Introductory level econometrics textbook for economics undergraduate students.
The methodology of econometric approach to off-site monitoring of the Russian banking system is suggested. It includes econometric models of the probability of bank default, based on historical data on Russian bank defaults; models of ratings assigned to banks by rating agencies or experts, models of banks’ interest rates, and models of banks’ cost efficiency. Models are tested on real data in order to estimate possibility of their potential use as part of Early Warning System in banks supervision.
This paper investigates the problem of food security as the basis for the stability of economic development on the example of North Africa. According to the World Bank and the Food and Agriculture Organization for the 1991-2014 the impact of various economic and financial factors, such as international trade, rural development, the state of the financial system, and others. on the potential for food security is examines based panel cointegration model. The proposed in the work methodology can be extended to any region of Africa to monitor and evaluate the effectiveness of policies to fight hunger and poverty.