IDEAS home Printed from https://ideas.repec.org/e/pts2.html
   My authors  Follow this author

Alexander Tsyplakov

Personal Details

First Name:Alexander
Middle Name:
Last Name:Tsyplakov
Suffix:
RePEc Short-ID:pts2
[This author has chosen not to make the email address public]
http://www.nsu.ru/ef/tsy/about_en.htm
Vesenniy proezd, 6 - 44 630090 Novosibirsk Russia
3303925

Affiliation

Economics Department
Novosibirsk State University

Novosibirsk, Russia
http://econom.nsu.ru/

:


RePEc:edi:ednskru (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Larisa Melnikova & Victor Suslov & Alexander Tsyplakov & Naimdjon Ibragimov & Dmitry Domozhirov & Vitaly Kostin, 2015. "Spatial Aspects of Agent-Based Modeling of Large Economy," ERSA conference papers ersa15p603, European Regional Science Association.
  2. Tsyplakov, Alexander, 2015. "Quasifiltering for time-series modeling," MPRA Paper 66453, University Library of Munich, Germany.
  3. Tsyplakov, Alexander, 2014. "Theoretical guidelines for a partially informed forecast examiner," MPRA Paper 55017, University Library of Munich, Germany.
  4. Tsyplakov, Alexander, 2013. "Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments," MPRA Paper 45186, University Library of Munich, Germany.
  5. Tsyplakov, Alexander, 2011. "Evaluating density forecasts: a comment," MPRA Paper 31184, University Library of Munich, Germany.
  6. Tsyplakov, Alexander, 2010. "Revealing the arcane: an introduction to the art of stochastic volatility models," MPRA Paper 25511, University Library of Munich, Germany.
  7. Tsyplakov Alexander, 2010. "The links between inflation and inflation uncertainty at the longer horizon," EERC Working Paper Series 10/09e, EERC Research Network, Russia and CIS.
  8. Tsyplakov, Alexander, 2010. "The links between inflation and inflation uncertainty at the longer horizon," MPRA Paper 26908, University Library of Munich, Germany.
  9. Tsyplakov Alexander, 2004. "Constructing Core Inflation Index for Russia," EERC Working Paper Series 04-04e, EERC Research Network, Russia and CIS.
  10. Tsyplakov Alexander, 2001. "Does Lower Inflation Imply Lower Price Uncertainty?," EERC Working Paper Series 2k/06e, EERC Research Network, Russia and CIS.

Articles

  1. Viktor Suslov & Tatyana Novikova & Alexander Tsyplakov, 2016. "Simulation of the Role of Government in Spatial Agent-Based Model," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(3), pages 951-965.
  2. V.I. Suslov(suslov@ieie.nsc.ru) & D.A. Domozhirov (d.domozhirov@gmail.com) & V.S. Kostin(kostin@ieie.nsc.ru) & L.V. Melnikova (larisa.svet.victorovna@gmail.com) & N.M. Ibragimov(naimdjon@ieie.nsc.ru) , 2014. "Agent-based Modeling of Spatial Processes in World Economy," Journal "Region: Economics and Sociology", Institute of Economics and Industrial Engineering of Siberian Branch of RAS, vol. 4.
  3. Tsyplakov, Alexander, 2012. "Assessment of probabilistic forecasts: Proper scoring rules and moments," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 27(3), pages 115-132.
  4. Alexander Tsyplakov, 2011. "An introduction to state space modeling (in Russian)," Quantile, Quantile, issue 9, pages 1-24, July.
  5. Alexander Tsyplakov, 2010. "Revealing the arcane: an introduction to the art of stochastic volatility models (in Russian)," Quantile, Quantile, issue 8, pages 69-122, July.
  6. Stanislav Anatolyev & Alexander Tsyplakov, 2009. "Where to find data on the Web? (in Russian)," Quantile, Quantile, issue 6, pages 59-71, March.
  7. Alexander Tsyplakov, 2007. "A guide to the world of instruments (in Russian)," Quantile, Quantile, issue 2, pages 21-47, March.
  8. Alexander Tsyplakov, 2007. "A mini-dictionary of English econometric terminology I (in Russian)," Quantile, Quantile, issue 3, pages 67-72, September.
  9. Alexander Tsyplakov, 2006. "Introduction to prediction in classical time series models (in Russian)," Quantile, Quantile, issue 1, pages 3-19, September.

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. Tsyplakov, Alexander, 2014. "Theoretical guidelines for a partially informed forecast examiner," MPRA Paper 55017, University Library of Munich, Germany.

