Publications
by members of
M. V. Lomonosov Moscow State University → Moscow School of Economics
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. Find also a compilation of publications from alumni here.This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |
Working papers
2026
- Fantazzini, Dean & Kurbatskii, Alexey, 2026, "Nowcasting and Forecasting Russian Regional CPI: Sparse Models and the Time-Varying Value of Online Data," MPRA Paper, University Library of Munich, Germany, number 128456.
- Polterovich, Victor, 2026, "Искусственный Интеллект И Развитие Механизмов Сотрудничества
[Artificial intelligence and the development of collaboration mechanisms]," MPRA Paper, University Library of Munich, Germany, number 128245, Feb.
2025
- Dmitry Aldokhin & Anton Belyakov, 2025, "On equilibria in the model of deposit markets with exogenous switching costs of depositors," Bank of Russia Working Paper Series, Bank of Russia, number wps151, Jul.
- Magomedov, Said & Fantazzini, Dean, 2025, "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper, University Library of Munich, Germany, number 123416.
- Said Magomedov & Dean Fantazzini, 2025, "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," JRFM, MDPI, volume 18, issue 2, pages 1-20, January.
- Fantazzini, Dean, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," MPRA Paper, University Library of Munich, Germany, number 126906, Nov.
- Dean Fantazzini, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," Forecasting, MDPI, volume 7, issue 4, pages 1-47, November.
- Mikitchuk, Marina, 2025, "Official Development Assistance: The Effectiveness Of Altruistic Motivation," MPRA Paper, University Library of Munich, Germany, number 129489, Jun.
2024
- Fantazzini, Dean, 2024, "Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets," MPRA Paper, University Library of Munich, Germany, number 121214.
- Dean Fantazzini, 2024, "Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets," JRFM, MDPI, volume 17, issue 6, pages 1-44, June.
- Korobova, Elena & Fantazzini, Dean, 2024, "Stablecoins and credit risk: when do they stop being stable?," MPRA Paper, University Library of Munich, Germany, number 122951.
- Dean Fantazzini & Elena Korobova, 2025, "Stablecoins and credit risk: when do they stop being stable?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 77, pages 46-73.
- Polterovich, Victor, 2024, "Математическая Экономика В Эпоху Социализма И Переход К Рынку
[Mathematical Economics in the Era of Socialism, and Transition to the Market]," MPRA Paper, University Library of Munich, Germany, number 120794, Apr. - Polterovich, Victor, 2024, "Формирование Отечественных Сетей Добавленной Стоимости
[Formation of domestic value-added networks]," MPRA Paper, University Library of Munich, Germany, number 121661, Aug.
2023
- Fantazzini, Dean, 2023, "Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models," MPRA Paper, University Library of Munich, Germany, number 117141.
- Fantazzini, Dean & Xiao, Yufeng, 2023, "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," MPRA Paper, University Library of Munich, Germany, number 118435.
- Dean Fantazzini & Yufeng Xiao, 2023, "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," Econometrics, MDPI, volume 11, issue 3, pages 1-73, August.
- Polterovich, Victor, 2023, "Авторский Капитал И Реформирование Российской Публикационной Системы
[Authorship Capital and reforming The Russian Publication System]," MPRA Paper, University Library of Munich, Germany, number 117309, May. - Polterovich, Victor, 2023, "Догоняющее Развитие В Условиях Санкций: Стратегия Позитивного Сотрудничества
[Catching-up development under sanctions: the strategy of positive collaboration]," MPRA Paper, University Library of Munich, Germany, number 117659, Jun.
2022
- Fantazzini, Dean, 2022, "Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death," MPRA Paper, University Library of Munich, Germany, number 113744.
- Dean Fantazzini, 2022, "Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death," JRFM, MDPI, volume 15, issue 7, pages 1-34, July.
- Yang, Zixiu & Fantazzini, Dean, 2022, "Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading," MPRA Paper, University Library of Munich, Germany, number 115508.
- Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper, University Library of Munich, Germany, number 118239.
- Maria Lycheva & Alexey Mironenkov & Alexey Kurbatskii & Dean Fantazzini, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 68, pages 28-49.
- Polterovich, Victor, 2022, "На Пути К Общей Теории Социально-Экономического Развития: К Синтезу Двух Канонов
[On the way to a general theory of socio-economic development: Towards the synthesis of two canons]," MPRA Paper, University Library of Munich, Germany, number 111538, Jan. - Polterovich, Victor, 2022, "Экономическая Теория И Формирование Человеческих Качеств
[Economic theory and the formation of human qualities]," MPRA Paper, University Library of Munich, Germany, number 111540, Jan. - Polterovich, Victor, 2022, "Библиометрическое Равновесие
[Bibliometric Equilibrium]," MPRA Paper, University Library of Munich, Germany, number 111802, Feb. - Polterovich, Victor, 2022, "Конкуренция, Сотрудничество И Удовлетворенность Жизнью Часть 1. Семерка Европейских Лидеров
[Competition, Collaboration, and Life Satisfaction Part 1. The Seven of European Leaders]," MPRA Paper, University Library of Munich, Germany, number 112896, Apr. - Polterovich, Victor, 2022, "Конкуренция, Сотрудничество И Удовлетворенность Жизнью. Часть 2. Основа Лидерства – Коллаборативные Преимущества
[Competition, Collaboration, and Life Satisfaction Part 2. The Fundament of Leadership - Collaborative Advantage]," MPRA Paper, University Library of Munich, Germany, number 113053, May. - Polterovich, Victor, 2022, "Еще Раз О Том, Куда Идти: К Стратегии Развития В Условиях Изоляции От Запада
[Once again about where to go: Toward a development strategy in isolation from the West]," MPRA Paper, University Library of Munich, Germany, number 113807, Jul.
2021
- Bazhanov, Andrei, 2021, "Extraction path and sustainability," MPRA Paper, University Library of Munich, Germany, number 110415, Oct.
- Bazhanov, Andrei V., 2022, "Extraction path and sustainability," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102565.
- Fantazzini, Dean & Kolesnikova, Anna, 2021, "Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports," MPRA Paper, University Library of Munich, Germany, number 109297.
- Kolesnikova, Anna & Fantazzini, Dean, 2021, "Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports," Energy Policy, Elsevier, volume 157, issue C, DOI: 10.1016/j.enpol.2021.112466.
- Fantazzini, Dean & Calabrese, Raffaella, 2021, "Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure," MPRA Paper, University Library of Munich, Germany, number 110391.
- Dean Fantazzini & Raffaella Calabrese, 2021, "Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure," JRFM, MDPI, volume 14, issue 11, pages 1-23, October.
- Fantazzini, Dean & Pushchelenko, Julia & Mironenkov, Alexey & Kurbatskii, Alexey, 2021, "Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg," MPRA Paper, University Library of Munich, Germany, number 110452.
- Dean Fantazzini & Julia Pushchelenko & Alexey Mironenkov & Alexey Kurbatskii, 2021, "Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg," Forecasting, MDPI, volume 3, issue 4, pages 1-30, October.
- Tourdyeva, Natalia & Bogatova, Irina & Vartanov, Sergey & Denisova, Irina & Chubarova, Tatiana & Shakleina, Marina & Polterovich, Victor, 2021, "Расчетная Модель Общего Равновесия Для Оценки Экономического Эффекта Ранней Диагностики Болезни Паркинсона
[Computable general equilibrium model for assessing the economic effect of early diagnosis of Parkinson's disease]," MPRA Paper, University Library of Munich, Germany, number 105182, Jan. - Polterovich, Victor, 2021, "Коллаборативные Иерархии
[Collaborative Hierarchies]," MPRA Paper, University Library of Munich, Germany, number 106944, Apr. - Danielyan, Vladimir & Polterovich, Victor, 2021, "Пенсионные Реформы И Теневой Сектор: Моделирование Поведения Доходных Групп
[Pension reforms and the informal sector: modeling of income groups behavior]," MPRA Paper, University Library of Munich, Germany, number 110676, Nov. - Polterovich, Victor & Ilinskiy, Dmitry, 2021, "К Теории Рынка Жилья: Модель Дифференциации Цен На Квартиры В Зависимости От Их Готовности
[To the theory of housing markets: a model of differentiation of prices for apartments depending on their readiness]," MPRA Paper, University Library of Munich, Germany, number 110947, Dec.
2020
- Bazhanov, Andrei, 2020, "A Comment on Hamilton (2016) "Measuring Sustainability in the UN System of Environmental-Economic Accounting"," MPRA Paper, University Library of Munich, Germany, number 104316, Nov.
- Bazhanov, Andrei V., 2022, "A comment on Hamilton (2016) “Measuring sustainability in the UN System of Environmental-Economic Accounting”," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102601.
- Fantazzini, Dean, 2020, "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," MPRA Paper, University Library of Munich, Germany, number 102315, Aug.
- Dean Fantazzini, 2020, "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 59, pages 33-54.
- Fantazzini, Dean, 2020, "Discussing copulas with Sergey Aivazian: a memoir," MPRA Paper, University Library of Munich, Germany, number 102317, Aug.
- Fantazzini, Dean & Kolodin, Nikita, 2020, "Does the hashrate affect the bitcoin price?," MPRA Paper, University Library of Munich, Germany, number 103812.
- Dean Fantazzini & Nikita Kolodin, 2020, "Does the Hashrate Affect the Bitcoin Price?," JRFM, MDPI, volume 13, issue 11, pages 1-29, October.
- Mr. Alexei P Kireyev & Andrei Leonidov, 2020, "Operationalizing Inclusive Growth: Per-Percentile Diagnostics to Inform Redistribution Policies," IMF Working Papers, International Monetary Fund, number 2020/050, Mar.
- Alexey, Kurbatskiy & Nikita, Artamonov & Timur, Khalimov, 2020, "Взаимосвязь Экономического Развития И Возрастной Структуры Населения Регионов Российской Федерации
[Relationship between economic development and the population age structure of Russian Federation regions]," MPRA Paper, University Library of Munich, Germany, number 105273, Aug. - Vartanov, Sergey & Bogatova, Irina & Denisova, Irina & Kucheryanu, Valerian & Tourdyeva, Natalia & Chubarova, Tatyana & Shakleina, Marina & Polterovich, Victor, 2020, "Экономическая Эффективность Доклинической Диагностики Болезни Паркинсона: Марковская Модель
[Cost-effectiveness of preclinical Parkinsonism diagnosis: a Markov model]," MPRA Paper, University Library of Munich, Germany, number 103096, Sep. - Polterovich, Victor & Denisova, Irina & Shakleina, Marina & Bogatova, Irina & Vartanov, Sergey & Turdyeva, Natalya & Chubarova, Tatiana, 2020, "Социально-Экономические Детерминанты Болезни Паркинсона Для Развитых И Развивающихся Стран
[Socioeconomic determinants of Parkinson's disease for developed and developing countries]," MPRA Paper, University Library of Munich, Germany, number 103126, Sep. - Denisova, Irina & Chubarova, Tatiana & Bogatova, Irina & Vartanov, Sergey & Kucheryanu, Valerian & Polterovich, Victor & Tourdyeva, Natalia & Shakleina, Marina, 2020, "Оценка Эффективности Доклинической Диагностики Болезни Паркинсона Методом "Затраты-Полезность"
[Estimating economic efficiency of preclinical diagnostics of Parkinson disease with cost-utility approach]," MPRA Paper, University Library of Munich, Germany, number 103691, Oct. - Polterovich, Victor, 2020, "Кризис Институтов Политической Конкуренции, Интернет И Коллаборативная Демократия
[Crisis of Institutions of Political Competition. Internet and Collaborative Democracy]," MPRA Paper, University Library of Munich, Germany, number 104363, Nov. - Polterovich, Victor, 2020, "Реформа Государственной Системы Проектной Деятельности, 2018-2019 Годы
[Reform of the project activity state system, 2018-2019]," MPRA Paper, University Library of Munich, Germany, number 99133, Mar. - Polterovich, Victor, 2020, "Петр Кропоткин, Философия Сотрудничества И Цифровая Революция
[Peter Kropotkin, Philosophy of Collaboration and the Digital Revolution]," MPRA Paper, University Library of Munich, Germany, number 99182, Mar. - Vartanov, Sergey, 2020, "Производство, Потребление И Медиа: К Постановке Модели Трехстороннего Рынка
[Production, consumption and media: towards formulating a three-sided market model]," MPRA Paper, University Library of Munich, Germany, number 104553, Aug.
2019
- Bazhenov, Timofey & Fantazzini, Dean, 2019, "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 93544, Apr.
- T. Bazhenov & D. Fantazzini, 2019, "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," Russian Journal of Industrial Economics, MISIS, volume 12, issue 1, DOI: 10.17073/2072-1633-2019-1-79-88.
- Fantazzini, Dean & Zimin, Stephan, 2019, "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," MPRA Paper, University Library of Munich, Germany, number 95988.
- Dean Fantazzini & Stephan Zimin, 2020, "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 19-69, March, DOI: 10.1007/s40812-019-00136-8.
