Special issue published: "Computational Methods for Russian Economic and Financial Modelling"

International Journal of Computational Economics and Econometrics 4(1/2) 2014

• Forecasting the real price of oil using online search data
• Modelling financial returns and portfolio construction for the Russian stock market
• What drives the Russian stock market: world market and political shocks
• Time aspects of a fund manager appraisal
• An empirical analysis of growth and consolidation in banking: a Markovian approach for the case of Russia
• Statistical analysis and econometric modelling of the creditworthiness of non-financial companies
• Are commodity price shocks important? A Bayesian estimation of a DSGE model for Russia
• How Russian and Ukrainian citizens perceive the role of immigrants in their country: a comparison with European residents
• The intertemporal general equilibrium model of the economy with the product, money and stock markets
• Technology of development and implementation of realistic (country-specific) models of intertemporal equilibrium
• Are inflation expectations in Russia forward-looking?