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Vol. 1

International Journal of Computational Economics and Econometrics

2014 Vol. 4 No. 1/2

Special Issue on Computational Methods for Russian Economic and Financial Modelling

Guest Editor: Professor Dean Fantazzini


PagesTitle and authors

Finance Issue

4-31Forecasting the real price of oil using online search data
Dean Fantazzini; Nikita Fomichev
DOI: 10.1504/IJCEE.2014.060284

32-81Modelling financial returns and portfolio construction for the Russian stock market
Alexey I. Balaev
DOI: 10.1504/IJCEE.2014.060289

82-95What drives the Russian stock market: world market and political shocks
Anatoly Peresetsky
DOI: 10.1504/IJCEE.2014.060288

96-111Time aspects of a fund manager appraisal
Evgeny A. Ivin; Alexey N. Kurbatskiy; Alexandr V. Slovesnov
DOI: 10.1504/IJCEE.2014.060293

112-129An empirical analysis of growth and consolidation in banking: a Markovian approach for the case of Russia
Henry Penikas; Anastasia Petrova
DOI: 10.1504/IJCEE.2014.060291

130-147Statistical analysis and econometric modelling of the creditworthiness of non-financial companies
Vladimir I. Malugin; Natalia V. Hryn; Aleksandr Y. Novopoltsev
DOI: 10.1504/IJCEE.2014.060287

Economics Issue

148-180Are commodity price shocks important? A Bayesian estimation of a DSGE model for Russia
Oxana Malakhovskaya; Alexey Minabutdinov
DOI: 10.1504/IJCEE.2014.060294

181-206How Russian and Ukrainian citizens perceive the role of immigrants in their country: a comparison with European residents
Olga Demidova
DOI: 10.1504/IJCEE.2014.060290

207-233The intertemporal general equilibrium model of the economy with the product, money and stock markets
N.P. Pilnik; I.G. Pospelov; S.A. Radionov; A.A. Zhukova
DOI: 10.1504/IJCEE.2014.060286

234-253Technology of development and implementation of realistic (country-specific) models of intertemporal equilibrium
M.A. Khokhlov; I.G. Pospelov; L.Ya. Pospelova
DOI: 10.1504/IJCEE.2014.060285

254-268Are inflation expectations in Russia forward-looking?
Anna Sokolova
DOI: 10.1504/IJCEE.2014.060292