Varshavsky A.E. (Moscow)
Considering economic estimates on solving the problems of global stability
The necessity of using economic analysis results in choosing strategic decisions on macro- and microlevels is substantiated. Special attention is paid to analysis of problems arising when evaluating of disarmament and conversion processes, as well as when substantiating reasonable amounts of appropriate compensation or assistance from countries interested therein.
Yanovsky L.P. (Voronej)
Chaos controlling in economic growth models
The behavior of economic systems with unstable equilibrium point is investigated.
Goncharenko A.B., Staroverov O.V. (Moscow)
Population mobility and the quality of life
A review of existing methods of population mobility modeling and investigating is provided, also model parameters, connecting people transitions intensity with providing them with labor, housing etc. The characteristics of involved relevant living quality parameters not only facilitating the evaluation of some parameters using observed transitions of people from one group to another, but also connecting these flows.
Berkolaiko M.Z., Suvorov A.V. (Voronej)
Immunization of determined cash flows under an imperfect market
An economic and mathematical immunization model which allows systematic risk full hedging of determined cash flows for arbitrary interest rate changes, reducing errors of using immunization procedures due to the absence of infinite subdivisability, as well as to remove the assumption of absolute liquidity is proposed. The statistic material provided characterizes the adequacy of the proposed model.
Makarov A.A., Shapot D.V., Lucatsky A.M., Malakhov V.A. (Moscow)
Tools for quantitative research of relationships between the economy and power engineering
Problems of multifaceted interaction between power engineering and economics are investigated. As an analytical instrument, a new version of nonlinear dynamic interindustry model with a detailed description of energy sectors and products is proposed. A methodological appoach to evaluating the role fuel and power complex is discussed.
Pakhomov A.V. (Dybna)
Some methods of evaluating financial and economic state of an enterprise
A scheme of conducting a complex analysis of enterprise functioning is described. A technique of conducting qualitative analysis based on a multilevel specification of financial enterprise state indexes and a method of analytical indentifying relatively constant and relatively variable costs in total enterprise costs are developed.
Baranovskaya T.P., Loiko V.I. (Krasnodar)
A model of reforming a procurement enterprise
A mathematical model of an enterprise obtained on the basis of analysis of cash and physical flows in a production system. The model allows determining, with accuracy sufficient for forecasting computations, economic efficiency of its functioning. The authors consider problems of calculating efficiency of crediting procurement enterprises. Mathematical relations and results of the analysis permitting forecasting this process are given.
Sotskov A.I. (Moscow)
An optimal relationship between taxes, currency issue and loans in the Sydravsky model with external loans
An optimal fiscal and monetary policy of government when maximizing the consumer welfare function is investigated as exemplified with the Sydravskii dynamic model with external loans. Weighty initial debts identify an optimal scheme with a certain relationship between income tax rate and face interest (inflation rate) at a Felse relationship type. The range of face interest rate is adjusted. It is shown that under certain conditions income tax and inflation rate grow when raising the initial debt charge and decrease when the latter decreases. A threshold rule for determining the inflation sign depending on the debt charge is provided.
Vishnyakov I.V. (Sankt-Peterburg)
A stochastic model of "sight" deposits amount dynamics
One of the important sources of commercial banks means accumulation are so-called "sight deposits", the main feature of which is the opportunity of their almost instant withdrawal from the bank. The deposits of such type relate to the risky bank resources (see e.g. [1-4]). Thus greatly actual becomes the problem of mathematical modeling dynamics of amounts as separate "sight" deposits, as well as the aggregate amoumt of the whole bank resources of such type. A modification of stochastic multiplication models of deposits amount dynamics [1, 5, 6] is given with taking into account the uncertainty of depositor behavior and using some schemes of reliability theory and queuing theory, which became widespread when studying complex economic processes of different nature.
