Petrakov N.Ya., Shagalov G.L (Moscow) Change
of payments system and calculations between the SNG countries – the base
of their integration
The wrongs of Russian economic policy 1991–1995 towards other SNG countries are investigated in this paper. An by-step approach to forming the Payment union of SNG countries is proposed as concrete means for each mentioned step.
Bobkova I.A., Levin M.I. (Moscow) Experimental
macroeconomics: a survey of some problems and methods
The article is devoted to a broad survey of some problems of experimental economics have been developed in the researches of Western economists in the 80th–90th. We concentrated at the literature concerninig experimental testing of such topics as different forms of market structure, public choice theory, public goods allocation, etc.
Tatevosyan G.M. (Moscow) Economic
efficiency of investments using optimizational methods
The author siggests to take into account some invest factors, wich are ignored by theory and practice today. There are optimization of subprojects and products structure, resource manoeuvre, optimal profit reinvestment. The optimization models are described and the count results are adduced. Sources: Arhangelsk region woodworking enterprises data. A special attention is paid to the problems of information preparation.
Bogdanova T.K., Goldenberg A.I., Kuznetsova
K.S., Epshtein A.S. (Moscow) Multiplicativity
in economic measurements
There are described methods of economic measurement which make possible to contribute to the solution of socio-economic problems by purely economic means. Applicability of suggested methods is illustrated with reference to the solution of the specific problem of measuring differentia of value of town land depending on the type of its use.
Bagrinovsky K.A., Prokopova V.S. (Moscow) Russian
economy: investigations of intersectoral exchange pecularities
The analysis of the present data for Russia's economy gives evidence ot the increasing sectoral inequality. The methods of achievement on the simultaneous state of the market equilibrum and equivalent intersectoral exchange are studied in this paper.
Zherebin V.M. (Moscow) Households
economy and means of it's macromodelling
This paper introduces and analyses the concept of households economy. In this connection: some exjsting interpretations of the term of household are presented; main functions of households are observed; the macroeconomic effect of households activities is being evaluated. The description of procedures of households income presentation in Social Accounting Matrices is given together with that of the models for the analysis and projection of households expenditures and consumption.
Egorova N,E., Kirillova A.N., Faerman E.Ju.,
Fontana K.A., Khachatrian S.R. (Moscow) Imitation
system of balanced solutions in housing reconstruction in large eities
during the transition period
Synchronization of economic reforms requires adoption of socially acceptable solutions, which are consist in purposes, time deadlines of their achievement, and quantitative characteristics. Solution of housing problem and reconstruction as its component, utilizes tools of imitation modelling. In the system of economic-mathematical models, proposed by the authors, algorythm of balanced solutions adoption, which takes into consideration demand on reconstruction, sources of financing, and social guarantees to the population under the conditions of emerging market relations is worked out.
Hare P. (USA) Conceptual
issues in the analysis of higher education: application to Russia
Higher education in Russia faces a major finding crisis, and much of the system requires reform both to improve incentives and governance structures, and to prepare for an important period of expansion. In order to analyse some aspects of the economic behaviour of higher education institutions, this paper introduces a simple formal model of an institution, specifying the production function – based on the outputs of graduates and research – the objectives, and the budget constraint. This framework allows several possible types of institution to be studied, and illuminates some of the key issues facing reformers. Most importantly, institutions are considered to behave as rational agents responding to contraints and incentives, and this must be taken into account in the design of policy.
Golshtein E.G., Sokolov N.A. (Moscow) A
decomposition algorithm for solving multicommodity production-and-transportation
A new algorithm for solving multicommodity production-and-transportation problems is described. The algorithm is based on primal-dual decomposition. The reseelts of its numerical testing are given.
