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Глобализация и социально-экономическое развитие в России
Прикладная эконометрика. 2020. Т. 60. № 12. С. 80-101.
The work is devoted to modeling the dynamic relationship of globalization and the level of socio-economic development in Russia. Vector error correction models taking into account structural shifts in trend parameters for short time series are considered. The results of the calculations are compared with the counterparts in Switzerland and the Netherlands. The bidirectionality of this connection is justified. The priority of separate processes of globalization is shown. The relations between its actual and institutional components are determined.
Research target:
Economics and Management
Language:
Russian
Keywords: коинтеграцияcointegrationструктурные сдвигиKOF index of globalizationstructural changesфункция импульсного откликавекторная модель коррекции ошибкамидекомпозиция дисперсии ошибки прогнозаvector error correction modelimpulse response functionsforecast errors variance decompositionKOF-индекс глобализации
Kopnova E., Rodionova L., Бизнес-информатика 2021 Т. 15 № 4 С. 61-75
The paper is devoted to modeling the links between the institutional and actual level of globalization in the countries of the world. Vector models of error correction, quantile regression, and a stochastic frontier model are considered. As a measure of globalization and its components, the KOF-index of globalization system is used, which allows analyzing individual ...
Added: February 27, 2022
Kopnova E., Rodionova L., Бизнес-информатика 2020 Т. 14 № 1 С. 62-74
The work is devoted to the modeling of globalization processes taking into account the dynamic links between them and structural changes in the trend parameters. The relevance of this work is due to the fact that most of the work on this topic is devoted to the study of the impact of globalization on individual ...
Added: July 26, 2020
Arkhipov R., Katyshev P. K., Прикладная эконометрика 2016 Т. 44 С. 38-49
We consider the problem of cointegration of the macro indices of Russian economy (GDP, money aggregate M2, budget expenses, real effective exchange rate) and electric power generation. It is assumed that on time interval (1999–2015) under consideration a structural change (regime shift) is allowed, and as a result the cointegration relationship may be changed. The ...
Added: October 22, 2018
Pokryshevskaya E. B., Antipov E. A., International Journal of Hospitality Management 2017 Vol. 67 P. 1-10
We develop a set of models for predicting hotel visitor satisfaction and the probability of complaints about various service aspects. Our empirical analysis is based on 3630 reviews from one of the Dubai hotels. We identify profiles of visitors who are likely to be dissatisfied with the hotel service and need special attention, as well ...
Added: September 29, 2017
М. : МИЭМ НИУ ВШЭ, 2013
The materials of The Second International Scientific – Practical Conference is presented below. The Conference reflects the modern state of innovation in education, science, industry and social-economic sphere, from the standpoint of introducing new information technologies.
Digest of Conference materials is presented in 4 parts. It is interesting for a wide range of researchers, teachers, graduate ...
Added: April 18, 2013
Teplova T., Rodina V., Eurasian Economic Review 2019
The paper studies the nature and dynamic properties of the reinvestment risk premium in the Treasury bond market. Reinvestment risk has recently gained due attention in investment practice, for example, in managing direct investment portfolios, mutual and pension funds, insurance portfolios and credit portfolios. The reinvestment risk
premium is estimated by reconstructing a coupon bond with ...
Added: December 14, 2018
Osipov G., Journal of Computer and Systems Sciences International 2014 Vol. 53 No. 4 P. 517-529
This article is about behavior control as a functioness. ...
Added: November 17, 2014
Derkachev P., Zinkovsky K., Russian Education & Society 2018 Vol. 60 No. 5 P. 402-421
We investigate the main question of whether higher education institutions are able to increase their performance due to mergers, takeovers, or organizational restructuring. The problem of measuring performance when there are several “output” and “input” indicators can currently be solved by recourse to a proven data analysis method (data envelopment analysis, DEA). Two models are ...
Added: August 27, 2018
Самойлов Д. В., Экономический журнал Высшей школы экономики 2010 Т. 14 № 2 С. 244-267
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 ...
Added: October 13, 2012
Nikolsky S. N., Tishkin A., Качество. Инновации. Образование 2013 № 9 С. 71-74
The decision two-criteria task of simultaneously reached maximum through the free point’s method modification is constructed using the principle of guaranteed result. ...
Added: October 24, 2013
Ясницкий В. Л., Алексеев А. О., Yasnitsky L., М. : Русайнс, 2019
Methodological, theoretical, and practical aspects of building intelligent systems for mass estimation and forecasting of the market value of urban real estate based on the mathematical apparatus of artificial neural networks are described. The proposed intelligent technologies provide support for decision-making in real estate market management tasks based on scenario forecasting of market value, which ...
Added: December 31, 2019
Marshirov V. V., Marshirova L. E., Business Informatics 2015 No. 4 P. 47-54
This article is devoted to the problems of formalization of decision-making in the choice of development strategy in an organization and the ways to implement this strategy. A prioritization method is proposed that allows converting qualitative indicators into qualitative variables by means of pairwise comparison of the objects. As opposed to a simple summation of ...
