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Kondratieff cycles and model real-virtual markets

Grachev I.D. Doctor of Economic Sciences, Deputy of the State Duma of the Federal Assembly of the Russian Federation ( idg19@mail.ru )

Mitin I.N. Student of Faculty "Innovation and High Technology", the Moscow Institute of Physics and Technology (the State University) ( mitin.ivan@gmail.com )

Journal: Economic Analysis: Theory and Practice, #17, 2013

In the article within model of the real and virtual markets Kondratieff cycles in behavior of the capital of the market are obtained. Dependence of behavior of Kondratieff cycles on a share of the virtual market and level of a casual component in mistakes of agents is investigated.


Real-virtual market and its optimization

Grachev I.D. Doctor of Economic Sciences, Deputy of the State Duma of the Federal Assembly of Russia ( idg19@mail.ru )

Mitin I.N. Student, Faculty of Innovations and High Technologies, the Moscow Physical-Technical Institute (the State University) ( mitin.ivan@gmail.com )

Journal: Economic Analysis: Theory and Practice, #18, 2013

Authors of the article base the calculations on the combined model of the real and virtual markets described in earlier works. The most essential lines of interaction of the real and virtual markets to which authors refer the sharp acceleration of exchange operations defining usefulness of the virtual market, and also derivation of part of the real capital and sharp animation of mistakes of the agents, defining its crisis "harm" are considered.


Optimization of virtual markets

Grachyov I.D. Doctor of Economics, Deputy of the State Duma, Chairman of the State Duma Committee on Energy ( idg19@mail.ru )

Berestnev D.A. Graduate Student, the Central Economic-Mathematical Institute of the Russian Academy of Sciences ( toberest@gmail.com )

Mitin I.N. Student, faculty "Business Information Systems", the Moscow Institute of Physics and Technology (the State University) ( mitin.ivan@gmail.com )

Journal: Economic Analysis: Theory and Practice, #28, 2012

The authors base their calculations on the combination model of real-virtual markets, considering the mutual Dynamics modeling real-virtual markets, taking into account the dynamics of stock exchange indices and real gross domestic product of Russia, the United States and the euro zone and the comparative experimental results on real estate appraisal as the reference model of the real economy and shares as necessary element of the virtual economy.


Statistical investigation into relations between the monetary policy tools

Mitin I.N. VTB Bank, Moscow, Russian Federation ( mitin.ivan@gmail.com )

Grachev I.D. Central Economics and Mathematics Institute, RAS, Moscow, Russian Federation ( idg19@mail.ru )

Nevolin I.V. Central Economics and Mathematics Institute, RAS, Moscow, Russian Federation ( i.nevolin@cemi.rssi.ru )

Journal: Economic Analysis: Theory and Practice, #1, 2019

Subject The study deals with interrelations between the nominal exchange rate of Russian ruble, the key interest rate and the price of oil.
Objectives The purpose is to verify the hypothesis about coordinated use of instruments of the Central Bank of the Russian Federation, namely the rate of exchange and the key interest rate in changing external environment.
Methods We employ the statistical analysis tools, i.e. evaluation of linear relationship, verification of cointegration of time series of the rate of exchange and oil price. To check the accuracy of the constructed models, we used the Granger causality test, the Dickey–Fuller test (for availability of trend), the Durbin–Watson test statistic and the Jarque-Bera test (for analysis of residuals from a statistical regression), and the Johansen test (for cointegration).
Results We confirmed the link between the exchange rate of Russian ruble and the oil price, revealed a short-term relation between them in cointegration models. The absence of long-term relation between the exchange rate of Russian ruble and the oil price in cointegration models is somewhat unexpected and contradicts the previous studies. It was reasonable to include the key interest rate in the multi-factor model of the exchange rate of Russian ruble along with the oil price in the form of dammy variables. This model allows identifying the periods of more active use of the key interest rate in the Bank of Russia policy.
Conclusions The presented model enables to estimate quantitative relations between the instruments of the Bank of Russia.


Aspects of Modern Attitude to Risks

Kartavelishvili V.M. Doctor of Physics and Mathematics, Professor, Russian Academy of Economy after G.V. Plekhanov

Koloskova L.M. Russian Academy of Economy after G.V. Plekhanov

Mitin A. Yu. Russian Academy of Economy after G.V. Plekhanov

Journal: Economic Analysis: Theory and Practice, #8, 2009

Heuristics and risk perception correlation in different situations is analysed. The basic theories of popular heuristics are verified experimentally.


EUR/USD as a global indicator of economic activity

Mitin Y.P. postgraduate student, department of Economy, subdepartment of world economy, Saint-Petersburg State University, private investor ( yur-mitin@mail.ru )

Journal: Finance and Credit, #4, 2011

This article examines with the help of US and Euro Area macroeconomic statistics the significance of EUR/USD rate as an indicator, determining the dynamics of international stock and commodity markets. The author concludes that US trade balance is a key factor for EUR/USD and global indicator of business activity.


The political uncertainty as an economic risk factor: regional perspectives

Ginzburg M.Yu. Lobachevsky State University of Nizhny Novgorod - National Research University, Nizhny Novgorod, Russian Federation ( m_ginzburg@mail.ru )

Mitin D.V. School of Public and International Affairs, North Carolina State University (USA), Sadler Ct., Raleigh, NC, USA ( mitinmail@yahoo.com )

Chep'yuk O.R. Lobachevsky State University of Nizhny Novgorod - National Research University, Nizhny Novgorod, Russian Federation ( chepyuk@gmail.com )

Journal: Regional Economics: Theory and Practice, #32, 2014

The study examines what the representatives of small and medium-sized businesses think of the problem of political instability, how they assess the political situation in the region and take account of it in economic activities, what prospects they see in this issue, and how they predict the further development of the situation.


Improvement of methods for risk analysis of Russian business

Ginsburg M.U. PhD in Economics, Associate Professor of Department “Finance and Financial Management”, the Nizhny Novgorod State University named after N.I. Lobachevsky – the National Research University ( m_ginzburg@mail.ru )

Mitin D.V. Doctor of Political Sciences, Professor, the School of International Relations, the North Carolina State University (USA) ( mitinmail@yahoo.com )

Chepyuk O.R. PhD in Economics, Senior Lecturer of Department “Finance and Financial Management”, the Nizhny Novgorod State University named after N.I. Lobachevsky – the National Research University ( chepyuk@gmail.com )

Journal: Finance and Credit, #13, 2013

In the article new methods of the quantitative analysis of a risk rate for business are considered. The technique of the analysis offered by authors contains a combination of cumulative approach to creation of a risk rate, an expert index method, and also methods of quantitative measurement of risk (Value-at-Risk). The offered tool as a result of research allows carrying out the complex analysis of structure and risk factors of the public Russian companies.


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