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Details about Yuri (Yuriy) Kaniovski (Kaniovskyi),

E-mail:
Workplace:Facoltà di Economia / Wirtschaftswissenschaftliche Fakutät (Faculty of Economics), Libera Università di Bolzano / Freie Universität Bozen (Free University of Bozen-Bolzano), (more information at EDIRC)

Access statistics for papers by Yuri (Yuriy) Kaniovski (Kaniovskyi),.

Last updated 2021-12-22. Update your information in the RePEc Author Service.

Short-id: pka375


Jump to Journal Articles Chapters

Working Papers

2003

  1. A Baseline Model of Industry Evolution
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy Downloads View citations (39)
    See also Journal Article in Journal of Evolutionary Economics (2003)

1999

  1. Modeling Industrial Dynamics with Innovative Entrants
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy
    See also Journal Article in Structural Change and Economic Dynamics (2000)

1998

  1. Interdependent Search and Industry Dynamics: on Ericson and Pakes (1995)
    Working Papers, International Institute for Applied Systems Analysis Downloads
  2. On Misapplications of Diffusion Approximations in Birth and Death Processes of Noisy Evolution
    Working Papers, International Institute for Applied Systems Analysis Downloads

1997

  1. Limit Theorems for Stationary Distributions of Birth-and-Death Processes
    Working Papers, International Institute for Applied Systems Analysis Downloads View citations (1)

Journal Articles

2021

  1. Numerical estimates of risk factors contingent on credit ratings
    Computational Management Science, 2021, 18, (4), 563-589 Downloads

2019

  1. Exploring the dynamics of business survey data using Markov models
    Computational Management Science, 2019, 16, (4), 621-649 Downloads
  2. Identification of hidden Markov chains governing dependent credit-rating migrations
    Communications in Statistics - Theory and Methods, 2019, 48, (1), 75-87 Downloads View citations (2)

2018

  1. Business Cycles and Conditional Credit-Rating Migration Matrices
    Quarterly Journal of Finance (QJF), 2018, 08, (04), 1-19 Downloads View citations (2)

2017

  1. Traces of business cycles in credit-rating migrations
    PLOS ONE, 2017, 12, (4), 1-29 Downloads View citations (2)

2008

  1. Editorial
    Statistics & Risk Modeling, 2008, 26, (2), 73-73 Downloads

2007

  1. Introduction
    Journal of Banking & Finance, 2007, 31, (8), 2231-2232 Downloads
  2. Risk assessment for credit portfolios: A coupled Markov chain model
    Journal of Banking & Finance, 2007, 31, (8), 2303-2323 Downloads View citations (10)

2003

  1. A baseline model of industry evolution
    Journal of Evolutionary Economics, 2003, 13, (4), 355-383 Downloads View citations (38)
    See also Working Paper (2003)
  2. On bubbling dynamics generated by a stochastic model of herd behavior
    Journal of Evolutionary Economics, 2002, 12, (5), 525-538 Downloads

2002

  1. Price Expectations and Cobwebs Under Uncertainty
    Annals of Operations Research, 2002, 114, (1), 167-181 Downloads View citations (1)

2000

  1. A comparison of diffusion approximations and actual limits in birth and death processes of noisy evolution
    Journal of Evolutionary Economics, 2000, 10, (5), 545-555 Downloads
  2. Adaptive Dynamics in Games Played by Heterogeneous Populations
    Games and Economic Behavior, 2000, 31, (1), 50-96 Downloads View citations (14)
  3. Modeling industrial dynamics with innovative entrants
    Structural Change and Economic Dynamics, 2000, 11, (3), 255-293 Downloads View citations (38)
    See also Working Paper (1999)

1995

  1. Learning Dynamics in Games with Stochastic Perturbations
    Games and Economic Behavior, 1995, 11, (2), 330-363 Downloads View citations (50)

1994

  1. Generalized urn schemes and technological dynamics
    Journal of Mathematical Economics, 1994, 23, (1), 1-19 Downloads View citations (61)
  2. On "Badly Behaved" Dynamics: Some Applications of Generalized Urn Schemes to Technological and Economic Change
    Journal of Evolutionary Economics, 1994, 4, (2), 93-123 View citations (14)

1987

  1. Path-dependent processes and the emergence of macro-structure
    European Journal of Operational Research, 1987, 30, (3), 294-303 Downloads View citations (102)

Chapters

2017

  1. Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices
    Springer

2006

  1. A Market Model of Perfect Competition Under Uncertainty: Heterogeneous Firms and Technologies
    Springer View citations (1)
 
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