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Content
2010, Volume 20, Issue 4
- 119-131 Bayesian analysis in the case of an estimated parameter following a stochastic process
by Lev Slutskin
2010, Volume 19, Issue 3
- 3-8 The smoothing of financial markets indices time series with polygonal numbers method
by Yury Agranovich & Natalya Kontsevaya & Vladimir Khatskevich - 9-22 Impact of exchange rate on prices in the presence of structural breaks
by Maxim Kadyrov - 23-37 Russian stock market in the period of world crisis 2008-2009
by Ivan Lukashin - 38-61 Modeling the relationship between investment processes and costs structure applied to Russian economic activities in 2005-2009
by Eugenia Nazrullaeva - 62-90 Comparison of objectivistic and subjectivist approaches to measurement of synthetic la-tent categories of Quality of Life of the population: results of the empirical analysis of Russian data
by Maria Volkova - 91-100 Forecast of facilities stock for the consequences elimination of the anthropogenic accidents
by Vladimir Mkhitaryan & Vladimir Shishov & Andrey Kozlov - 101-111 Modeling a response function to frequency of advertising
by Igor Lutoshkin - 112-126 Drop in consumption associated with retirement. The regression discontinuity design approach
by Ludmila Nivorozhkina & Anton Nivorozhkin & Kamilla Abazieva - 127-139 Minimax estimations in a method of principal components
by Nikolai Kiselev
2010, Volume 18, Issue 2
- 3-19 Spatial concentration of production and investor expectations: the analysis of branch attraction of investments into regions
by Valentina Lapo - 20-31 Optimal problem and econometric estimates of investment from profit in Russian economy
by Sergey Mitsek & Elena Mitsek - 32-52 Net migration to Russia — Factors, prospects and conclusions for migration policy
by Marina Lifshits - 53-77 Level of alcohol consumption and worker’s labor market position. Multivariate probit model approach
by Vitally Kim - 78-89 Estimating the innovations impact on country’s economic welfare
by Ekaterina Yu. Borisova - 90-100 Economic analysis of environmental management of fishery resources
by Elena Kopnova & Oleg Rosental - 101-110 Tendencies of changing of the mutual life insurance companies’ activity
by Irina Logvinova - 111-122 Mobile telecommunications’ diffusion in Russia
by Andrey Rachinskiy - 123-139 Smooth monotonous functions reconstruction
by Sergey Smolyak
2010, Volume 17, Issue 1
- 3-19 The Law of One Price in the Russian Economic Space
by Konstantin Gluschenko - 20-29 The impact of oil price dynamics on the macroeconomic indicators of the Russian economy
by Roman Melnikov - 30-44 Crisis of financial system and evolution of commodities market
by Leonid Varshavsky - 45-61 A Smooth Transition GARCH-M Model
by Oleg Tsatsura - 62-87 Copula-Models in Foreign Exchange Risk-Management of a Bank
by Henry Penikas - 89-105 The price of Moscow apartments
by Jan Magnus & Anatoly Peresetsky - 106-127 Efficiency of Manufacturing in Russia: Effect of Domestic Competition and FDI
by Eugenia Bessonova - 128-137 Access to Higher Education: Empirical Analysis of Data on Large Families
by Maria Gorban
2009, Volume 16, Issue 4
- 3-15 Detection of Structural Breaks in Copula Models
by Boris Brodsky & Henry Penikas & Irina Safaryan - 16-33 Methods of Evaluating the Liquidity Level for the Banking Sector
by Georgy Gambarov & Evgeny Rumyantsev - 34-45 Special Features of the World System Long-Term Economic Dynamics: Analysis of the Statistical Data
by Igor Kirilyuk & Sergey Malkov & Artemy Malkov - 46-59 Economic Efficiency Estimation of Banks’ Activities Directed at Loans Products Advertisement
by Sergei Aivazian & Mikhail Afanasiev & Alexander Afanasyev - 60-84 Sources of Income as a Factor of Interregional Social Economic Differentiation of the Russia’s Population (1995-2007)
by Irina Gerasimova - 85-115 Analysis of Net Migration Factors as the Basis for an Optimal Migration Policy
by Marina Lifshits - 116-133 Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations
by Alexander Varshavsky
2009, Volume 15, Issue 3
- 3-15 Application of Statistical Methods and Neural Networks to Analysis of Factors of Small Business Development (the Case of China)
by Natalya Egorova & Albert Bakhtizin & Yang Xuan - 16-22 Inflation and Stock Market: CPI and S&P
by Vladimir Mayevsky & Lev Slutskin - 23-42 Intensity of Russian Companies’ Mergers & Acquisitions (M&A) Processes, 2001-2004: Econometric Estimation
by Maria Musatova - 43-55 Estimation of the Economic Efficiency of a Shift to the Achievable Production Potential
by Sergei Aivazian & Mikhail Afanasiev - 56-71 Identification and Forecast of Generalized Indicators of Regional Economic System Development
by Karolina Ketova & Ivan Rusiak - 72-93 Overweight: What Are its Costs and What Could Be Done?
