Применение методов векторной авторегрессии для исследования влияния малого розничного предпринимательства на динамику торговли
In this paper the influence of branch tendencies of development of small retail business on dynamics of one of the leading quantitative indices of economic development of Russia - the index of physical volume (IPV) of the retail trade turnover is investigated.
The response of the macro aggregate to the artificial shocks entered into dynamics of the not quantitative composite indicators (CI) characterizing business tendencies of small trade business is simulated. For carrying out such analysis there was involved, based on modern VAR approaches, the impulse response function constructed on the VECM model.
The numerical optimization method for calculating regulators has been used more frequently. The toolkit of the method includes various regulator structures, including pseudolocal loops regulators, regulators with a reference model, or with a Smith's predictor, with a bypass channel, regulators using the open model, etc. The arsenal of cost functions for optimization is also quite diverse. It includes the integral of the error module or the squared error and often this value is recommended to be multiplied by the time from the moment of the transient process. In addition, recommendations that use the compound aim functions are known. In this case, it is recommended to use an error growth detector (an overshoot detector) including a reverse overshoot and some other terms that increase the cost function, which allows adjusting the optimization result in the desired direction. It seems that this arsenal of funds is sufficient for any case encountered in practice. This paper investigates the possibility of solving the control problem for an oscillatory unstable object using all known methods for solving ones. It is shown that for some object models it is extremely difficult to obtain a satisfactory solution, and the set of known methods based on numerical optimization is insufficient. In this case, an object of the third order, containing negative coefficients in the polynomials of the numerator and denominator were chosen. The possibilities of using a PID-regulator, a bypass channel, or the open model of the object are investigated. The best solution among the robust ones is still characterized by a reverse overshoot of 70 %, which demonstrates the complexity of the solved problem and the inadequacy of the known tools in the form of regulator structures set and techniques for formation of a aim function. The method of additional control of the complex system obtained by using an external I-regulator is proposed. The efficiency of this method is shown with regard to the method of numerical optimization of the this regulator coefficients is not operational, and the factor for an external integrator is easily found empirically.
This article deals with the influence of different factors on the RTSI in the period from March 2007 to August 2009. The period is further subdivided into three subperiods − pre-crisis, high oil prices and time of crisis ones. The stationarity testing, the Granger causality analysis, the analysis of cointegration, the impulse response functions and the variance decomposition let us get the information on the degree of oil price impact, the S&P-500 and FTSE-100 stock indices one and the «investors' fear gauge» index VIX influence on the RTSI. The time series cointegration analysis demonstrates the presence of the cointegration relations. The results of the research can be applied in making scenario forecasts based on the middle-run and long-run oil prices.
Smoking is a problem, bringing signifi cant social and economic costs to Russiansociety. However, ratifi cation of the World health organization Framework conventionon tobacco control makes it possible to improve Russian legislation accordingto the international standards. So, I describe some measures that should be taken bythe Russian authorities in the nearest future, and I examine their effi ciency. By studyingthe international evidence I analyze the impact of the smoke-free areas, advertisementand sponsorship bans, tax increases, etc. on the prevalence of smoking, cigaretteconsumption and some other indicators. I also investigate the obstacles confrontingthe Russian authorities when they introduce new policy measures and the public attitudetowards these measures. I conclude that there is a number of easy-to-implementanti-smoking activities that need no fi nancial resources but only a political will.
One of the most important indicators of company's success is the increase of its value. The article investigates traditional methods of company's value assessment and the evidence that the application of these methods is incorrect in the new stage of economy. So it is necessary to create a new method of valuation based on the new main sources of company's success that is its intellectual capital.