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Дезагрегирование задачи благосостояния в задачу межвременного равновесия с однозначным определением равновесных цен
Advanced science. 2013. № 3. С. 7-22.
Andreev M.
Intertemporal equilibrium model with the finite number of agents-consumers is considered. Consumers exchange the only commodity with each other. They choose optimal consumption plan subject to budget constraint and liquidity constraint. Existence of efficient equilibrium is proven. The established fact of the uniqueness of equilibrium prices gives hope that equilibrium constraint could remove equilibrium indeterminacy problem of the stochastic Arrow-Debreu and derivative models.
The intertemporal general equilibrium model of the economy with the product, money and stock markets
Pilnik N.P., Pospelov I.G., Radionov S.A. et al., International Journal of Computational Economics and Econometrics 2014 Vol. 4 No. 1-2 P. 207-233
This article presents the general economic equilibrium model of the Republic of Kazakhstan. The model includes eight macroagents. Four of the macroagents, Household, Producer, Bank, Owner, are described by optimization problems. The other four macroagents follow prescribed scenarios. All agents contact through market interactions. This framework appears to be an appropriate method to include the ...
Added: November 3, 2013
Michasova O. V., Кузнецов Ю. А., Вестник Нижегородского университета им. Н.И. Лобачевского 2010 № 3 С. 177-190
The generalized model of economic growth taking account of physical and human capital accumulation is investigated using numerical-analytical methods. The model generalizes the well-known Lucas model. Qualitative features of balanced growth paths have been studied for the typical parameter values of real economic systems. The model has been found to have an indeterminacy effect at ...
Added: December 8, 2012
Andreev M., Pilnik N., Pospelov I. G., Труды Московского физико-технического института 2013 Т. 5 № 4 С. 62-78
In this paper, the general economic equilibrium model of the Republic of Kazakhstan is
described. The model includes 8 macroagents. Optimization problems are formulated for
4 agents (household, producer, bank, owner). The behavior of other agents is determined
by a scenario. The model is calibrated by quarter data from 2005 to 2010 and simulates
trajectories of variables which characterize ...
Added: December 25, 2013
Malkov E. S., Вопросы экономики 2014 № 3 С. 106-125
This paper is the first attempt at quantitative and qualitative analysis of the Soviet literature on general equilibrium theory in 1960—1990s. We divide the papers into four subgroups: von Neumann—Gale class of models and equilibrium growth; Arrow—Debreu class of models; disequilibrium theory; and other branches of general equilibrium theory. Bibliometric analysis shows that von Neumann—Gale ...
Added: October 25, 2013
Popovskaya E. V., Rozanova N. M., Цепина Л. В., Проблемы прогнозирования 1999 № 2 С. 85-90
Проблема монополизации экономики рассматривается с точки зрения продуктового подхода: в качестве объекта исследования берутся производители отдельных товарных групп, в результате чего анализ структурных особенностей оказывается связанным не столько с отраслями как таковыми, сколько непосредственно с товарными рынками. В отличие от первого, традиционного для российской экономической науки отраслевого подхода, подход на основе продуктовых рынков позволяет выделить ...
Added: December 14, 2012
Sidorov A., Дискретный анализ и исследование операций 2005 Т. 12 № 1 С. 74-96
Исследуется модель экономики с производством типа Эрроу--Дебре, в которой дополнительно допускается возможность потребительского инвестирования в производственный сектор, а также осуществление кредитных операций между потребителями на основе безарбитражной процентной ставки. Основным результатом является доказательство теоремы существования равновесия в однопериодной модели. ...
Added: April 23, 2013
Levando D. V., / Высшая школа экономики. Серия WP12 "Научные доклады лаборатории макроэкономического анализа". 2007. № 03.
Added: March 14, 2013
Sokolova A., Havránek T., / Высшая школа экономики. Series WP BRP "Economics/EC". 2016. No. 137/EC/2016.
We show that three factors combine to explain the mean excess sensitivity reported in studies estimating consumption Euler equations: the use of macro data, publication bias, and liquidity constraints. When micro data are used, publication bias is corrected for, and the households under examination do not face liquidity constraints, the literature implies no evidence for ...
Added: June 8, 2016
Slobodyan S., Studies in Nonlinear Dynamics and Econometrics 2001 Vol. 5 No. 1 P. 33-40
This article proves that periodic trajectories are generically impossible in a class of continuous-time growth models that allow a locally indeterminate steady state. Those models reducible to the two-dimensional Lotka-Volterra system of equations constitute the class considered here. Knowledge of the presence or absence of the limit cycles allows a global phase diagram of the ...
Added: November 3, 2018
Slobodyan S., Journal of Macroeconomics 2007 Vol. 29 No. 1 P. 169-177
This paper studies dynamical properties of an extension of the well known Romer model of endogenous growth, introduced by [Benhabib, J., Perli, R., Xie, D., 1994. Monopolistic competition, indeterminacy and growth. Ricerche Economiche 48, 279–298]. This model differs from the Romer model by introducing complementarity of intermediate capital goods. It allows indeterminate steady state for ...
Added: November 3, 2018
Guriev S., Vakulenko E., Journal of Comparative Economics 2015 No. 43 P. 633-649
We study barriers to labor mobility using panel data on gross region-to-region migration flows in Russia in 1996-2010. Using both parametric and semiparametric methods and controlling for region-to-region pairwise fixed effects, we find a non-monotonic relationship between income and migration. In richer regions, higher incomes result in lower migration outflows. However, in the poorest regions, ...