by Marina Kolosnitsyna & Arina Berdnikova - 94-138 Volatility Models: from Conditional Heteroscedasticity to Cascades at Multiple Horizons
by Alexandre Subbotin
2009, Volume 14, Issue 2
- 3-23 Models for the External Support Component of Moody's Bank Ratings
by Anatoly Peresetsky - 24-38 Development and Application of Econometric Models for Forecasting and Analysis of Monetary Policy Scenarios
by Vladimir Malugin & Mikhail Demidenko & Dmitry Kalechits & Alexei Miksjuk & Taras Tsukarev - 39-46 Econometric and Statistical Estimates of Investments into Fixed Capital in Russian Regions
by Sergey Mitsek & Elena Mitsek - 47-56 Analysis of Effectiveness of Water-Ecological Management under Conditions of Intensive Anthropogenic Loading
by Elena Kopnova & Oleg Rosental - 57-73 Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel
by Alexei Zakharov & Dean Fantazzini - 74-99 On Measurement of the Average Unemployment Duration using Russian Longitudinal Monitoring Survey data
by Kirill Furmanov - 100-127 Econometric Analysis of Financial Data in Risk Management
by Dean Fantazzini
2009, Volume 13, Issue 1
- 3-36 Interest Rate Risk Management Based on Copula-GARCH Models
by Henry Penikas & Varvara Simakova - 37-49 Influence of Endogenous Characteristics of Russian Fuel-and-Energy and Metallurgical Companies on their International Financing Operational Factors
by Elena Teslya & Nina Alexeyeva & Polina Gracheva - 50-69 Analytical and Computational Study of Economic Dynamical Processes by Methods of Wave Dynamics
by Alexsander Bagdoev & Sedrak Vardanyan & Diana Karapetyan & Hegnar Martirosyan - 70-88 Modeling Dynamics of Oil Prices under Different Regimes of Oil Market Development
by Leonid Varshavsky - 89-104 Statistical Analysis of Inflationary Processes in Manufacturing Sectors of American Economy, 1959-1996
by Lev Slutskin - 105-138 Credit Risk Management (Cont.)
by Dean Fantazzini
2008, Volume 12, Issue 4
- 3-26 Forecasting for the Bank's Asset-Liability Management
by Henry Penikas - 27-41 An Econometric Model for Analysis and Forecasting of Final Consumption Expenditure Components in the Republic of Belarus: Conceptual and Methodological Approaches, Estimation Results
by Ekaterina Rozhkovskaya - 42-70 Graphical Methods of Structural Relations between Variables and their Application to Russian Regions (Part Two)
by Anna Weinberg Allen - 71-83 A choice of the regression maximizing an unbiased estimate of the coefficient of determination
by Emil Ershov - 84-137 Credit Risk Management
by Dean Fantazzini
2008, Volume 11, Issue 3
- 3-14 Market Discipline and Deposit Insurance
by Anatoly Peresetsky - 15-42 Optimal Balanced Growth of the Open Three-Sector Economy
by Vladimir Kolemajev - 43-51 Modeling the Income Distribution in the Society
by Igor Tsarev - 52-63 Structural Changes and Unit Roots: Distinguishing Models of Nonstationary Time Series
by Boris Brodsky - 64-86 Evaluation of the Distribution Function of Sample Maxima in Stationary Random Sequences with Pseudo-Stationary Trend
by Alexander Kudrov - 87-122 Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk
by Dean Fantazzini
2008, Volume 10, Issue 2
- 3-10 An Analysis of the Assets Distribution of Russian Banks
by Anton Andreev - 11-20 A Methodological Analysis of Complex Dynamics of Grain Prices
by Dmitry Bodrikov - 21-43 An Econometric Macroeconomic Model for Analysis and Forecasting of Key Indicators of the Belarusian Economy
by Mikhail Kravtsov & Mikalai Burdyka & Burdyka Haspadarets & Natallia Shynkevich & Andrei Kartun - 44-64 Graphical Models of Structural Relations between Variables and their Application to Russian Regions (Part One)
by Anna Weinberg Allen - 65-74 An Assessment of the Impact of Workers’ Education on their Earnings in Russian Regions
by Alexey Koritskiy - 75-90 A Spatial Voting Model of Russia
by Alexei Zakharov - 91-137 An Econometric Analysis of Financial Data in Risk Management
