Movshovich S.M. (Moscow) Modelling
the influence of taxes on long-run economic growth
The model with endogenous technical progress and overlapping generations is developed. The progress is embodied in the growth of labor productivity and determined by investments for this aim. The utility of goods relatively of the utility of leisure decreases with the growth of productivity through the generations. The existence of stationary equilibrium trajectories is prooved. The influence of different taxes on the rate of the economic growth is evaluated.
Sukhotin Yu.V. (Moscow) On
criteria for evaluation and objective the economic regulations of socio-economic
The genesis of contemporary interpretations of economic efficiency and social justice is considered in the context of the socio-economic development. The results of the economic reform in Russia and some anti-crisis scenarios are evaluated taking into account these criteria. The idea is developed that increasing life standards of social groups suffered from the "shock therapy" is condition sine qua non for restoring the economic growth. The sources are revealed and estimated for implementing this strategy.
Kornev S.A. (Moscow) A
critical review of several theoretical issues of privatization
The present is the review of the theoretical approaches to the privatization in some works of the western economists in correlation with the practice of the privatization in the RF. It is shown that the privatization in the RF was the instrument of the self-interests of the narrow social group. The disregard and suppression of the overwhelming majority during the sharing of the public property have prevented from the creation of the new economic motivations and have led the national economy.
Pozamantir E.I. (Moscow) A
model for forecasting financial results with changes in tariffs
A model is formulated that reflects the dependence of transportation costs and revenues on transportation tariffs. Elasticity of demand in transportation is also considered, as well as the influence of the transportation tariffs on the prices of the resources consumed which is determined by a chain of inter-industry relation. The model proposed is a developed and modified version of the well-known semi-dinamic input-output model. The main rules for providing the model with data are stated.
Vagiga M.D., Timofeev A.V. (Krasnoyarsk)
Forecasting the costs of investment resourses
under conditions of inflation
This paper suggests an original method of forecasting inflationary changes in prices ot investment resources.
Bagrinovskiy K.A., Bendikov M.A., Khrustalev
Ye.Yu. (Moscow) On methods of increasing
efficiency of conversion programs for science-consuming industry
The paper deals with industrial and technological aspects of conversion. It is discussed in the paper how to optimize structure of industry in the branch of science consuming machine building from the position of resource saving technologies.
Peresada V.P. (St.-Peterburg) Analysis
of a largeted program regarded as a dynamic system
Method of the description of the purpose program by the system of the differential equations is produced. There was determined the function of management, which transform the economic conditions of the producer from initial to a given tinal condition. An example of an estimation of expenses for years of realization ot the program is shown.
Sternik G.M. (Moscow) The
statistical approach to forecasting the prices for habitation
A statistical simulation of dwelling prices changing, based on empirical data spectated in Moscow for 6 years, Barnaul (Siberia) for 6 years, Ryazan (Central Russia) for 5 years, is presented. The simulation is made out of two theza: the empirical law of price rising while the economics transferring from centralised to market one, and the correlation between increasing of speed of monthly rise of USdollar - rouble rate and dollar - calculated prices. The method of price prognosing based on the described simulation has been used for 1996 prospective prognosis of Moscow market, which has been carried out at the beginning of 1996. The report presents an analysis of reasons of deviation between the prognosed result and facts.
Zalesskiy A.V. (Moscow) Different
criterial orientation enterprises complex functioning under conditions
of common market for its final products
In this paper the author considers the trends developed on the base of simultaneous functioning of independent industrial enterprises of different criterial orientation under conditions of common market for the whole complex final products. It is made in order to reveal possible managing influences on functioning of those enterprises aiming at an increase of their socio-economic effectivenes.
Kardash V.A., Arzhenovskiy S.V. (Novocherkassk) Investigation
of enterprise investment strategy under conditions of inflation
The model system of economic dynamic enterprise is considered. The example of calculations and analysis of economic processes is presented.
Efimov B.A. (Moscow) Ethical
preference systems on commodity bundles flows
In this paper, we investigate social preferences (continuous, anonymous and monotonic) defined on infinite commodity bundls streams, called ethical preference's.
