Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'

This double-issue contains 11 papers invited for the first special issue on “Computational methods for Russian economic and financial modelling”. It was an attempt to explore and bring together practical, state-of-the-art applications of computational techniques with a particular focus on Russia and the Commonwealth of Independent States. The response was beyond expectations and managed to cover a wide range of issues, so that a double-issue was considered: the first dealing with Finance and the second with Economics.

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Year of publication:	2014
Authors:	Fantazzini, Dean
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Forecasting \| oil price \| Google \| Russian stock market \| T-distribution with vector degrees of freedom \| portfolio management \| Fund manager \| Russian banking sector \| Credit Risk \| DSGE \| Russia \| Immigrants \| Intertemporal general equilibrium model \| Intertemporal equilibrium \| Inflation \| Inflation expectations

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Notes:	Published in International Journal of Computational Economics and Econometrics 4.1-2(2014): pp. 1-3
Classification:	C02 - Mathematical Methods ; C11 - Bayesian Analysis ; C22 - Time-Series Models ; C32 - Time-Series Models ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C68 - Computable General Equilibrium Models ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; G1 - General Financial Markets ; G2 - Financial Institutions and Services ; J0 - Labor and Demographic Economics. General ; J1 - Demographic Economics
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011114387