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Publications

by members of

Russian Academy of Sciences (RAS) → St. Petersburg Institute for Economics and Mathematics

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 | Chapters |

Working papers

2025

  1. Mikhail V. Sokolov, 2025, "Defining the payback period for nonconventional cash flows: an axiomatic approach," Papers, arXiv.org, number 2511.03568, Nov, revised Mar 2026.

2023

  1. Mikhail V. Sokolov, 2023, "NPV, IRR, PI, PP, and DPP: a unified view," Papers, arXiv.org, number 2302.02875, Feb, revised May 2024.
  2. Mikhail V. Sokolov, 2023, "An effective interest rate cap: a clarification," Papers, arXiv.org, number 2307.08861, Jul, revised Apr 2026.

2020

  1. Jonathan Benchimol & Sergey Ivashchenko, 2020, "Switching Volatility in a Nonlinear Open Economy," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 386, May, DOI: 10.24149/gwp386.
  2. Aleksandr Alekseev & Mikhail Sokolov, 2020, "How to Measure the Average Rate of Change?," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2020/01, Feb.

2018

  1. Sergey Ivashchenko & Semih Emre Cekin & Kevin Kotze & Rangan Gupta, 2018, "Forecasting with second-order approximations and Markov-switching DSGE models," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2018-10.

2016

  1. Sergey Ivashchenko & Rangan Gupta, 2016, "Near-Rational Expectations: How Far are Surveys from Rationality?," Working Papers, University of Pretoria, Department of Economics, number 201655, Jul.
  2. Sergey Ivashchenko & Rangan Gupta, 2016, "Forecasting using a Nonlinear DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201659, Aug.
  3. Sergey Ivashchenko, 2016, "Estimation and filtering of nonlinear MS-DSGE models," HSE Working papers, National Research University Higher School of Economics, number WP BRP 136/EC/2016.
  4. Aleksandr Alekseev & Mikhail Sokolov, 2016, "Portfolio Return Relative to a Benchmark," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2016/04, Jul.

2015

  1. Sergey Ivashchenko, 2015, "A 5-sector DSGE Model of Russia," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2015/01, Mar.

2014

  1. Sergey, Ivashchenko, 2014, "Estimating nonlinear DSGE models with moments based methods," Dynare Working Papers, CEPREMAP, number 32, Jan.
  2. Sergey Ivashchenko, 2014, "Forecasting in a Non-Linear DSGE Model," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2014/02, May.

2013

  1. Sergey Ivashchenko, 2013, "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2013/02, Jan.
  2. Aleksandr Alekseev & Mikhail Sokolov, 2013, "A Theory of Average Growth Rate Indices," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2013/05, Jun.

2011

  1. Sergey Ivashchenko, 2011, "DSGE Model Estimation on Base of Second Order Approximation," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2011/07, Sep.
  2. Aleksandr Alekseev & Mikhail Sokolov, 2011, "A Note on Indices of Return," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2011/02, Feb, revised 21 Feb 2011.

2008

  1. Vera Kipyatkova, 2008, "Asymptotics of Equilibrium Paths in an Endogenous Growth Model with Concave Consumption Function," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2008/03, Oct, revised Dec 2008.

Journal articles

2026

  1. Mikhail V. Sokolov, 2026, "An effective interest rate cap: a clarification," Annals of Finance, Springer, volume 22, issue 2, pages 1-39, December, DOI: 10.1007/s10436-026-00484-1.
  2. Mikhail V. Sokolov, 2026, "Defining the payback period for nonconventional cash flows: An axiomatic approach," The Engineering Economist, Taylor & Francis Journals, volume 71, issue 2, pages 159-173, April, DOI: 10.1080/0013791X.2026.2644849.

2025

  1. Mikhail V. Sokolov & Ekaterina V. Polyakova, 2025, "An interval-valued extension of the internal rate of return," Annals of Finance, Springer, volume 21, issue 4, pages 415-433, December, DOI: 10.1007/s10436-025-00470-z.

2024

  1. Sokolov, Mikhail V., 2024, "NPV, IRR, PI, PP, and DPP: A unified view," Journal of Mathematical Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.jmateco.2024.102992.

2021

  1. Alekseev, Aleksandr & Sokolov, Mikhail V., 2021, "How to measure the average rate of change?," Mathematical Social Sciences, Elsevier, volume 113, issue C, pages 43-59, DOI: 10.1016/j.mathsocsci.2021.04.002.

2019

  1. Sergey M. Ivashchenko, 2019, "DSGE Models: Problem of Trends," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 81-95, April, DOI: 10.31107/2075-1990-2019-2-81-95.

2018

  1. Sergey Ivashchenko & Rangan Gupta, 2018, "Forecasting using a Nonlinear DSGE Model," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 7, issue 2, pages 73-98.

