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Построение динамических индексов банковского кризиса
Национальные интересы: приоритеты и безопасность. 2014. № 15 (252). С. 45-52.
Karminsky A. M., Киселев В. Ю.
The article offers a complex indicator of financial intensity. The author considers the results of creation of this indicator for the banking sector of Russia. The bases of the construction of this indicator are the growth rates of individual indicators of banking activities that are associated with implementation of various banking risks: liquidities, credit risk, decrease in capitalization, external shocks. The offered indicator fixed the increased financial intensity at the end of 2013 — beginning of 2014.
Solodovnikov V. V., Логистика и управление цепями поставок 2016 № 1 (72) С. 14-30
The paper analyses the demand planning process from supply chain management perspective. The place of the analyzed process in SCOR and GSCF models is investigated. Main steps of the process are clarified: analysis and preparation of historical data; statistical forecasting; manual expert correction of the forecast; forecast verification and confirmation; quality monitoring of forecast and ...
Added: February 29, 2016
Madera A. G., Экономика и менеджмент систем управления 2013 № 1.1(7) С. 181-189
Method for estimating the probabilities of future events is developed. It is shown that in the presence of statistical data on the accuracy of past forecasts, the probabilities of future events are eigenvector of matrix for accuracy expert corresponding to its eigenvalue. ...
Added: September 2, 2013
Киселев В. Ю., Chichkanov N., Управление финансовыми рисками 2016 № 3(47) С. 196-214
The history of publications on early warning systems (EWS) for banking crises abroad has at least 20 years. The article presents the results of the review and systematization of foreign studies about EWS for banking crises. As a result of the comparative analysis and generalization of study materials a list of key criteria for the ...
Added: May 21, 2017
Кузык Б., Кушлин В. И., Yakovets Y., М. : Экономика, 2011
В настоящее время, когда на первый план выходят проблемы преодоления последствий кризиса и разработки и реализации долгосрочного стратегического плана и ощущается острый дефицит профессионально подготовленных специалистов в области прогнозирования, стратегического и индикативного планирования и национального программирования, трое известных российских ученых — директор Института экономических стратегий, член-корреспондент РАН Б.Н. Кузык, зав. кафедрой экономики и госрегулирования рыночного ...
Added: July 4, 2013
Svetunkov S., Чанцалмаа Б., Экономика и предпринимательство 2015 № 4 (ч.1) С. 486-488
Article considers problems of an assessment of efficiency of company’s activity on the basis of complex indicators of production results and resources. Tools of complex-valued economy – the new scientific direction having the theory of functions of complex variables as the basis – are used to modeling of economic dependences. The properties of exponential production ...
Added: June 5, 2015
Afanasyev A. A., Экономика и математические методы 2017 Т. 53 № 4 С. 26-35
This study is devoted to forecasting the Russian Gazprom natural gas production from the Tyumen region's fields and its production potential under in the context of the Russian economy crises and foreign economic restrictions that has been occurred since 2014, including a reduction in external and domestic demand for all Russian natural gas as well ...
Added: August 31, 2017
Yurashev V. V., Шелест И. В., Практический маркетинг 2007 № 126 С. 22-25
Added: March 24, 2013
Andreev M., Финансы и кредит 2013 № 48 (576) С. 25-35
This article presents a forecast of the main balance sheet accounts for private pension funds: retirement savings, pension reserves, owned capital. The forecast is based on the funds inflow trends for obligatory pension insurance and nongovernmental pension benefits. We have found that the PPFs’ balance sheet will grow rapidly (in terms of GDP) in the ...
Added: December 25, 2013
Khachatryan N., Kravchenko T. K., Akopov A. S. et al., Аудит и финансовый анализ 2016 № 3 С. 128-133
This work is devoted to the analysis and forecasting of the main indicators of the Russian stock market ‒ the indices of the Russian Trading System and the Moscow Interbank Currency Exchange. Autoregressive models with distributed lags describing the behavior of these indices are constructed. On the basis of the proposed models, a retrospective forecasting ...
Added: June 26, 2016
Yasnitsky L., Ясницкий В. Л., Имущественные отношения в Российской Федерации 2017 Т. 186 № 3 С. 68-84
Developed complex economic and mathematical models of mass valuation of residential real estate of cities of Yekaterinburg and Perm, which take into account both construction and operating parameters of the apartments, and the changing economic situation in the country and the world. Study models showed that the increase in new housing in Yekaterinburg, 4% in ...
Added: December 12, 2017
Arkhipova M., Arkhipov K., Новочеркасск : Южно-Российский государственный политехнический университет (НПИ) имени М.И. Платова, 2016
Сборник статей "Друкеровский вестник" посвящен инновационному развитию российской экономики. В нем собраны статьи ведущих российских и иностранных ученых, посвященные анализу национальных инновационных систем, использованию методов принятия решений в развитии предприятий и отраслей, инновационному развитию региональной экономики и др. ...
Added: March 5, 2017
Afanasyev A. A., Oil & Gas Journal Russia 2012 № 10 (65) С. 76-81
Econometric models for forecasting natural gas production possess a number of significant advantages over their geological and engineering counterparts. They take into account much fewer factors, are substantially simpler and allow one to quickly formulate forecasts with acceptable accuracy. The results of natural gas production forecasting at OJSC Gazprom’s fields in the Tyumen region are ...