    Cited by:

    1. Natalia Nolde & Johanna F. Ziegel, 2016. "Elicitability and backtesting: Perspectives for banking regulation," Papers 1608.05498, arXiv.org, revised Feb 2017.
    2. Ziegel, Johanna F. & Krueger, Fabian & Jordan, Alexander & Fasciati, Fernando, 2017. "Murphy Diagrams: Forecast Evaluation of Expected Shortfall," Working Papers 0632, University of Heidelberg, Department of Economics.
    3. Werner Ehm & Tilmann Gneiting & Alexander Jordan & Fabian Krüger, 2016. "Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(3), pages 505-562, June.
    4. Johanna F. Ziegel & Fabian Kruger & Alexander Jordan & Fernando Fasciati, 2017. "Murphy Diagrams: Forecast Evaluation of Expected Shortfall," Papers 1705.04537, arXiv.org.

  2. Tsyplakov, Alexander, 2011. "Evaluating density forecasts: a comment," MPRA Paper 31184, University Library of Munich, Germany.

    Cited by:

    1. Hajo Holzmann & Matthias Eulert, 2014. "The role of the information set for forecasting - with applications to risk management," Papers 1404.7653, arXiv.org.
    2. Tsyplakov, Alexander, 2014. "Theoretical guidelines for a partially informed forecast examiner," MPRA Paper 55017, University Library of Munich, Germany.
    3. Tsyplakov, Alexander, 2012. "Assessment of probabilistic forecasts: Proper scoring rules and moments," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 27(3), pages 115-132.

  3. Tsyplakov, Alexander, 2010. "Revealing the arcane: an introduction to the art of stochastic volatility models," MPRA Paper 25511, University Library of Munich, Germany.

    Cited by:

    1. Márcio Laurini, 2012. "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," IBMEC RJ Economics Discussion Papers 2012-02, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    2. Valeria V. Lakshina, 2014. "The Fluke Of Stochastic Volatility Versus Garch Inevitability : Which Model Creates Better Forecasts?," HSE Working papers WP BRP 37/FE/2014, National Research University Higher School of Economics.
    3. Valeriya V. Lakshina & Andrey M. Silaev, 2016. "Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?," Economics Bulletin, AccessEcon, vol. 36(4), pages 2368-2380.

  4. Tsyplakov Alexander, 2010. "The links between inflation and inflation uncertainty at the longer horizon," EERC Working Paper Series 10/09e, EERC Research Network, Russia and CIS.

    Cited by:

    1. Alimi, R. Santos, 2017. "Association between inflation rates and inflation uncertainty in quantile regression," MPRA Paper 79683, University Library of Munich, Germany.

  5. Tsyplakov, Alexander, 2010. "The links between inflation and inflation uncertainty at the longer horizon," MPRA Paper 26908, University Library of Munich, Germany.

    Cited by:

    1. Göktaş, Pinar, 2016. "Can Unprocessed Food Prices Really Be One of the Main Responsible Causes for not Achieving Inflation Targets in Turkey?," Problems of World Agriculture / Problemy Rolnictwa Åšwiatowego, WydziaÅ‚ Nauk Ekonomicznych, Uniwersytet Warszawski, vol. 16(31).

Articles

  1. Alexander Tsyplakov, 2007. "A guide to the world of instruments (in Russian)," Quantile, Quantile, issue 2, pages 21-47, March.

    Cited by:

    1. Chepel, S. & Bondarenko, K., 2015. "Is the External Labor Migration an Economic Growth Factor: Econometric Analysis and Policy Implications for the CIS Countries," Journal of the New Economic Association, New Economic Association, vol. 28(4), pages 142-166.
    2. 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. Alexander Tsyplakov, 2006. "Introduction to prediction in classical time series models (in Russian)," Quantile, Quantile, issue 1, pages 3-19, September.

    Cited by:

    1. Tsyplakov, Alexander, 2012. "Assessment of probabilistic forecasts: Proper scoring rules and moments," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 27(3), pages 115-132.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 8 papers 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-ECM: Econometrics (4) 2010-10-09 2013-03-23 2014-04-05 2015-09-11
  2. NEP-FOR: Forecasting (4) 2010-12-04 2011-06-11 2013-03-23 2014-04-05
  3. NEP-ETS: Econometric Time Series (3) 2010-10-09 2011-06-11 2015-09-11
  4. NEP-TRA: Transition Economics (2) 2004-03-14 2015-11-01
  5. NEP-CIS: Confederation of Independent States (1) 2004-03-14
  6. NEP-CMP: Computational Economics (1) 2015-11-01
  7. NEP-HME: Heterodox Microeconomics (1) 2015-11-01
  8. NEP-MAC: Macroeconomics (1) 2004-03-14
  9. NEP-MON: Monetary Economics (1) 2004-03-14
  10. NEP-ORE: Operations Research (1) 2015-09-11
  11. NEP-URE: Urban & Real Estate Economics (1) 2015-09-11

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Alexander Tsyplakov should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.