Skokov V.A. (Moscow) The
versions of level method for minimization of nonsmooth convex functions
and their numerical study
The numerical comparison results of theoretical and practical estimations of convergence rate of level method is presented on the large set of test problems for minimization of nonsmooth convex functions. An influence of parameters of levels value computing, of piecewise linear model cleaning, of ways of auxiliary problems solution is studed on a level method convergence rate. A level method is compared with subgradient method, with Kelley method and with two versions of bundle method.
Glaziev S.Ju. (Moscow) Technological
changes in Russian economy
On the base of conception of the technical-economic development as a consequential technological systems the author examins an impact of economic policy in Russia last years on this process and proposes the quantative estimation of resulting changes.
Makarov V.L., Kleiner G.B. (Moscow) Barter
in Transition Economy: the features and trends
The scope, factors and consequencies of increase in barter transactions in Russian economy of 90th are analyzed. The special features of macroeconomic processes and the behavior of microeconomic agents in "barterized" economy are considered. The dependence between the barter limitation and industrial institutional stucture formation problems is established.
Ovsienko Ju.V. Olevskaya E.Ě. (Moscow) On
financial relationships neutral to inflation
The paper considers such negative consequences of Russian inflation caused by special features of financial policy as the specific monetary floods from citizens to the state, banks and so on. The possibility of creation of the system free from these defects is discussed.
Tokarev V.V. (Moscow) Macroeconomic
balancing of taxes, wages and pensions
The set of materially and financially balanced taxes, wages, pensions and other state expenditures is analitically derived for the economy which is smoothly envolving under arbitrary changed prices.
Pugachev V.F., Pitelin A.K. (Moscow) Inflation
in the conditions of uncomplete competition
In the earlier authors' conception about inflation in Russia an assumption of full monopolization of economics is substituted by the strongless hypothethis of uncomplete competition. Correspondently the producer's behavior is changing. The results of a variant of calculations are presented in this paper.
Gavrilecz Ju.N., Efimov B.A. (Moscow) The
variations of individuals preference in social medium
In this paper the authors investigate socio-psychologic and economic attitudes in social groups when individuals are interacting. The existence of stable social equiibrium and homeostatics inside state are prooved by linear model.
Polterovich V.M. (Moscow) Differentiation
of consumption patterns in open economy with obsolute technologies
It is suggested a model of open economy with two sectors – mining sector and manufacturing one. The profit of every sector is distributed among its employees. A part of mining sector productions is exported and some consumption goods are imported. We give a classifications of equilibrium regimes arisen in the system, and consider the influence of technology changes and export quotas on equilibrium prices and outputs and on differentiation of incomes and consumption patterns. It is shown that regimes of maxima] income differentiation and maximal differentiation of consumption patterns do not usually coincide. The model helps to explain some specific features of the Russian transition process.
Voronovitsky M.M (Moscow) Equilibrium
trajectories of the macroeconomical model with the production lag and the
state budjet deficit
Macroeconomic model with the production lag is considering, Dificit of the state budjet and absence of investment are supposing. Dinamics of equilibrium trajectories, along which real pure additional costs are constant is investigated. It is shown that the trajectory converges to steady-state, and some properties of a steady-state are studed.
Lebedev S.D. (Moscow) An
ordered enumeration method of integer linear programming
Two modifications of the ordered enumeration method are considered. They are based on the Lagrangean decomposition and essentially reduce the enumeration.
Tikhomirov V.P., Khrustalev E.Ju. (Moscow) Hypertext
information modelling of economic systems: the problems of theory and practice
There are considered questions on the theoretical substantation and practical realization of program-mathematical instrument, enabling to design and to process hypertext information models of economic systems of various purposes.
Gusev A.A. (Moscow) Assimilative
potential of environment and property rights on nature
Assimilative potential of environment (APE) is defined as the specific type of natural resources. It's economic sense is clarified. Different options for taxes on APE use and their place in overall tax reform are considered. Economic functions of designed system of property rights are described. Different approaches for economic assessment of some natural resources are proposed as foundation for legal economic relationships. The links between property rights functions and the most important elements of economic mechanism ofsustainable development.
