In this paper we use a global vector autoregression (GVAR) model to study the response of Russian macroeconomic indicators to external shocks. The model includes individual models for the world's largest economies and a model for the oil market. Our specification takes into account the...

The relationship between the economies of various countries and their dependence on the world markets indicate that for econometric analysis of the impact of external shocks on a particular economy, it is necessary to use a model of the global economy. The aim of this paper is to build a global...

The paper presents the results of an econometric assessment of probabilistic default models on a sample of medium-sized manufacturing companies in Russia for the period from 2012 to 2020. Characteristics of the macroeconomic environment were included in the models. The inclusion of the real...

This work is devoted to the analysis of the factors influencing the bankruptcy of the Russian manufacturing industry companies for the period from 2012 to 2020. Logistic regression was used as an econometric tool for the modelling the probability of companies’ default. According to the...

Banks, acting as intermediaries in conducting settlements and providing liquidity to economic agents, play an important role in modern economic systems. At the same time, banking activity is associated with many risks that necessitates control from the regulator. Over the past 9 years, the...

Russian Abstract: Данное исследование посвящено определению разрыва выпуска в российской экономике. Первая часть работы посвящена обзору методик, используемых для...

Russian Abstract: В работе мы исследуем детерминанты экономического развития экономик. Мы используем несколько многострановых панельных баз данных. В качестве...

Russian Abstract: В статье проводится оценка макроэкономических эффектов от снижения экспортной пошлины на нефть в неоклассической модели общего равновесия для...

Russian Abstract: В данной работе авторы моделируют реформу повышения пенсионного возраста в российской экономике у мужчин и женщин до 65 и 60 лет соответственно в...