Added: December 28, 2015
Н. Новгород : Нижегородский филиал НИУ ВШЭ, 2010
В сборнике представлены научные статьи, подготовленные по материалам научно-исследовательских работ студентов Нижегородского филиала Государственного университета – Высшей школы экономики, участвующих в 2009/2010 учебном году в конкурсах НФ ГУ-ВШЭ на лучшую научно-исследовательскую работу.
Результаты выполненных работ были заслушаны 20 апреля 2010 г. на VIII научно-практической конференции студентов и преподавателей НФ ГУ-ВШЭ «Современные проблемы в области экономики, менеджмента, ...
Added: June 30, 2012
Mironov V., Petronevich A., Resources Policy, Great Britain 2015 Vol. 46, Part 2 P. 113-126
This paper examines the problem of Dutch disease in Russia during the oil boom of the 2000s, from both the theoretical and empirical points of view. Our analysis is based on the classical model of Dutch disease by Corden and Neary (1982). We examine the relationship between changes in the real effective exchange rate of ...
Added: September 30, 2015
Красноярск : ИВМ СО РАН, 2013
Труды Пятой Международной конференции «Системный анализ и информационные технологии» САИТ-2013 (19–25 сентября 2013 г., г.Красноярск, Россия): ...
Added: November 18, 2013
Чебоксары : ИД «Среда», 2018
В коллективной монографии представлены научно-исследовательские материалы известных и начинающих ученых, объединенные основной темой современного видения путей развития науки и образования. ...
Added: October 11, 2018
Lipatnikov V. S., Ломджария С. Г., Мазуровский П. А. et al., Банковское дело 2017 № 5 С. 47-51
In this article the market-neutral strategy of paired statistical arbitrage is considered. This trading strategy is relatively new for the Russian stock market, but is widespread among western investors. The essence of paired statistical arbitration is revealed and the effectiveness of this method is estimated on the basis of the model developed by the authors. ...
Added: August 12, 2017
М. : Национальный исследовательский университет "Высшая школа экономики", 2021
В сборнике представлены отобранные оргкомитетом труды участников 12-й Международной научно-практической конференции студентов и аспирантов «Статистические методы анализа экономики и общества» из Армении, Беларуси, России и Таджикистана, представляющих 22 вуза из 15 городов: Гюмри, Душанбе, Жуковского, Йошкар-Олы, Магнитогорска, Махачкалы, Минска, Москвы, Нижнего Новгорода, Новосибирска, Ростова-на-Дону, Санкт-Петербурга, Саратова, Тамбова, Улан-Удэ. Исследования посвящены вопросам статистической методологии, применению математико-статистических ...
Added: July 21, 2021
Switzerland : Springer, 2020
This book constitutes the revised and extended papers of the First International Conference on Innovations in Digital Economy, SPBU IDE 2019, held in St. Petersburg, Russia, in October 2019.
The 8 papers presented were thoroughly reviewed and selected for publication from 78 submissions. The papers are organized according the following topical sections: economic efficiency and social consequences ...
Added: October 9, 2020
Korotin V., Dolgonosov M., Popov V. et al., Research in International Business and Finance 2019 Vol. 48 P. 156-168
The sanctions imposed against Russia in 2014 coincided with a shock in the oil market. It is believed that both the sanctions and the fall in prices over oil have affected both the ruble exchange rate, which devalued by 2 times in relation to the pre-crisis level. The authors of the article assess the impact ...
Added: December 27, 2018
Н. Новгород : ННГУ, 2019
В сборник включены материалы докладов 23-ой Конференции по радиофизике, проходившей 13-21 мая 2019 года на радиофизическом факультете Национального исследовательского Нижегородского государственного университета им. Н.И. Лобачевского (ННГУ). Тематика докладов охватывает основные научные направления, развиваемые на факультете. Работы выполнены сотрудниками, аспирантами и студентами ННГУ, а также сотрудниками научно-исследовательских институтов и высокотехнологичных предприятий Нижнего Новгорода. Издаётся по решению ...
Added: January 10, 2020
IEEE, 2017
Added: December 17, 2017
Lychkina N. N., Стратегии бизнеса 2013 № 2 С. 44-50
It discusses the paradigm of simulation: system dynamics, agent-based modeling, and composite mix of dynamic models in the enterprise, dynamic models of social development and other problems of modeling and analysis of the strategic development of the socio-economic systems ...
Added: June 1, 2014
Пенза : ПГУ, 2016
В сборник трудов включены доклады ХХI-го Международного симпозиума «Надежность и качество», проходившего с 23 по 29 мая 2016 г. в городе Пензе.
Рассмотрены актуальные проблемы теории и практики повышения надежности и качества; эффективности внедрения инновационных и информационных технологий в фундаментальных научных и прикладных исследованиях, образовательных и коммуникативных системах и средах, экономике и юриспруденции; методов и средств ...
Added: May 27, 2016