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

Publications

by members of

Moscow School of Economics
M. V. Lomonosov Moscow State University
Moscow, Russia

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

Working papers

2023

  1. Fantazzini, Dean, 2023. "Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models," MPRA Paper 117141, University Library of Munich, Germany.
  2. Fantazzini, Dean & Xiao, Yufeng, 2023. "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," MPRA Paper 118435, University Library of Munich, Germany.
  3. Polterovich, Victor, 2023. "Авторский Капитал И Реформирование Российской Публикационной Системы [Authorship Capital and reforming The Russian Publication System]," MPRA Paper 117309, University Library of Munich, Germany.
  4. Polterovich, Victor, 2023. "Догоняющее Развитие В Условиях Санкций: Стратегия Позитивного Сотрудничества [Catching-up development under sanctions: the strategy of positive collaboration]," MPRA Paper 117659, University Library of Munich, Germany.

2022

  1. Fantazzini, Dean, 2022. "Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death," MPRA Paper 113744, University Library of Munich, Germany.
  2. Yang, Zixiu & Fantazzini, Dean, 2022. "Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading," MPRA Paper 115508, University Library of Munich, Germany.
  3. Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022. "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper 118239, University Library of Munich, Germany.
  4. 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 111538, University Library of Munich, Germany.
  5. Polterovich, Victor, 2022. "Экономическая Теория И Формирование Человеческих Качеств [Economic theory and the formation of human qualities]," MPRA Paper 111540, University Library of Munich, Germany.
  6. Polterovich, Victor, 2022. "Библиометрическое Равновесие [Bibliometric Equilibrium]," MPRA Paper 111802, University Library of Munich, Germany.
  7. 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 112896, University Library of Munich, Germany.
  8. Polterovich, Victor, 2022. "Конкуренция, Сотрудничество И Удовлетворенность Жизнью. Часть 2. Основа Лидерства – Коллаборативные Преимущества [Competition, Collaboration, and Life Satisfaction Part 2. The Fundament of Leadersh," MPRA Paper 113053, University Library of Munich, Germany.
  9. 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 113807, University Library of Munich, Germany.

2021

  1. Bazhanov, Andrei, 2021. "Extraction path and sustainability," MPRA Paper 110415, University Library of Munich, Germany.
  2. Fantazzini, Dean & Kolesnikova, Anna, 2021. "Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports," MPRA Paper 109297, University Library of Munich, Germany.
  3. Fantazzini, Dean & Calabrese, Raffaella, 2021. "Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure," MPRA Paper 110391, University Library of Munich, Germany.
  4. 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 110452, University Library of Munich, Germany.
  5. 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," MPRA Paper 105182, University Library of Munich, Germany.
  6. Polterovich, Victor, 2021. "Коллаборативные Иерархии [Collaborative Hierarchies]," MPRA Paper 106944, University Library of Munich, Germany.
  7. 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 110676, University Library of Munich, Germany.
  8. 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 ," MPRA Paper 110947, University Library of Munich, Germany.

2020

  1. Bazhanov, Andrei, 2020. "A Comment on Hamilton (2016) "Measuring Sustainability in the UN System of Environmental-Economic Accounting"," MPRA Paper 104316, University Library of Munich, Germany.
  2. Fantazzini, Dean, 2020. "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," MPRA Paper 102315, University Library of Munich, Germany.
  3. Fantazzini, Dean, 2020. "Discussing copulas with Sergey Aivazian: a memoir," MPRA Paper 102317, University Library of Munich, Germany.
  4. Fantazzini, Dean & Kolodin, Nikita, 2020. "Does the hashrate affect the bitcoin price?," MPRA Paper 103812, University Library of Munich, Germany.
  5. 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 103096, University Library of Munich, Germany.
  6. 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 103126, University Library of Munich, Germany.
  7. 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-ut," MPRA Paper 103691, University Library of Munich, Germany.
  8. Polterovich, Victor, 2020. "Кризис Институтов Политической Конкуренции, Интернет И Коллаборативная Демократия [Crisis of Institutions of Political Competition. Internet and Collaborative Democracy]," MPRA Paper 104363, University Library of Munich, Germany.
  9. Polterovich, Victor, 2020. "Реформа Государственной Системы Проектной Деятельности, 2018-2019 Годы [Reform of the project activity state system, 2018-2019]," MPRA Paper 99133, University Library of Munich, Germany.
  10. Polterovich, Victor, 2020. "Петр Кропоткин, Философия Сотрудничества И Цифровая Революция [Peter Kropotkin, Philosophy of Collaboration and the Digital Revolution]," MPRA Paper 99182, University Library of Munich, Germany.
  11. Mr. Alexei P Kireyev & Andrei Leonidov, 2020. "Operationalizing Inclusive Growth: Per-Percentile Diagnostics to Inform Redistribution Policies," IMF Working Papers 2020/050, International Monetary Fund.
  12. 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 104553, University Library of Munich, Germany.

2019

  1. Bazhenov, Timofey & Fantazzini, Dean, 2019. "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," MPRA Paper 93544, University Library of Munich, Germany.
  2. Fantazzini, Dean & Zimin, Stephan, 2019. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," MPRA Paper 95988, University Library of Munich, Germany.
  3. 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 95992, University Library of Munich, Germany.
  4. 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 Pro," MPRA Paper 92291, University Library of Munich, Germany.
  5. Polterovich, Victor & Ilinskiy, Dmitry & Boltonosov, Igor & Starkov, Oleg & Tutundzhyan, Artem & Zhikhareva, Alina, 2019. "Институты Коллективных Жилищных Сбережений [Institutions of Collective Housing Savings]," MPRA Paper 94348, University Library of Munich, Germany.
  6. 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 m," MPRA Paper 96188, University Library of Munich, Germany.

2018

  1. Bazhanov, Andrei, 2018. "Difficulties in the forecasting of iron ore price: a review," MPRA Paper 87881, University Library of Munich, Germany, revised 12 Jul 2018.
  2. 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 84130, University Library of Munich, Germany.
  3. Polterovich, Victor, 2018. "К Общей Теории Социально-Экономического Развития [Towards a general theory of social and economic development: evolution of coordination mechanisms]," MPRA Paper 88164, University Library of Munich, Germany.
  4. Polterovich, Victor, 2018. "Интернет, Гражданская Культура И Эволюция Механизмов Координации [Internet, civic culture and the evolution of coordination mechanisms]," MPRA Paper 88981, University Library of Munich, Germany.
  5. Mr. Alexei P Kireyev, 2018. "Macro-Fiscal Implications of Climate Change: The Case of Djibouti," IMF Working Papers 2018/233, International Monetary Fund.
  6. 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 2018/007, International Monetary Fund.