Intrilligator M. (Moscow) Reform
of Russian economy : role of market institutes
The paper discusses the reform of the Russian economy, its severe economic decline, and how the transition to a market economy moght be realized. Emphasizes the institutions of a market economy and suggests that the current 'shock threpy' reform program of prices, and privatization of enterprises will not succeed in the absence of such institutions. These institutions include a system of property rights a legal system, sound currency, legal and regulatory agencies to prevent corruption and monopolization, social safety net, and entities providing banking and credit, classified advertising, accounting, insurance, and other services.
Balatsky E.V. (Moscow) Inflation
taxes and economic growth
In this paper the author describes the influence of the so coiled inflation tax on the economic agents business activity. The author develops the idea by introducing in the traditional understanding of the tax two additional definitions – active and passive inflation taxes. That helps him to explain phenomena of the inflationary devaluation of the turnover capital of economic units and the roll the process in the beginning of the production crises and the business sycle mechanism. He suggests a simple model to account the maximum accepted production-realisation period duration to support non zero economic growth.
Varshavsky Ŕ.E. (Moscow) Analysis
and modeling of inflation in Russi
On the basis of analysis of the domestic and foreign economic and statistical information two models of inflation in Russia are offered: open-loop econometric model necessary for deeper understanding problems of stabilization, and closed-loop macroeconomic model enabling to choose rates of inflation with the purpose to cease recession of production at the present stage of transition period. The estimations of parameters of models for Russia are executed with using monthly statistical data.
Voronovitsky M.M. (Moscow) The
cross ownership as a mechanism of the vertical integration at the goods
and capital markes
The cross ownership of th two enterprises (the supplyer and th consumer) is considered. It is showed that under some condition the distribution of ownership is sutisfied to the relations which are established in the paper. The cross ownership stimulates the stability of deliveries and the consumer s investment to reduce of the supplyer's costs.
Lukashin Ju.P. (Moscow) Analysis
of probability distributions of cash flow differences: adaptive histogram,
Adaptive methodology of investigation of investigation of nonstationary probability distributions of stochastic time series is presented. Problem of optimal division of number axe for histogram construction is solved. Criterion of optimality of histogram adaption is developed. Algorithm and routine were created and applied to research the cash flows.
Dementiev N.P. (Moscow) On
the specification of the budget deficit under inflation of debts
The scheme of origin and utilization of the inflation tax in modern Russia is considered in the paper. The main part of the tax came into the federal budget in the form of the Central Bank credits under negative real interest rate. The deficit of the federal budget was specified – with regard to the inflation tax. It is demonstrated that increase difference between the interst rate on loans and this on deposits – as one of the forms of the inflation tax – destructively affected the savings processes in 1993–1994.
Serov S.I. (Moscow) Optimal
price on sale by exponential demand
The solution of the problem for the decision making of the optimum price with maximum of the gain under exponential law for decreasing demand is suggested. Optimal price in this case satisfy approximately one third of buyers having the possibility to bye the commodity by th prime cost. On the base of statistics we have a conclusion about exponential distribution of population by their incomes.
Bulavsky V.A. (Moscow) Demand
structure and equilibrium in oligopolist model
An oligopolistic model is examined in which not only equilibrium price and outputs but also the subjects' coefficients of their influence upon the market price arc determined. Under rather weak assumptions the equilibrium existence is established. The equilibrium price dynamics irnlied by the demand structure variations is also investigated.
Belenky V.Z., Slastnikov A.D. (Moscow) Model
of optimal investment in new technology project
For one-sector linear growth model a problem of investments to a project of transition lo new, more effective, technology is studied. The investment is described as a random process. The stationary optimal investment strategy is obtained. There are three different kinds of this strategy, in dependence on a certain relation parameters of the model. In particular there is a "risky area', which leads the system to a bankruptcy with some positive probability.