Added: February 26, 2015
Slobodyan S., Journal of Economic Dynamics and Control 2005 Vol. 29 No. 1-2 P. 159-185
We consider the effects of global sunspot fluctuations in a growth model with externalities, where the Pareto-inferior steady state (poverty trap) is indeterminate. A global (not restricted to a small neighborhood of the steady state) sunspot can move the economy from the poverty trap's region of attraction into the region of attraction of a Pareto-superior ...
Added: November 3, 2018
Киров : МЦНИП, 2014
Mathematical and computer simulation of economic processes. ...
Added: January 29, 2015
Guriev S., Vakulenko E., / Centre for Economic Policy Research. Series ISSN 0265-8003 "Centre for Economic Policy Research Discussion Paper Series". 2013. No. 9675.
In this paper, we study panel data on region-to-region gross migration flows in Russia for 1995-2010. We find that barriers to labor mobility that hindered internal migration in 1990s, have been generally eliminated by the end of 2000s. In 1990s many poor Russian regions were in a poverty trap: potential workers wanted to leave those ...
Added: February 15, 2013
Larin A. V., Khvostova I., Novak A., / Высшая школа экономики. Series WP BRP "Economics/EC". 2015.
In this paper, we investigate the consumption Euler equation for the Russian households under Epstein and Zin (1989) preferences. The problem of liquidity constraint arises in a natural way. Because of the low stock market participation rate, for the estimation, we use interest rates on deposits and on loans. Both loans and deposits imply liquidity ...
Added: December 7, 2015
Sidorov A., Дискретный анализ и исследование операций 2008 Т. 15 № 5 С. 76-99
Исследуется многопериодная модель экономики с производством типа Эрроу--Дебре, в которой дополнительно допускается возможность потребительского инвестирования в производственный сектор, а также осуществление кредитных операций между потребителями на основе безарбитражной процентной ставки. Основным результатом является доказательство теоремы существования равновесия в многопериодной модели с близоруким планированием потребления, производственной и инвестиционной деятельности. ...
Added: April 23, 2013
Safonov G., Галенович А., Федоров Ю. Н., Энергия: экономика, техника, экология 2012 № 5 С. 37-39
The article discusses the potential role of Russia in global carbon markets, prospects and opportunities for national businesses in greenhouse gas emission reduction ...
Added: July 20, 2016
Ивлиев С. В., Penikas H. I., Экономика и управление: проблемы, решения 2016 Т. 2 № 8 С. 247-252
Под эгидой Гильдии финансовых аналитиков и риск-менеджеров и Русского общества управления рисками разработан новый профессиональный стандарт «Специалист по управлению финансовыми рисками», который предназначен для оценки квалификации риск-менеджеров. В статье описываются предпосылки создания и краткое содержание стандарта с целью его популяризации. ...
Added: September 5, 2016
Pilnik N., Pospelov I. G., Radionov S., Вестник АКСОР 2017 Т. 43 № 3-4 С. 71-78
In this article we consider the issues of preparing statistical data for using in applied macroeconomic models, based on balance equalities. We propose a description of every macroeconomic agent, which consists of four balances of different kind. The described construction is filled with statistical data, which describes the condition of main sectors of Russian economy, ...
Added: November 26, 2017
Smirnov S. V., Balashova E., Posvianskaia L., Problems of Economic Transition 2010 Vol. 53 No. 3 P. 69-95
The article considers different approaches, all based on detailed statistical data, to determine which industries and commodities have high, medium, or low sensitivity to exchange rate fluctuations. The authors conclude that any exchange rate policy is an inappropriate tool to influence the structure of Russian economy. ...
Added: April 12, 2013
Chulok A., Slobodianik S., Moiseichev E. Y., Foresight 2017 Vol. 19 No. 5 P. 511-527
Purpose
This study aims to assess future prospects for Russian energy exports until 2040, as global energy markets are undergoing major changes, with possible impacts on Russia.
Design/methodology/approach
Qualitative and quantitative approaches are integrated under a proposed foresight framework. The qualitative method involves an expert survey aimed at identifying major energy trends and their influence on ...
Added: October 3, 2017
Neretina Ekaterina, Neretina E., Journal of Accounting, Finance and Economics 2013 Vol. 3 No. 1 P. 65-76
The last market crash of 2008-2009 showed that the construction sphere is one of the most fragile subject to the crisis effect. The destructive effect of this crash resulted in substantial decrease in mortgage lending, price index, capital investment, and in growth of the cost level. As the construction industry remains strategically important, the eruption ...
Added: September 5, 2013
Polishchuk L., Natkhov T., Журнал Новой экономической ассоциации 2017 № № 3(35) С. 12-32
We discuss the evolving views on institutions and development in modern political economy, and in particular the contribution to the field by D. Acemoglu and J. Robinson, explaining root causes of successes and failures in economic development. The focus of discussion is on inclusive and extractive institutional regimes — the former sustain economic growth, whereas ...
Added: October 23, 2017
Larchenko L. V., Колесников Р. А., Инновации 2016 № 1 С. 79-84
Предмет/тема. В статье показано, что основной проблемой социально-экономического развития монопрофильных городов Ямало-Ненецкого автономного округа является узкая специализация хозяйства, основанная на эксплуатации нефтегазовых ресурсов. Методология. Методологической базой для достижения поставленных в статье целей выступают системный подход и статистические методы анализа. Результаты. Исследование проведено на примере городов Ноябрьск, Муравленко, Губкинский, являющиеся центрами добычи углеводородов. В исследуемых городах ...
Added: October 19, 2016