2017

  1. Bazhanov, Andrei & Levin, Yuri & Nediak, Mikhail, 2017. "Resale Price Maintenance with Strategic Customers," MPRA Paper 79467, University Library of Munich, Germany.
  2. Polterovich, Victor, 2017. "Теория Эндогенного Экономического Роста И Уравнения Математической Физики [The theory of endogenous economic growth and equations of mathematical physics]," MPRA Paper 78622, University Library of Munich, Germany.
  3. Polterovich, Victor, 2017. "Разработка стратегий социально-экономического развития: наука vs идеология [Designing the Strategies for Socio-Economic Development: Science vs. Ideology]," MPRA Paper 81243, University Library of Munich, Germany.
  4. Polterovich, Victor, 2017. "Толерантность, Сотрудничество И Экономический Рост [Tolerance, collaboration and economic growth]," MPRA Paper 81277, University Library of Munich, Germany.
  5. Mr. Alexei P Kireyev, 2017. "The Macroeconomics of De-Cashing," IMF Working Papers 2017/071, International Monetary Fund.
  6. Mr. Alexei P Kireyev & Jingyang Chen, 2017. "Inclusive Growth Framework," IMF Working Papers 2017/127, International Monetary Fund.
  7. Mr. Alexei P Kireyev, 2017. "Growth Inclusiveness in Djibouti," IMF Working Papers 2017/093, International Monetary Fund.
  8. Mr. Alexei P Kireyev, 2017. "Djibouti’s Quest for Inclusive Growth," IMF Working Papers 2017/270, International Monetary Fund.

2016

  1. Aviv, Yossi & Bazhanov, Andrei & Levin, Yuri & Nediak, Mikhail, 2016. "Quantity Competition under Resale Price Maintenance when Most Favored Customers are Strategic," MPRA Paper 72011, University Library of Munich, Germany.
  2. 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 71946, University Library of Munich, Germany, revised 2016.
  3. Fantazzini, Dean, 2016. "The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?," MPRA Paper 72094, University Library of Munich, Germany.
  4. Polterovich, Victor, 2016. "Институциональные Реформы И Гражданская Культура [Institutional Reforms and Civic Culture]," MPRA Paper 71658, University Library of Munich, Germany.
  5. Polterovich, Victor, 2016. "Институты Догоняющего Развития [Institutions of Catching-up Development]," MPRA Paper 73447, University Library of Munich, Germany.
  6. Polterovich, Victor, 2016. "Позитивное Сотрудничество: Факторы И Механизмы Эволюции [Positive Collaboration: Factors and Mechanisms of Evolution]," MPRA Paper 73448, University Library of Munich, Germany.
  7. Kabanov, Yuri & Kardaras, Constantinos & Song, Shiqi, 2016. "No arbitrage of the first kind and local martingale numéraires," LSE Research Online Documents on Economics 68002, London School of Economics and Political Science, LSE Library.
  8. Mr. Alexei P Kireyev & Andrei Leonidov, 2016. "A Network Model of Multilaterally Equilibrium Exchange Rates," IMF Working Papers 2016/130, International Monetary Fund.
  9. Mr. Alexei P Kireyev & Andrei Leonidov, 2016. "China’s Imports Slowdown: Spillovers, Spillins, and Spillbacks," IMF Working Papers 2016/051, International Monetary Fund.

2015

  1. Bazhanov, Andrei & Levin, Yuri & Nediak, Mikhail, 2015. "Quantity Competition in the Presence of Strategic Consumers," MPRA Paper 62075, University Library of Munich, Germany.
  2. Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper 67110, University Library of Munich, Germany.
  3. Polterovich, Victor, 2015. "От Социального Либерализма - К Философии Сотрудничества [From social liberalism towards the philosophy of collaboration]," MPRA Paper 63531, University Library of Munich, Germany.
  4. Polterovich, Victor, 2015. "Эволюция Институтов Конкуренции, Власти И Сотрудничества [Institutions of competition, power and collaboration]," MPRA Paper 64375, University Library of Munich, Germany.
  5. Polterovich, Victor, 2015. "О Формировании Системы Национального Планирования В России [On the Formation of National Planning System in Russia]," MPRA Paper 65169, University Library of Munich, Germany.
  6. 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 66981, University Library of Munich, Germany.
  7. Mr. Alexei P Kireyev & Andrei Leonidov, 2015. "Network Effects of International Shocks and Spillovers," IMF Working Papers 2015/149, International Monetary Fund.
  8. Mr. Alexei P Kireyev, 2015. "How to Improve the Effectiveness of Monetary Policy in the West African Economic and Monetary Union," IMF Working Papers 2015/099, International Monetary Fund.
  9. Zaytsev, Alexander, 2015. "Производительность Труда В Отраслях Обрабатывающей Промышленности России: Динамика И Межстрановые Сопоставления [Labor productivity in Russian manufacturing industries: dynamics and international c," MPRA Paper 68407, University Library of Munich, Germany.
  10. 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 capit," MPRA Paper 71606, University Library of Munich, Germany, revised May 2016.

2014

  1. Dean Fantazzini & Mario Maggi, 2014. "Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?," DEM Working Papers Series 082, University of Pavia, Department of Economics and Management.
  2. Fantazzini, Dean, 2014. "Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'," MPRA Paper 55430, University Library of Munich, Germany.
  3. Fantazziini, Dean, 2014. "Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data," MPRA Paper 59696, University Library of Munich, Germany.
  4. Polterovich, Victor, 2014. "Institutional Reform Design: А New Chapter of Economics," MPRA Paper 54811, University Library of Munich, Germany.
  5. Polterovich, Victor & Tonis, Alexander, 2014. "Absorptive Capacity and Innovative Capability: An Approach to Estimation," MPRA Paper 56855, University Library of Munich, Germany.
  6. 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 56960, University Library of Munich, Germany.
  7. Polterovich, Victor, 2014. "Куда Идти: Двадцать Четыре Тезиса [Where to go: twenty four theses]," MPRA Paper 60068, University Library of Munich, Germany.
  8. 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 56312, University Library of Munich, Germany.
  9. 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 57375, University Library of Munich, Germany.

2013

  1. Bazhanov, Andrei, 2013. "Inefficiency and Sustainability," MPRA Paper 51815, University Library of Munich, Germany.
  2. Höök, Mikael & Fantazzini, Dean & Angelantoni, André & Snowden, Simon, 2013. "Hydrocarbon liquefaction: viability as a peak oil mitigation strategy," MPRA Paper 46957, University Library of Munich, Germany.
  3. Larsson, Simon & Fantazzini, Dean & Davidsson, Simon & Kullander, Sven & Hook, Mikael, 2013. "Reviewing electricity production cost assessments," MPRA Paper 50306, University Library of Munich, Germany.
  4. 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," MPRA Paper 49291, University Library of Munich, Germany.
  5. Polterovich, Victor, 2013. "Институциональный Эксперимент [Institutional Experiment]," MPRA Paper 50071, University Library of Munich, Germany.
  6. 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 52719, University Library of Munich, Germany.
  7. 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 st," MPRA Paper 64374, University Library of Munich, Germany.
  8. Mr. Alexei P Kireyev, 2013. "Inclusive Growth and Inequality in Senegal," IMF Working Papers 2013/215, International Monetary Fund.
  9. Zaytsev, Alexander, 2013. "Межстрановой Анализ Отраслевой Производительности Труда В 1991-2008 Годах [International comparisons of sectoral labor productivity in 1991-2008 period]," MPRA Paper 49936, University Library of Munich, Germany.
  10. Zaytsev, Alexander, 2013. "Оценка Перспективных Направлений Заимствования Технологий (На Примере Отрасли Выращивания Зерновых Культур) [Identification of perspective sources for technology borrowing (in cereal cultivation in," MPRA Paper 52835, University Library of Munich, Germany.
  11. Zaytsev, Alexander, 2013. "Региональная Диагностика Эффективности Отраслевых Производств (На Примере Сельского Хозяйства) [Regional economic diagnostics of industry efficiency (in case of agriculture)]," MPRA Paper 52840, University Library of Munich, Germany.