Medvedev A.N. (Moscow)
Nonresidents in the GKO-OFZ market under the crisis period
Nonresidents behavior during the Russian financial crisis 1997-1998 is analyzed. A theoretical model, which allows explaining the destabilized behavior of nonresidents on incipient markets. Nonresidents have relatively broader alternative investment opportunities than residents have, and this fact accounts for their greater sensibility to the attractiveness change of the market.
Sedova S.V., Lebedev S.S. (Moscow)
A new algorithm of nodal vectors method of integer programming
A new algorithm of nodal vectors method of partially integer programming, in which variants generation is realized by an algorithm of adjusting endexation on the enforced estimating scale. The algorithm was approved on a special problem with fixed afterpayments. It allowed solving problems with a number of Boolean variables not less than 600 because of doubling the dimension of solved problems as compared with the algorithm, developed earlier.
Lastochkin Yu.V., Itskovich I.I. (Ribinsk)
Evaluation of R&D profitability and competitiveness of machines
A technique of determining a production function of car parameters retrofit, as well as conception of analysis of relationships between information density of a machine and its unit utility indexes are proposed. The calculation is made on examples of 12 Russian aircraft engines and ground gas-turbine engines. These methods allow to substantiate an optimal profitability of investments in R&D and to plan relationships between information density and machines quality.
Kokovin S.G., Yavorskii S.V. (Novosibirsk)
Gross substitutability and comparative multivalued demand statics
in markets with friction: the hicks's law and the paradoxes of taxation
The authors consider a general equilibrium model of a system of markets with "friction" (taxes, tariffs,
transaction costs, buying and selling bans). Sufficient conditions have been found - in terms of initial
parameters - of the gross substitutability property fulfillment, Walras's law, as well as conditions imposed on the model parameters and price domain under which the demand mapping is subject to Hicks's
law. In this case, under certain additional conditions, the dependence of price of any good on tax on it
or on its stock turns out to be monotone nonincreasing mapping. The authors have also built "paradoxical" examples of growth of volumes of trade and of utilities owing to raising taxes.
Staroverov 0.V. (Moscow)
On the transition to a cumulative system pension system
The transition from the distributive pension system to a cumulative one is inseparable from the demographic situation in Russia. The demographic aspect of this problem is closely connected not only with
the population, economic situation, and social policy. In the work the author considers a problem of such
transition, its duration, accumulations in the pension fund, and - partly - administering it.
Dezhina I.G., Saltykov B.G. (Moscow)
On efficiency of the use of budget funds in Russian science
The authors discuss the system of budget funds allocations on science effective in Russia. Subject of analysis are budget structure, specific features of reflecting expediture on R&D in the functional budgetary classification, dynamics of main characteristics of science budgetary funding for science. Factors are identified whose action causes inefficient spending of budget funds. Suggestions are stated on raising efficiency of the use of budgetary allocations on science.
Demidovich N.B. (Moscow)
Experimental calculations of chain physical indexes of GDP of CIS countries
Two variants of quarterly physical indexes of GDP on the basis of published by statistics offices in CIS
countries ratios of quarterly progressive totals of GDP to corresponding of the previous year adjusted
for additional "natural" considerations. A calculation is presented of quarterly chain indexes of GDP in
all the CIS countries for the period of 1992-1998.
Yegorova N.Y., Mudunov A.S. (Moscow)
A model system of forecasting demand for services
The authors consider main parameters of demand for services formation under transition period and argue the necessity of new methodological approaches to demand modeling. A multi-factor dynamic model of forecasting demand for car-care services is presented. The mechanism is analyzed of adaptation of a car-care enterprise to changes in market on the basis of a queuing theory model. Main directions of improving the work of a car-care enterprise are studied and boundaries are identified of the most
efficient investment in its development.