- Fantazzini, Dean & Shangina, Tamara, 2019, "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," MPRA Paper, University Library of Munich, Germany, number 95992.
- Dean Fantazzini & Tamara Shangina, 2019, "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 55, pages 5-31.
- Polterovich, Victor & Panchuk, Daria, 2019, "Диверсификсация Российской Экономики За Счет Углубления Переработки Углеводородов: Проблема Индикативного Планирования
[Diversification of Russian Economy by Deepening Hydrocarbon Processing: a Problem of Indicative Planning]," MPRA Paper, University Library of Munich, Germany, number 92291, Feb. - Polterovich, Victor & Ilinskiy, Dmitry & Boltonosov, Igor & Starkov, Oleg & Tutundzhyan, Artem & Zhikhareva, Alina, 2019, "Институты Коллективных Жилищных Сбережений
[Institutions of Collective Housing Savings]," MPRA Paper, University Library of Munich, Germany, number 94348, Jun. - Dmitriy, Skrypnik & Alexander, Zaytsev & Kirill, Ryazanov, 2019, "Контрсанкции И Российская Экономика: Эффекты Для Экономического Роста, Импорта И Продовольственных Рынков
[Counter-sanctions and the Russian economy: effects for economic growth, imports and food markets]," MPRA Paper, University Library of Munich, Germany, number 96188, Aug.
2018
- Bazhanov, Andrei, 2018, "Difficulties in the forecasting of iron ore price: a review," MPRA Paper, University Library of Munich, Germany, number 87881, Apr, revised 12 Jul 2018.
- Mr. Alexei P Kireyev, 2018, "Macro-Fiscal Implications of Climate Change: The Case of Djibouti," IMF Working Papers, International Monetary Fund, number 2018/233, Nov.
- Mr. Peter J Kunzel & Phil De Imus & Mr. Edward R Gemayel & Risto Herrala & Mr. Alexei P Kireyev & Farid Talishli, 2018, "Opening Up in the Caucasus and Central Asia: Policy Frameworks to Support Regional and Global Integration," IMF Departmental Papers / Policy Papers, International Monetary Fund, number 2018/007, Jun.
- Polterovich, Victor, 2018, "Федеральное Агенство Развития. Оно Необходимо Для Разработки И Реализации Успешных Стратегий
[Federal development agency. It is necessary to design and implement successful strategies]," MPRA Paper, University Library of Munich, Germany, number 84130, Jan. - Polterovich, Victor, 2018, "К Общей Теории Социально-Экономического Развития
[Towards a general theory of social and economic development: evolution of coordination mechanisms]," MPRA Paper, University Library of Munich, Germany, number 88164, Jul. - Polterovich, Victor, 2018, "Интернет, Гражданская Культура И Эволюция Механизмов Координации
[Internet, civic culture and the evolution of coordination mechanisms]," MPRA Paper, University Library of Munich, Germany, number 88981, Sep.
2017
- Bazhanov, Andrei & Levin, Yuri & Nediak, Mikhail, 2017, "Resale Price Maintenance with Strategic Customers," MPRA Paper, University Library of Munich, Germany, number 79467, May.
- Andrei Bazhanov & Yuri Levin & Mikhail Nediak, 2019, "Resale Price Maintenance with Strategic Customers," Production and Operations Management, Production and Operations Management Society, volume 28, issue 3, pages 535-549, March, DOI: 10.1111/poms.12936.
- Mr. Alexei P Kireyev, 2017, "The Macroeconomics of De-Cashing," IMF Working Papers, International Monetary Fund, number 2017/071, Mar.
- Mr. Alexei P Kireyev & Jingyang Chen, 2017, "Inclusive Growth Framework," IMF Working Papers, International Monetary Fund, number 2017/127, May.
- Mr. Alexei P Kireyev, 2017, "Growth Inclusiveness in Djibouti," IMF Working Papers, International Monetary Fund, number 2017/093, Apr.
- Mr. Alexei P Kireyev, 2017, "Djibouti’s Quest for Inclusive Growth," IMF Working Papers, International Monetary Fund, number 2017/270, Dec.
- Polterovich, Victor, 2017, "Теория Эндогенного Экономического Роста И Уравнения Математической Физики
[The theory of endogenous economic growth and equations of mathematical physics]," MPRA Paper, University Library of Munich, Germany, number 78622, Apr. - Polterovich, Victor, 2017, "Разработка стратегий социально-экономического развития: наука vs идеология
[Designing the Strategies for Socio-Economic Development: Science vs. Ideology]," MPRA Paper, University Library of Munich, Germany, number 81243, Sep. - Polterovich, Victor, 2017, "Толерантность, Сотрудничество И Экономический Рост
[Tolerance, collaboration and economic growth]," MPRA Paper, University Library of Munich, Germany, number 81277, Sep.
2016
- Aviv, Yossi & Bazhanov, Andrei & Levin, Yuri & Nediak, Mikhail, 2016, "Quantity Competition under Resale Price Maintenance when Most Favored Customers are Strategic," MPRA Paper, University Library of Munich, Germany, number 72011, Jun.
- Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016, "Everything you always wanted to know about bitcoin modelling but were afraid to ask," MPRA Paper, University Library of Munich, Germany, number 71946, revised 2016.
- Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2016, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. I," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 44, pages 5-24.
- Fantazzini, Dean, 2016, "The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?," MPRA Paper, University Library of Munich, Germany, number 72094, Jun.
- Fantazzini, Dean, 2016, "The oil price crash in 2014/15: Was there a (negative) financial bubble?," Energy Policy, Elsevier, volume 96, issue C, pages 383-396, DOI: 10.1016/j.enpol.2016.06.020.
- Kabanov, Yuri & Kardaras, Constantinos & Song, Shiqi, 2016, "No arbitrage of the first kind and local martingale numéraires," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68002, Oct.
- Yuri Kabanov & Constantinos Kardaras & Shiqi Song, 2016, "No arbitrage of the first kind and local martingale numéraires," Finance and Stochastics, Springer, volume 20, issue 4, pages 1097-1108, October, DOI: 10.1007/s00780-016-0310-6.
- Mr. Alexei P Kireyev & Andrei Leonidov, 2016, "A Network Model of Multilaterally Equilibrium Exchange Rates," IMF Working Papers, International Monetary Fund, number 2016/130, Jul.
- Kireyev, A., 2019, "A Network Model of Multilateral Equilibrium Exchange Rates," Journal of the New Economic Association, New Economic Association, volume 41, issue 1, pages 12-33.
- Mr. Alexei P Kireyev & Andrei Leonidov, 2016, "China’s Imports Slowdown: Spillovers, Spillins, and Spillbacks," IMF Working Papers, International Monetary Fund, number 2016/051, Mar.
- Polterovich, Victor, 2016, "Институциональные Реформы И Гражданская Культура
[Institutional Reforms and Civic Culture]," MPRA Paper, University Library of Munich, Germany, number 71658, May. - Polterovich, Victor, 2016, "Институты Догоняющего Развития
[Institutions of Catching-up Development]," MPRA Paper, University Library of Munich, Germany, number 73447, Aug. - Polterovich, Victor, 2016, "Позитивное Сотрудничество: Факторы И Механизмы Эволюции
[Positive Collaboration: Factors and Mechanisms of Evolution]," MPRA Paper, University Library of Munich, Germany, number 73448, Aug.
2015
- Bazhanov, Andrei & Levin, Yuri & Nediak, Mikhail, 2015, "Quantity Competition in the Presence of Strategic Consumers," MPRA Paper, University Library of Munich, Germany, number 62075, Jan.
- Fantazzini, Dean & Toktamysova, Zhamal, 2015, "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper, University Library of Munich, Germany, number 67110.
- Fantazzini, Dean & Toktamysova, Zhamal, 2015, "Forecasting German car sales using Google data and multivariate models," International Journal of Production Economics, Elsevier, volume 170, issue PA, pages 97-135, DOI: 10.1016/j.ijpe.2015.09.010.
- Mr. Alexei P Kireyev & Andrei Leonidov, 2015, "Network Effects of International Shocks and Spillovers," IMF Working Papers, International Monetary Fund, number 2015/149, Jul.
- Alexei Kireyev & Andrei Leonidov, 2018, "Network Effects of International Shocks and Spillovers," Networks and Spatial Economics, Springer, volume 18, issue 4, pages 805-836, December, DOI: 10.1007/s11067-018-9400-7.
- Mr. Alexei P Kireyev, 2015, "How to Improve the Effectiveness of Monetary Policy in the West African Economic and Monetary Union," IMF Working Papers, International Monetary Fund, number 2015/099, May.
- Polterovich, Victor, 2015, "От Социального Либерализма - К Философии Сотрудничества
[From social liberalism towards the philosophy of collaboration]," MPRA Paper, University Library of Munich, Germany, number 63531, Apr. - Polterovich, Victor, 2015, "Эволюция Институтов Конкуренции, Власти И Сотрудничества
[Institutions of competition, power and collaboration]," MPRA Paper, University Library of Munich, Germany, number 64375, May. - Polterovich, Victor, 2015, "О Формировании Системы Национального Планирования В России
[On the Formation of National Planning System in Russia]," MPRA Paper, University Library of Munich, Germany, number 65169, Jun. - Polterovich, Victor, 2015, "Корпоративные Программы Помощи Сотрудникам В Приобретении Жилья: Проблема Выбора Институциональной Структуры
[Home Purchase Assistance Programs in Corporations: A Problem of Institutional Design]," MPRA Paper, University Library of Munich, Germany, number 66981, Jun. - Zaytsev, Alexander, 2015, "Производительность Труда В Отраслях Обрабатывающей Промышленности России: Динамика И Межстрановые Сопоставления
[Labor productivity in Russian manufacturing industries: dynamics and international comparisons]," MPRA Paper, University Library of Munich, Germany, number 68407, Jun. - Zaytsev, Alexander, 2015, "Межстрановые Различия В Душевых Ввп И Производительности Труда: Роль Капитала, Уровня Технологий И Природной Ренты
[International differences in per capita GDP and labor productivity: role of capital, technological level and resource rent]," MPRA Paper, University Library of Munich, Germany, number 71606, Apr, revised May 2016.
2014
- Dean Fantazzini & Mario Maggi, 2014, "Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 082, Jul.
- Fantazzini, Dean, 2014, "Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'," MPRA Paper, University Library of Munich, Germany, number 55430.
- Fantazziini, Dean, 2014, "Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data," MPRA Paper, University Library of Munich, Germany, number 59696.
- Dean Fantazzini, 2014, "Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data," PLOS ONE, Public Library of Science, volume 9, issue 11, pages 1-27, November, DOI: 10.1371/journal.pone.0111894.
- Polterovich, Victor, 2014, "Institutional Reform Design: А New Chapter of Economics," MPRA Paper, University Library of Munich, Germany, number 54811, Mar.
- Polterovich, Victor & Tonis, Alexander, 2014, "Absorptive Capacity and Innovative Capability: An Approach to Estimation," MPRA Paper, University Library of Munich, Germany, number 56855, Jun.
- Polterovich, Victor & Starkov, Oleg & Ilinskiy, Dmitry, 2014, "Линейки Ссудо-Сберегательных Тарифных Планов: Обобщение Идеи Стройсберкасс
[Lines of Savings and Loan Tariff Plans: a Generalization of the Bausparkasse Concept]," MPRA Paper, University Library of Munich, Germany, number 56960, May.- Ильинский Д.Г. & Полтерович В.М. & Старков О.Ю., 2014, "Линейки Ссудо-Сберегательных Тарифных Планов: Обобщение Идеи Стройсберкасс," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 50, issue 4, pages 71-88, октябрь.
- Polterovich, Victor, 2014, "Куда Идти: Двадцать Четыре Тезиса
[Where to go: twenty four theses]," MPRA Paper, University Library of Munich, Germany, number 60068, Nov. - Zaytsev, Alexander, 2014, "Душевой Ввп И Производительность Труда В России: Было Ли Догоняющее Развитие?
[Russia`s per capita and per hour GDP dynamics: have we seen the cathing-up?]," MPRA Paper, University Library of Munich, Germany, number 56312, May. - Zaytsev, Alexander, 2014, "Оценка Догоняющего Развития На Уровне Стран И Регионов: Методический Комментарий
[Assessing the catching-up on country and regional level: methodological comments]," MPRA Paper, University Library of Munich, Germany, number 57375, May.
2013
- Bazhanov, Andrei, 2013, "Inefficiency and Sustainability," MPRA Paper, University Library of Munich, Germany, number 51815, Nov.
- Bazhanov, Andrei V., 2015, "Inefficiency and sustainability," Resources Policy, Elsevier, volume 45, issue C, pages 210-216, DOI: 10.1016/j.resourpol.2015.05.001.
- Höök, Mikael & Fantazzini, Dean & Angelantoni, André & Snowden, Simon, 2013, "Hydrocarbon liquefaction: viability as a peak oil mitigation strategy," MPRA Paper, University Library of Munich, Germany, number 46957.