2012

  1. Bazhanov, Andrei, 2012. "Disregarded inefficiency may dominate sustainability policies," MPRA Paper 43621, University Library of Munich, Germany.
  2. Eduardo Rossi & Dean Fantazzini, 2012. "Long memory and Periodicity in Intraday Volatility," DEM Working Papers Series 015, University of Pavia, Department of Economics and Management.
  3. 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 41043, University Library of Munich, Germany.
  4. Polterovich, Victor, 2012. "Приватизация и рациональная структура собственности (Privatizatsiya i ratsional’naya struktura sobstvennosti) [Privatization and the Rational Ownership Structure]," MPRA Paper 41069, University Library of Munich, Germany.
  5. 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 64371, University Library of Munich, Germany.
  6. Zaytsev, Alexander, 2012. "Региональная Диагностика И Отраслевой Анализ Производительности Труда [Regional diagnostics and branch analysis of labor productivity]," MPRA Paper 46205, University Library of Munich, Germany.
  7. Zaytsev, Alexander, 2012. "Элементы Региональной Диагностики (На Примере Краснодарского Края) [Elements of regional economic diagnostics (in Krasnodar region case)]," MPRA Paper 46362, University Library of Munich, Germany.

2011

  1. Bazhanov, Andrei, 2011. "Investment and resource policy under a modified Hotelling rule," MPRA Paper 32428, University Library of Munich, Germany.
  2. Bazhanov, Andrei, 2011. "Investment and current utility change in dynamically inefficient economies," MPRA Paper 35487, University Library of Munich, Germany.
  3. 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 35870, University Library of Munich, Germany.
  4. 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 econom," MPRA Paper 35888, University Library of Munich, Germany.
  5. Fantazzini, Dean & Hook, Mikael & Angelantoni, André, 2011. "Global oil risks in the early 21st century," MPRA Paper 33825, University Library of Munich, Germany.
  6. 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 47869, University Library of Munich, Germany.
  7. Polterovich, Victor, 2011. "Региональные институты модернизации (Regional'nye instituty modernizatsii) [Regional Institutions of Modernization]," MPRA Paper 42170, University Library of Munich, Germany.
  8. Emmanuel Denis & Yuri Kabanov, 2011. "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Post-Print hal-00488288, HAL.
  9. 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 46437, University Library of Munich, Germany.

2010

  1. Bazhanov, Andrei, 2010. "A closed form solution to Stollery's global warming problem with temperature in utility," MPRA Paper 22406, University Library of Munich, Germany.
  2. Bazhanov, Andrei, 2010. "Constant-utility paths in a resource-based economy," MPRA Paper 27619, University Library of Munich, Germany, revised 20 Dec 2010.
  3. Polterovich, Victor, 2010. "Становление Общего Социального Анализа [Toward General Social Analysis]," MPRA Paper 26085, University Library of Munich, Germany.
  4. Victor Polterovich, Vladimir Popov, Alexander Tonis, 2010. "Resource abundance: A curse or blessing?," Working Papers 93, United Nations, Department of Economics and Social Affairs.
  5. Emmanuel Denis & Yuri Kabanov, 2010. "Mean square error for the Leland-Lott hedging strategy: convex pay-offs," Post-Print hal-00488278, HAL.
  6. Mr. Alexei P Kireyev, 2010. "Export Tax and Pricing Power: Two Hypotheses on the Cocoa Market in Côte d’Ivoire," IMF Working Papers 2010/269, International Monetary Fund.

2009

  1. Andrei V. Bazhanov, 2009. "A constant-utility criterion linked to an imperfect economy affected by irreversible global warming," EERI Research Paper Series EERI_RP_2009_03, Economics and Econometrics Research Institute (EERI), Brussels.
  2. 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 a," MPRA Paper 15109, University Library of Munich, Germany.
  3. Alexey, Kurbatskiy & Vladimir, Zakalyukin, 2009. "Особенности Множества Транзитивности, Заданного Замкнутыми Пространственными Кривыми [Singularities of transitivity zones of curves]," MPRA Paper 34599, University Library of Munich, Germany, revised 2009.
  4. 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 093, University of Pavia, Department of Economics and Quantitative Methods.
  5. 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 105, University of Pavia, Department of Economics and Quantitative Methods.
  6. Polterovich, Victor, 2009. "Проблема Формирования Национальной Инновационной Системы [The Problem of Creating a National Innovation System]," MPRA Paper 22043, University Library of Munich, Germany.
  7. Polterovich, Victor & Popov, Vladimir & Tonis, Alexander, 2009. "Instability of Democracy as Resource Curse," MPRA Paper 22069, University Library of Munich, Germany.
  8. 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 27561, University Library of Munich, Germany.
  9. Yuri Kabanov, 2009. "Markets with Transaction Costs. Mathematical Theory," Post-Print hal-00488168, HAL.

2008

  1. Andrei V. Bazhanov, 2008. "Maximin-optimal sustainable growth with nonrenewable resource and externalities," EERI Research Paper Series EERI_RP_2008_11, Economics and Econometrics Research Institute (EERI), Brussels.
  2. Bazhanov, Andrei, 2008. "Sustainable growth in a resource-based economy: the extraction-saving relationship," MPRA Paper 12350, University Library of Munich, Germany.
  3. Bazhanov, Andrei, 2008. "Maximin-optimal sustainable growth in a resource-based imperfect economy," MPRA Paper 16245, University Library of Munich, Germany, revised 13 Jul 2009.
  4. Bazhanov, Andrei, 2008. "Inconsistency between a criterion and the initial conditions," MPRA Paper 6792, University Library of Munich, Germany.
  5. Bazhanov, Andrei & Tyukhov, Igor, 2008. "Энергетическая Стратегия России И Развитие Возобновляемой Энергетики [Russian Energy Strategy and development of renewable power industry]," MPRA Paper 8804, University Library of Munich, Germany.
  6. Bazhanov, Andrei, 2008. "Sustainable growth: The extraction-saving relationship," MPRA Paper 9911, University Library of Munich, Germany.
  7. Bazhanov, Andrei, 2008. "Sustainable growth: Compatibility between criterion and the initial state," MPRA Paper 9914, University Library of Munich, Germany.
  8. Polterovich, Victor & Popov, Vladimir & Tonis, Alexander, 2008. "Mechanisms of Resource Curse, Economic Policy and Growth," MPRA Paper 20570, University Library of Munich, Germany.
  9. Polterovich, Victor, 2008. "Современное Состояние Теории Экономических Реформ [Modern Condition of the Theory of Economic Reforms]," MPRA Paper 22032, University Library of Munich, Germany.
  10. Polterovich, Victor, 2008. "Стратегии Модернизации, Институты И Коалиции [Strategies of Modernization, Institutions and Coalitions]," MPRA Paper 22072, University Library of Munich, Germany.
  11. Polterovich, Victor & Popov, Vladimir & Tonis, Alexander, 2008. "Нестабильность Демократии В Странах, Богатых Ресурсами [Instability of Democracy in Resource Abundant Countries]," MPRA Paper 22840, University Library of Munich, Germany.
  12. Moussa Gamys & Yuri Kabanov, 2008. "Mean square error for the Leland-Lott hedging strategy," Post-Print hal-00488170, HAL.