by Dean Fantazzini
2008, Volume 9, Issue 1
- 3-22 Models of Decision Choices of the Tax-Paying Scheme for a Small Enterprise
by Natalya Yegorova & Ivan Khromov - 23-57 Endogenous (De)Centralization and the Russian Federalism
by Alexander Libman - 58-72 A Method of Constructing Integrated Structures in the High-Tech Production Complex
by Gennadiy Lavrinov & Oleg Chrustalev - 73-92 An Integrated Estimate of the Quality and Degree of Ecological Sustainability of the Region Environment (Case of the Mari El Republic)
by Ludmila Bakumenko & Peter Korotkov - 93-130 Bayesian Methods in Econometrics
by Sergei Aivazian
2007, Volume 8, Issue 4
- 3-17 Assessment of Multivariate Financial Risks of a Stock Share Portfolio
by Oleg Kritski & Marina Ulyanova - 18-26 Calculation of Stationary Random Sequences Extreme Values Characteristics and their Application to Determination of the Volatility of Russian and Foreign Financial Indices and Estimation of the Invest
by Olga Stikhova - 27-41 Estimation of Measures Directed at Management of Factors of Production Inefficiency
by Sergei Aivazian & Mikhail Afanasiev - 45-54 Descriptive Analysis of Matrix-Valued Time-Series
by Gerard Antille - 55-66 D-optimal Design for Polynomial Regression: Choice of Degree and Robustness
by Gerard Antille & Anna Weinberg Allen - 67-80 Equity and Health
by Gabrielle Gaillard - 81-102 Econometric Modeling and Analysis of Residential Water Demand Based on Unbalanced Panel Data
by Fabrizio Carlevaro & C. Schlesser & M. E. Binet & M. Paul - 103-124 Econometric Modeling and Analysis of Residential Water Demand Based on Unbalanced Panel Data
by Fabrizio Carlevaro & C. Schlesser & M. E. Binet & S. Durand & M. Paul - 103-124 Alternative Methodologies for Social Assessment of Environmental Projects
by Cristian Gonzalez - 125-132 A Guide to Modern Econometrics
by Marno Verbeek
2007, Volume 7, Issue 3
- 3-10 Structural Liquidity as the Indicator of Interest Rate Policy
by Georgy Gambarov - 11-26 Econometric Estimation of Credit Rating Transition Matrices
by Anna Chizhova - 27-43 An Adaptive System of Decision Making for Financial Markets
by Sergey Titov - 44-52 On Mathematical Models of Extreme Values Probabilities Mixtures
by Eugene Shchetinin & Kirill Nazarenko - 53-65 On Consequences of Investing into Production of the Additional Income Generated by World Prices Growths on Raw Materials and Energy Resources
by Vladimir Kolemajev - 66-79 Econometric Estimation of the Wage Penalty for the Motherhood
by Sergey Arzhenovskiy & Darya Artamonova - 80-94 A Mathematical Economic Model of the Manpower Resource Potential and Cost Characteristics of Demographic Losses
by Karolina Ketova - 95-118 Discovering Real (Homogenous) Social Groups in the Russian Society: Methods and Results
by Ovsey Shkaratan & Gordey Yastrebov - 119-133 The Generalized Method of Moments
by Lev Slutskin
2007, Volume 6, Issue 2
- 3-12 An Asymptotic Estimation of the Coefficients of the Stochastic Volatility Model
by Helen Lisok & Oleg Kritskiy - 13-35 An Estimation of the Production Efficiency of Russian Industrial Firms
by Eugenia Bessonova - 36-59 A Stochastic Frontier Model of a Scientist’s Production Potential
by Mikhail Afanasiev - 60-80 The Economic Cost of Smoking: Differences in Wages between Smokers and Non-smokers in Russia
by Mikhail Lokshin & Zurab Sajaia - 81-94 Corruption and Economic Development of Russia: A Regional Aspect
by Oleg Pushkarev - 95-125 A Construction of a Human Capital Indicator of Social Groups
by Dmitriy Smyslov - 126-135 Stability Tests for Linear Regression Models
by Lev Slutskin
2007, Volume 5, Issue 1
- 3-19 Models of Banks Ratings
by Alexandr Karminsky & Anatoly Peresetsky - 20-29 An Empirical Study of the Stability of Hurst Exponent Behavior Applied to Russian and American Stock Markets
by Andrey Zlotnik - 30-57 A Premium for a Degree in Engineering: An Estimation of Returns to the Field-Specific Education in Russia