Dubovsky S.V. (Moscow)
Ruble exchange rate as a result of money issue, foreign trade and wandering financial flows
The author suggests a theoretical model of foreign trade and exchange rate that includes a utility function
for the country and two balances of expenditure of internal and external currencies. Maximization of the
utility function subject to two existing constraints allows determining analytical relations for exports and
imports, internal prices, exchange rate, purchasing power parity (PPP). On the basis of the theoretical
model formulae and available statistical data, regressions are built for, exports, imports and ruble exchange rate. The regression coefficients are estimated from Russian statistical series for 1996-1999 (including the point of August 1998). To analyze relationship of the catastrophe in 1998 with the GKO-OFZ pyramid, a guaranteed rate is used, i.e. the ratio of "quick money" volume to gold-and-hard currency reserves.
Merkulov V.I. (Novosibirsk)
An experience of using thermodynamic methods in economics
An attempt of taking advantage of thermodynamic methods as applicable to economic processes is made. In doing so, there arises an opportunity of not only describing and getting a more narrow understanding of famous economic processes, but also of getting quantitative relations, which allows broader application.
Dedov L.A. (Glazov)
The macrostructural dynamics in Russia's industrial complex
The article sets forth a theoretically proved method of identifying phases of the structural cycles and analyzes structural cycles and economic growth in Russia.
Damianova L. (Sofiya)
Venture capital as an element of the innovation structure in Bulgaria
The creation of an innovation structure is essential in securing favorable conditions of innovation activity. Venture capital is regarded as one of its basic elements. The essence and mechanism of venture financing are investigated; the differences between a classic investment and a venture one are indicated; the conditions, necessary for its successful performance, are stated; the specific features of venture financing in Central and Eastern Europe are characterized and the problems which are facing venture capital in Bulgaria are discussed.
Nikolaev M.A., Makhotayeva M.Yu. (Pskov)
Analysis of reproduction processes in the manufacturing
A simulation model is suggested to analyze reproduction processes which includes both analytical units
describing dynamics of fixed and circulating assets and a tabular production function obtained on the
basis of actual statistical data on structure of costs and values added in industries.
Ilkevich N.I., Dzuibina T.V., Yelnikov V.V., Okuneva S.T. (Irkutsk)
Examining stability of self-financing prices for natural gas
The relevance of foundation of rational self-financing prices for natural gas for RF subjects is shown, the results of development of the gas industry of Russia for 1997, 2000, 2005, 2010 and 2015 (optimal gas flows and self-financing prices at the nodes of the calculation scheme).
Kliener G.B. (Moscow)
Modeling aggregation mechanism of participants' priorities in the enterprise's
decision-making system
A model is suggested of mechanism of coordinating and aggregating priorities of the organization's decision-making system participants. A general description has been obtained of multi-factor functions
representing such mechanisms. Natural indicators have been developed of relative "force" of each of
coordination process participants. It is shown that the requirements of action flexibility and universality
of such mechanisms (when complying with some natural conditions imposed on these mechanisms) are
inconsistent.
Kokhanenko I.K. (Rostov-na-Dony)
The use of a modified Tagouchi method in economic system analysis
The article deals with possibilities of the use G. Tagouchi's approach in managing financial and economic performance of an enterprise. A concept of quasi-invariance is introduced and a theorem is
proved which allows to create a toolkit for ensuring robustness of economic processes Unlike the Tagouchi methodology there is no need to apply experiment planning procedures. An application of the
approach suggested at an industrial enterprise and its results are described.
Balatsky E.V. (Moscow)
Functional properties of institutional traps
Conditions are f9rmulated under which an economic system cannot get out of a sosalled institutional
trap. Conditions are based on taking into account transaction and transformation costs. It is shown that
in a hufflber of cases, an exit from an ineffective state can only be on a path of sufficiently intensive
economic growth and this explains the stability of many traps in the recessive Russian economy. It is
proven that when using mixed institutional strategies by economic subjects which assume activities
within both the old and the new norms simultaneously, the economy tends to a production recession
mode Computations carried out have confirmed that institutional traps are not a fatal phenomenon of
economies under reforms and it is possible to get rid of them when incurring quite moderate transformation costs.