- Larsson, Simon & Fantazzini, Dean & Davidsson, Simon & Kullander, Sven & Hook, Mikael, 2013, "Reviewing electricity production cost assessments," MPRA Paper, University Library of Munich, Germany, number 50306, Sep.
- Larsson, Simon & Fantazzini, Dean & Davidsson, Simon & Kullander, Sven & Höök, Mikael, 2014, "Reviewing electricity production cost assessments," Renewable and Sustainable Energy Reviews, Elsevier, volume 30, issue C, pages 170-183, DOI: 10.1016/j.rser.2013.09.028.
- Mr. Alexei P Kireyev, 2013, "Inclusive Growth and Inequality in Senegal," IMF Working Papers, International Monetary Fund, number 2013/215, Oct.
- Polterovich, Victor, 2013, "Реформа Ран: Экспертный Анализ: Часть I. Реформа Ран: Проект Минобрнауки
[Reform of the Russian Academy of Sciences: An Expert Analysis: Part I. Reform of the Russian Academy of Sciences: a project of the Ministry of Education and Science]," MPRA Paper, University Library of Munich, Germany, number 49291. - Polterovich, Victor, 2013, "Институциональный Эксперимент
[Institutional Experiment]," MPRA Paper, University Library of Munich, Germany, number 50071. - Polterovich, Victor & Starkov, Oleg & Ilinskiy, Dmitry, 2013, "Разработка И Исследование Ссудо-Сберегательных Программ Ипотечного Кредитования: Динамическая Модель
[Designing and Analyzing the Programs of Contractual Savings for Housing: а Dynamic Model]," MPRA Paper, University Library of Munich, Germany, number 52719, Nov.- Ильинский Д.Г. & Полтерович В.М. & Старков О.Ю., 2014, "Разработка И Исследование Ссудо-Сберегательных Программ Ипотечного Кредитования: Динамическая Модель," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 50, issue 2, pages 35-57, апрель.
- Polterovich, Victor, 2013, "Приватизация И Рациональная Структура Собственности. Часть 2. Рационализация Структуры Собственности
[Privatization and the rational ownership structure. Part 2: rationalization of the ownership structure]," MPRA Paper, University Library of Munich, Germany, number 64374, Jan. - Zaytsev, Alexander, 2013, "Межстрановой Анализ Отраслевой Производительности Труда В 1991-2008 Годах
[International comparisons of sectoral labor productivity in 1991-2008 period]," MPRA Paper, University Library of Munich, Germany, number 49936, Aug. - Zaytsev, Alexander, 2013, "Оценка Перспективных Направлений Заимствования Технологий (На Примере Отрасли Выращивания Зерновых Культур)
[Identification of perspective sources for technology borrowing (in cereal cultivation industry case)]," MPRA Paper, University Library of Munich, Germany, number 52835, Nov. - Zaytsev, Alexander, 2013, "Региональная Диагностика Эффективности Отраслевых Производств (На Примере Сельского Хозяйства)
[Regional economic diagnostics of industry efficiency (in case of agriculture)]," MPRA Paper, University Library of Munich, Germany, number 52840, Dec.
2012
- Bazhanov, Andrei, 2012, "Disregarded inefficiency may dominate sustainability policies," MPRA Paper, University Library of Munich, Germany, number 43621, Oct.
- Eduardo Rossi & Dean Fantazzini, 2012, "Long memory and Periodicity in Intraday Volatility," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 015, Nov.
- Eduardo Rossi & Dean Fantazzini, 2015, "Long Memory and Periodicity in Intraday Volatility," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 4, pages 922-961.
- Polterovich, Victor, 2012, "Проектирование реформ: как искать промежуточные институты (Proektirovanie reform: kak iskat' promezhutochnye instituty)
[Reform Design: How to Search for Interim Institutions]," MPRA Paper, University Library of Munich, Germany, number 41043. - Polterovich, Victor, 2012, "Приватизация и рациональная структура собственности (Privatizatsiya i ratsional’naya struktura sobstvennosti)
[Privatization and the Rational Ownership Structure]," MPRA Paper, University Library of Munich, Germany, number 41069. - Polterovich, Victor, 2012, "Приватизация И Рациональная Структура Собственности. Часть 1. Приватизация: Проблема Эффективности
[Privatization and the rational ownership structure. Part 1: privatization: the effeciency problem]," MPRA Paper, University Library of Munich, Germany, number 64371, Oct. - Zaytsev, Alexander, 2012, "Региональная Диагностика И Отраслевой Анализ Производительности Труда
[Regional diagnostics and branch analysis of labor productivity]," MPRA Paper, University Library of Munich, Germany, number 46205, Dec. - Zaytsev, Alexander, 2012, "Элементы Региональной Диагностики (На Примере Краснодарского Края)
[Elements of regional economic diagnostics (in Krasnodar region case)]," MPRA Paper, University Library of Munich, Germany, number 46362, Oct.
2011
- Bazhanov, Andrei, 2011, "Investment and resource policy under a modified Hotelling rule," MPRA Paper, University Library of Munich, Germany, number 32428, Jul.
- Bazhanov, Andrei, 2011, "Investment and current utility change in dynamically inefficient economies," MPRA Paper, University Library of Munich, Germany, number 35487, Dec.
- Bazhanov, Andrei, 2011, "The dependence of the potential sustainability of a resource economy on the initial state: a comparison of models using the example of Russian oil extraction," MPRA Paper, University Library of Munich, Germany, number 35870, Dec.
- Bazhanov, A., 2011, "The Dependence of the Potential Sustainability of a Resource Economy on the Initial State: a Comparison of Models Using the Example of Russian Oil Extraction," Journal of the New Economic Association, New Economic Association, issue 12, pages 77-100.
- Bazhanov, Andrei, 2011, "Зависимость Долгосрочного Роста Ресурсной Экономики От Начального Состояния: Сравнение Моделей На Примере Российской Нефтедобычи
[The dependence of the potential sustainability of a resource economy on the initial state: a comparison of models usi," MPRA Paper, University Library of Munich, Germany, number 35888, Dec. - Fantazzini, Dean & Hook, Mikael & Angelantoni, André, 2011, "Global oil risks in the early 21st century," MPRA Paper, University Library of Munich, Germany, number 33825, Feb.
- Fantazzini, Dean & Höök, Mikael & Angelantoni, André, 2011, "Global oil risks in the early 21st century," Energy Policy, Elsevier, volume 39, issue 12, pages 7865-7873, DOI: 10.1016/j.enpol.2011.09.035.
- Fantazzini, Dean & Geraskin, Petr, 2011, "Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask," MPRA Paper, University Library of Munich, Germany, number 47869, Feb.
- Petr Geraskin & Dean Fantazzini, 2013, "Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 5, pages 366-391, May, DOI: 10.1080/1351847X.2011.601657.
- Emmanuel Denis & Yuri Kabanov, 2011, "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Post-Print, HAL, number hal-00488288, DOI: 10.1007/s00780-010-0144-6.
- Emmanuel Denis & Yuri Kabanov, 2012, "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Finance and Stochastics, Springer, volume 16, issue 1, pages 135-154, January, DOI: 10.1007/s00780-010-0144-6.
- Polterovich, Victor, 2011, "Региональные институты модернизации (Regional'nye instituty modernizatsii)
[Regional Institutions of Modernization]," MPRA Paper, University Library of Munich, Germany, number 42170. - Zaytsev, Alexander, 2011, "Эконометрический Анализ Динамики Российских Паевых Инвестиционных Фондов В Кризисный И Посткризисный Периоды
[Econometric analysis of Russian mutual funds in crisis and postcrisis periods]," MPRA Paper, University Library of Munich, Germany, number 46437, Sep.
2010
- Bazhanov, Andrei, 2010, "A closed form solution to Stollery's global warming problem with temperature in utility," MPRA Paper, University Library of Munich, Germany, number 22406, Apr.
- Bazhanov, Andrei, 2010, "Constant-utility paths in a resource-based economy," MPRA Paper, University Library of Munich, Germany, number 27619, Aug, revised 20 Dec 2010.
- Bazhanov, Andrei V., 2013, "Constant-utility paths in a resource-based economy," Resource and Energy Economics, Elsevier, volume 35, issue 3, pages 342-355, DOI: 10.1016/j.reseneeco.2013.04.002.
- Emmanuel Denis & Yuri Kabanov, 2010, "Mean square error for the Leland-Lott hedging strategy: convex pay-offs," Post-Print, HAL, number hal-00488278, DOI: 10.1007/s00780-010-0130-z.
- Emmanuel Denis & Yuri Kabanov, 2010, "Mean square error for the Leland–Lott hedging strategy: convex pay-offs," Finance and Stochastics, Springer, volume 14, issue 4, pages 625-667, December, DOI: 10.1007/s00780-010-0130-z.
- Mr. Alexei P Kireyev, 2010, "Export Tax and Pricing Power: Two Hypotheses on the Cocoa Market in Côte d’Ivoire," IMF Working Papers, International Monetary Fund, number 2010/269, Nov.
- Polterovich, Victor, 2010, "Становление Общего Социального Анализа
[Toward General Social Analysis]," MPRA Paper, University Library of Munich, Germany, number 26085. - Victor Polterovich, Vladimir Popov, Alexander Tonis, 2010, "Resource abundance: A curse or blessing?," Working Papers, United Nations, Department of Economics and Social Affairs, number 93, Jun.
2009
- Andrei V. Bazhanov, 2009, "A constant-utility criterion linked to an imperfect economy affected by irreversible global warming," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_03, Feb.
- Bazhanov, Andrei & Belyaev, Alexander, 2009, "Адекватность Закрытой Модели Для Российской Экономики В Задаче Сравнительного Анализа Энергетической Стратегии России
[Adequacy of a closed model for Russian economy in the problem of comparative analysis of Russia's Energy Strategy]," MPRA Paper, University Library of Munich, Germany, number 15109, May. - Carluccio Bianchi & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2009, "Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 093, Feb.
- Carluccio Bianchi & Maria Elena De Giuli & Dean Fantazzini & Mario Maggi, 2011, "Small sample properties of copula-GARCH modelling: a Monte Carlo study," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 21, pages 1587-1597, DOI: 10.1080/09603107.2011.587770.
- Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi, 2009, "A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 105, Nov.
- Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2010, "A copula-VAR-X approach for industrial production modelling and forecasting," Applied Economics, Taylor & Francis Journals, volume 42, issue 25, pages 3267-3277, DOI: 10.1080/00036840802112349.
- Yuri Kabanov, 2009, "Markets with Transaction Costs. Mathematical Theory," Post-Print, HAL, number hal-00488168.
- Alexey, Kurbatskiy & Vladimir, Zakalyukin, 2009, "Особенности Множества Транзитивности, Заданного Замкнутыми Пространственными Кривыми
[Singularities of transitivity zones of curves]," MPRA Paper, University Library of Munich, Germany, number 34599, revised 2009. - Polterovich, Victor, 2009, "Проблема Формирования Национальной Инновационной Системы
[The Problem of Creating a National Innovation System]," MPRA Paper, University Library of Munich, Germany, number 22043.- Полтерович В.М., 2009, "Проблема Формирования Национальной Инновационной Системы," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 45, issue 2, апрель.
- Polterovich, Victor & Popov, Vladimir & Tonis, Alexander, 2009, "Instability of Democracy as Resource Curse," MPRA Paper, University Library of Munich, Germany, number 22069.
- Polterovich, Victor & Popov, Vladimir & Tonis, Alexander, 2009, "Концентрация Доходов, Нестабильность Демократии И Экономический Рост
[Income Concentration, Instability of Democracy and the Economic Growth]," MPRA Paper, University Library of Munich, Germany, number 27561.
2008
- Andrei V. Bazhanov, 2008, "Maximin-optimal sustainable growth with nonrenewable resource and externalities," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2008_11, Oct.
- Bazhanov, Andrei, 2008, "Maximin-optimal sustainable growth with nonrenewable resource and externalities," MPRA Paper, University Library of Munich, Germany, number 9510, Jan, revised 02 Jul 2008.
- Bazhanov, Andrei, 2008, "Sustainable growth in a resource-based economy: the extraction-saving relationship," MPRA Paper, University Library of Munich, Germany, number 12350, Dec.
- Bazhanov, Andrei, 2008, "Maximin-optimal sustainable growth in a resource-based imperfect economy," MPRA Paper, University Library of Munich, Germany, number 16245, Oct, revised 13 Jul 2009.
- Bazhanov, Andrei, 2008, "Inconsistency between a criterion and the initial conditions," MPRA Paper, University Library of Munich, Germany, number 6792, Jan.
- Bazhanov, Andrei & Tyukhov, Igor, 2008, "Энергетическая Стратегия России И Развитие Возобновляемой Энергетики
[Russian Energy Strategy and development of renewable power industry]," MPRA Paper, University Library of Munich, Germany, number 8804, May. - Bazhanov, Andrei, 2008, "Sustainable growth: The extraction-saving relationship," MPRA Paper, University Library of Munich, Germany, number 9911, Aug.