2007

  1. Bazhanov, Andrei, 2007. "The peak of oil extraction and consistency of the government's short- and long-run policies," MPRA Paper 2507, University Library of Munich, Germany.
  2. Bazhanov, Andrei, 2007. "Switching to a sustainable efficient extraction path," MPRA Paper 2976, University Library of Munich, Germany.
  3. 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 5343, University Library of Munich, Germany.
  4. Andrei Bazhanov & John Hartwick & Zhen Song, 2007. "Declining Exhaustible Resource Rent With Small, Distinct Extractive Firms," Working Paper 1139, Economics Department, Queen's University.
  5. Andrei Bazhanov & John Hartwick & Zhen Song, 2007. "The Extractive Firm's Cost Spillover Tax For The Extended Hotelling Model," Working Paper 1169, Economics Department, Queen's University.
  6. Andrei Bazhanov & John Hartwick, 2007. "On Beckmann's Dispersed "interaction City"," Working Paper 1170, Economics Department, Queen's University.
  7. Polterovich, Victor & Popov, Vladimir, 2007. "Democratization, Quality of Institutions and Economic Growth," MPRA Paper 19152, University Library of Munich, Germany.
  8. Polterovich, Victor & Popov, Vladimir & Tonis, Alexander, 2007. "Resource Abundance, Political Corruption, and Instability of Democracy," MPRA Paper 19154, University Library of Munich, Germany.
  9. Polterovich, Victor, 2007. "Institutional Trap," MPRA Paper 20595, University Library of Munich, Germany.
  10. Polterovich, Victor, 2007. "О Стратегии Догоняющего Развития Для России [About Strategies of Catching-up Development for Russia]," MPRA Paper 22014, University Library of Munich, Germany.
  11. Polterovich, Victor & Starkov, Oleg, 2007. "Стратегия Формирования Ипотечного Рынка В России [A Strategy for Building Mortgage Market in Russia]," MPRA Paper 22044, University Library of Munich, Germany.
  12. 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 22454, University Library of Munich, Germany.
  13. Polterovich, Victor, 2007. "Стратегии Институциональных Реформ, Или Искусство Реформ [Institutional Reform Strategies or Art of Reforms]," MPRA Paper 22751, University Library of Munich, Germany, revised 2007.
  14. Polterovich, Victor & Popov, Vladimir, 2007. "Демократизация И Экономический Рост [Democratization and Economic Growth]," MPRA Paper 23012, University Library of Munich, Germany.

2006

  1. Bazhanov, Andrei, 2006. "The peak of oil extraction and a modified maximin principle," MPRA Paper 14775, University Library of Munich, Germany, revised 12 Feb 2007.
  2. Bazhanov, Andrei, 2006. "Decreasing of Oil Extraction: Consumption behavior along transition paths," MPRA Paper 469, University Library of Munich, Germany.
  3. Bazhanov, Andrei & Hartwick, John, 2006. "Dispersed Interactions of Urban Residents," MPRA Paper 766, University Library of Munich, Germany.
  4. Dean Fantazzini & Alessandro Carta & Elena Maria DeGiuli, 2006. "A Unified Copula Framework for VaR forecasting," Computing in Economics and Finance 2006 57, Society for Computational Economics.
  5. Elena Maria De Giuli & Mario Maggi & Dean Fantazzini, 2006. "A new framework for firm value using copulas," Computing in Economics and Finance 2006 58, Society for Computational Economics.
  6. Polterovich, Victor & Popov, Vladimir, 2006. "Stages of Development, Economic Policies and a New World Economic Order," MPRA Paper 20055, University Library of Munich, Germany.
  7. Polterovich, Victor & Katyshev, Pavel, 2006. "Политика Реформ, Начальные Условия И Трансформационный Спад [Reform policies, initial conditions, and transformational recession]," MPRA Paper 21551, University Library of Munich, Germany.
  8. 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 Contrac," MPRA Paper 21996, University Library of Munich, Germany.
  9. Polterovich, Victor, 2006. "Стратегии Институциональных Реформ: Перспективные Траектории [Institutional Reform Strategies: Promising trajectories]," MPRA Paper 22000, University Library of Munich, Germany.
  10. Polterovich, Victor, 2006. "Стратегии Институциональных Реформ: Китай И Россия [Institutional Reform Strategies: China and Russia]," MPRA Paper 22010, University Library of Munich, Germany.
  11. 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 22064, University Library of Munich, Germany.
  12. 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 22168, University Library of Munich, Germany.
  13. 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 22170, University Library of Munich, Germany.
  14. Yuri Kabanov & Robert Liptser, 2006. "From Stochastic Calculus to Mathematical Finance. The Shiryaev Festschrift," Post-Print hal-00488295, HAL.
  15. Mr. Alexei P Kireyev, 2006. "The Macroeconomics of Remittances: The Case of Tajikistan," IMF Working Papers 2006/002, International Monetary Fund.

2005

  1. Bazhanov, Andrei, 2005. "Variation principles for modeling in resource economics," MPRA Paper 1309, University Library of Munich, Germany, revised 08 Aug 2006.
  2. Bazhanov, Andrei & Vyscrebentsev, Alexei, 2005. "The adequacy of Hubbert’s curves for the forecasting of the rates of oil extraction," MPRA Paper 479, University Library of Munich, Germany.
  3. Polterovich, Victor & Tonis, Alexander, 2005. "Hiring Strategies and the Evolution of Honesty," MPRA Paper 20053, University Library of Munich, Germany.
  4. Polterovich, Victor & Popov, Vladimir, 2005. "Appropriate Economic Policies at Different Stages of Development," MPRA Paper 20066, University Library of Munich, Germany.
  5. Polterovich, Victor & Tonis, Alexander, 2005. "Innovation and Imitation at Various Stages of Development: A Model with Capital," MPRA Paper 20067, University Library of Munich, Germany.
  6. Polterovich, Victor & Popov, Vladimir, 2005. "Democracy and Growth Reconsidered: Why Economic Performance of New Democracies is not Encouraging," MPRA Paper 21606, University Library of Munich, Germany.
  7. 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 22033, University Library of Munich, Germany.
  8. Polterovich, Victor, 2005. "Общество Перманентного Перераспределения: Роль Реформ [Permanent Redistribution Society: The Role of Reforms]," MPRA Paper 22526, University Library of Munich, Germany.

2004

  1. Polterovich, Victor, 2004. "Институциональные Ловушки: Есть Ли Выход? [Institutional Traps: Is There a Way Out?]," MPRA Paper 22071, University Library of Munich, Germany.

2003

  1. Polterovich, Victor & Tonis, Alexander, 2003. "Innovation and Imitation at Various Stages of Development," MPRA Paper 20065, University Library of Munich, Germany.
  2. Polterovich, Victor & Popov, Vladimir, 2003. "Accumulation of Foreign Exchange Reserves and Long Term Growth," MPRA Paper 20069, University Library of Munich, Germany.
  3. 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 21993, University Library of Munich, Germany.

2002

  1. Mr. Alexei P Kireyev, 2002. "Liberalization of Trade in Financial Services and Financial Sector Stability (Analytical Approach)," IMF Working Papers 2002/138, International Monetary Fund.
  2. Mr. Alexei P Kireyev, 2002. "Liberalization of Trade in Financial Services and Financial Sector Stability (Empirical Approach)," IMF Working Papers 2002/139, International Monetary Fund.

