova, 2017. "Russian Trade and Foreign Direct Investment Policy at the Crossroads," World Scientific Book Chapters, in: Trade Policies for Development and Transition, chapter 15, pages 337-360, World Scientific Publishing Co. Pte. Ltd..

Software components

2017

  1. Stanislav Kolenikov, 2017. "IPFRAKING: Stata module to perform iterative proportional fitting, aka raking," Statistical Software Components S458430, Boston College Department of Economics, revised 12 May 2018.

2010

  1. Stanislav Kolenikov, 2010. "CONFA: Stata module to perform confirmatory factor analysis modeling," Statistical Software Components S457117, Boston College Department of Economics, revised 16 Feb 2010.
  2. Stanislav Kolenikov & Zurab Sajaia, 2010. "GCONC: Stata module to compute generalized measures of concentration," Statistical Software Components S457104, Boston College Department of Economics, revised 03 Feb 2010.
  3. Stanislav Kolenikov, 2010. "_GVRELDIF: Stata module to compute relative difference between successive observations," Statistical Software Components S457200, Boston College Department of Economics.

2006

  1. Stanislav Kolenikov, 2006. "MVSKTEST: Stata module to test for multivariate skewness and kurtosis," Statistical Software Components S456701, Boston College Department of Economics.

2005

  1. Stanislav Kolenikov, 2005. "PRIMES: Stata module to generate prime numbers," Statistical Software Components S456504, Boston College Department of Economics.

2004

  1. Stanislav Kolenikov, 2004. "LABELMISS: Stata module to label missing data," Statistical Software Components S4445501, Boston College Department of Economics.

2001

  1. Stanislav Kolenikov, 2001. "_GSTD01: Stata modules to standardize a variable," Statistical Software Components S416601, Boston College Department of Economics.
  2. Stanislav Kolenikov, 2001. "ABOUTREG: Stata module providing tutorial on regression diagnostics," Statistical Software Components S416602, Boston College Department of Economics.
  3. Stanislav Kolenikov, 2001. "BSTUT: Stata module providing tutorial on bootstrapping," Statistical Software Components S416603, Boston College Department of Economics, revised 18 Jul 2005.
  4. Stanislav Kolenikov, 2001. "CHI2FIT: Stata module to perform Chi-squared goodness-of-fit test," Statistical Software Components S416604, Boston College Department of Economics.
  5. Stanislav Kolenikov, 2001. "DENORMIX: Stata module to perform decomposition of normal mixture," Statistical Software Components S416605, Boston College Department of Economics.
  6. Stanislav Kolenikov, 2001. "REGDPLOT: Stata module to produce regression diagnostics plot," Statistical Software Components S416606, Boston College Department of Economics.
  7. Stanislav Kolenikov, 2001. "THINPLATE: Stata module to calculate thin plate splines," Statistical Software Components S417003, Boston College Department of Economics.
  8. Stanislav Kolenikov, 2001. "GFIELDS: Stata module to calculate decomposition of inequality by source," Statistical Software Components S417004, Boston College Department of Economics.
  9. Stanislav Kolenikov, 2001. "TAKELOGS: Stata module to calculate logs of the data," Statistical Software Components S417005, Boston College Department of Economics.
  10. Stanislav Kolenikov, 2001. "RUSS_STATA: Stata tutorial in Russian," Statistical Software Components S417006, Boston College Department of Economics.
  11. Stanislav Kolenikov, 2001. "OUTMAT: Stata module to save a matrix," Statistical Software Components S418201, Boston College Department of Economics.

2000

  1. Stanislav Kolenikov, 2000. "FINDVAL: Stata module to find a specific value," Statistical Software Components S408801, Boston College Department of Economics, revised 25 Mar 2000.
  2. Stanislav Kolenikov, 2000. "ICOMP: Stata module to calculate model selection information criteria," Statistical Software Components S4010201, Boston College Department of Economics.
  3. Stanislav Kolenikov, 2000. "ENLARGE: Stata module to propagate constant values through group," Statistical Software Components S410301, Boston College Department of Economics.
  4. Stanislav Kolenikov, 2000. "SHAPLEY: Stata module to perform additive decomposition of sample statistic," Statistical Software Components S411401, Boston College Department of Economics.
  5. Stanislav Kolenikov, 2000. "_GRMEDF: Stata module to compute row medians with egen," Statistical Software Components S413301, Boston College Department of Economics.
  6. Stanislav Kolenikov, 2000. "CALIBR: Stata module for inverse regression and calibration," Statistical Software Components S414003, Boston College Department of Economics.
  7. Stanislav Kolenikov, 2000. "ATKPLOT: Stata module to generate Atkinson residual normality plots," Statistical Software Components S414901, Boston College Department of Economics.
  8. Stanislav Kolenikov, 2000. "FSREG: Stata module for forward search regression," Statistical Software Components S414902, Boston College Department of Economics.

1999

  1. Stanislav Kolenikov, 1999. "KDMANY: Stata module to perform kernel density estimation for several variables," Statistical Software Components S391801, Boston College Department of Economics.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.