Guriev S.M., Pospelov I.G. (Moscow) A
model of banking in a stagnating economy
A model of banking in an economy without growth and inflation. In this case the bank can obtain profits from insuring current operations of clients. We study the role of banks in formation of financial-industrial groups. It is shown that unlike conventional models of integration, in the present model of economy without growth and capital investment, more natural is integration of firms workings in independent markets rather than vertical integrations.
Nemirovsky A.S. (Moscow) A
method for general quasiconvex minimization
A level-type method for finding E-solution to a general quasiconvex optimization problem is proposed. It is shown that the method finds an E-solution in O(E-2) steps, and that this efficiency, is uniformly in the dimension of the problem, within absolute constant factor.
Zjitkov V.A., Korneychuk A.A. (Moscow) Tchenology
of simulation gaming for computer economic models
Common activity of experts and computer experiments with models is suggested for investigation and decision of complex economic problems. The special technology of simulation gaming is supposed with usage of computer models as catalizator of experts activity and mathematic methods are applied for extraction the most real expert opinion.
Investigation of important real problem for Russia economy illustrates application of the technology.
Pervozvanskiy A.A., Barinov V.U. (St.-Peterburg) Forecasting
and optimization on the market îf short-term bonds
A model for forecasting the ratelon short-term government's bonds and the forming of optimal (by Markovic–Tobin criteria) portfolio is suggested. Results of forecast and calculations of the optimal portfolio for Russian GKO market are given.
Staroverov O.V. (Moscow) The
conditions îf lafe and population mobility
There are two convenient method to describe intergroups population mobility. The first method is based on a "distance" between groups, the second one is based on the utility functions or attraction coefficients. Both methods describe satisfactory population behaviour, but sometimes the first one is better and sometimes the second. In the paper a short survey of this methods of population movement modeling and researching is given. The cecond method, connecting the population transition intensity to the markets of labor, inhabitation, attraction coefficients and so on, are considered. The properties of introdused attraction coefficients, helpful to estimate the parameters by observed population transitions between some groups, are described. The use of introdused parameters is demonstated by concrete calculations for some real data.
Kachalov R.M. (Moscow) Industrial
It is considered basic concept of industrial risk management theory. The risk factors and risk management methods classification are investigated. It is done the practical recommendations for industrial risk management.
Kuznetsov I.V., Pisarenko V.F., Rodkin M.V.
(Moscow) Methods of loss evaluation from
disasters of different type
A method of statistical estimation of cumulative losses \SumT caused by natural disasters of different type for a time period T is suggested. In accordance with experimental data the distribution of single loss is modelled by the Pareto law having infinite mathematical expectation when its parameter \beta is less than unity. The disaster flow is assumed to be the Poissonian process with some rate \lambda. It is shown that, as \beta < 1 and \lambda T goes to infinity, the cumulative loss \SumT has the same order of magnitude as the maximum single loss over the period T. The mathematical expectation of In\SumT is proportional to (In \lambda T)/\beta. This fact can be interpreted as the nonlinear growth of a typical cumulative value with time. The suggested method is illustrated by the analysis of losses from floods, typhoons and earthquakes.
Eismont O.A. (Moscow) Uncertainty
of environmental damage and energy production structure
A problem of forming energy production structure is considered when production and consumption of energy are accompanied by the risk of environmental damage. The corresponding model, based on investment portfolio theory, is suggested. Impacts of several factors (energy production costs, foreign trade) on energy production structure are analyzed.
Beklaryan L.A., Treyvish M.I. (Moscow) Model
of functioning factoring transactions
This research covers vital questions of factoring services market analyses. It also provides detailed analyses of current level of open account payment terms in Russia and forecast of further development of factoring as a financial and credit management system supporting open account terms. Del credere, currency and political risks have been analysed from the point of view of their influence on factoring transactions efficiency. For del credere and currency risks analyses mathematical model has been created with final task of definition of boundary value problem for differential-difference equations.