2001

  1. Polterovich, Victor, 2001. "Rent Seeking, Tax Policy, and Economic Growth," MPRA Paper 20058, University Library of Munich, Germany.
  2. Polterovich, Victor, 2001. "Трансплантация Экономических Институтов [Transplantation of Economic Institutions]," MPRA Paper 22034, University Library of Munich, Germany.
  3. Mr. Alexei P Kireyev, 2001. "Econometric Analysis of Discrete Reforms," IMF Working Papers 2001/156, International Monetary Fund.
  4. Mr. Alexei P Kireyev, 2001. "Financial Reforms in Sudan: Streamlining Bank Intermediation," IMF Working Papers 2001/053, International Monetary Fund.

2000

  1. Polterovich, Victor, 2000. "Employment- wage decisions in the insider-owned firm," BOFIT Discussion Papers 1/2000, Bank of Finland Institute for Emerging Economies (BOFIT).
  2. Polterovich, Victor, 2000. "Civic Culture and Economic Transition in Russia," MPRA Paper 20068, University Library of Munich, Germany.
  3. 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 halshs-00447592, HAL.
  4. Mr. Alexei P Kireyev, 2000. "Comparative Macroeconomic Dynamics in the Arab World: A Panel Var Approach," IMF Working Papers 2000/054, International Monetary Fund.

1999

  1. Polterovich, Victor, 1999. "Institutional Traps and Transition," MPRA Paper 20126, University Library of Munich, Germany.
  2. Polterovich, Victor, 1999. "На Пути К Новой Теории Реформ [Towards a New Theory of Reform]," MPRA Paper 22035, University Library of Munich, Germany.
  3. Polterovich, Victor, 1999. "Институциональные Ловушки И Экономические Реформы [Institutional Traps and Economic Reforms]," MPRA Paper 27257, University Library of Munich, Germany.

1998

  1. Polterovich, Victor, 1998. "Corruption Factors," MPRA Paper 20958, University Library of Munich, Germany.
  2. Polterovich, Victor & Henkin, Gennadi, 1998. "A Difference-differential Analogue of the Burgers Equation and Some Models of Economic Development," MPRA Paper 21031, University Library of Munich, Germany.
  3. Polterovich, Victor, 1998. "Кризис Экономической Теории [The Crisis of Economic Theory]," MPRA Paper 22015, University Library of Munich, Germany.
  4. 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 22753, University Library of Munich, Germany.

1997

  1. Föllmer, Hans & Kabanov, Jurij M., 1997. "Optional decomposition and lagrange multipliers," SFB 373 Discussion Papers 1997,54, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. 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 1997/003, International Monetary Fund.

1996

  1. Polterovich, Victor, 1996. "Трансформационный Спад В России [Transformational Recession in Russia]," MPRA Paper 22060, University Library of Munich, Germany.
  2. 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 143, Stockholm School of Economics.

1995

  1. Polterovich, Victor, 1995. "Towards the Theory of Privatization," MPRA Paper 20151, University Library of Munich, Germany.
  2. 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 88, Stockholm School of Economics.
  3. Kabanov, Y. M. & Safarian, M., 1995. "On Leland's Strategy of Option Pricing with Transaction Costs," SFB 373 Discussion Papers 1995,65, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1993

  1. 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 22003, University Library of Munich, Germany.
  2. 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 Level," MPRA Paper 22070, University Library of Munich, Germany.

1990

  1. Polterovich, Victor & Henkin, Gennadi, 1990. "An Evolutionary Model of Economic Growth," MPRA Paper 20830, University Library of Munich, Germany.

1989

  1. Polterovich, Victor & Henkin, Gennadi, 1989. "An Evolutionary Model with Interaction between Development and Adoption of New Technologies," MPRA Paper 22555, University Library of Munich, Germany.

1987

  1. Polterovich, Victor & Spivak, Vladimir, 1987. "Вариации Квот В Производственной Системе С Фиксированными Ценами [Quota Variations in an Industrial Fixed Price System]," MPRA Paper 40949, University Library of Munich, Germany.
  2. Polterovich, Victor & Levin, Mark & Lakhman, Iosif, 1987. "Механизм договорных цен (Mekhanizm dogovornykh tsen) [The Mechanism of Negotiated Prices]," MPRA Paper 41103, University Library of Munich, Germany.

1984

  1. Polterovich, Victor, 1984. "Уравновешенные Состояния В Задачах Векторной Оптимизации [Balanced States in Vector Optimization Problems]," MPRA Paper 40907, University Library of Munich, Germany.

1982

  1. 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 21623, University Library of Munich, Germany.
  2. Polterovich, Victor & Spivak, Vladimir, 1982. "Отображения С Валовой Заменимостью В Теории Экономического Равновесия [Gross Substitutability Mappings in Economic Equilibrium Theory]," MPRA Paper 21814, University Library of Munich, Germany.

1978

  1. Polterovich, Victor & Mityushin, Leonid, 1978. "Criteria for Monotonicity of Demand Functions," MPRA Paper 20097, University Library of Munich, Germany.

1976

  1. Polterovich, Victor, 1976. "Модели Равновесного Экономического Роста [Models of Equilibrium Economic Growth]," MPRA Paper 22201, University Library of Munich, Germany.

1973

  1. Polterovich, Victor, 1973. "Экономическое Равновесие И Оптимум [Economic Equilibrium and the Optimum]," MPRA Paper 22359, University Library of Munich, Germany.

1971

  1. Polterovich, Victor, 1971. "A Model of Resource Redistribution," MPRA Paper 21721, University Library of Munich, Germany.

1970

  1. Polterovich, Victor, 1970. "Об Одной Модели Перераспределения Ресурсов [A Model of Resource Redistribution]," MPRA Paper 22205, University Library of Munich, Germany.

Journal articles

Undated material is listed at the end

2023

  1. Dean Fantazzini & Yufeng Xiao, 2023. "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," Econometrics, MDPI, vol. 11(3), pages 1-73, August.
  2. V. M. Polterovich, 2023. "Authorship capital and reforming the Russian publication system," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 6.

2022

  1. Bazhanov, Andrei V., 2022. "Extraction path and sustainability," Resources Policy, Elsevier, vol. 76(C).
  2. Bazhanov, Andrei V., 2022. "A comment on Hamilton (2016) “Measuring sustainability in the UN System of Environmental-Economic Accounting”," Resources Policy, Elsevier, vol. 76(C).
  3. Dean Fantazzini, 2022. "Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death," JRFM, MDPI, vol. 15(7), pages 1-34, July.
  4. Lycheva, Maria & Mironenkov, Alexey & Kurbatskii, Alexey & Fantazzini, Dean, 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), vol. 68, pages 28-49.
  5. 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, vol. 55(3), pages 238-244.
  6. Eberlein, Ernst & Kabanov, Yuri & Schmidt, Thorsten, 2022. "Ruin probabilities for a Sparre Andersen model with investments," Stochastic Processes and their Applications, Elsevier, vol. 144(C), pages 72-84.
  7. A. D. Nekipelov, 2022. "Academic Science in Discussions on Key Issues of Economic Development in Modern Russia," Studies on Russian Economic Development, Springer, vol. 33(5), pages 480-487, October.

2021

  1. Kolesnikova, Anna & Fantazzini, Dean, 2021. "Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports," Energy Policy, Elsevier, vol. 157(C).
  2. 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, vol. 3(4), pages 1-30, October.
  3. Dean Fantazzini & Raffaella Calabrese, 2021. "Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure," JRFM, MDPI, vol. 14(11), pages 1-23, October.
  4. V. M. Polterovich, 2021. "Crisis of institutions of political competition, Internet and collaborative democracy," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 1.
  5. V. M. Polterovich, 2021. "Collaborative hierarchies," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 7.
  6. 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, vol. 25(1), pages 167-187, January.
  7. Kireyev, A. & Ferrer, J., 2021. "Economic policies in a pandemic," Journal of the New Economic Association, New Economic Association, vol. 49(1), pages 185-192.
  8. Kireyev, Alexei & Leonidov, Andrei, 2021. "Twin trade shocks: Spillovers from US-China trade tensions," International Economics, Elsevier, vol. 167(C), pages 174-188.