- Bazhanov, Andrei, 2008, "Sustainable growth: Compatibility between criterion and the initial state," MPRA Paper, University Library of Munich, Germany, number 9914, Aug.
- Moussa Gamys & Yuri Kabanov, 2008, "Mean square error for the Leland-Lott hedging strategy," Post-Print, HAL, number hal-00488170.
- Moussa Gamys & Yuri Kabanov, 2009, "Mean Square Error for the Leland–Lott Hedging Strategy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi, "Recent Advances In Financial Engineering".
- Polterovich, Victor & Popov, Vladimir & Tonis, Alexander, 2008, "Mechanisms of Resource Curse, Economic Policy and Growth," MPRA Paper, University Library of Munich, Germany, number 20570.
- Polterovich, Victor, 2008, "Современное Состояние Теории Экономических Реформ
[Modern Condition of the Theory of Economic Reforms]," MPRA Paper, University Library of Munich, Germany, number 22032. - Polterovich, Victor, 2008, "Стратегии Модернизации, Институты И Коалиции
[Strategies of Modernization, Institutions and Coalitions]," MPRA Paper, University Library of Munich, Germany, number 22072. - Polterovich, Victor & Popov, Vladimir & Tonis, Alexander, 2008, "Нестабильность Демократии В Странах, Богатых Ресурсами
[Instability of Democracy in Resource Abundant Countries]," MPRA Paper, University Library of Munich, Germany, number 22840.- Полтерович В. М. & Попов В. В. & Тонис А. С., 2008, "Нестабильность Демократии В Странах, Богатых Ресурсами," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», volume 12, issue 2, pages 176-200.
2007
- Bazhanov, Andrei, 2007, "The peak of oil extraction and consistency of the government's short- and long-run policies," MPRA Paper, University Library of Munich, Germany, number 2507, Mar.
- Bazhanov, Andrei, 2007, "Switching to a sustainable efficient extraction path," MPRA Paper, University Library of Munich, Germany, number 2976, Apr.
- Andreeva, Anastasiya & Bazhanov, Andrei, 2007, "Сценарии Перехода К Устойчивым Темпам Добычи Нефти В России
[Scenarios of transition to sustainable oil extraction in Russia]," MPRA Paper, University Library of Munich, Germany, number 5343, Oct. - Andrei Bazhanov & John Hartwick & Zhen Song, 2007, "Declining Exhaustible Resource Rent With Small, Distinct Extractive Firms," Working Paper, Economics Department, Queen's University, number 1139, Nov.
- Andrei Bazhanov & John Hartwick & Zhen Song, 2007, "The Extractive Firm's Cost Spillover Tax For The Extended Hotelling Model," Working Paper, Economics Department, Queen's University, number 1169, Nov.
- Andrei Bazhanov & John Hartwick, 2007, "On Beckmann's Dispersed "interaction City"," Working Paper, Economics Department, Queen's University, number 1170, Jul.
- Polterovich, Victor & Popov, Vladimir, 2007, "Democratization, Quality of Institutions and Economic Growth," MPRA Paper, University Library of Munich, Germany, number 19152.
- Polterovich, Victor & Popov, Vladimir & Tonis, Alexander, 2007, "Resource Abundance, Political Corruption, and Instability of Democracy," MPRA Paper, University Library of Munich, Germany, number 19154.
- Polterovich, Victor, 2007, "Institutional Trap," MPRA Paper, University Library of Munich, Germany, number 20595.
- Polterovich, Victor, 2007, "О Стратегии Догоняющего Развития Для России
[About Strategies of Catching-up Development for Russia]," MPRA Paper, University Library of Munich, Germany, number 22014. - Polterovich, Victor & Starkov, Oleg, 2007, "Стратегия Формирования Ипотечного Рынка В России
[A Strategy for Building Mortgage Market in Russia]," MPRA Paper, University Library of Munich, Germany, number 22044. - Polterovich, Victor & Popov, Vladimir & Tonis, Alexander, 2007, "Экономическая Политика, Качество Институтов И Механизмы "Ресурсного Проклятия"
[Economic Policy, Quality of Institutions, and Mechanisms of Resource Curse]," MPRA Paper, University Library of Munich, Germany, number 22454. - Polterovich, Victor, 2007, "Стратегии Институциональных Реформ, Или Искусство Реформ
[Institutional Reform Strategies or Art of Reforms]," MPRA Paper, University Library of Munich, Germany, number 22751, revised 2007. - Polterovich, Victor & Popov, Vladimir, 2007, "Демократизация И Экономический Рост
[Democratization and Economic Growth]," MPRA Paper, University Library of Munich, Germany, number 23012.
2006
- Bazhanov, Andrei, 2006, "The peak of oil extraction and a modified maximin principle," MPRA Paper, University Library of Munich, Germany, number 14775, Dec, revised 12 Feb 2007.
- Bazhanov, Andrei, 2006, "Decreasing of Oil Extraction: Consumption behavior along transition paths," MPRA Paper, University Library of Munich, Germany, number 469, Oct.
- Bazhanov, Andrei & Hartwick, John, 2006, "Dispersed Interactions of Urban Residents," MPRA Paper, University Library of Munich, Germany, number 766, Nov.
- Dean Fantazzini & Alessandro Carta & Elena Maria DeGiuli, 2006, "A Unified Copula Framework for VaR forecasting," Computing in Economics and Finance 2006, Society for Computational Economics, number 57, Jul.
- Elena Maria De Giuli & Mario Maggi & Dean Fantazzini, 2006, "A new framework for firm value using copulas," Computing in Economics and Finance 2006, Society for Computational Economics, number 58, Jul.
- Yuri Kabanov & Robert Liptser, 2006, "From Stochastic Calculus to Mathematical Finance. The Shiryaev Festschrift," Post-Print, HAL, number hal-00488295.
- Mr. Alexei P Kireyev, 2006, "The Macroeconomics of Remittances: The Case of Tajikistan," IMF Working Papers, International Monetary Fund, number 2006/002, Jan.
- Polterovich, Victor & Popov, Vladimir, 2006, "Stages of Development, Economic Policies and a New World Economic Order," MPRA Paper, University Library of Munich, Germany, number 20055.
- Polterovich, Victor & Katyshev, Pavel, 2006, "Политика Реформ, Начальные Условия И Трансформационный Спад
[Reform policies, initial conditions, and transformational recession]," MPRA Paper, University Library of Munich, Germany, number 21551.- Катышев П.К. & Полтерович В.М., 2006, "Политика Реформ, Начальные Условия И Трансформационный Спад," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 42, issue 4, октябрь.
- Polterovich, Victor & Starkov, Oleg, 2006, "Проблема Трансплантации Ипотечных Институтов В Переходных Экономиках: Роль Стройсберкасс
[The Problem of Transplantation of Housing Finance Institutions in Transition Economies: the Role of Contractual Savings for Housing]," MPRA Paper, University Library of Munich, Germany, number 21996. - Polterovich, Victor, 2006, "Стратегии Институциональных Реформ: Перспективные Траектории
[Institutional Reform Strategies: Promising trajectories]," MPRA Paper, University Library of Munich, Germany, number 22000.- Полтерович В.М., 2006, "Стратегии Институциональных Реформ. Перспективные Траектории," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 42, issue 1, январь.
- Polterovich, Victor, 2006, "Стратегии Институциональных Реформ: Китай И Россия
[Institutional Reform Strategies: China and Russia]," MPRA Paper, University Library of Munich, Germany, number 22010.- Полтерович В.М., 2006, "Стратегии Институциональных Реформ. Китай И Россия," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 42, issue 2, апрель.
- Polterovich, Victor, 2006, "Снижение Инфляции Не Должно Быть Главной Целью Экономической Политики Правительства России
[Decreasing Inflation Should not Be the Main Task of the Russian Government Economic Policy]," MPRA Paper, University Library of Munich, Germany, number 22064. - Polterovich, Victor & Popov, Vladimir, 2006, "Эволюционная Теория Экономической Политики: Часть I: Опыт Быстрого Развития
[An Evolutionary Theory of Economic Policy: Part I: The Experience of Fast Development]," MPRA Paper, University Library of Munich, Germany, number 22168. - Polterovich, Victor & Popov, Vladimir, 2006, "Эволюционная Теория Экономической Политики: Часть Ii: Необходимость Своевременного Переключения
[The Evolutionary Theory of Economic Policy: Part II: The Necessity of Timely Switching]," MPRA Paper, University Library of Munich, Germany, number 22170.
2005
- Bazhanov, Andrei, 2005, "Variation principles for modeling in resource economics," MPRA Paper, University Library of Munich, Germany, number 1309, Aug, revised 08 Aug 2006.
- Bazhanov, Andrei & Vyscrebentsev, Alexei, 2005, "The adequacy of Hubbert’s curves for the forecasting of the rates of oil extraction," MPRA Paper, University Library of Munich, Germany, number 479, Jul.
- Polterovich, Victor & Tonis, Alexander, 2005, "Hiring Strategies and the Evolution of Honesty," MPRA Paper, University Library of Munich, Germany, number 20053.
- Polterovich, Victor & Popov, Vladimir, 2005, "Appropriate Economic Policies at Different Stages of Development," MPRA Paper, University Library of Munich, Germany, number 20066.
- Polterovich, Victor & Tonis, Alexander, 2005, "Innovation and Imitation at Various Stages of Development: A Model with Capital," MPRA Paper, University Library of Munich, Germany, number 20067.
- Polterovich, Victor & Popov, Vladimir, 2005, "Democracy and Growth Reconsidered: Why Economic Performance of New Democracies is not Encouraging," MPRA Paper, University Library of Munich, Germany, number 21606.
- Polterovich, Victor, 2005, "К Руководству Для Реформаторов: Некоторые Выводы Из Теории Экономических Реформ
[Towards a Manual for Reformers: Some Conclusions from the Theory of Economic Reform]," MPRA Paper, University Library of Munich, Germany, number 22033. - Polterovich, Victor, 2005, "Общество Перманентного Перераспределения: Роль Реформ
[Permanent Redistribution Society: The Role of Reforms]," MPRA Paper, University Library of Munich, Germany, number 22526.
2004
- Polterovich, Victor, 2004, "Институциональные Ловушки: Есть Ли Выход?
[Institutional Traps: Is There a Way Out?]," MPRA Paper, University Library of Munich, Germany, number 22071.
2003
- Polterovich, Victor & Tonis, Alexander, 2003, "Innovation and Imitation at Various Stages of Development," MPRA Paper, University Library of Munich, Germany, number 20065.
- Polterovich, Victor & Popov, Vladimir, 2003, "Accumulation of Foreign Exchange Reserves and Long Term Growth," MPRA Paper, University Library of Munich, Germany, number 20069.
- Polterovich, Victor, 2003, "Парадоксы Российского Рынка Труда И Теория Коллективных Фирм
[Paradoxes of the Russian Labor Market and the Theory of Collective Firms]," MPRA Paper, University Library of Munich, Germany, number 21993.- Полтерович В.М., 2003, "Парадоксы Российского Рынка Труда И Теория Коллективных Фирм," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 39, issue 2, апрель.
2002
- Mr. Alexei P Kireyev, 2002, "Liberalization of Trade in Financial Services and Financial Sector Stability (Analytical Approach)," IMF Working Papers, International Monetary Fund, number 2002/138, Aug.
- Mr. Alexei P Kireyev, 2002, "Liberalization of Trade in Financial Services and Financial Sector Stability (Empirical Approach)," IMF Working Papers, International Monetary Fund, number 2002/139, Aug.
2001
- Mr. Alexei P Kireyev, 2001, "Econometric Analysis of Discrete Reforms," IMF Working Papers, International Monetary Fund, number 2001/156, Oct.
- Mr. Alexei P Kireyev, 2001, "Financial Reforms in Sudan: Streamlining Bank Intermediation," IMF Working Papers, International Monetary Fund, number 2001/053, May.
- Polterovich, Victor, 2001, "Rent Seeking, Tax Policy, and Economic Growth," MPRA Paper, University Library of Munich, Germany, number 20058.
- Polterovich, Victor, 2001, "Трансплантация Экономических Институтов
[Transplantation of Economic Institutions]," MPRA Paper, University Library of Munich, Germany, number 22034.
2000
- Jean-Michel Courtault & Youri Kabanov & Bernard Bru & Pierre Crepel & Isabelle Lebon & Arnaud Le Marchand, 2000, "Louis Bachelier On the centenary of Théorie de la Spéculation," Post-Print, HAL, number halshs-00447592, Jul.
- Jean‐Michel Courtault & Yuri Kabanov & Bernard Bru & Pierre Crépel & Isabelle Lebon & Arnaud Le Marchand, 2000, "Louis Bachelier on the Centenary of Théorie de la Spéculation," Mathematical Finance, Wiley Blackwell, volume 10, issue 3, pages 339-353, July, DOI: 10.1111/1467-9965.00098.