2017

  1. Sergey Ivashchenko & Rangan Gupta, 2017, "Near-Rational Expectations: How Far are Surveys from Rationality?," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 1, pages 1-27.

2016

  1. Aleksandr G. Alekseev & Mikhail V. Sokolov, 2016, "Benchmark-based evaluation of portfolio performance: a characterization," Annals of Finance, Springer, volume 12, issue 3, pages 409-440, December, DOI: 10.1007/s10436-016-0286-4.

2015

  1. Ivashchenko Sergey, 2015, "China Estimating Nonlinear DSGE Models with Moments Based Methods," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 10, issue 1, pages 38-55, March.

2014

  1. Sergey Ivashchenko, 2014, "DSGE Model Estimation on the Basis of Second-Order Approximation," Computational Economics, Springer;Society for Computational Economics, volume 43, issue 1, pages 71-82, January, DOI: 10.1007/s10614-013-9363-1.
  2. Alexeev, Alexander G. & Sokolov, Mikhail V., 2014, "A theory of average growth rate indices," Mathematical Social Sciences, Elsevier, volume 71, issue C, pages 101-115, DOI: 10.1016/j.mathsocsci.2014.05.004.

2013

  1. Ivashchenko, S., 2013, "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," Journal of the New Economic Association, New Economic Association, volume 19, issue 3, pages 27-50.
  2. Katsev, Ilya & Yanovskaya, Elena, 2013, "The prenucleolus for games with restricted cooperation," Mathematical Social Sciences, Elsevier, volume 66, issue 1, pages 56-65, DOI: 10.1016/j.mathsocsci.2012.12.006.

2011

  1. René Brink & Ilya Katsev & Gerard Laan, 2011, "Axiomatizations of two types of Shapley values for games on union closed systems," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 47, issue 1, pages 175-188, May, DOI: 10.1007/s00199-010-0530-5.
  2. Driessen, Theo S.H. & Fragnelli, Vito & Katsev, Ilya V. & Khmelnitskaya, Anna B., 2011, "On 1-convexity and nucleolus of co-insurance games," Insurance: Mathematics and Economics, Elsevier, volume 48, issue 2, pages 217-225, March.
  3. René Brink & Ilya Katsev & Gerard Laan, 2011, "A polynomial time algorithm for computing the nucleolus for a class of disjunctive games with a permission structure," International Journal of Game Theory, Springer;Game Theory Society, volume 40, issue 3, pages 591-616, August, DOI: 10.1007/s00182-010-0257-3.
  4. Sokolov, Mikhail V., 2011, "On scale-invariant parametric families of functions," Journal of Mathematical Economics, Elsevier, volume 47, issue 4-5, pages 500-507, DOI: 10.1016/j.jmateco.2011.06.007.
  5. Mikhail Sokolov, 2011, "Interval scalability of rank-dependent utility," Theory and Decision, Springer, volume 70, issue 3, pages 255-282, March, DOI: 10.1007/s11238-010-9241-4.

2010

  1. van den Brink, René & Katsev, Ilya & van der Laan, Gerard, 2010, "An algorithm for computing the nucleolus of disjunctive non-negative additive games with an acyclic permission structure," European Journal of Operational Research, Elsevier, volume 207, issue 2, pages 817-826, December.

2008

  1. Ariel M. Viale & James W. Kolari & Nikolai V. Hovanov & Mikhail V. Sokolov, 2008, "Computing and testing a stable common currency for Mercosur countries," Journal of Applied Economics, Universidad del CEMA, volume 11, pages 193-220, May.
  2. Hovanov, Nikolai V. & Kolari, James W. & Sokolov, Mikhail V., 2008, "Deriving weights from general pairwise comparison matrices," Mathematical Social Sciences, Elsevier, volume 55, issue 2, pages 205-220, March.

2007

  1. Hovanov, Nikolai V. & Kolari, James W. & Sokolov, Mikhail V., 2007, "Synthetic money," International Review of Economics & Finance, Elsevier, volume 16, issue 2, pages 161-168.
    • N. V. Hovanov & J. W. Kolari & M. V. Sokolov, 2005, "Synthetic Money," Springer Books, Springer, in: Peter Gijsel & Hans Schenk, "Multidisciplinary Economics", DOI: 10.1007/0-387-26259-8_26.

2004

  1. Hovanov, Nikolai V. & Kolari, James W. & Sokolov, Mikhail V., 2004, "Computing currency invariant indices with an application to minimum variance currency baskets," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 8, pages 1481-1504, June.

Chapters

2005

  1. N. V. Hovanov & J. W. Kolari & M. V. Sokolov, 2005, "Synthetic Money," Springer Books, Springer, in: Peter Gijsel & Hans Schenk, "Multidisciplinary Economics", DOI: 10.1007/0-387-26259-8_26.

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