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Regular version of the site
Of all publications in the section: 108
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Article
Фридман А. А. Экономика и математические методы. 1993. Т. 29. № 1.
Added: Jan 20, 2010
Article
Афанасьев А. А. Экономика и математические методы. 2000. Т. 36. № 2. С. 41-56.
Added: Apr 2, 2013
Article
Бродский Б. Е., Айвазян С. А., Березняцкий А. Н. Экономика и математические методы. 2016. Т. 51. № 4. С. 24-46.

In this paper multifactor econometric models of the Russian inflation are proposed. CPI indicators are used as quantitative measures of inflation processes. Regional indices of inflation are modelled primarily in this paper.

Added: Jun 24, 2018
Article
Бродский Б. Е., Айвазян С. А. Экономика и математические методы. 2018. Т. 54. № 2.

This article is devoted to the study of the problem of retrospective analysis of structural changes in SEM (simultaneous equation) models with varying structure. We consider main assumptions about statistical dependence of observations: strong mixing and ψ -weak dependence conditions, as well as the main criteris for effectiveness of a method of retrospective analysis. A new nonparametric method of retrospective detection of structural changes is proposed which does nor require knowledge about distributuinal laws of data and its statistical properties are studied. We formulate theorems about convergence to zero of type 1 and type 3 error probabuilities for the proposed method with an increasing sample size. Results of the simulation sudy of the proposed method are given the second part of the paper. Unlike earlier published papers, this article considers the problem of macroeconometric modeling with account of structural changes in data. Here we consider the method for the retrospective detection of multiple structural changes in data, simulation study of this method, as well as applications to the problems of macroeconometric modeling with account of structural changes in data. In particular, we consider the macromodel of the USA economy proposed by L. Klein (the structural change in the year 1929 is detected) and the disaggregated model of the Russian economy (quarterly data in 1995—2016s). Here we detect two instants of structural changes in 2002 and 2010. Results of the simulation study wittness about the fact that the proposed method can effectively detect structural chsnges in SEM models.  

Added: Jun 22, 2018
Article
Айвазян С. А., Бродский Б. Е. Экономика и математические методы. 2018. Т. 52. № 4. С. 1-25.

This article is devoted to the study of the problem of retrospective analysis of structural changes in SEM (simultaneous equation) models with varying structure. We consider main assumptions about statistical dependence of observations: strong mixing and ψ -weak dependence conditions, as well as the main criteris for effectiveness of a method of retrospective analysis. A new nonparametric method of retrospective detection of structural changes is proposed which does nor require knowledge about distributuinal laws of data and its statistical properties are studied. We formulate theorems about convergence to zero of type 1 and type 3 error probabuilities for the proposed method with an increasing sample size. Results of the simulation sudy of the proposed method are given the second part of the paper. Unlike earlier published papers, this article considers the problem of macroeconometric modeling with account of structural changes in data. Here we consider the method for the retrospective detection of multiple structural changes in data, simulation study of this method, as well as applications to the problems of macroeconometric modeling with account of structural changes in data. In particular, we consider the macromodel of the USA economy proposed by L. Klein (the structural change in the year 1929 is detected) and the disaggregated model of the Russian economy (quarterly data in 1995—2016s). Here we detect two instants of structural changes in 2002 and 2010. Results of the simulation study wittness about the fact that the proposed method can effectively detect structural chsnges in SEM models.  

Added: Sep 2, 2018
Article
Бродский Б. Е. Экономика и математические методы. 2006. № 4.
Added: Apr 7, 2010
Article
Кравченко Т. К. Экономика и математические методы. 1991. № 2.
Added: Sep 29, 2010
Article
Светуньков И. С., Светуньков С. Г. Экономика и математические методы. 2012. Т. 48. № 1. С. 67-79.

The new economic-mathematical model based on complex variables theory and the new approach to complex variables usage in economics are suggested in the article. The comparison of modeling results of actual production processes using Cobb-Douglass production function and complex variables production function is conducted. It is shown that the instrumental base of economicmathematical methods can be widen with usage of complex variables theory.

Added: Jul 25, 2012
Article
Поспелов И. Г. Экономика и математические методы. 2008. Т. 44. № 2. С. 68-82.
Added: Oct 31, 2008
Article
Кулешова О. Н., Веселитская Н. Н., Карасев О. И. и др. Экономика и математические методы. 2015. Т. 51. № 3. С. 126-139.

The authors propose an integrated approach to the roadmap development that implies the combined use of qualitative and quantitative methods. In particular, the analysis of the event tables’ application to the roadmap creation in the water purifi cation industry. The authors approach can contribute to the development of innovation-based strategies in different subject areas.