Added: February 4, 2013
Peresetsky A., Karminsky A. M., Golovan S. V., Economic Change and Restructuring 2011 Vol. 44 No. 4 P. 297-334
This paper presents results from an econometric analysis of Russian bank defaults during the period 1997–2003, focusing on the extent to which publicly available information from quarterly bank balance sheets is useful in predicting future defaults. Binary choice models are estimated to construct the probability of default model. In the first part of the paper ...
Added: October 4, 2012
Cherkasova V. A., Финансовый менеджмент 2012 № 5 С. 85-93
В статье рассматривается влияние рынка производных финансовых инструментов на организацию инвестиционного процесса в российских компаниях. Раскрывается понятие неопределенности, возникающей на рынке производных финансовых активов. Возможность корректно спрогнозировать влияние неопределенности на таком рынке способно помочь менеджменту компаний в принятии оптимальных инвестиционных решений. ...
Added: December 31, 2012
Синявская О.В., Омельчук Т. Г., SPERO. Социальная политика: экспертиза, рекомендации, обзоры 2014 № 19 С. 7-30
Ageing of population is a main challenge to the Russian pension system for coming decades. To what extent changing of parameters of demographic development - various rates of life expectancy growth, birth and migration rates will impact the finances of pension system? Authors answer this question using the analysis of forecasted dynamics of pension benefits ...
Added: October 5, 2014
Граница Ю. В., [б.и.], 2020
Одним из инструментов прогнозирования финансовой нестабильности регионов России являются количественные и качественные оценки взаимосвязей между региональными макроэкономическими показателями. Цель исследования - выбор наиболее адекватных моделей установления взаимосвязей между показателями финансовой устойчивости регионов, их уточнение, оценка параметров, проверка качества моделей и интерпретация полученных результатов. Для проведения анализа финансовые показатели региональной статистики кластеризованы по федеральным округам и исследуются как ...
Added: April 14, 2021
Afanasyev A. A., Газовая промышленность 2010 № 14 (654) С. 16-26
В своей работе «Прошлое – будущему» академик Д.С. Лихачев писал: «Каждый ученый должен обладать благодарностью к предшественникам, уважением к современникам и ответственностью перед будущими учеными. Тогда его дело будет многолетним на земле» [1, c. 573]. Это высказывание становится все актуальнее сегодня, и особенно для такой области, как прогнозирование, где нельзя обойтись без учета прошлого, анализа ...
Added: February 4, 2013
Khasyanova S. Y., Проблемы управления 2017 № 4 С. 37-44
This research is devoted to the investigation of the changes in the nature of the largest Russian banks policies regarding the control of risks and capital adequacy caused by the implementation of the new international business standards. The dynamic analysis of indicators used by banks internally for the capital adequacy assessment was performed within this ...
Added: November 27, 2017
Smirnov S. V., Avdeeva D., / Высшая школа экономики. Series EC "Economics". 2016. No. 135.
There is evidence in the economic literature that professional forecasters are unsuccessful in predicting recessions, but the reasons for these failures are still not clear. Meanwhile, this phenomenon has been little studied on the basis of quarterly estimates for various target horizons. We analysed quarterly consensus forecasts of real GDP growth rates and probabilities of ...
Added: May 19, 2016
Прокудина Е. Б., Банковские услуги 2010 № 10 С. 13-20
Argentina, the second largest country in Latin America, hardly recovered form the recession of the year 2001, faces the crisis again in 2008. First of all, the crisis affected the credit and banking sphere of the country, reducing the volumes of credit and deposit. But during the crisis, Argentina managed to carry out the restructuring ...
Added: October 4, 2012
Vishnevskaya N., Zudina A. A., Вестник международных организаций: образование, наука, новая экономика 2017 Т. 12 № 4 С. 109-129
The paper analyzes the future occupational structure of labour force in OECD European countries. Occupational structure forecasts allow researchers to evaluate the quality of job openings and, consequently, the overall future labor market performance. Identification of features of demand for certain occupations in Europe can also help to understand whether the processes occurring on the ...
Added: September 18, 2017
Peresetsky A., Karminsky A. M., Frontiers in Finance and Economics 2011 Vol. 1 No. 8 (1) P. 88-110
The paper presents an econometric study of the two bank ratings assigned by Moody's Investors Service. According to Moody's methodology, foreign-currency long-term deposit ratings are assigned on the basis of Bank Financial Strength Ratings (BFSR), taking into account "external bank support factors" (joint-default analysis, JDA). Models for the (unobserved) external support are presented, and we ...
Added: October 4, 2012
Saritas O., Dranev Y., Chulok A.A., Foresight 2017 Vol. 19 No. 5 P. 473-490
Purpose
Dynamic changes in the world bring challenges for making long-term future-oriented policy and strategy. A number of recent developments like drops in oil prices, increasing global conflicts, mass immigration, and economic stagnation have had disruptive effects on long-term policies and strategies. This new fast-changing landscape requires approaches and tools, which may help to practice adaptive ...
Added: September 12, 2017
Siliverstov B., Smirnov S. V., Tsukhlo S., / KOF Swiss Economic Institute. Series KOF "KOF Working Papers". 2012. No. 306.
This study investigates usefulness of business tendency surveys in industrial sector for out-of-sample prediction of growth of industrial production in Russia. A special attention is paid to performance of survey-augmented models during the recent Great Recession 2008/2009. Using the real-time data vintages of the index of industrial production in Russia we conclude that the use ...
Added: April 12, 2013