Proved that every ethical preferences, defined on compact space of commodity bundls streams and non indifferens, is non continuous in metric product spaces. In this paper we provides an axiomatization Rawlsian infimum social utility for an infinite setting. This axiomatization based upon new Grading Principle and new concept decomposable ethical preferences.
Serov S.I. (Moscow) The
effeciency of the system "producer A trade"
In the case of the smooth and integrable curve of demand there is the system "producer & business", where the producer sell goods to the dealer, and the dealer sell goods to the buyer on the most advantageous price for himself. The system is efficiency or amount maximum possible profit, only if the profit of producer is naught.
For achievement of the maximum of profit of system "producer & business" in a case of the positive profit of the producer the profit of business to be extra fee and to be equal fix percent on profit off any system.
Trofimov G.Yu. (Moscow) Entrance
in a monopolized market and competitive interactions
The paper suggests a simple model of choice between direct entering the market and takeover of an existing market participant. The probability of takeover is derived as a function of the entrant's technological advantage. The existing market participant may not pre-commit if the entrant's technological advantage is quite high.
Sholomitsky A.G., Ratchkova S.V. (Moscow) One
model of reinsurance
A model of proportional reinsurance is considered in order to develop a technique for evaluation of the optimal retention. A risk measure based on capital requirements is proposed. Practical applications are illustrated by examples.
Zotov V.V., Presnyakov V.F., Rozental V.O.,
(Moscow) Towards analysis of systemic functions
of the economy: institutional dimension
Principal theses of structural-and-functional approach in studying systemic functions of the economy are discussed. An approach is suggested to the analysis of systemic-and-social dynamics phenomena, the results of which are fixed in institutional characteristics of the economy and society. The concepts introduced (institute, institution) make it possible to see interrelations between the economy's institutional characteristics and the quality of realization of its systemic functions. It is shown that interactions between individuals associated with the appropriation of economic goods are effected in the institutional form as transactions, i.e., through realization of property rights and through performance of duties conditioned by social factors.
Grebennikov V.G., Suvorov A.V., (Moscow) Measuring
shifts in the Russian economy structure (technological, industry, and institutional
aspects and their interrelation)
In the article, methods are proposed for analysis of the economic effectiveness redistribution among industries and institutional sectors of the economy based on the use of production functions technique and the interindustry balance. Presented are the results of calculations of the economic effectiveness redistribution among industries in the Russian economy for 1986–95, as well as those of the production exchange and economic effectiveness redistribution among institutional sectors for 1993 and 1995.
Pugachev V.F., Pitelin A.K., (Moscow) Economic
policy under excess of labor resources
The employment crisis and ways to overcome it are considered on the basis of the theory of optimal functioning of the economy. The necessity and possibility of decreasing the labor price without lowering the standard of living are shown. The advisability of organizing the investment process on the basis of the maximum value added criterion is substantiated. Some recommendations on a number of government policy aspects are proposed.
Tchernavsky D.S., Scherbakov A.V., Starkov N.I.,
Suslakov B.A., (Moscow) Price formation
under the maximum profit concept
Formation of the price p is considered, taking into account the distribution of consumers by liquid accumulations (and/or income) x. It is shown that the result strongly depends on the demand function \Theta (x,p). lf \Theta (x,p), regarded as a function of x, has a flex point, then the maximum profit concept leads to price stabilization at the level depending on the character of p(x). If the profit function is everywhere convex, then the profit maximization by commodity producers without any government regulation cannot lead to prices stabilization.
Kleiner G.B., Piontkovskiy D.I., (Moscow) On
deterministic analysis of indicators systems
An arbitrary system of indicators, characterizing the state or dynamics of an entity (economic process), is considered from the point of view of determining relations between the indicators included in the system. A model of this system in the form of a set of fractional-and-rational functions of variables corresponding to the primary measurers is suggested, and the problem of determining relations to be investigated is solved by methods of polynomial algebra.