- Mr. Alexei P Kireyev, 2000, "Comparative Macroeconomic Dynamics in the Arab World: A Panel Var Approach," IMF Working Papers, International Monetary Fund, number 2000/054, Mar.
- Polterovich, Victor, 2000, "Civic Culture and Economic Transition in Russia," MPRA Paper, University Library of Munich, Germany, number 20068.
- Polterovich, Victor, 2000, "Employment- wage decisions in the insider-owned firm," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 1/2000.
1999
- Polterovich, Victor, 1999, "Institutional Traps and Transition," MPRA Paper, University Library of Munich, Germany, number 20126.
- Polterovich, Victor, 1999, "На Пути К Новой Теории Реформ
[Towards a New Theory of Reform]," MPRA Paper, University Library of Munich, Germany, number 22035. - Polterovich, Victor, 1999, "Институциональные Ловушки И Экономические Реформы
[Institutional Traps and Economic Reforms]," MPRA Paper, University Library of Munich, Germany, number 27257.- Полтерович В.М., 1999, "Институциональные Ловушки И Экономические Реформы," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 35, issue 2, апрель.
1998
- Polterovich, Victor, 1998, "Corruption Factors," MPRA Paper, University Library of Munich, Germany, number 20958.
- Polterovich, Victor & Henkin, Gennadi, 1998, "A Difference-differential Analogue of the Burgers Equation and Some Models of Economic Development," MPRA Paper, University Library of Munich, Germany, number 21031.
- Polterovich, Victor, 1998, "Кризис Экономической Теории
[The Crisis of Economic Theory]," MPRA Paper, University Library of Munich, Germany, number 22015. - Polterovich, Victor & Fridman, Alexander, 1998, "Экономическая Наука И Экономическое Образование В России: Проблема Интеграции
[Economic Science and Economic Education in Russia: The Problem of Integration]," MPRA Paper, University Library of Munich, Germany, number 22753.
1997
- Föllmer, Hans & Kabanov, Jurij M., 1997, "Optional decomposition and lagrange multipliers," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,54.
- H. Föllmer & Y.M. Kabanov, 1997, "Optional decomposition and Lagrange multipliers," Finance and Stochastics, Springer, volume 2, issue 1, pages 69-81.
- Mr. John F. Wilson & Ms. Susan Fennell & Mr. Nigel A Chalk & Mr. Mohamed A. El-Erian & Mr. Alexei P Kireyev, 1997, "Kuwait: From Reconstruction to Accumulation for Future Generations," IMF Occasional Papers, International Monetary Fund, number 1997/003, Apr.
1996
- Björk, Tomas & di Masi, Giovanni & Kabanov, Yuri & Runggaldier, Wolfgang, 1996, "Towards a General Theory of Bond Markets," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 143, Dec.
- Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov, 1997, "Towards a general theory of bond markets (*)," Finance and Stochastics, Springer, volume 1, issue 2, pages 141-174.
- Polterovich, Victor, 1996, "Трансформационный Спад В России
[Transformational Recession in Russia]," MPRA Paper, University Library of Munich, Germany, number 22060.- Полтерович В.М., 1996, "Трансформационный Спад В России," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 32, issue 1, январь.
1995
- Björk, T. & Kabanov, Y. & Runggaldier, W., 1995, "Bond markets where prices are driven by a general marked point process," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 88, Dec.
- Kabanov, Y. M. & Safarian, M., 1995, "On Leland's Strategy of Option Pricing with Transaction Costs," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,65.
- Yuri M. Kabanov & (*), Mher M. Safarian, 1997, "On Leland's strategy of option pricing with transactions costs," Finance and Stochastics, Springer, volume 1, issue 3, pages 239-250.
- Polterovich, Victor, 1995, "Towards the Theory of Privatization," MPRA Paper, University Library of Munich, Germany, number 20151.
1993
- Polterovich, Victor, 1993, "Экономическая Реформа 1992 Г.: Битва Правительства С Трудовыми Коллективами
[Economic Reform in Russia in 1992: The Government Battles Labor Collectives]," MPRA Paper, University Library of Munich, Germany, number 22003. - Polterovich, Victor & Gelman, Lev & Levin, Mark & Spivak, Vladimir, 1993, "Моделирование Динамики Распределения Предприятий Отрасли По Уровням Эффективности (На Примере Черной Металлургии)
[Modeling of the Dynamics of Firms Distribution in Accordance with Efficiency Levels (Ferrous Metal Industry Case)]," MPRA Paper, University Library of Munich, Germany, number 22070.
1990
- Polterovich, Victor & Henkin, Gennadi, 1990, "An Evolutionary Model of Economic Growth," MPRA Paper, University Library of Munich, Germany, number 20830.
1989
- Polterovich, Victor & Henkin, Gennadi, 1989, "An Evolutionary Model with Interaction between Development and Adoption of New Technologies," MPRA Paper, University Library of Munich, Germany, number 22555.
1987
- Polterovich, Victor & Spivak, Vladimir, 1987, "Вариации Квот В Производственной Системе С Фиксированными Ценами
[Quota Variations in an Industrial Fixed Price System]," MPRA Paper, University Library of Munich, Germany, number 40949. - Polterovich, Victor & Levin, Mark & Lakhman, Iosif, 1987, "Механизм договорных цен (Mekhanizm dogovornykh tsen)
[The Mechanism of Negotiated Prices]," MPRA Paper, University Library of Munich, Germany, number 41103.
1984
- Polterovich, Victor, 1984, "Уравновешенные Состояния В Задачах Векторной Оптимизации
[Balanced States in Vector Optimization Problems]," MPRA Paper, University Library of Munich, Germany, number 40907.
1982
- Kantorovich, Leonid & Katyshev, Pavel & Kiruta, Alexander & Polterovich, Victor, 1982, "О Некоторых Направлениях Исследований В Математической Экономике
[Some Trends in Research in Mathematical Economics]," MPRA Paper, University Library of Munich, Germany, number 21623. - Polterovich, Victor & Spivak, Vladimir, 1982, "Отображения С Валовой Заменимостью В Теории Экономического Равновесия
[Gross Substitutability Mappings in Economic Equilibrium Theory]," MPRA Paper, University Library of Munich, Germany, number 21814.
1978
- Polterovich, Victor & Mityushin, Leonid, 1978, "Criteria for Monotonicity of Demand Functions," MPRA Paper, University Library of Munich, Germany, number 20097.
1976
- Polterovich, Victor, 1976, "Модели Равновесного Экономического Роста
[Models of Equilibrium Economic Growth]," MPRA Paper, University Library of Munich, Germany, number 22201.
1973
- Polterovich, Victor, 1973, "Экономическое Равновесие И Оптимум
[Economic Equilibrium and the Optimum]," MPRA Paper, University Library of Munich, Germany, number 22359.
1971
- Polterovich, Victor, 1971, "A Model of Resource Redistribution," MPRA Paper, University Library of Munich, Germany, number 21721.
1970
- Polterovich, Victor, 1970, "Об Одной Модели Перераспределения Ресурсов
[A Model of Resource Redistribution]," MPRA Paper, University Library of Munich, Germany, number 22205.
Journal articles
2026
- Polterovich, V., 2026, "Artificial intelligence and the development of collaboration mechanisms," Journal of the New Economic Association, New Economic Association, volume 70, issue 1, pages 420-426, DOI: 10.31737/22212264_2026_1_420-426.
2025
- Nicolini Marcella & Sabatini Fabio & Fantazzini Dean, 2025, "Online Interest in Radical Islam and Terrorist Attacks," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 31, issue 2, pages 161-192, DOI: 10.1515/peps-2024-0054.
- Dean Fantazzini, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," Forecasting, MDPI, volume 7, issue 4, pages 1-47, November.
- Fantazzini, Dean, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," MPRA Paper, University Library of Munich, Germany, number 126906, Nov.
- Said Magomedov & Dean Fantazzini, 2025, "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," JRFM, MDPI, volume 18, issue 2, pages 1-20, January.
- Magomedov, Said & Fantazzini, Dean, 2025, "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper, University Library of Munich, Germany, number 123416.
- Dean Fantazzini & Elena Korobova, 2025, "Stablecoins and credit risk: when do they stop being stable?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 77, pages 46-73.
- Korobova, Elena & Fantazzini, Dean, 2024, "Stablecoins and credit risk: when do they stop being stable?," MPRA Paper, University Library of Munich, Germany, number 122951.
- Mikitchuk, M., 2025, "Official development assistance: The effectiveness of a benefit-oriented motive," Journal of the New Economic Association, New Economic Association, volume 67, issue 2, pages 168-189, DOI: 10.31737/22212264_2025_2_168-189.
2024
- Anton Belyakov & Vadim Grishchenko, 2024, "Competition in the Financial Sector - Barriers, Challenges, and Paths for Further Development: A Review of the Bank of Russia, NES, and HSE University Workshop," Russian Journal of Money and Finance, Bank of Russia, volume 83, issue 3, pages 106-120, September.
- Dean Fantazzini, 2024, "Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets," JRFM, MDPI, volume 17, issue 6, pages 1-44, June.
- Fantazzini, Dean, 2024, "Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets," MPRA Paper, University Library of Munich, Germany, number 121214.
- Alexey A. Mironenkov & Alexey N. Kurbatskii & Marina V. Mironenkova, 2024, "The Quality-of-Life Measurement with a Stochastic Choice of Parameters of the Weighted Principal Component," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 1, pages 82-109, DOI: https://doi.org/10.15826/vestnik.20.
- Rodion Latypov & Elena Akhmedova & Egor Postolit & Marina Mikitchuk, 2024, "Bottom-up Inflation Forecasting Using Machine Learning Methods," Russian Journal of Money and Finance, Bank of Russia, volume 83, issue 3, pages 23-44, September.
- Marina Mikitchuk, 2024, "Forming the benefit-oriented official assistance: Cross-country analysis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 74, pages 124-143.
- Polterovich, V., 2024, "The formation of domestic value-added networks," Journal of the New Economic Association, New Economic Association, volume 64, issue 3, pages 251-257, DOI: 10.31737/22212264_2024_3_251-257.
- V. M. Polterovich, 2024, "Mathematical Economics in the Era of Socialism and the Transition to the Market (Part One)," Studies on Russian Economic Development, Springer, volume 35, issue 5, pages 609-617, October, DOI: 10.1134/S107570072470014X.
2023
- Dean Fantazzini & Yufeng Xiao, 2023, "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," Econometrics, MDPI, volume 11, issue 3, pages 1-73, August.
- Fantazzini, Dean & Xiao, Yufeng, 2023, "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," MPRA Paper, University Library of Munich, Germany, number 118435.
- V. M. Polterovich, 2023, "Authorship capital and reforming the Russian publication system," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 6, DOI: 10.32609/0042-8736-2023-6-138-158.
2022
- Bazhanov, Andrei V., 2022, "Extraction path and sustainability," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102565.
- Bazhanov, Andrei, 2021, "Extraction path and sustainability," MPRA Paper, University Library of Munich, Germany, number 110415, Oct.
- Bazhanov, Andrei V., 2022, "A comment on Hamilton (2016) “Measuring sustainability in the UN System of Environmental-Economic Accounting”," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102601.
- Bazhanov, Andrei, 2020, "A Comment on Hamilton (2016) "Measuring Sustainability in the UN System of Environmental-Economic Accounting"," MPRA Paper, University Library of Munich, Germany, number 104316, Nov.
- Dean Fantazzini, 2022, "Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death," JRFM, MDPI, volume 15, issue 7, pages 1-34, July.
- Fantazzini, Dean, 2022, "Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death," MPRA Paper, University Library of Munich, Germany, number 113744.
- Maria Lycheva & Alexey Mironenkov & Alexey Kurbatskii & Dean Fantazzini, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 68, pages 28-49.
- Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper, University Library of Munich, Germany, number 118239.
- Eberlein, Ernst & Kabanov, Yuri & Schmidt, Thorsten, 2022, "Ruin probabilities for a Sparre Andersen model with investments," Stochastic Processes and their Applications, Elsevier, volume 144, issue C, pages 72-84, DOI: 10.1016/j.spa.2021.10.011.
- A. D. Nekipelov, 2022, "Academic Science in Discussions on Key Issues of Economic Development in Modern Russia," Studies on Russian Economic Development, Springer, volume 33, issue 5, pages 480-487, October, DOI: 10.1134/S1075700722050112.
- Polterovich, V., 2022, "Once again about where to go: Toward a development strategy in isolation from the West," Journal of the New Economic Association, New Economic Association, volume 55, issue 3, pages 238-244, DOI: 10.31737/2221-2264-2022-55-3-17.
2021
- Belyakov, A.O. & Kurbatskiy, A.N. & Prettner, K., 2021, "The growth effects of anticipated versus unanticipated population aging," Journal of Mathematical Economics, Elsevier, volume 94, issue C, DOI: 10.1016/j.jmateco.2020.102457.