2020

  1. Artamonov, Nikita & Voronina, Anna & Emelyanov, Nikita & Kurbatskii, Aleksei, 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), vol. 58, pages 55-75.
  2. Dean Fantazzini & Nikita Kolodin, 2020. "Does the Hashrate Affect the Bitcoin Price?," JRFM, MDPI, vol. 13(11), pages 1-29, October.
  3. Fantazzini, Dean, 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), vol. 59, pages 33-54.
  4. 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, vol. 47(1), pages 19-69, March.
  5. 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, vol. 4(3), pages 111-127, December.
  6. Yuri Kabanov & Serguei Pergamenshchikov, 2020. "Ruin probabilities for a Lévy-driven generalised Ornstein–Uhlenbeck process," Finance and Stochastics, Springer, vol. 24(1), pages 39-69, January.
  7. Pavel Kireyev, 2020. "Markets for ideas: prize structure, entry limits, and the design of ideation contests," RAND Journal of Economics, RAND Corporation, vol. 51(2), pages 563-588, June.

2019

  1. Andrei Bazhanov & Yuri Levin & Mikhail Nediak, 2019. "Resale Price Maintenance with Strategic Customers," Production and Operations Management, Production and Operations Management Society, vol. 28(3), pages 535-549, March.
  2. T. Bazhenov & D. Fantazzini, 2019. "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," Russian Journal of Industrial Economics, MISIS, vol. 12(1).
  3. 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," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 55, pages 5-31.
  4. 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, vol. 42(2), pages 186-194.
  5. Kireyev, A., 2019. "A Network Model of Multilateral Equilibrium Exchange Rates," Journal of the New Economic Association, New Economic Association, vol. 41(1), pages 12-33.

2018

  1. Fantazzini, Dean & Shakleina, Marina & Yuras, Natalia, 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), vol. 50, pages 43-66.
  2. Victor Polterovich, 2018. "Towards a general theory of social and economic development: Evolution of coordination mechanisms," Russian Journal of Economics, ARPHA Platform, vol. 4(4), pages 346-385, December.
  3. V. M. Polterovich, 2018. "Towards a general theory of socio-economic development. Part 1. Geography, institutions, or culture?," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 11.
  4. V. M. Polterovich, 2018. "Towards a general theory of socio-economic development. Part 2. Evolution of coordination mechanisms," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 12.
  5. V. M. Polterovich & A. P. Zaostrovtsev & E. T. Gurvich & N. A. Volchkova & L. M. Grigoryev & А. A. Yakovlev, 2018. "Incentives for academic and applied research and the reproduction of the economic community (Proceedings of the roundtable discussion at the XIX April international academic conference on economic and," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 10.
  6. Alexei Kireyev & Andrei Leonidov, 2018. "Correction to: Network Effects of International Shocks and Spillovers," Networks and Spatial Economics, Springer, vol. 18(4), pages 837-838, December.
  7. Alexei Kireyev & Andrei Leonidov, 2018. "Network Effects of International Shocks and Spillovers," Networks and Spatial Economics, Springer, vol. 18(4), pages 805-836, December.

2017

  1. 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, vol. 26(11), pages 2107-2121, November.
  2. Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 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), vol. 45, pages 5-28.
  3. Polterovich, Victor, 2017. "Positive collaboration: Factors and mechanisms of evolution," Russian Journal of Economics, Elsevier, vol. 3(1), pages 24-41.
  4. Polterovich, V., 2017. "The Theory of Endogenous Economic Growth and Equations of Mathematical Physics," Journal of the New Economic Association, New Economic Association, vol. 34(2), pages 193-201.
  5. Polterovich, V., 2017. "Designing the Strategies for Socio-Economic Development: Science vs. Ideology," Journal of the New Economic Association, New Economic Association, vol. 35(3), pages 198-206.
  6. V. Polterovich & M. Dmitriev & A. Yakovlev & E. Gurvich & A. Auzan, 2017. "The fate of economic programs and reforms in Russia (Proceedings of the roundtable discussion at the XVIII April international academic conference on economic and social development)," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 6.
  7. V. Polterovich, 2017. "Tolerance, collaboration, and economic growth," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 11.

2016

  1. Fantazzini, Dean, 2016. "The oil price crash in 2014/15: Was there a (negative) financial bubble?," Energy Policy, Elsevier, vol. 96(C), pages 383-396.
  2. Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 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), vol. 44, pages 5-24.
  3. Polterovich, V. & Popov, V., 2016. "Exchange Rate, Inflation and Industrial Policy," Journal of the New Economic Association, New Economic Association, vol. 29(1), pages 192-198.
  4. Dimitri Vallière & Yuri Kabanov & Emmanuel Lépinette, 2016. "Consumption-investment problem with transaction costs for Lévy-driven price processes," Finance and Stochastics, Springer, vol. 20(3), pages 705-740, July.
  5. Yuri Kabanov & Constantinos Kardaras & Shiqi Song, 2016. "No arbitrage of the first kind and local martingale numéraires," Finance and Stochastics, Springer, vol. 20(4), pages 1097-1108, October.

2015

  1. Bazhanov, Andrei V., 2015. "Inefficiency and sustainability," Resources Policy, Elsevier, vol. 45(C), pages 210-216.
  2. Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German car sales using Google data and multivariate models," International Journal of Production Economics, Elsevier, vol. 170(PA), pages 97-135.
  3. Eduardo Rossi & Dean Fantazzini, 2015. "Long Memory and Periodicity in Intraday Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 922-961.
  4. Polterovich, V., 2015. "On the Formation of National Planning System in Russia," Journal of the New Economic Association, New Economic Association, vol. 26(2), pages 237-242.
  5. 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, vol. 26(2), pages 205-210.

2014

  1. Yuri Levin & Mikhail Nediak & Andrei Bazhanov, 2014. "Quantity Premiums and Discounts in Dynamic Pricing," Operations Research, INFORMS, vol. 62(4), pages 846-863, August.
  2. 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, vol. 4(1/2), pages 96-111.
  3. Larsson, Simon & Fantazzini, Dean & Davidsson, Simon & Kullander, Sven & Höök, Mikael, 2014. "Reviewing electricity production cost assessments," Renewable and Sustainable Energy Reviews, Elsevier, vol. 30(C), pages 170-183.
  4. 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, vol. 4(1/2), pages 4-31.
  5. Dean Fantazzini, 2014. "Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data," PLOS ONE, Public Library of Science, vol. 9(11), pages 1-27, November.
  6. Polterovich, V., 2014. "Industrial Policy: Recipes or Institutions?," Journal of the New Economic Association, New Economic Association, vol. 22(2), pages 190-195.
  7. Polterovich, V., 2014. "Why Reforms Fail," Journal of the New Economic Association, New Economic Association, vol. 23(3), pages 169-173.
  8. Polterovich, V., 2014. "The New Economic Association in 2009-2014: President's Report," Journal of the New Economic Association, New Economic Association, vol. 24(4), pages 219-222.
  9. 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), vol. 50(2), pages 35-57, апрель.
  10. 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), vol. 50(4), pages 71-88, октябрь.
  11. Leshchaykina, Marina, 2014. "Econometric cross-country analysis of the living population social comfort," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 36(4), pages 102-117.
  12. 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, vol. 13(3), pages 167-193, December.
  13. F. Aragón Artacho & A. Belyakov & A. Dontchev & M. López, 2014. "Local convergence of quasi-Newton methods under metric regularity," Computational Optimization and Applications, Springer, vol. 58(1), pages 225-247, May.

