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

We continue publishing the four-part consultation of professor of Moscow School of Economics of Lomonosov MSU Dean Fantazzini. The first part, that appeared in 2 (10), 2008 of the journal, dealt with the introduction to the problem (section one: basic concepts and types of financial risks,...

In this paper the alternative value-at-risk (VaR) and expected shortfall (ES) analysis were made according to different error distribution assumptions by using stock market daily return series of Turkey (ISE100), United Kingdom (FTSE100), Japan (NIKKEI225) and France (CAC40). The backtesting...

Interest rate is one of the most observed and forecasted variables in financial markets. Interest rates and the volatility of interest rates play a crucial role in pricing financial instruments. In this empirical study, we try to investigate which short term interest rate model is appropriate...

(This paper is in Turkish) This study investigates the stability of the relationship between demand for real money, real income, and interest rates in Turkey using quarterly data for the period from 1988:I to 2005: IV. According to conventional stability tests the demand for money is subject to...

Russian Abstract: В статье рассматривается эконометрический подход к исследованию одной из важнейших проблем в экономике права — институциональных барьеров для...

Turkish Abstract: Bu çalışmada Türkiye'nin nüfus açısından en büyük üç şehrinin konut fiyatlarındaki değişimleri etkileyen faktörler incelenmiştir. Bu kapsamda Ocak 2010 – Ağustos 2016 döneminde İstanbul, Ankara ve İzmir'in hedonik konut fiyat endeksindeki değişimleri...

This paper considers the influence of alcohol consumption on employment and income of workers on the Russian labor market Econometric model used in the analysis consists of system of the simultaneous equations Such problem definition gives the chance for the accounting for possible endogenously...

Russian Abstract: Длившаяся с самого начала посткоммунистической истории России дискуссия о национальных приоритетах близка к своему завершению. Понимание ключевой...

Russian Abstract: Доклад подготовлен на базе исследования «Потенциал роста экономической активности населения, социальная динамика населения и риски возникновения...