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Regular version of the site
Of all publications in the section: 108
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Article
Bulavsky V. A. Экономика и математические методы. 2004. Vol. 40. No. 3.
Added: Nov 21, 2008
Article
Булавский В. А. Экономика и математические методы. 1999. Т. 35. № 4.
Added: May 26, 2009
Article
Косоруков О. А., Маслов С. Е., Семенова Н. А. Экономика и математические методы. 2019. № 2. С. 130-139.
Added: Oct 28, 2019
Article
Захаров А. В. Экономика и математические методы. 2010. Т. 46. № 2. С. 60-77.

This work looks at a model of spatial election competition with two candidates who can spend effort in order to increase their popularity through advertisement. It is shown that under certain condition the political programs of the candidates will be different. The work derives the comparative statics of equilibrium policy platform and campaign spending with respect the distribution of voter policy preferences and the proportionality of the electoral system. In particular, it is whown that the equilibrium does not exist if the policy preferences are distributed over too narrow an interval.

Added: Oct 4, 2012
Article
Белоусов Ф. А. Экономика и математические методы. 2017. Т. 53. № 3. С. 93-109.

In this paper the model of interaction of two types of civilizations is considered. These two types of civilizations conventionally were called “nomads” and “plowmen”. Each of these types is characterized by its method of reproduction of product, which is necessary for agents of both types. If plowmen reproduce product by using their work, knowledge and skills, nomads reproduce anything, instead they consume that resource which they find, including that resource they take away from plowmen. Such kind of model of civilization is adopted as the simplest model of ancient human civilization, because many ancient states and nations often can be attributed either to the type of civilization “plowmen” (Mesopotamian civilization, the Near East, Byzantine and Roman empires, etc.), or to the type of civilization “nomads” (nomadic civilizations of the Great Steppe). The questions of coexistence of two types of civilization is studied. Separately the question of extinction of one of the civilizations is considered. The paper presents study of this model based on agent-oriented approach. By using parameter variation a number of experiments are done. Based on experimental data statistical and econometric analysis of the model is presented.

Added: Nov 7, 2017
Article
Копнова Е. Д., Розенталь О. Экономика и математические методы. 2007. № 43 (1).
Added: Jun 30, 2011
Article
Уринсон Я. М., Щербинкин В. Экономика и математические методы. 1991. № 6.
Added: Nov 30, 2010
Article
Афанасьев А. А., Воронцов А. А. Экономика и математические методы. 2018. Т. 54. № 2. С. 29-49.

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Added: Nov 22, 2017
Article
Головань С. В., Назин В. В., Пересецкий А. А. Экономика и математические методы. 2010. Т. 46. № 3. С. 43-57.
Строятся непараметрические оценки технической эффективности российских банков (по методу DEA). Эти оценки сравниваются с параметрическими оценками с помощью метода стохастической границы производственных возможностей (SFA). Рассматриваются две оценки производственного множества - CCR (Charnes, Cooper, Rhodes, 1978) и BCC (Banker, Charnes, Cooper, 1984), для изучения свойств полученных оценок эффективности применяется полупараметрический бутстрап (Simar, Wilson, 2007). Модели строятся отдельно для каждого момента времени с использованием трех факторов производства (затраты на содержание аппарата, резервы под возможные потери, прочие расходы) и двух компонентов выпуска (чистые процентные доходы и чистые прочие операционные доходы). Модели оцениваются по квартальной отчетности универсальных российских банков за 2002-2006 гг. Значения рангового коэффициента корреляции Спирмена для оценок эффективности, полученных разными методами, варьируются между 0.72 и 0.89 для двух моделей DEA и между 0.56 и 0.91 для оценок DEA и SFA, что позволяет сделать вывод о сходстве оценок, рассчитанных разными методами. Во всех кварталах, кроме второго квартала 2004 г., иностранные банки эффективнее отечественных, во втором же квартале 2004 г. иностранные банки менее эффективны (что можно объяснить кризисом доверия). Московские банки во всех моделях начиная с 2006 г. менее эффективны, чем региональные.
Added: Oct 4, 2012
Article
Теплова Т. В., Соколова Т. В. Экономика и математические методы. 2017. Т. 53. № 3. С. 110-128.