2013

  1. Bazhanov, Andrei V., 2013. "Constant-utility paths in a resource-based economy," Resource and Energy Economics, Elsevier, vol. 35(3), pages 342-355.
  2. 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, vol. 19(5), pages 366-391, May.
  3. 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, vol. 14(3), pages 8-26.
  4. Polterovich, V., 2013. "General Social Analysis and Reform Design," Journal of the New Economic Association, New Economic Association, vol. 17(1), pages 185-188.
  5. Polterovich, V., 2013. "On Control of the Ownership Structure," Journal of the New Economic Association, New Economic Association, vol. 20(4), pages 177-182.
  6. Kabanov, Yuri & Lépinette, Emmanuel, 2013. "Essential supremum and essential maximum with respect to random preference relations," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 488-495.
  7. Kabanov, Yuri & Lépinette, Emmanuel, 2013. "Essential supremum with respect to a random partial order," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 478-487.

2012

  1. Andrei Bazhanov, 2012. "A Closed-Form Solution to Stollery’s Problem with Damage in Utility," Computational Economics, Springer;Society for Computational Economics, vol. 39(4), pages 365-386, April.
  2. Frolova, Elvina & Fantazzini, Dean, 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), vol. 25(1), pages 3-24.
  3. Victor Polterovich, 2012. "Reform Design: How To Search For Interim Institutions," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 8(2), pages 25-44.
  4. 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, vol. 13(1), pages 176-180.
  5. Polterovich, V., 2012. "Stimulation of Savings and the Family Pension," Journal of the New Economic Association, New Economic Association, vol. 15(3), pages 187-189.
  6. 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.
  7. Julien Grépat & Yuri Kabanov, 2012. "Small transaction costs, absence of arbitrage and consistent price systems," Finance and Stochastics, Springer, vol. 16(3), pages 357-368, July.
  8. Emmanuel Denis & Yuri Kabanov, 2012. "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Finance and Stochastics, Springer, vol. 16(1), pages 135-154, January.
  9. 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, vol. 82(3), pages 158-169.

2011

  1. 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.
  2. Dean Fantazzini, 2011. "Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis," Economics Bulletin, AccessEcon, vol. 31(4), pages 3259-3267.
  3. Fantazzini, Dean & Höök, Mikael & Angelantoni, André, 2011. "Global oil risks in the early 21st century," Energy Policy, Elsevier, vol. 39(12), pages 7865-7873.
  4. Fantazzini, Dean, 2011. "Analysis of multidimensional probability distributions with copula functions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 98-134.
  5. Fantazzini, Dean, 2011. "Analysis of multidimensional probability distributions with copula functions. III," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 24(4), pages 100-130.
  6. 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.
  7. 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.
  8. 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

  1. Bazhanov, Andrei V., 2010. "Sustainable growth: Compatibility between a plausible growth criterion and the initial state," Resources Policy, Elsevier, vol. 35(2), pages 116-125, June.
  2. Dean Fantazzini, 2010. "Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models," Economics Bulletin, AccessEcon, vol. 30(3), pages 1833-1841.
  3. Fantazzini, Dean, 2010. "Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2562-2579, November.
  4. 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, vol. 42(25), pages 3267-3277.
  5. 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.
  6. 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.
  7. Emmanuel Denis & Yuri Kabanov, 2010. "Mean square error for the Leland–Lott hedging strategy: convex pay-offs," Finance and Stochastics, Springer, vol. 14(4), pages 625-667, December.
  8. 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.

2009

  1. 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, vol. 53(6), pages 2168-2188, April.
  2. Fantazzini , Dean, 2009. "Credit Risk Management (Cont.)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 13(1), pages 105-138.
  3. Zakharov, Alexei & Fantazzini, Dean, 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), vol. 14(2), pages 57-73.
  4. Fantazzini, Dean & DeGiuli, Maria Elena & Figini, Silvia & Giudici, Paolo, 2009. "Enhanced credit default models for heterogeneous SME segments," Journal of Financial Transformation, Capco Institute, vol. 25, pages 31-39.
  5. Dean Fantazzini & Silvia Figini, 2009. "Random Survival Forests Models for SME Credit Risk Measurement," Methodology and Computing in Applied Probability, Springer, vol. 11(1), pages 29-45, March.
  6. 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.
  7. 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.
  8. V. Polterovich, 2009. "The Innovation Pause Hypothesis and the Strategy of Modernization," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 6.
  9. Полтерович В.М., 2009. "Проблема Формирования Национальной Инновационной Системы," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 45(2), апрель.
  10. D. Vallière & E. Denis & Y. Kabanov, 2009. "Hedging of American options under transaction costs," Finance and Stochastics, Springer, vol. 13(1), pages 105-119, January.
  11. 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.

2008

  1. Dean Fantazzini, 2008. "Dynamic Copula Modelling for Value at Risk," Frontiers in Finance and Economics, SKEMA Business School, vol. 5(2), pages 72-108, October.
  2. 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, vol. 31(2), pages 161-180, March.
  3. Fantazzini, Dean, 2008. "An Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 10(2), pages 91-137.
  4. Fantazzini, Dean, 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), vol. 11(3), pages 87-122.
  5. Fantazzini, Dean, 2008. "Credit Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 12(4), pages 84-137.
  6. V. Polterovich, 2008. "Strategies of Modernization, Institutions and Coalitions," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 4.
  7. V. Polterovich, 2008. "Interviewing Oneself (On the Book by Janos Kornai “By the Strength of Thought. Nonordinary Reсollections about One Intellectual Journey”)," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 5.
  8. 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», vol. 12(2), pages 176-200.
  9. Yuri Kabanov, 2008. "In discrete time a local martingale is a martingale under an equivalent probability measure," Finance and Stochastics, Springer, vol. 12(3), pages 293-297, July.

2007

  1. Bazhanov, Andrei V., 2007. "The transition to an oil contraction economy," Ecological Economics, Elsevier, vol. 64(1), pages 186-193, October.
  2. V. Polterovich & V. Popov & A. Tonis, 2007. "Mechanisms of Resource Curse and Economic Policy," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 6.
  3. Yuri Kabanov & Masaaki Kijima & Sofiane Rinaz, 2007. "A positive interest rate model with sticky barrier," Quantitative Finance, Taylor & Francis Journals, vol. 7(3), pages 269-284.
  4. Dimitri De Vallière & Yuri Kabanov & Christophe Stricker, 2007. "No-arbitrage criteria for financial markets with transaction costs and incomplete information," Finance and Stochastics, Springer, vol. 11(2), pages 237-251, April.