Added: Sep 24, 2015
Article
Миркин Б. Г. Экономика и математические методы. 1990. № 2.
Added: Oct 20, 2010
Article
Левита Р. Я., Афанасьев А. А. Экономика и математические методы. 2002. Т. 38. № 4. С. 32-36.
Added: Apr 2, 2013
Article
Фридман А. А. Экономика и математические методы. 2012. Т. 48. № 2. С. 15-29.

Paper presents an optimal control model with the stocks of two resource: one is the stock of exhaustible resource (groundwater) and the other is the stock of waste water which is a by-product of water use. Waste water could be re-used but this resource has a higher marginal cost than the groundwater. The characteristics of effi cient water consumption vector and dynamics of groundwater and waste water stocks are analyzed under the assumption of limited storage capacity of waste water stocks. The sensitivity of effi cient vectors of exogenous parameters (groundwater stock and its refi ll, marginal cost of renewable substitute) is investigated.

Added: Aug 31, 2012
Article
Мацнев Д., Райзберг Б., Уринсон Я. М. и др. Экономика и математические методы. 1977. № 2.
Added: Nov 28, 2010
Article
Рудник П. Б. Экономика и математические методы. 2008. Т. 44. № 4. С. 58-71.
Added: Oct 28, 2008
Article
Щербинкин В., Уринсон Я. М. Экономика и математические методы. 1986. № 5.
Added: Nov 30, 2010
Article
Афанасьев А. А. Экономика и математические методы. 2009. Т. 45. № 3. С. 3-11.
Added: Nov 1, 2011
Article
Афанасьев А. А. Экономика и математические методы. 2004. № 4. С. 26-58.

Hoy cada economista conoce la teoria del valor subjetivo de las mercancías y del dinero, la formación de precios en el mercado competitivo y en el mercado monopolizado, la competencia entre los compradores y entre los vendedores, la teoria cuantativa del dinero y del paridad del poder de compra, la demanda del dinero y las partes integrantes de su oferta. Pero pocos saben que los fundadores de estas doctrinas eran los teólogos y los juristas españoles que vivieron en el siglo XVI y enseñaban en la Universidad de Salamanca. Por desgracia, sus nombres no están mencionados en la mayoría aplastante de manuales rusos e ingleses de la historia del pensamiento económico. Tanta injusticia respecto a estos grandes economistas españoles es el motivo de escribir este ensayo histórico en el que describimos sus aportaciones a la ciencia económica. Además de eso, en este ensayo presentamos por primera vez el pensamiento económico de su notable contemporáneo y uno de los fundadores de la teoria cuantativa del dinero, el gran teólogo portugues Rodrigo do Porto. Hoje cada economista conhece a teoria do valor subjectivo das mercadorias e do dinheiro, a formação de preços no mercado competitivo e no mercado monopolístico, a concorrência entre os compradores e entre os vendedores, a teoria quantitativa do dinheiro e da paridade do poder de compra, a procura de dinheiro e as partes integrantes da sua oferta. Pero pouca gente sabe que os fundadores destas doctrinas eram os teólogos e os juristas espanholes que viveram no século XVI y ensinavam na Universidade de Salamanca. Infelizmente os seus nomes não são mencionados na maioria esmagadora de manuales russos e inglêses da história do pensamento económico. Tal injustiça em relação aos grandes economistas espanholes é o motivo de escrever este ensaio histórico no qual descrevemos suas contribuiçãos à ciência económica. Além disso, neste ensaio presentamos pela primeira vez o pensamento económico do suo notável contemporâneo e um dos fundadores da teoria quantitativa do dinheiro, o grande teólogo portugues Rodrigo do Porto.

Added: Apr 19, 2012
Article
Котляров И. Д. Экономика и математические методы. 2019. Т. 55. № 3. С. 100-108.

The present paper contains an analysis of existing methods of evaluation of a brand economic effect (which is understood as the value generated by the brand for the brand owner). These methods are based on the calculation of brand value on the basis of comparison of cash flows generated by brand with cash flows generated by no-brand product. It is demonstrated that on the brand product market brand efficiency should be measured on the basis of comparison of branded products with an imaginary average brand. It is demonstrated that de facto there are brands that generate no additional income and simply allow their owners to operate on brand-dominated markets. It means that the brand value cannot be used as a measure of brand efficiency for these brands. Contrarily to the traditional brand value, the proposed index of brand efficiency may have positive and negative value. The novelty of the research consists in delimitation of notions of brand value and brand efficiency; introduction of the concept of an average brand; description of the model of calculation of its parameters and methods of calculation of all components of brand efficiency listed above. We also propose to introduce the concept of net modified brand value which can be used to measure the integral brand efficiency from the point of view of brand owner

Added: Nov 1, 2019
Article
Левин М. И., Бобкова И. Экономика и математические методы. 1997. № 33. С. 13-25.
Added: Jan 11, 2011