Beklaryan L.A., Borisova S.V. (Moscow)
On one dynamic model of production capacities replacement
A single-product dynamic model of economy which makes it possible to study the character of optimal
terms of production capacities functioning. A differential optimization principle is formulated on the basis
of which an optimal policy of retiring old and introducing new, more perfect, fixed assets is chosen. All
possible types of the system development are presented.
Dolgy Yu.F., Blizorukov M.G. (Ekaterinburg)
Dynamic systems in an economy with discrete time
The article deals with a general approach to forming mathematical models in dynamic problems of economy. Placed to the forefront is a problem of determining the relation between the cause-effect and evolutionary descriptions of the system which is referred to the field of problems of realization theory.
A method of solving it for linear stationary dynamic systems with a discrete argument (time) in a finite-
dimensional space is developed.
Pugachov V.F., Pitelin A.K. (Moscow)
Model studies of the mechanism of stable economic growth
Model studies are carried out of the economic mechanism [1] using the Keynesian approach under specific Russian conditions. Experimental computations on the base of a simulation interindustry model made it possible to identify the mechanism, show its possibilities, disclose additional reserves of home production development.
Ovsienko Yu.V. (Moscow)
Income redistribution as a result of the Russian reforms
The causes are analyzed of the rapid decrease of employee share of labor payment in GDP begun in Russia with the beginning of the economic reforms. Institutional changes, having generated this tendency as well as methods with the use of which it is successful to carry out relatively painlessly permanent lowering real wages and salaries as well as "privatization" of the population's savings are discussed.
Vilensky V.P. (Moscow)
On one approach to taking into account the influence of uncertainty and risk upon investment project efficiency
One pf possible ways of using capital-forming investment projects (IPs), Value at Risk (VaR) indicator, is specified. It is widely used lately for financial investment risk evaluation. The desirability of such approach is based on those shortcomings that, in the author's opinion, are incident to attempts to take into account any IP risk (independently of its character and origin) by introduction of risk premium in the discount rate. In advance, a brief description is given of indicators of "NFV type" that, in the author's opinion, are more adequate to today's economic realities of the Russian economy than NPV.
Antiufeev G.V., Zhigirev N.N., Nizametdinov Sh.Ou. (Moscow)
Models of resource distribution among sectors of a megapolis tourist business
Problems are discussed of formation of tourist business economic indicators. The necessity of development of a complex of management models taking into account multi-industrial, nonstationary and non-random nature of processes ans events taking place in the sphere of tourism. Models are proposed and tested of investment attractiveness evaluation in sectors of tourist industry and management of input tourist flows in deterministic and stochastic statements.
Banin A.A., Letavin M.I. (Cherepovets)
Application of a balance model in the enterprise's performance analysis
The article deals with application of a balance model for economic analysis of the industrial enterprise's performance. The model takes into account the formation of physical and finance flows by structure subdivisions of the enterprise. Methods are given of determining technological coefficients at the enterprise on the whole on the basis of physical and financial flows in subdivisions, price calculations for products, pricw elasticity of different production factors. Such method was applied to analyze the performance of the Severstal' Metal Manufacture Opened Joint-Stock Company.
Kovalishin E.A., Pomansky A.B. (Moscow)
The influence of uncertainty on the nation debt structure
A discrete dynamic model of nation debt management with a finite horizon and a wide class of functions of losses from distorting taxation is discussed. Within the framework of a two-pejriod variant of the model, it is shown that growth of real interest rate leads to increase in total debt and decrease in the level of losses at the expense of the use by the authorities of the natural information advantage arising when issuing a nation debt. For the multi-period variant of the model, such effects are maintained only in respect to two last planning periods.
Bushansky S.P. (Moscow)
Models of effective development of a roadnet
Problems of selecting projects of motor road development out of many alternative ones. A model is suggested which allows to find effective economic measures aimed at roadnet development. The model takes into account both all-economy interests and behavior rules of road services consumers as well as investors' interests.