Russian Abstract: Оценка моделей с изменяющимися во времени параметрами нашла широкое распространение в макроэкономических исследованиях, реализуемых в течение...

Russian Abstract: Согласно теоретическим представлениям, жесткость цен является важнейшим условием работы процентного канала, который в свою очередь является ключевым...

We perform Bayesian analysis of the sequence of unknown means mi given observations Xi under the assumption that, for any k 0, the first k members X1, X2, …, Xk are normally distributed with the mean (m1,…, mk ) and a known covariance matrix. It is assumed that the parameters m1,…, mk,…...

Несмотря на ожидаемую нехватку пригодных для расширения сельскохозяйственного производства земель в мире, процессы забрасывания сельскохозяйственных земель...

We take a decision-theoretic view on the question of how to use instrumental variables and method of moments. Since prior beliefs play an inevitably strong role when instruments are possibly "weak", or when the number of instruments is large relative to the number of observations, it is...

The investigations of spatial concentration in Russian Federation have revealed, that the expectations of production factors owners and processes of spatial concentration play the significant role in formation of spatial structure of the investment in RF The leading role in this process in...

Econometric models lead to the conclusion that presently the migratory population increase in the Russian Federation is determined mostly by the economic-demographic situation in the post-Soviet countries rather than in Russia itself Gradually Russia becomes less and less attractive for...

In this paper we study the impact of the frequency of advertising on the product sales We introduce response function and postulate its properties Parametric classes of functions which can serve as response functions are suggested We use real data on advertising impact to estimate response...

The article summarizes the key results of researches in the field of early warning systems for financial crises, conducted by the Center for Macroeconomic Analysis and Short-Term Forecasting (CMASF) since 2005. The proposed early warning system consists of three major blocks: the leading...

According to the Mehlum-Moene-Torvik model, the influence of institutions and natural resources on the level of GDP is ambiguous: depending on the value of a threshold function of institutional quality and natural resource endowment, the economy may be in one of the two equilibrium types -...