In this paper for the first time on the base of the non-parametric Data Envelopment Analysis (DEA) method the authors build and test portfolios in the Russian bond market. Using DEA we perform integral evaluation and rank by optimality (efficiency) outstanding ruble corporate bonds from the perspective of a private investor. Our original algorithm for building an optimal bond portfolio includes two analytical procedures: first we identify the determinants of the yield to maturity of ruble corporate bonds for a diversified sample of real sector companies from 2008 to 2015, then we apply the DEA method for this sample in order to find the optimal set of bonds for the portfolio. At the final stage we test (for 2014—2015) an investment strategy based on picking for the portfolio the ruble corporate bonds that reached the efficiency frontier. In order to identify the determinants of ruble corporate bond yields we analyze a set of macroeconomic and firm-level (financial and non-fundamental) factors, characteristics of bond issues using econometric methods. For the first time in the Russian bond market we consider not only current but also expected inflation and GDP growth, risk indicators (the volatility index RTS VIX as a proxy). We identify the optimal bond issues (the bond issues that reached the efficiency frontier) taking into account a set of different factors: yield to maturity, duration and liquidity of bond issues, credit risk indicators of bond issuers. The results of a regression analysis confirm our hypothesis that yield to maturity is significantly influenced by revenue of a bond issuer, the repo eligible factor (inclusion of a bond issue in the Lombard list of the Bank of Russia), the government’s share in the equity, the bond issuer’s debt burden indicators, the level of current and expected inflation. The efficiency (optimality) frontier mainly consists of bond issues of large companies with the government’s participation in the equity. Our hypothesis that investing in the bond issues on the efficiency frontier can beat the bond benchmarks’ returns and “return / volatility” ratios are confirmed in part, for the period of 2014 characterized by a decrease in prices of ruble bonds.

Added: Aug 25, 2017
Article
Эйсмонт О. А. Экономика и математические методы. 2008. Т. 44. № 3.
Added: Nov 1, 2010
Article
Макаров В. Л. Экономика и математические методы. 2009. Т. 45. № 1. С. 3-14.
Added: Feb 8, 2010
Article
Уринсон Я. М., Щербинкин В. Экономика и математические методы. 1991. № 1.
Added: Nov 30, 2010
Article
Белянин А. В. Экономика и математические методы. 1998. № 4.
Added: May 11, 2011
Article
Уринсон Я. М., Долгов В. Экономика и математические методы. 1974. № 2.
Added: Nov 28, 2010
Article
Коссов В. В. Экономика и математические методы. 1971. № 1.
Added: Sep 27, 2010
Article
Ершов Э. Б., Левитин Е. Экономика и математические методы. 2013. Т. 49. № 2. С. 3-18.
Added: Aug 6, 2013
Article
Уринсон Я. М. Экономика и математические методы. 1972. № 2.
Added: Nov 28, 2010
Article
Федорова Е. А., Титаренко А. В. Экономика и математические методы. 2014. Т. 50. № 1. С. 80-90.
Added: Nov 1, 2014
Article
Уринсон Я. М., Биргер Е., Чарный В. Экономика и математические методы. 1978. № 3.
Added: Nov 28, 2010
Article
Матвеенко В. Д., Бронштейн Е. М. Экономика и математические методы. 2016. Т. 52. № 2. С. 91-102.
CES production functions are widely used in economic growth and development researches. However, it is not always taken into account that properties of different specifications of CES functions (continual or discrete, with the weights or without them) are rather differ. The properties of CES production functions, essential for analysis of economic models, are studied. We prove that the CES function with a finite number of arguments with normalized weights increases with the elasticity of substitution parameter, while under the absence of weights the function decreases in this parameter. Pattern of behavior of the CES function with argument x(i), defined on a continual set [0,N], is operated by the value N. Under N = 1 the function with continual argument behaves (in respect of the elasticity of substitution) similarly to the function with a finite number of arguments with weights, but under N > 1 its behavior is quite different. There are important differences between the continual and the discrete CES functions when the elasticity of substitution parameter converges to zero. We show the mistakes when continual CES functions are applied to models of production with intermediate goods which have gained popularity in recent years. We also show some shortcomings of continual models with intermediate goods when using these models for the analysis of economic development problems.
Added: Jun 11, 2016