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Marat Ibragimov

Personal Details

First Name:Marat
Middle Name:
Last Name:Ibragimov
Suffix:
RePEc Short-ID:pib29
[This author has chosen not to make the email address public]

Affiliation

Iqtisodiyot va Statistika Fakulteti
Toshkent Davlat Iqtisodiyot Universiteti

Tashkent, Uzbekistan
http://tdiu.uz/fak/i_f




RePEc:edi:tsueiuz (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Ibragimov Marat & Jovlon Karimov & Elena Permyakova, 2013. "Unemployment and output dynamics in CIS countries: Okun's law revisited," EERC Working Paper Series 13/04e, EERC Research Network, Russia and CIS.
  2. Ibragimov Marat & Khamidov Rufat, 2010. "Heavy-Tailedness and Volatility in Emerging Foreign Exchange Markets: Theory and Empirics," EERC Working Paper Series 10/06e, EERC Research Network, Russia and CIS.
  3. Ibragimov, Marat & Ibragimov, Rustam, 2008. "Optimal Constants in the Rosenthal Inequality for Random Variables with Zero Odd Moments," Scholarly Articles 2624461, Harvard University Department of Economics.
  4. Ibragimov, Rustam & Ibragimov, Marat, 2007. "Market Demand Elasticity and Income Inequality," Scholarly Articles 2623728, Harvard University Department of Economics.

Articles

  1. Ibragimov, Marat & Ibragimov, Rustam & Kattuman, Paul, 2013. "Emerging markets and heavy tails," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2546-2559.
  2. Ibragimov, Marat & Ibragimov, Rustam, 2008. "Optimal constants in the Rosenthal inequality for random variables with zero odd moments," Statistics & Probability Letters, Elsevier, vol. 78(2), pages 186-189, February.
  3. Marat Ibragimov & Rustam Ibragimov, 2007. "Market Demand Elasticity and Income Inequality," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 579-587, September.
  4. Marat Ibragimov, 2001. "A method of calculating the spectral radius of a nonnegative matrix and its applications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 17(2), pages 467-480.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Ibragimov Marat & Jovlon Karimov & Elena Permyakova, 2013. "Unemployment and output dynamics in CIS countries: Okun's law revisited," EERC Working Paper Series 13/04e, EERC Research Network, Russia and CIS.

    Cited by:

    1. de Mendonça, Helder Ferreira & de Oliveira, Diego S.P., 2019. "Firms' confidence and Okun's law in OECD countries," Economic Modelling, Elsevier, vol. 78(C), pages 98-107.
    2. KARGI, Bilal, 2014. "Okun’s Law and Long Term Co-Integration Analysis for OECD Countries (1987-2012)," EconStor Open Access Articles, ZBW - Leibniz Information Centre for Economics, pages 77-85.

  2. Ibragimov Marat & Khamidov Rufat, 2010. "Heavy-Tailedness and Volatility in Emerging Foreign Exchange Markets: Theory and Empirics," EERC Working Paper Series 10/06e, EERC Research Network, Russia and CIS.

    Cited by:

    1. Fatma Ozgu Serttas, 2018. "Infinite-Variance Error Structure in Finance and Economics," International Econometric Review (IER), Econometric Research Association, vol. 10(1), pages 14-23, April.
    2. Paulo M.M. Rodrigues & João Nicolau, 2015. "A New Regression-Based Tail Index Estimator: An Application to Exchange Rates," Working Papers w201514, Banco de Portugal, Economics and Research Department.

  3. Ibragimov, Rustam & Ibragimov, Marat, 2007. "Market Demand Elasticity and Income Inequality," Scholarly Articles 2623728, Harvard University Department of Economics.

    Cited by:

    1. Jihui Chen & Maochao Xu, 2015. "Asymmetry and revenue in second-price auctions: a majorization approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(3), pages 625-640, July.
    2. Rustam Ibragimov & Marat Ibragimov & Rufat Khamidov, 2010. "Measuring Inequality in CIS Countries: Theory and Empirics," wiiw Balkan Observatory Working Papers 88, The Vienna Institute for International Economic Studies, wiiw.
    3. Marat Ibragimov & Rustam Ibragimov & Paul Kattuman & Jun Ma, 2018. "Income inequality and price elasticity of market demand: the case of crossing Lorenz curves," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(3), pages 729-750, May.
    4. C. Benassi & E. Randon, 2015. "Optimal Commodity Taxation and Income Distribution," Working Papers wp1001, Dipartimento Scienze Economiche, Universita' di Bologna.
    5. Hennessy, David A. & Lapan, Harvey E., 2006. "Harmonic Symmetries of Imperfect Competition on Circular City," Staff General Research Papers Archive 12551, Iowa State University, Department of Economics.
    6. Rustam Ibragimov & Marat Ibragimov & Jovlon Karimov & Galiya Yuldasheva, 2012. "Robust Analysis of Income Inequality Dynamics in Russia: t-Statistic Based Approaches," wiiw Balkan Observatory Working Papers 105, The Vienna Institute for International Economic Studies, wiiw.