2006

  1. V. Polterovich, 2006. "Valtukh K. K. Regularities of Short-term Economic Dynamics. Theory. Statistical Research. Critique of Macroeconomics," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 5.
  2. V. Polterovich & V. Popov, 2006. "An Evolutionary Theory of Economic Policy. Part I: The Experience of Fast Development," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 7.
  3. V. Polterovich & V. Popov, 2006. "An Evolutionary Theory of Economic Policy. Part II: The Necessity of Timely Switching," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 8.
  4. Полтерович В.М., 2006. "Стратегии Институциональных Реформ. Перспективные Траектории," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 42(1), январь.
  5. Полтерович В.М., 2006. "Стратегии Институциональных Реформ. Китай И Россия," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 42(2), апрель.
  6. 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), vol. 42(4), октябрь.

2005

  1. V. Polterovich & O. Starkov & E. Chrenykh, 2005. "Contractual Savings for Housing: A Mortgage Institution for Russia," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 1.

2004

  1. Jean-Michel Courtault & Freddy Delbaen & Yuri Kabanov & Christophe Stricker, 2004. "On the law of one price," Finance and Stochastics, Springer, vol. 8(4), pages 525-530, November.
  2. Yuri Kabanov & Claudia Klüppelberg, 2004. "A geometric approach to portfolio optimization in models with transaction costs," Finance and Stochastics, Springer, vol. 8(2), pages 207-227, May.
  3. Freddy Delbaen & Paul Embrechts & Hans Föllmer & Yuri Kabanov & Steven Shreve, 2004. "Editorial," Finance and Stochastics, Springer, vol. 8(1), pages 1-2, January.

2003

  1. Полтерович В.М., 2003. "Парадоксы Российского Рынка Труда И Теория Коллективных Фирм," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 39(2), апрель.
  2. Полтерович В.М., 2003. "Оптимальный Выбор Экономических Институтов," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 39(4), октябрь.

2002

  1. 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, vol. 33(2), pages 125-135, June.
  2. Anna Frolova & Serguei Pergamenshchikov & Yuri Kabanov, 2002. "In the insurance business risky investments are dangerous," Finance and Stochastics, Springer, vol. 6(2), pages 227-235.
  3. (**), Christophe Stricker & (*), Miklós Rásonyi & Yuri Kabanov, 2002. "No-arbitrage criteria for financial markets with efficient friction," Finance and Stochastics, Springer, vol. 6(3), pages 371-382.
  4. Yuri M. Kabanov & Günter Last, 2002. "Hedging under Transaction Costs in Currency Markets: a Continuous‐Time Model," Mathematical Finance, Wiley Blackwell, vol. 12(1), pages 63-70, January.
  5. 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, vol. 12(2), pages 125-134, April.
  6. Freddy Delbaen & Yuri M. Kabanov & Esko Valkeila, 2002. "Hedging under Transaction Costs in Currency Markets: a Discrete‐Time Model," Mathematical Finance, Wiley Blackwell, vol. 12(1), pages 45-61, January.

2001

  1. Kabanov, Yu. M. & Stricker, Ch., 2001. "The Harrison-Pliska arbitrage pricing theorem under transaction costs," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 185-196, April.
  2. 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, vol. 24(2), pages 127-136, November.
  3. A. Nekipelov & A. Sheinin, 2001. "Management and Efficiency of Company Performance (On the Text-book "Managing Modern Company")," Voprosy Ekonomiki, NP Voprosy Ekonomiki, vol. 12.

2000

  1. Gur Ofer & Victor Polterovich, 2000. "Modern Economics Education in TEs: Technology Transfer to Russia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 42(2), pages 5-35, July.
  2. 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, vol. 10(3), pages 339-353, July.

1999

  1. Полтерович В.М., 1999. "Институциональные Ловушки И Экономические Реформы," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 35(2), апрель.
  2. Y.M. Kabanov, 1999. "Hedging and liquidation under transaction costs in currency markets," Finance and Stochastics, Springer, vol. 3(2), pages 237-248.

1998

  1. Полтерович В.М., 1998. "Факторы Коррупции," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 34(3), июль.
  2. Y.M. Kabanov & D.O. Kramkov, 1998. "Asymptotic arbitrage in large financial markets," Finance and Stochastics, Springer, vol. 2(2), pages 143-172.

1997

  1. Полтерович В.М., 1997. "Дифференциация Стандартов Потребления В Открытой Экономике С Отсталой Технологией," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 33(2), апрель.
  2. Tomas Björk & Yuri Kabanov & Wolfgang Runggaldier, 1997. "Bond Market Structure in the Presence of Marked Point Processes," Mathematical Finance, Wiley Blackwell, vol. 7(2), pages 211-239, April.
  3. H. Föllmer & Y.M. Kabanov, 1997. "Optional decomposition and Lagrange multipliers," Finance and Stochastics, Springer, vol. 2(1), pages 69-81.
  4. Giovanni Di Masi & Tomas Björk & Wolfgang Runggaldier & Yuri Kabanov, 1997. "Towards a general theory of bond markets (*)," Finance and Stochastics, Springer, vol. 1(2), pages 141-174.
  5. Yuri M. Kabanov & (*), Mher M. Safarian, 1997. "On Leland's strategy of option pricing with transactions costs," Finance and Stochastics, Springer, vol. 1(3), pages 239-250.

1996

  1. Полтерович В.М., 1996. "Трансформационный Спад В России," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 32(1), январь.

1993

  1. Polterovich, Victor, 1993. "Rationing, Queues, and Black Markets," Econometrica, Econometric Society, vol. 61(1), pages 1-28, January.

1991

  1. Henkin, Gennadi M. & Polterovich, Victor M., 1991. "Schumpeterian dynamics as a non-linear wave theory," Journal of Mathematical Economics, Elsevier, vol. 20(6), pages 551-590.

1990

  1. Polterovich, Victor M., 1990. "Equilibrated states and optimal allocations of resources under rigid prices," Journal of Mathematical Economics, Elsevier, vol. 19(3), pages 255-268.

1983

  1. Polterovich, V M, 1983. "Equilibrium Trajectories of Economic Growth," Econometrica, Econometric Society, vol. 51(3), pages 693-729, May.
  2. Polterovich, V. M. & Spivak, V. A., 1983. "Gross substitutability of point-to-set correspondences," Journal of Mathematical Economics, Elsevier, vol. 11(2), pages 117-140, April.

Undated

  1. V. M. Polterovich, 0. "About the Book G.B. Kleiner “Economy. Modeling. Mathematicsâ€," Economics of Contemporary Russia, Regional Public Organization for Assistance to the Development of Institutions of the Department of Economics of the Russian Academy of Sciences, issue 4.

Books

2017

  1. Kireyev,Alexei & Osakwe,Chiedu (ed.), 2017. "Trade Multilateralism in the Twenty-First Century," Cambridge Books, Cambridge University Press, number 9781108431682.
  2. Kireyev,Alexei & Osakwe,Chiedu (ed.), 2017. "Trade Multilateralism in the Twenty-First Century," Cambridge Books, Cambridge University Press, number 9781108421287.

Chapters

2011

  1. Dean Fantazzini, 2011. "Fractionally Integrated Models for Volatility: A Review," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, chapter 5, pages 104-123, Palgrave Macmillan.
  2. Dean Fantazzini, 2011. "The Intraday Analysis of Volatility, Volume and Spreads: A Review with Applications to Futures’ Markets," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures, chapter 4, pages 92-131, Palgrave Macmillan.

2009

  1. Moussa Gamys & Yuri Kabanov, 2009. "Mean Square Error for the Leland–Lott Hedging Strategy," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 1, pages 1-25, World Scientific Publishing Co. Pte. Ltd..

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