Aivazian S.A. (Moscow) Forming
model of distribution of Russian population by income per capita (expert-statistical
The problem of analysis and modelling of Russian population distribution by income per capita is examined under the conditions of transition to market economy. The singularities of transition phase in the Russian economy include, in particular, the high fraction of underground incomes and the practical impossibility of authentic initial statistical data collection. These singularities stipulate the necessity of the expert-statistical using and the expediency of application of the log-normal mixture – model for dc.scriplion the real disiribution by income per capita of Russian population. A basing ol model, the procedures of mathematics-statistical analysis and the results of the experimental study of suggested approach are presented.
Voronovitskiy M.M. (Moscow) Equilibrium
trajectories of the two sectors macroeconomical model with the production
Macroeconomical model with two sectors of production (row matherial extracting sector and manufacturing sector) and production lags are considering. Deficit of the state budjet and absent of a investition are supposing. Dinamics of a equilibrium trajectories, along which real pure additional costs of each sectors are constants are investigating. It is show, that the trajectory converge to steady – state. It is show also, that reduce of production with growth of ratio row material prices to ready – made good prices is possible, when trajectory is converging to steady – state.
Popov V.A. (Kirovsk) Abolita
criterion of the incomes distribution
The optimum plan of the works minimally distinguished from given – "ideal" – and ensuring "ideal" demanded (required) to the profit, is established given, it will be formed as a result ftof addition of the incomes from performance of each work minus the premium to its executors. Dependence of size of this compensation on the brought income approcsimate by sedate function.
Golshtein E.G. (Moscow) A
method for solving a general fractional-linear programming problem
A maximization method for the function of minimum of m fractional – linear functions on a polytope is presented. Each step of the method involves maximization of a fractional – linear function on the polytope along with a linear and quadratic programming problems having the same number of variables m. Step k results in finding a point of the polytope for which the difference between the value of the problem's functional at this point and its optimal value is \Deltak The estimate from above for \Deltak is O(k-1/2).
Yemets O.A. (Poltava) A
cutting method for combinatorial optimization problems
It is considerate a cutting method for optimal problems with a linear goal function, linear edishional Constreints on euclidean combinatorial sits thet belong to the sit of verteshes of some convex polihedron.
Skokov V.A. (Moscow) The
versions of level method for solution of general nonsmooth problems of
convex programming and their analysis
The numerical comparison results of five constrained level method versions is presented. The practical estimation of convergence rate of level method is presented on the set of test problems of convex programming with 5<n<200, 4<m<100. A constrained level method is compared with exact nosmooth penalty methods and modified Lagrangian function method on three indexis: iteration numbers, equivalence numbers of function computations and run time.
Urintsoff A.I. (Moscow) Structural
analysis and design technique for distributive economic information systems
(on the sample of the system of collection board of Central Bank of Russia)
This article presents the results of construction of the system for multy-level distributive processing of financial and economic information on the base of SADT (structureal analysis and design technique) metodology with using the CASE (computer aided software engineering) tools. The article^ives the description of modelling of new computer technology of economic subdivisions functioning on the base of decomposition of primary industrial and financial accounting.
Mayevskiy V.I., Kazhdan M.Ya. (Moscow) The
evolution of macrogenerations (taking the economy of the USA as an example)
To develop the ideas of evolutionists – followers of Schumpeterian tradition, an attempt is made in the paper to describe the economy at large as a set of specific subsystems, namely macrogenerations. Those subsystems posses the following features: first, each macrogeneration is born, lives and eventually dies like a living creature; second, each macrogeneration produces a part of the GNP and the totality of simultaneously living macrogenerations produces the whole GNP. Correspondingly, the dynamics of the sum of the products of all macrogenerations is identical to that of the GNP. The economic meaning of the concept of macrogeneration is elucidated, and a model is construed that imitates the behavior of macrogenerations. Using this model (on the basis' the information about the behavior of the GNP of the USA during the period of 1870–1994) a representation of the American economy is obtained as a system consisting of the set of macrogenerations.