Kazakevich G.O., (Australia) On
privatization of a natural monopoly
The feasibility and possible consequences of privatization of natural monopolies are discussed from the theoretical point of view. Given as an example are the reforms in fuel-and-energy complexes that are under way in Australia and in a number of other countries with developed market economies.
Rudashevskiy V.D., Furshik M.A., (Moscow) The
optimal strategy for franchising system development
In the article, the advantages of franchising over more traditional styles of doing business are described. Considered are the possibilities for determining the optimal parameters of franchising contracts. The mathematical models suggested make it possible to work out the development strategy taking account of region peculiarities and risk minimization.
Mednitzkiy V.G., Mednitzkiy Yu.V., Kolbanov
V.M., Korolyov V.G. (Moscow) Forms of dynamic
equilibrium of the closed economics
Dynamic equilibrium of the closed economics is studied, taking account of the distinction between single- and multiple-use resources. The main conclusion is thal the economics, while remaining in equilibrium (in the classical sense, i.e., when, in each time interval, savings are equal to investments), may, nevertheless, fall into one of three different states. One of them is that of inflation equilibrium where the production of end products stops, the prices inflation rates are high, and all techological preocesses become unprofitable.
Zorkaltzev V.I. (Irkutsk) Inequalities
and price indices biases
A notation is introduced for the description and classification of families of price indices calculation methods. Inequalities for numerical values of indices obtained under different methods are proved. The inequalities are used to cut off obviously dissatisfactory methods, giving systematic biases. Possible methods that are adequate to the ideal economic conditions are identified. The results are illustrated by calculations of price indices for food products for 1992–96 in Irkutsk City.
Golicheoko O.G. (Moscow) Micro-
and macroeconomic modeling the impact of endogenous scientific-and-technological
change on economic development
Under imperfect competition, the economic growth is considered as a result of interaction of the following major economic complexes: (i) consumption goods and services; (ii) investments; and (iii) science and technology. The suggested approach makes it possible to effect a well-grounded transition from the description of bahavior and relations of economic agents of the microlevel to the formation of economic parameters relations of the macrolevel. It is shown that in this formulation, an economic growth may take place due to enlarging the set of technologies even without increasing employment. Moreover, under conditions of balanced economic growth, the production growth rate turns out to the linearly dependent on the total volume of skilled labor and on the interest rate.
Rimashevskaya N.M. (Moscow)
Population savings and internal sources of economic growth in Russia: results of an experimental research
The article presents the outcomes of a nation-wide survey of the population income and savings in Russia. A special consideration is given to the methodology which is based on a combination of quantitative and qualitative approaches, on a composition of various sources of statistical information by means of economic-and-mathematical models. The real extent of the population income differentiation and that of the savings concentration are revealed with taking account of the territorial differences. The causes of high levels of unorganized savings are connected with the socio-economic instability, underdeveloped financial infrastructure and low quality of the investment environment. Transformation of the population savings into investment funds requires working out a special State program.
Zavelskiy M.G. (Moscow)
Institutional changesand economic development
Problems of evolution of the economy and its technosphere under the influence of institutional changes are discussed. Under consideration is the dialectic of development of the economy with taking account of interrelations of various forms of its motion, the elasticity of its parameters engendered by that, and the relativity of its equilibrium / disequilibrium states. Approaches are suggested to generalizing the economic theory by means of a synthesis of the institutional-and-evolutionary and market concepts which can improve the explanation and facilitate the solution of such problems.
Polterovich V.M. (Moscow)
Factors of corruption
Among factors engendering corruption, it is suggested to discern fundamental ones rooted in imperfection of economic institutions and economic policy, organizational ("the weakness of the State") and societal, depending on the pre-history and connected with mass culture and norms of bureaucratic behavior. The model in which the corruption equilibrium is maintained by non-optimality of the tax policy or by slow technological progress is compared with the "societal" model, having two equilibrium (in Nash's sense) corruption levels. Discussed are recommendations, following from the analysis of the models.