- Kolesnikova, Anna & Fantazzini, Dean, 2021, "Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports," Energy Policy, Elsevier, volume 157, issue C, DOI: 10.1016/j.enpol.2021.112466.
- Fantazzini, Dean & Kolesnikova, Anna, 2021, "Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports," MPRA Paper, University Library of Munich, Germany, number 109297.
- Dean Fantazzini & Julia Pushchelenko & Alexey Mironenkov & Alexey Kurbatskii, 2021, "Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg," Forecasting, MDPI, volume 3, issue 4, pages 1-30, October.
- Fantazzini, Dean & Pushchelenko, Julia & Mironenkov, Alexey & Kurbatskii, Alexey, 2021, "Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg," MPRA Paper, University Library of Munich, Germany, number 110452.
- Dean Fantazzini & Raffaella Calabrese, 2021, "Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure," JRFM, MDPI, volume 14, issue 11, pages 1-23, October.
- Fantazzini, Dean & Calabrese, Raffaella, 2021, "Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure," MPRA Paper, University Library of Munich, Germany, number 110391.
- Julien Grépat & Yuri Kabanov, 2021, "On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs," Finance and Stochastics, Springer, volume 25, issue 1, pages 167-187, January, DOI: 10.1007/s00780-020-00441-4.
- Kireyev, A. & Ferrer, J., 2021, "Economic policies in a pandemic," Journal of the New Economic Association, New Economic Association, volume 49, issue 1, pages 185-192, DOI: 10.31737/2221-2264-2021-49-1-8.
- Kireyev, Alexei & Leonidov, Andrei, 2021, "Twin trade shocks: Spillovers from US-China trade tensions," International Economics, Elsevier, volume 167, issue C, pages 174-188, DOI: 10.1016/j.inteco.2021.05.007.
- V. M. Polterovich, 2021, "Crisis of institutions of political competition, Internet and collaborative democracy," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 1, DOI: 10.32609/0042-8736-2021-1-52-72.
2020
- Dean Fantazzini & Nikita Kolodin, 2020, "Does the Hashrate Affect the Bitcoin Price?," JRFM, MDPI, volume 13, issue 11, pages 1-29, October.
- Fantazzini, Dean & Kolodin, Nikita, 2020, "Does the hashrate affect the bitcoin price?," MPRA Paper, University Library of Munich, Germany, number 103812.
- Dean Fantazzini, 2020, "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 59, pages 33-54.
- Fantazzini, Dean, 2020, "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," MPRA Paper, University Library of Munich, Germany, number 102315, Aug.
- Dean Fantazzini & Stephan Zimin, 2020, "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 19-69, March, DOI: 10.1007/s40812-019-00136-8.
- Fantazzini, Dean & Zimin, Stephan, 2019, "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," MPRA Paper, University Library of Munich, Germany, number 95988.
- Yuri Kabanov & Serguei Pergamenshchikov, 2020, "Ruin probabilities for a Lévy-driven generalised Ornstein–Uhlenbeck process," Finance and Stochastics, Springer, volume 24, issue 1, pages 39-69, January, DOI: 10.1007/s00780-019-00413-3.
- Pavel Kireyev, 2020, "Markets for ideas: prize structure, entry limits, and the design of ideation contests," RAND Journal of Economics, RAND Corporation, volume 51, issue 2, pages 563-588, June, DOI: 10.1111/1756-2171.12325.
- Nikita Artamonov & Anna Voronina & Nikita Emelyanov & Aleksei Kurbatskii, 2020, "Estimation of interest rates’ impact on mutual funds’ performance in the USA," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 58, pages 55-75.
- Irina A. Denisova & Tatiana V. Chubarova & Irina E. Bogatova & Sergei A. Vartanov & Valerian G. Kucheryanu & ViÑ tor M. Polterovich & Natalia A. Turdyeva & Marina V. Shakleina, 2020, "Estimating economic efficiency of preclinical diagnostics of Parkinson disease with cost-utility approach," Population and Economics, ARPHA Platform, volume 4, issue 3, pages 111-127, December, DOI: 10.3897/popecon.4.e59949.
2019
- Andrei Bazhanov & Yuri Levin & Mikhail Nediak, 2019, "Resale Price Maintenance with Strategic Customers," Production and Operations Management, Production and Operations Management Society, volume 28, issue 3, pages 535-549, March, DOI: 10.1111/poms.12936.
- Bazhanov, Andrei & Levin, Yuri & Nediak, Mikhail, 2017, "Resale Price Maintenance with Strategic Customers," MPRA Paper, University Library of Munich, Germany, number 79467, May.
- T. Bazhenov & D. Fantazzini, 2019, "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," Russian Journal of Industrial Economics, MISIS, volume 12, issue 1, DOI: 10.17073/2072-1633-2019-1-79-88.
- Bazhenov, Timofey & Fantazzini, Dean, 2019, "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 93544, Apr.
- Dean Fantazzini & Tamara Shangina, 2019, "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 55, pages 5-31.
- Fantazzini, Dean & Shangina, Tamara, 2019, "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," MPRA Paper, University Library of Munich, Germany, number 95992.
- Kireyev, A., 2019, "A Network Model of Multilateral Equilibrium Exchange Rates," Journal of the New Economic Association, New Economic Association, volume 41, issue 1, pages 12-33.
- Mr. Alexei P Kireyev & Andrei Leonidov, 2016, "A Network Model of Multilaterally Equilibrium Exchange Rates," IMF Working Papers, International Monetary Fund, number 2016/130, Jul.
- Danielyan, V. & Polterovich, V., 2019, "The Adventures of Pension Reform in Russia: Where Are the Mistakes?," Journal of the New Economic Association, New Economic Association, volume 42, issue 2, pages 186-194, DOI: 10.31737/2221-2264-2019-42-2-11.
2018
- Dean Fantazzini & Marina Shakleina & Natalia Yuras, 2018, "Big Data for computing social well-being indices of the Russian population," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 50, pages 43-66.
- Alexei Kireyev & Andrei Leonidov, 2018, "Correction to: Network Effects of International Shocks and Spillovers," Networks and Spatial Economics, Springer, volume 18, issue 4, pages 837-838, December, DOI: 10.1007/s11067-018-9405-2.
- Alexei Kireyev & Andrei Leonidov, 2018, "Network Effects of International Shocks and Spillovers," Networks and Spatial Economics, Springer, volume 18, issue 4, pages 805-836, December, DOI: 10.1007/s11067-018-9400-7.
- Victor Polterovich, 2018, "Towards a general theory of social and economic development: Evolution of coordination mechanisms," Russian Journal of Economics, ARPHA Platform, volume 4, issue 4, pages 346-385, December, DOI: 10.3897/j.ruje.4.33621.
2017
- Yossi Aviv & Andrei Bazhanov & Yuri Levin & Mikhail Nediak, 2017, "Quantity Competition When Most Favored Customers are Strategic," Production and Operations Management, Production and Operations Management Society, volume 26, issue 11, pages 2107-2121, November.
- Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2017, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 45, pages 5-28.
- Polterovich, Victor, 2017, "Positive collaboration: Factors and mechanisms of evolution," Russian Journal of Economics, Elsevier, volume 3, issue 1, pages 24-41, DOI: 10.1016/j.ruje.2017.02.002.
- Polterovich, V., 2017, "The Theory of Endogenous Economic Growth and Equations of Mathematical Physics," Journal of the New Economic Association, New Economic Association, volume 34, issue 2, pages 193-201.
- Polterovich, V., 2017, "Designing the Strategies for Socio-Economic Development: Science vs. Ideology," Journal of the New Economic Association, New Economic Association, volume 35, issue 3, pages 198-206.
2016
- Fantazzini, Dean, 2016, "The oil price crash in 2014/15: Was there a (negative) financial bubble?," Energy Policy, Elsevier, volume 96, issue C, pages 383-396, DOI: 10.1016/j.enpol.2016.06.020.
- Fantazzini, Dean, 2016, "The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?," MPRA Paper, University Library of Munich, Germany, number 72094, Jun.
- Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2016, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. I," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 44, pages 5-24.
- Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016, "Everything you always wanted to know about bitcoin modelling but were afraid to ask," MPRA Paper, University Library of Munich, Germany, number 71946, revised 2016.
- Dimitri Vallière & Yuri Kabanov & Emmanuel Lépinette, 2016, "Consumption-investment problem with transaction costs for Lévy-driven price processes," Finance and Stochastics, Springer, volume 20, issue 3, pages 705-740, July, DOI: 10.1007/s00780-016-0303-5.
- Yuri Kabanov & Constantinos Kardaras & Shiqi Song, 2016, "No arbitrage of the first kind and local martingale numéraires," Finance and Stochastics, Springer, volume 20, issue 4, pages 1097-1108, October, DOI: 10.1007/s00780-016-0310-6.
- Kabanov, Yuri & Kardaras, Constantinos & Song, Shiqi, 2016, "No arbitrage of the first kind and local martingale numéraires," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68002, Oct.
- Polterovich, V. & Popov, V., 2016, "Exchange Rate, Inflation and Industrial Policy," Journal of the New Economic Association, New Economic Association, volume 29, issue 1, pages 192-198.
2015
- Bazhanov, Andrei V., 2015, "Inefficiency and sustainability," Resources Policy, Elsevier, volume 45, issue C, pages 210-216, DOI: 10.1016/j.resourpol.2015.05.001.
- Bazhanov, Andrei, 2013, "Inefficiency and Sustainability," MPRA Paper, University Library of Munich, Germany, number 51815, Nov.
- Fantazzini, Dean & Toktamysova, Zhamal, 2015, "Forecasting German car sales using Google data and multivariate models," International Journal of Production Economics, Elsevier, volume 170, issue PA, pages 97-135, DOI: 10.1016/j.ijpe.2015.09.010.
- Fantazzini, Dean & Toktamysova, Zhamal, 2015, "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper, University Library of Munich, Germany, number 67110.
- Eduardo Rossi & Dean Fantazzini, 2015, "Long Memory and Periodicity in Intraday Volatility," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 4, pages 922-961.
- Eduardo Rossi & Dean Fantazzini, 2012, "Long memory and Periodicity in Intraday Volatility," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 015, Nov.
- Nekipelov, A., 2015, "On the Resource Curse and its Effect on Tactics and Strategy of Economic Development," Journal of the New Economic Association, New Economic Association, volume 26, issue 2, pages 205-210.
- Polterovich, V., 2015, "On the Formation of National Planning System in Russia," Journal of the New Economic Association, New Economic Association, volume 26, issue 2, pages 237-242.
2014
- Yuri Levin & Mikhail Nediak & Andrei Bazhanov, 2014, "Quantity Premiums and Discounts in Dynamic Pricing," Operations Research, INFORMS, volume 62, issue 4, pages 846-863, August, DOI: 10.1287/opre.2014.1285.
- F. Aragón Artacho & A. Belyakov & A. Dontchev & M. López, 2014, "Local convergence of quasi-Newton methods under metric regularity," Computational Optimization and Applications, Springer, volume 58, issue 1, pages 225-247, May, DOI: 10.1007/s10589-013-9615-y.
- Anton Belyakov & Josef Haunschmied & Vladimir Veliov, 2014, "Heterogeneous consumption in OLG model with horizontal innovations," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 13, issue 3, pages 167-193, December, DOI: 10.1007/s10258-014-0105-7.
- Larsson, Simon & Fantazzini, Dean & Davidsson, Simon & Kullander, Sven & Höök, Mikael, 2014, "Reviewing electricity production cost assessments," Renewable and Sustainable Energy Reviews, Elsevier, volume 30, issue C, pages 170-183, DOI: 10.1016/j.rser.2013.09.028.
- Larsson, Simon & Fantazzini, Dean & Davidsson, Simon & Kullander, Sven & Hook, Mikael, 2013, "Reviewing electricity production cost assessments," MPRA Paper, University Library of Munich, Germany, number 50306, Sep.
- Dean Fantazzini & Nikita Fomichev, 2014, "Forecasting the real price of oil using online search data," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 4, issue 1/2, pages 4-31.
- Dean Fantazzini, 2014, "Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data," PLOS ONE, Public Library of Science, volume 9, issue 11, pages 1-27, November, DOI: 10.1371/journal.pone.0111894.
- Fantazziini, Dean, 2014, "Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data," MPRA Paper, University Library of Munich, Germany, number 59696.
- Evgeny A. Ivin & Alexey N. Kurbatskiy & Alexandr V. Slovesnov, 2014, "Time aspects of a fund manager appraisal," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 4, issue 1/2, pages 96-111.
- Marina Leshchaykina, 2014, "Econometric cross-country analysis of the living population social comfort," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 36, issue 4, pages 102-117.
- Polterovich, V., 2014, "Industrial Policy: Recipes or Institutions?," Journal of the New Economic Association, New Economic Association, volume 22, issue 2, pages 190-195.