by Irina Denisova & Marina Kartseva - 75-100 An Individual’s Position in the Society: A Socio-Economic Approach
by Julia Krelberg
2007, Volume 5
- 58-74 A Microanalysis of Fertility in Russia: The Role of Non-Economic Considerations
by Olga Gorelkina
2006, Volume 4, Issue 4
- 3-17 The Equilibrium of USD/RUB Exchange Rate
by Sofia Ivanova - 18-48 The Russian Foreign Exchange Policy on the Wave of Crisis Cycle
by Andrey Shulgin - 49-61 The Spatial Distribution of the Total Monetary Income of the Russian Population: Tendencies and Factors of Dynamics (1995–2003)
by Irina Gerasimova - 62-73 Modification of the K-means Method with an Unknown Number of Classes
by Maksim Isakin - 74-89 A Model of the Production Potential with Managed Factors of Inefficiency
by Mikhail Afanasiev - 90-104 The Influence of the Ruble Real Exchange Rate on the Russian Economy
by Boris Brodsky - 105-134 Microsimulation Analysis of the Consequences of Monetization of Social Benefits in Russia
by Natalya Volchkova & Sergey Lobanov & Natalia Turdyeva & Julia Khaleeva & Ksenia Yudaeva
2006, Volume 3, Issue 3
- 3-8 Efficiency model of Russian banks
by Dmitry Pavlyuk - 9-16 Cooperation Modeling in Processing Industries
by Marina Archipova - 17-67 Stability of Incomes Distribution in Modern Russia (1994–2004)
by Fridrich Borodkin & Vladimir Bragin & Maria Shpack - 68-77 Sampling Adjustment-Based Statistical Analysis of Influence of Consumer Characteris-tics on Electric Appliances Demand
by Sergei Mkhitaryan & Aleksei Senektutov - 78-95 Statistical Research of Risks in Car Insurance
by Igor Kornilov & Egor Melnichenko - 96-129 Vector Autoregression and Error Correction Models
by V. Bannikov
2006, Volume 2, Issue 2
- 3-17 Factors Influencing the Efficiency of the Russian Banks Performance
by Sergei Golovan - 18-84 Measuring the Synthetic Categories of Quality of Life in a Region and Identification of Main Trends to Improve the Social and Economic Policy (Samara Region and its Constituent Territories)
by Sergei Aivazian & Vladimir Stepanov & Maria Kozlova - 85-111 Macroeconometric modeling: modern trends, problems, an example of the econometric model of the Russian economy
by Sergei Aivazian & Boris Brodsky - 112-123 Analysis of the Medium-Term Trends of Inflation Processes in the Russian Economy
by Martiros Bagdasarov & Alexandr Bereznyatsky - 124-139 On Building Economic Development Patterns for Russia and Belorussia on the Basis of LAM-3 Econometric Model
by Wojciech Charemza & Svetlana Makarova & Yuriy Kharin & Vladimir Malugin & Aliaksandr Huryn & Julia Raskina
2006, Volume 1, Issue 1
- 4-17 The Process of Forming Bank Credit and Deposit Portfolios
by Vladimir Babikov - 18-24 Application of Enterprises Monitoring Data in the Central Bank of Russia to Multiple Criteria Choice in Banking Crediting
by Michael Starichkov - 25-31 Integral Indicators of the Quality of Life of the Region Population as a Criterion of Efficiency of Socio-Economic Policy Conducted by the Region’s Administration
by Sergei Aivazian & Maxim Isakin - 32-42 Seasonality Analysis of Budget Expenses Related to Regional Budget Balancing
by Aleksei Makrushin & Sergey Popov & Tatiana Kuzmenko - 43-54 Econometric Analysis of Enterprises Investment Activities Based on the Survey Data
by Maria Marakueva - 55-62 Econometric Analysis in the investment projects efficiency evaluation and property valuation theories
by Sergey Smolyak - 63-68 Modeling Company Activities by Econometric Methods
by Vladimir Archipov & Marina Archipova - 69-74 Economic Summary of 2005: Results of Econometric Analysis
by Boris Brodsky - 75-81 On Educating Economists-Statisticians and Economists-Mathematicians: Trends, Problems, Prospects
by Sergei Aivazian & Vladimir Mkhitaryan - 82-93 Stability in Stochastic Forecasting of Time Series
by Yuriy Kharin - 94-135 Panel Data Models
by Marno Verbeek