Levin M.I., Tsirik M.L. (Moscow)
Corruption as on object of mathematical modeling
Problems of modeling corruption as a socio-economic and political phenomenon are considered. A review of the existing directions and approaches to modeling corruption and of the phenomenon of corruption itself is presented. Approaches are stated to investigating the main categories and concepts related to corruption. An attempt is made of classification of mathematical models of corruption. The base model of corruption and its modifications are clarified.
Smolyak S.A. (Moscow)
Project efficiency evaluation under probability-interval uncertainty
The problem considered in the paper is connected to project evaluation under uncertainty. We investigate such type of uncertainty when the effect of the project is a random variable, whose distribution is not precisely known. It is suggested to formalize such projects as families of probabilistic distributions on the real axis. Then, an efficiency criterion of the project can be considered as a functional given on a class of such families. From the rules of rational behavior of the economic subjects, it follows that such a functional should be monotonic and additive. It is proved that any such functional is a generalization of Hurwicz's criterion and can be expressed as a weighted average of the maximum and the minimum mathematical expectations of the distributions included in the family.
Buklemishev O.V., Malyutina M.S. (Moscow)
Analysis of market efficiency: the case of Russian stock market
The article deals with the market efficiency of Russian stock market. The auto-correlation of price time-series and price response to new information in the case of privatization auction were analyzed. The study finds evidence that price response to information in Russian stock market depends extensively on the degree of market perfection. The market efficiency rises with lowering transaction costs, improving market infrastructure, and raising the market agents' skill level.
Graborov S.V. (Moscow)
Tax-and-subsidy regulation in the coal industry under conditions of restructuring...
Approaches and proposals of the World Bank and the "Rosugol" on restructuring of the coal industry are considered. A concept of tax-and-subsidy regulation and a method for evaluating variants of restructuring of coal enterprisis and the industry on the whole are proposed.
Voronovitskiy M.M., Scherbakov A.V. (Moscow)
A model of behavior of a monopolist enterprise operating in "money" and barter markets
In the article, an attempt is made to investigate a formal macroeconomic model of an enterprise, operating simultaneously in "money" and barter markets. A one-product model is examined and an enterprise is considered which is the monopolist in the both markets. At the same time, a second product is present (it is called "raw materials") for which this enterprise exchanges its product in the barter market as it can use that second product in its production. An analysis is conducted of the price relation and optimal deliveries to the both markets. The dependence of these values on the enterpise's current assets and prices in the raw material market is investigated.
Kirouta A.Ya., Efimov B.A. (Moscow)
Social equilibrium: representation of social correspondences and voting
In the paper, a concept of social equilibrium in a social group is introduced as such allocation of the participants' goods and weights which has the following features: (i) this allocation is optimal from the point of view of social preference; (ii) none of the participants experiences social tension; (iii) all the participants' interests are taken into account. The existence of a social equilibrium is proved. A connection is established of the social equilibrium with the c-core and the voting equilibrium according to the d-majonty rule.
Kostina L.P. (St.-Peterburg)
The critical path method in multi-project developments with taking account of resources
It is shown that the necessity of a new treatment of the problem of allocating non-storable resources on networks is caused by an objective law: when each resource unit passes from one work to another, there arise connections between these works. Since various variants of the connections indicated are possible, then one of conditions of the problem is a variable graph structure.
From the theorem of critical paths of the network model of multiproject development with taking account of resources, it follows that in this case, the problem does not consist in obtaining a calendar plan for works on the basis of known network graphs with each being determined by the technology and organization of work adopted in the project. It is a network model reflecting the multi-project development with taking account of resources (resource graph) that must be determined.
Votyakov A.A. (Moscow)
A linear estimate of the two-dimensional linear programming problem
This article is devoted to constructing a new class of linear programming algorithms. The simplest case, two-dimensional problem, is studied.