- Polterovich, V., 2014, "Why Reforms Fail," Journal of the New Economic Association, New Economic Association, volume 23, issue 3, pages 169-173.
- Polterovich, V., 2014, "The New Economic Association in 2009-2014: President's Report," Journal of the New Economic Association, New Economic Association, volume 24, issue 4, pages 219-222.
- Ильинский Д.Г. & Полтерович В.М. & Старков О.Ю., 2014, "Разработка И Исследование Ссудо-Сберегательных Программ Ипотечного Кредитования: Динамическая Модель," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 50, issue 2, pages 35-57, апрель.
- Polterovich, Victor & Starkov, Oleg & Ilinskiy, Dmitry, 2013, "Разработка И Исследование Ссудо-Сберегательных Программ Ипотечного Кредитования: Динамическая Модель
[Designing and Analyzing the Programs of Contractual Savings for Housing: а Dynamic Model]," MPRA Paper, University Library of Munich, Germany, number 52719, Nov.
- Polterovich, Victor & Starkov, Oleg & Ilinskiy, Dmitry, 2013, "Разработка И Исследование Ссудо-Сберегательных Программ Ипотечного Кредитования: Динамическая Модель
- Ильинский Д.Г. & Полтерович В.М. & Старков О.Ю., 2014, "Линейки Ссудо-Сберегательных Тарифных Планов: Обобщение Идеи Стройсберкасс," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 50, issue 4, pages 71-88, октябрь.
- Polterovich, Victor & Starkov, Oleg & Ilinskiy, Dmitry, 2014, "Линейки Ссудо-Сберегательных Тарифных Планов: Обобщение Идеи Стройсберкасс
[Lines of Savings and Loan Tariff Plans: a Generalization of the Bausparkasse Concept]," MPRA Paper, University Library of Munich, Germany, number 56960, May.
- Polterovich, Victor & Starkov, Oleg & Ilinskiy, Dmitry, 2014, "Линейки Ссудо-Сберегательных Тарифных Планов: Обобщение Идеи Стройсберкасс
2013
- Bazhanov, Andrei V., 2013, "Constant-utility paths in a resource-based economy," Resource and Energy Economics, Elsevier, volume 35, issue 3, pages 342-355, DOI: 10.1016/j.reseneeco.2013.04.002.
- Bazhanov, Andrei, 2010, "Constant-utility paths in a resource-based economy," MPRA Paper, University Library of Munich, Germany, number 27619, Aug, revised 20 Dec 2010.
- Petr Geraskin & Dean Fantazzini, 2013, "Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 5, pages 366-391, May, DOI: 10.1080/1351847X.2011.601657.
- Fantazzini, Dean & Geraskin, Petr, 2011, "Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask," MPRA Paper, University Library of Munich, Germany, number 47869, Feb.
- Kabanov, Yuri & Lépinette, Emmanuel, 2013, "Essential supremum and essential maximum with respect to random preference relations," Journal of Mathematical Economics, Elsevier, volume 49, issue 6, pages 488-495, DOI: 10.1016/j.jmateco.2013.05.007.
- Kabanov, Yuri & Lépinette, Emmanuel, 2013, "Essential supremum with respect to a random partial order," Journal of Mathematical Economics, Elsevier, volume 49, issue 6, pages 478-487, DOI: 10.1016/j.jmateco.2013.07.002.
- Victor Polterovich, 2013, "«An Expert must Strive to be Independent while Society should Support His Inspiration»," Journal of Economic Sociology, National Research University Higher School of Economics, volume 14, issue 3, pages 8-26.
- Polterovich, V., 2013, "General Social Analysis and Reform Design," Journal of the New Economic Association, New Economic Association, volume 17, issue 1, pages 185-188.
- Polterovich, V., 2013, "On Control of the Ownership Structure," Journal of the New Economic Association, New Economic Association, volume 20, issue 4, pages 177-182.
2012
- Andrei Bazhanov, 2012, "A Closed-Form Solution to Stollery’s Problem with Damage in Utility," Computational Economics, Springer;Society for Computational Economics, volume 39, issue 4, pages 365-386, April, DOI: 10.1007/s10614-010-9249-4.
- Simon, C. & Belyakov, A.O. & Feichtinger, G., 2012, "Minimizing the dependency ratio in a population with below-replacement fertility through immigration," Theoretical Population Biology, Elsevier, volume 82, issue 3, pages 158-169, DOI: 10.1016/j.tpb.2012.06.009.
- Elvina Frolova & Dean Fantazzini, 2012, "Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 25, issue 1, pages 3-24.
- Julien Grépat & Yuri Kabanov, 2012, "Small transaction costs, absence of arbitrage and consistent price systems," Finance and Stochastics, Springer, volume 16, issue 3, pages 357-368, July, DOI: 10.1007/s00780-011-0164-x.
- Emmanuel Denis & Yuri Kabanov, 2012, "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Finance and Stochastics, Springer, volume 16, issue 1, pages 135-154, January, DOI: 10.1007/s00780-010-0144-6.
- Emmanuel Denis & Yuri Kabanov, 2011, "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Post-Print, HAL, number hal-00488288, DOI: 10.1007/s00780-010-0144-6.
- Victor Polterovich, 2012, "Reform Design: How To Search For Interim Institutions," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), volume 8, issue 2, pages 25-44.
- Polterovich, V., 2012, "Kantorovich's Theory of Optimal Resource Allocation Within the History of Economic Thought," Journal of the New Economic Association, New Economic Association, volume 13, issue 1, pages 176-180.
- Polterovich, V., 2012, "Stimulation of Savings and the Family Pension," Journal of the New Economic Association, New Economic Association, volume 15, issue 3, pages 187-189.
- Полтерович В. М., 2012, "Региональные Институты Модернизации," Вестник УГУЭС. Наука, образование, экономика. Серия: Экономика, CyberLeninka;Федеральное государственное бюджетное образовательное учреждение высшего профессионального образования «Уфимский государственный университет экономики и сервиса», issue 1, pages 45-54.
2011
- Bazhanov, A., 2011, "The Dependence of the Potential Sustainability of a Resource Economy on the Initial State: a Comparison of Models Using the Example of Russian Oil Extraction," Journal of the New Economic Association, New Economic Association, issue 12, pages 77-100.
- Bazhanov, Andrei, 2011, "The dependence of the potential sustainability of a resource economy on the initial state: a comparison of models using the example of Russian oil extraction," MPRA Paper, University Library of Munich, Germany, number 35870, Dec.
- Dean Fantazzini, 2011, "Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3259-3267.
- Fantazzini, Dean & Höök, Mikael & Angelantoni, André, 2011, "Global oil risks in the early 21st century," Energy Policy, Elsevier, volume 39, issue 12, pages 7865-7873, DOI: 10.1016/j.enpol.2011.09.035.
- Fantazzini, Dean & Hook, Mikael & Angelantoni, André, 2011, "Global oil risks in the early 21st century," MPRA Paper, University Library of Munich, Germany, number 33825, Feb.
- Dean Fantazzini, 2011, "Analysis of multidimensional probability distributions with copula functions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 22, issue 2, pages 98-134.
- Dean Fantazzini, 2011, "Analysis of multidimensional probability distributions with copula functions. II," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 23, issue 3, pages 98-132.
- Dean Fantazzini, 2011, "Analysis of multidimensional probability distributions with copula functions. III," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 24, issue 4, pages 100-130.
- Carluccio Bianchi & Maria Elena De Giuli & Dean Fantazzini & Mario Maggi, 2011, "Small sample properties of copula-GARCH modelling: a Monte Carlo study," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 21, pages 1587-1597, DOI: 10.1080/09603107.2011.587770.
- Carluccio Bianchi & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2009, "Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 093, Feb.
- Polterovich, V., 2011, "The Mission of an Economic Journal and the Institution of Refereeing," Journal of the New Economic Association, New Economic Association, issue 12, pages 194-197.
- Polterovich, V., 2011, "The New Economic Association in 2009–2011: Achievements and Plans," Journal of the New Economic Association, New Economic Association, issue 9, pages 206-207.
- Polterovich, V. & Rubinstein, A., 2011, "On the Work of the JNEA Editorial Board in 2009-2010 and our Plans for 2011," Journal of the New Economic Association, New Economic Association, issue 9, pages 207-209.
2010
- Bazhanov, Andrei V., 2010, "Sustainable growth: Compatibility between a plausible growth criterion and the initial state," Resources Policy, Elsevier, volume 35, issue 2, pages 116-125, June.
- Dean Fantazzini, 2010, "Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1833-1841.
- Fantazzini, Dean, 2010, "Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2562-2579, November.
- Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2010, "A copula-VAR-X approach for industrial production modelling and forecasting," Applied Economics, Taylor & Francis Journals, volume 42, issue 25, pages 3267-3277, DOI: 10.1080/00036840802112349.
- Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi, 2009, "A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 105, Nov.
- Emmanuel Denis & Yuri Kabanov, 2010, "Mean square error for the Leland–Lott hedging strategy: convex pay-offs," Finance and Stochastics, Springer, volume 14, issue 4, pages 625-667, December, DOI: 10.1007/s00780-010-0130-z.
- Emmanuel Denis & Yuri Kabanov, 2010, "Mean square error for the Leland-Lott hedging strategy: convex pay-offs," Post-Print, HAL, number hal-00488278, DOI: 10.1007/s00780-010-0130-z.
- Nekipelov, A., 2010, "Modernizing Fundamental Research in Russia (the Standpoint of the Russian Academy of Sciences)," Journal of the New Economic Association, New Economic Association, issue 8, pages 150-153.
- Polterovich, V., 2010, "Strategy of Modernization of the Russian Economy: System of Interactive Growth Management," Journal of the New Economic Association, New Economic Association, issue 7, pages 158-160.
- Polterovich, V., 2010, "Economics in Russia:Globalization Costs and RAS Reforms," Journal of the New Economic Association, New Economic Association, issue 8, pages 161-164.
2009
- Fantazzini, Dean, 2009, "The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2168-2188, April.
- Dean Fantazzini, 2009, "Credit Risk Management (Cont.)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 13, issue 1, pages 105-138.
- Alexei Zakharov & Dean Fantazzini, 2009, "Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 14, issue 2, pages 57-73.
- Dean Fantazzini & Maria Elena DeGiuli & Silvia Figini & Paolo Giudici, 2009, "Enhanced credit default models for heterogeneous SME segments," Journal of Financial Transformation, Capco Institute, volume 25, pages 31-39.
- Dean Fantazzini & Silvia Figini, 2009, "Random Survival Forests Models for SME Credit Risk Measurement," Methodology and Computing in Applied Probability, Springer, volume 11, issue 1, pages 29-45, March, DOI: 10.1007/s11009-008-9078-2.
- D. Vallière & E. Denis & Y. Kabanov, 2009, "Hedging of American options under transaction costs," Finance and Stochastics, Springer, volume 13, issue 1, pages 105-119, January, DOI: 10.1007/s00780-008-0076-6.
- Alexandr Nekipelov, 2009, "The Crisis and Prospects for the Russian Economy," Journal of the New Economic Association, New Economic Association, issue 1-2, pages 227-230.
- Victor Polterovich, 2009, "The Economic Crisis in 2008: A Breakdown of Institutions and Views," Journal of the New Economic Association, New Economic Association, issue 1-2, pages 262-264.
- Victor Polterovich, 2009, "The Association and the Journal: Our First Steps and Our Agenda for 2009," Journal of the New Economic Association, New Economic Association, issue 1-2, pages 266-267.
- Полтерович В.М., 2009, "Проблема Формирования Национальной Инновационной Системы," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 45, issue 2, апрель.
- Polterovich, Victor, 2009, "Проблема Формирования Национальной Инновационной Системы
[The Problem of Creating a National Innovation System]," MPRA Paper, University Library of Munich, Germany, number 22043.
- Polterovich, Victor, 2009, "Проблема Формирования Национальной Инновационной Системы
2008
- Dean Fantazzini, 2008, "Dynamic Copula Modelling for Value at Risk," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 2, pages 72-108, October.
- Maria Giuli & Dean Fantazzini & Mario Maggi, 2008, "A New Approach for Firm Value and Default Probability Estimation beyond Merton Models," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 2, pages 161-180, March, DOI: 10.1007/s10614-007-9112-4.
- Dean Fantazzini, 2008, "An Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 10, issue 2, pages 91-137.
- Dean Fantazzini, 2009, "Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 14, issue 2, pages 100-127.
- Dean Fantazzini, 2008, "Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 11, issue 3, pages 87-122.
- Dean Fantazzini, 2008, "Credit Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 12, issue 4, pages 84-137.
- Yuri Kabanov, 2008, "In discrete time a local martingale is a martingale under an equivalent probability measure," Finance and Stochastics, Springer, volume 12, issue 3, pages 293-297, July, DOI: 10.1007/s00780-008-0063-y.
- Viktor Meerovich Polterovich, 2008, "Current State of the Economic Reforms Theory," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 2, pages 6-45, DOI: 10.14530/se.2008.2.006-045.