Articles

  1. Ibragimov, Marat & Ibragimov, Rustam & Kattuman, Paul, 2013. "Emerging markets and heavy tails," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2546-2559.

    Cited by:

    1. Christian Schluter & Mark Trede, 2019. "Size distributions reconsidered," Post-Print hal-01994353, HAL.
    2. Ankudinov, Andrei & Ibragimov, Rustam & Lebedev, Oleg, 2017. "Sanctions and the Russian stock market," Research in International Business and Finance, Elsevier, vol. 40(C), pages 150-162.
    3. Fatma Ozgu Serttas, 2018. "Infinite-Variance Error Structure in Finance and Economics," International Econometric Review (IER), Econometric Research Association, vol. 10(1), pages 14-23, April.
    4. Marat Ibragimov & Rustam Ibragimov, 2018. "Heavy tails and upper-tail inequality: The case of Russia," Empirical Economics, Springer, vol. 54(2), pages 823-837, March.
    5. Chen, Zhimin & Ibragimov, Rustam, 2019. "One country, two systems? The heavy-tailedness of Chinese A- and H- share markets," Emerging Markets Review, Elsevier, vol. 38(C), pages 115-141.
    6. Paulo M.M. Rodrigues & João Nicolau, 2015. "A New Regression-Based Tail Index Estimator: An Application to Exchange Rates," Working Papers w201514, Banco de Portugal, Economics and Research Department.
    7. Rustam Ibragimov & Marat Ibragimov & Rufat Khamidov, 2010. "Measuring Inequality in CIS Countries: Theory and Empirics," wiiw Balkan Observatory Working Papers 88, The Vienna Institute for International Economic Studies, wiiw.
    8. Makoto Nirei & John Stachurski & Tsutomu Watanabe, 2018. "Trade Clustering and Power Laws in Financial Markets (Published in Theoretical Economics, 15:1365?1398, 2020)," CARF F-Series CARF-F-450, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    9. Ankudinov, Andrei & Ibragimov, Rustam & Lebedev, Oleg, 2017. "Extreme movements of the Russian stock market and their consequences for management and economic modeling," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 45, pages 75-92.
    10. Ryoko Ito, 2016. "Asymptotic Theory for Beta-t-GARCH," Cambridge Working Papers in Economics 1607, Faculty of Economics, University of Cambridge.
    11. Roman Horváth & Boril Sopov, 2015. "GARCH Models, Tail Indexes and Error Distributions: An Empirical Investigation," Working Papers IES 2015/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2015.
    12. Walter Distaso & Rustam Ibragimov & Alexander Semenov & Anton Skrobotov, 2020. "COVID-19: Tail Risk and Predictive Regressions," Papers 2009.02486, arXiv.org.
    13. Bertrand Groslambert & Devraj Basu & Wan Ni Lai, 2019. "Is tail risk the missing link between institutions and risk?," Economics Bulletin, AccessEcon, vol. 39(2), pages 1435-1448.
    14. Kim, Joseph H.T. & Kim, Joocheol, 2015. "A parametric alternative to the Hill estimator for heavy-tailed distributions," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 60-71.
    15. M. Caivano & A. Harvey, 2013. "Two EGARCH models and one fat tail," Cambridge Working Papers in Economics 1326, Faculty of Economics, University of Cambridge.
    16. Nirei, Makoto & Stachurski, John & Watanabe, Tsutomu, 0. "Trade clustering and power laws in financial markets," Theoretical Economics, Econometric Society.
    17. Rustam Ibragimov & Rasmus Pedersen & Anton Skrobotov, 2020. "New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence," Papers 2006.01212, arXiv.org.
    18. Gu, Zhiye & Ibragimov, Rustam, 2018. "The “Cubic Law of the Stock Returns” in emerging markets," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 182-190.
    19. Rustam Ibragimov & Marat Ibragimov & Jovlon Karimov & Galiya Yuldasheva, 2012. "Robust Analysis of Income Inequality Dynamics in Russia: t-Statistic Based Approaches," wiiw Balkan Observatory Working Papers 105, The Vienna Institute for International Economic Studies, wiiw.
    20. Anatolyev Stanislav, 2019. "Volatility filtering in estimation of kurtosis (and variance)," Dependence Modeling, De Gruyter, vol. 7(1), pages 1-23, February.
    21. Ibragimov, Rustam, 2014. "On the robustness of location estimators in models of firm growth under heavy-tailedness," Journal of Econometrics, Elsevier, vol. 181(1), pages 25-33.
    22. Ankudinov, Andrei & Ibragimov, Rustam & Lebedev, Oleg, 2017. "Heavy tails and asymmetry of returns in the Russian stock market," Emerging Markets Review, Elsevier, vol. 32(C), pages 200-219.

  2. Marat Ibragimov & Rustam Ibragimov, 2007. "Market Demand Elasticity and Income Inequality," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 579-587, September.
    See citations under working paper version above.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CIS: Confederation of Independent States (1) 2013-04-13
  2. NEP-TRA: Transition Economics (1) 2013-04-13

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