Ovsienko Yu.V., Olevskaya K.M., Rousakov V.P., Soukhova N.N. (Moscow)
Ways of reforming the pension system
Possible directions of the pension reform in Russia arc discussed. An analysis is given of various pension schemes and reform financing sources. Methods of determining the sizes of pension funds and the transition period length are suggested. It is shown that the reform can be carried out without external financing provided the taxes are collected in full.
Volkonskiy V.A., Gurvich E.T., Kuzovkin A.I., Saburov E.F. (Moscow)
Impact of payment patterns on the price levels
The paper presents a model, providing estimates of financial losses incurred by suppliers as a result of delayed settlement, as well as a model for analysis and forecasting of the inter-enterprise arrears development. Deviations of "effective" (or "real") prices from their nominal levels, connected to the barter, arrears, and other payment substitutes are discussed.
Levin M.I., Tsirik M.L. (Moscow)
Mathematical models of corruption
Mathematical models of corruption as an economic and political phenomenon are discussed. They are classified by both corruption bargain objects and corruption relations structure.
Popov V.A. (Kirovsk)
Constant elasticity and information characteristics in a "cost-income" system
It is shown that in some economic systems the power relations between their parameters (constant elasticity ) emerge when we have the maximum growth of the values of special information characteristics connected with the potentialities of the system.
Grigoryeva S.V. (Moscow)
The problem of property rights to forest resources
The main focus of the article is property rights to forest resources. The author argues in favor of a flexible system of property rights which should be optimal for efficient forest resources use at any time moment. Considerable attention is given to fundamental concepts and methodological features of the economic theory of property rights.
Belvanin A.V. (Moscow)
Expected utility and preference reversal phenomenon: theory and experimental evidence
The classical von Neumann-Morgenstern expected utility theory of choice under risk. as well as a number of us subsequent refinements, often turn out to be inconsistent with empirically observable behavior, which results in a number of well-known "paradoxes". One of the most important of those is the preference reversal phenomenon, i.e., a regular violation of preference ordering in a direct choice of lotteries in a pair with their monetary valuations. This article provides a review of experimental works on preference reversal performed by a number of Western economists and psychologists within the last 25 years and reports an experimental evidence obtained in Russia.
Larichev O.I., Braun R. (Moscow, USA)
Quantitative and verbal analyses of decisions: a comparative study of possibilities and limitations
Two different methodological approaches to the choice of best variants of complex economic decisions arc under consideration: quantitative and verbal analyses. Comparison of the two approaches is made by solving similar practical problems. As the base for comparison, problems of resource allocation in Arctic, namely those of choice of variants for transportation of oil and gas, are taken.
Zaslavskiy A.A., Lebedev S.S. (Moscow)
A modified labeling method of Boolean programming
A new Boolean programming algorithm based on the Lagrangean decomposition and the labeling method is described.
Domanskiy V.K., Kreps V.L. (St.-Peterburg)
Value function for the transportation problem and the multinomial distribution
The value of the maximization transportation problem with the reward matrix C and consumption levels b is treated as a function of production levels a. The value function val(a) is concave and piecewise linear. It is shown that for the generic case, the number of peak points of val(a) and the number of its linearity domains do not depend on the matrix C and vector b The peak points are generated by solutions of the generalized assignment problem with the matrix C. The volumes of linearity domains, not depending on the matrix C hut depending on the vector b, are expressed by means of a multinomial distribution with the parameters b.
Gherman O.V., Efremov O.V. (Minsk)
An algorithm for solving the generalized covering problem
A generalized variant of the minimum covering problem tor a 0,1-matrix where each column of the matrix must be covered with no less than ci rows (the ci-s are integer positive numbers). A statistically optimal algorithm for the variant where the numbers of ones in the columns are distributed in accordance with the binomial law. as well as a generalization for an arbitrary distribution are suggested.
Zhitkov V.A., Isaeva M.K., Korneychuk A.A. (Moscow)
Model tutors tor management training of economists
A semester course of management training for economists is suggested on the basis of special models. The form of simulation gaming is used for students to get management skills with the help of gradually complicated models of microeconomic. regional, and macroeconomic levels. To make the scores of learning some utility functions arc used.