- Полтерович В. М. & Попов В. В. & Тонис А. С., 2008, "Нестабильность Демократии В Странах, Богатых Ресурсами," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», volume 12, issue 2, pages 176-200.
- Polterovich, Victor & Popov, Vladimir & Tonis, Alexander, 2008, "Нестабильность Демократии В Странах, Богатых Ресурсами
[Instability of Democracy in Resource Abundant Countries]," MPRA Paper, University Library of Munich, Germany, number 22840.
- Polterovich, Victor & Popov, Vladimir & Tonis, Alexander, 2008, "Нестабильность Демократии В Странах, Богатых Ресурсами
2007
- Bazhanov, Andrei V., 2007, "The transition to an oil contraction economy," Ecological Economics, Elsevier, volume 64, issue 1, pages 186-193, October.
- Yuri Kabanov & Masaaki Kijima & Sofiane Rinaz, 2007, "A positive interest rate model with sticky barrier," Quantitative Finance, Taylor & Francis Journals, volume 7, issue 3, pages 269-284, DOI: 10.1080/14697680600999351.
- Dimitri De Vallière & Yuri Kabanov & Christophe Stricker, 2007, "No-arbitrage criteria for financial markets with transaction costs and incomplete information," Finance and Stochastics, Springer, volume 11, issue 2, pages 237-251, April, DOI: 10.1007/s00780-006-0029-x.
2006
- Полтерович В.М., 2006, "Стратегии Институциональных Реформ. Перспективные Траектории," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 42, issue 1, январь.
- Polterovich, Victor, 2006, "Стратегии Институциональных Реформ: Перспективные Траектории
[Institutional Reform Strategies: Promising trajectories]," MPRA Paper, University Library of Munich, Germany, number 22000.
- Polterovich, Victor, 2006, "Стратегии Институциональных Реформ: Перспективные Траектории
- Полтерович В.М., 2006, "Стратегии Институциональных Реформ. Китай И Россия," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 42, issue 2, апрель.
- Polterovich, Victor, 2006, "Стратегии Институциональных Реформ: Китай И Россия
[Institutional Reform Strategies: China and Russia]," MPRA Paper, University Library of Munich, Germany, number 22010.
- Polterovich, Victor, 2006, "Стратегии Институциональных Реформ: Китай И Россия
- Катышев П.К. & Полтерович В.М., 2006, "Политика Реформ, Начальные Условия И Трансформационный Спад," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 42, issue 4, октябрь.
- Polterovich, Victor & Katyshev, Pavel, 2006, "Политика Реформ, Начальные Условия И Трансформационный Спад
[Reform policies, initial conditions, and transformational recession]," MPRA Paper, University Library of Munich, Germany, number 21551.
- Polterovich, Victor & Katyshev, Pavel, 2006, "Политика Реформ, Начальные Условия И Трансформационный Спад
2004
- Jean-Michel Courtault & Freddy Delbaen & Yuri Kabanov & Christophe Stricker, 2004, "On the law of one price," Finance and Stochastics, Springer, volume 8, issue 4, pages 525-530, November, DOI: 10.1007/s00780-004-0124-9.
- Yuri Kabanov & Claudia Klüppelberg, 2004, "A geometric approach to portfolio optimization in models with transaction costs," Finance and Stochastics, Springer, volume 8, issue 2, pages 207-227, May, DOI: 10.1007/s00780-003-0114-3.
- Freddy Delbaen & Paul Embrechts & Hans Föllmer & Yuri Kabanov & Steven Shreve, 2004, "Editorial," Finance and Stochastics, Springer, volume 8, issue 1, pages 1-2, January, DOI: 10.1007/s00780-003-0121-4.
2003
- Полтерович В.М., 2003, "Парадоксы Российского Рынка Труда И Теория Коллективных Фирм," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 39, issue 2, апрель.
- Polterovich, Victor, 2003, "Парадоксы Российского Рынка Труда И Теория Коллективных Фирм
[Paradoxes of the Russian Labor Market and the Theory of Collective Firms]," MPRA Paper, University Library of Munich, Germany, number 21993.
- Polterovich, Victor, 2003, "Парадоксы Российского Рынка Труда И Теория Коллективных Фирм
- Полтерович В.М., 2003, "Оптимальный Выбор Экономических Институтов," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 39, issue 4, октябрь.
2002
- Anna Frolova & Serguei Pergamenshchikov & Yuri Kabanov, 2002, "In the insurance business risky investments are dangerous," Finance and Stochastics, Springer, volume 6, issue 2, pages 227-235.
- (**), Christophe Stricker & (*), Miklós Rásonyi & Yuri Kabanov, 2002, "No-arbitrage criteria for financial markets with efficient friction," Finance and Stochastics, Springer, volume 6, issue 3, pages 371-382.
- Yuri M. Kabanov & Günter Last, 2002, "Hedging under Transaction Costs in Currency Markets: a Continuous‐Time Model," Mathematical Finance, Wiley Blackwell, volume 12, issue 1, pages 63-70, January, DOI: 10.1111/1467-9965.00004.
- Yuri M. Kabanov & Christophe Stricker, 2002, "On the optimal portfolio for the exponential utility maximization: remarks to the six‐author paper," Mathematical Finance, Wiley Blackwell, volume 12, issue 2, pages 125-134, April, DOI: 10.1111/1467-9965.t01-1-02002.
- Freddy Delbaen & Yuri M. Kabanov & Esko Valkeila, 2002, "Hedging under Transaction Costs in Currency Markets: a Discrete‐Time Model," Mathematical Finance, Wiley Blackwell, volume 12, issue 1, pages 45-61, January, DOI: 10.1111/1467-9965.00003.
- Jan R. Magnus & Victor M. Polterovich & Dmitri L. Danilov & Alexei V. Savvateev, 2002, "Tolerance of Cheating: An Analysis Across Countries," The Journal of Economic Education, Taylor & Francis Journals, volume 33, issue 2, pages 125-135, June, DOI: 10.1080/00220480209596462.
2001
- Kabanov, Yu. M. & Stricker, Ch., 2001, "The Harrison-Pliska arbitrage pricing theorem under transaction costs," Journal of Mathematical Economics, Elsevier, volume 35, issue 2, pages 185-196, April.
- B. Bouchard & Yu. M. Kabanov & N. Touzi, 2001, "Option pricing by large risk aversion utility¶under transaction costs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 24, issue 2, pages 127-136, November, DOI: 10.1007/s102030170003.
- A. Nekipelov & A. Sheinin, 2001, "Management and Efficiency of Company Performance (On the Text-book "Managing Modern Company")," Voprosy Ekonomiki, NP Voprosy Ekonomiki, volume 12.
2000
- Jean‐Michel Courtault & Yuri Kabanov & Bernard Bru & Pierre Crépel & Isabelle Lebon & Arnaud Le Marchand, 2000, "Louis Bachelier on the Centenary of Théorie de la Spéculation," Mathematical Finance, Wiley Blackwell, volume 10, issue 3, pages 339-353, July, DOI: 10.1111/1467-9965.00098.
- Jean-Michel Courtault & Youri Kabanov & Bernard Bru & Pierre Crepel & Isabelle Lebon & Arnaud Le Marchand, 2000, "Louis Bachelier On the centenary of Théorie de la Spéculation," Post-Print, HAL, number halshs-00447592, Jul.
- Gur Ofer & Victor Polterovich, 2000, "Modern Economics Education in TEs: Technology Transfer to Russia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 42, issue 2, pages 5-35, July.
1999
- Y.M. Kabanov, 1999, "Hedging and liquidation under transaction costs in currency markets," Finance and Stochastics, Springer, volume 3, issue 2, pages 237-248.
- Полтерович В.М., 1999, "Институциональные Ловушки И Экономические Реформы," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 35, issue 2, апрель.
- Polterovich, Victor, 1999, "Институциональные Ловушки И Экономические Реформы
[Institutional Traps and Economic Reforms]," MPRA Paper, University Library of Munich, Germany, number 27257.
- Polterovich, Victor, 1999, "Институциональные Ловушки И Экономические Реформы
1998
- Y.M. Kabanov & D.O. Kramkov, 1998, "Asymptotic arbitrage in large financial markets," Finance and Stochastics, Springer, volume 2, issue 2, pages 143-172.
- Полтерович В.М., 1998, "Факторы Коррупции," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 34, issue 3, июль.
1997
- Tomas Björk & Yuri Kabanov & Wolfgang Runggaldier, 1997, "Bond Market Structure in the Presence of Marked Point Processes," Mathematical Finance, Wiley Blackwell, volume 7, issue 2, pages 211-239, April, DOI: 10.1111/1467-9965.00031.
- H. Föllmer & Y.M. Kabanov, 1997, "Optional decomposition and Lagrange multipliers," Finance and Stochastics, Springer, volume 2, issue 1, pages 69-81.
- Föllmer, Hans & Kabanov, Jurij M., 1997, "Optional decomposition and lagrange multipliers," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,54.
- Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov, 1997, "Towards a general theory of bond markets (*)," Finance and Stochastics, Springer, volume 1, issue 2, pages 141-174.
- Björk, Tomas & di Masi, Giovanni & Kabanov, Yuri & Runggaldier, Wolfgang, 1996, "Towards a General Theory of Bond Markets," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 143, Dec.
- Yuri M. Kabanov & (*), Mher M. Safarian, 1997, "On Leland's strategy of option pricing with transactions costs," Finance and Stochastics, Springer, volume 1, issue 3, pages 239-250.
- Kabanov, Y. M. & Safarian, M., 1995, "On Leland's Strategy of Option Pricing with Transaction Costs," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,65.
- Полтерович В.М., 1997, "Дифференциация Стандартов Потребления В Открытой Экономике С Отсталой Технологией," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 33, issue 2, апрель.
1996
- Полтерович В.М., 1996, "Трансформационный Спад В России," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), volume 32, issue 1, январь.
- Polterovich, Victor, 1996, "Трансформационный Спад В России
[Transformational Recession in Russia]," MPRA Paper, University Library of Munich, Germany, number 22060.
- Polterovich, Victor, 1996, "Трансформационный Спад В России
1993
- Polterovich, Victor, 1993, "Rationing, Queues, and Black Markets," Econometrica, Econometric Society, volume 61, issue 1, pages 1-28, January.
1991
- Henkin, Gennadi M. & Polterovich, Victor M., 1991, "Schumpeterian dynamics as a non-linear wave theory," Journal of Mathematical Economics, Elsevier, volume 20, issue 6, pages 551-590.
1990
- Polterovich, Victor M., 1990, "Equilibrated states and optimal allocations of resources under rigid prices," Journal of Mathematical Economics, Elsevier, volume 19, issue 3, pages 255-268.
1983
- Polterovich, V M, 1983, "Equilibrium Trajectories of Economic Growth," Econometrica, Econometric Society, volume 51, issue 3, pages 693-729, May.
- Polterovich, V. M. & Spivak, V. A., 1983, "Gross substitutability of point-to-set correspondences," Journal of Mathematical Economics, Elsevier, volume 11, issue 2, pages 117-140, April.
Books
2017
- Kireyev,Alexei & Osakwe,Chiedu (ed.), 2017, "Trade Multilateralism in the Twenty-First Century," Cambridge Books, Cambridge University Press, number 9781108421287.
Chapters
2019
- Anton O. Belyakov & Alexey N. Kurbatskiy & Klaus Prettner, 2019, "Anticipated Expansions of Life Expectancy and Their Long-Run Growth Effects," MIC 2019: Managing Geostrategic Issues; Proceedings of the Joint International Conference, Opatija, Croatia, 29 May–1 June 2019, University of Primorska Press.
2016
- Anton O. Belyakov & Vladimir M. Veliov, 2016, "On Optimal Harvesting in Age-Structured Populations," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Herbert Dawid & Karl F. Doerner & Gustav Feichtinger & Peter M. Kort & Andrea Seidl, "Dynamic Perspectives on Managerial Decision Making", DOI: 10.1007/978-3-319-39120-5_9.
2011
- Dean Fantazzini, 2011, "Fractionally Integrated Models for Volatility: A Review," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, in: Greg N. Gregoriou & Razvan Pascalau, "Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration", DOI: 10.1057/9780230295216_5.
- Dean Fantazzini, 2011, "The Intraday Analysis of Volatility, Volume and Spreads: A Review with Applications to Futures’ Markets," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, in: Greg N. Gregoriou & Razvan Pascalau, "Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures", DOI: 10.1057/9780230298101_4.
2009
- Moussa Gamys & Yuri Kabanov, 2009, "Mean Square Error for the Leland–Lott Hedging Strategy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi, "Recent Advances In Financial Engineering".
- Moussa Gamys & Yuri Kabanov, 2008, "Mean square error for the Leland-Lott hedging strategy," Post-Print, HAL, number hal-00488170.
Printed from https://ideas.repec.org/d/msmsuru.html