О способе построения динамически сопоставимых композитных индексов
This paper proposes a new method for constructing dynamic composite indices that has two important properties, such as nonnegative weights and dynamic comparability. The method is applied to construct a composite index of population health, as an example. The current method of composite indices’ construction is compared to existing approaches, namely the principal component method and the technique suggested by D. Borzykh in 2016. In contrast to the latter, the new approach meets both requirements, i.e. dynamic comparability and nonnegativity of weights. Thus, it is shown that the method suggested in this paper has the best properties.
An integral financial stability index is constructed using Israel macroeconomic data. Approaches relying on the use of dependent variable as well as principal component mathod and its modifications are examined. Obtained indexes are compared in terms of their forecast quality. In case of no dependent variable structural shift is analyzed.
The paper explores a suitability of higher education quality measurement from student's point of view, and analyses results of interviewing of students from engineering specialties in Perm universities. Nonlinear Principal Components Analysis (NLPCA) in interpretation of Gifi system was used as the tool for data processing. It takes into account a dissimilar statistical nature of questionnaire indicators. The method can be very promising for various socio-economic researches.
The article is devoted to the problem of methodology for the assessment of human capital. The authors critically and comprehensively considering various existing approaches to the assessment of human capital at the macro level, including unhallowed in the domestic literature, and spend their systematization. On the basis of critical analysis is presented of the author’s approach to building human capital index, which is being tested on Russian data. The author’s empirical study is conducted on the basis of a broad interpretation of the notion of “human capital”, the proposed indicators not previously used in the literature, in particular it is proposed to use not only traditional indicators characterizing the level of education and health, but also components that characterize the cultural level, the values of the population, the quality of the education. Built indicator of human capital can be useful for the development of public policies aimed at reducing regional imbalances in the accumulation of human capital, and more efficient use of labor resources.
We consider certain spaces of functions on the circle, which naturally appear in harmonic analysis, and superposition operators on these spaces. We study the following question: which functions have the property that each their superposition with a homeomorphism of the circle belongs to a given space? We also study the multidimensional case.
We consider the spaces of functions on the m-dimensional torus, whose Fourier transform is p -summable. We obtain estimates for the norms of the exponential functions deformed by a C1 -smooth phase. The results generalize to the multidimensional case the one-dimensional results obtained by the author earlier in “Quantitative estimates in the Beurling—Helson theorem”, Sbornik: Mathematics, 201:12 (2010), 1811 – 1836.
We consider the spaces of function on the circle whose Fourier transform is p-summable. We obtain estimates for the norms of exponential functions deformed by a C1 -smooth phase.