Details about Yuri (Yuriy) Kaniovski (Kaniovskyi),

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

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Short-id: pka375

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 View citations (42)
   See also Journal Article A baseline model of industry evolution, Journal of Evolutionary Economics, Springer (2003) View citations (41) (2003)

1999

2. 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 Modeling industrial dynamics with innovative entrants, Structural Change and Economic Dynamics, Elsevier (2000) View citations (38) (2000)

1998

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

1997

5. Limit Theorems for Stationary Distributions of Birth-and-Death Processes
   Working Papers, International Institute for Applied Systems Analysis View citations (2)

Journal Articles

2021

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

2019

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

2018

4. Business Cycles and Conditional Credit-Rating Migration Matrices
   Quarterly Journal of Finance (QJF), 2018, 08, (04), 1-19 View citations (3)

2017

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

2008

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

2007

7. Introduction
   Journal of Banking & Finance, 2007, 31, (8), 2231-2232
8. Risk assessment for credit portfolios: A coupled Markov chain model
   Journal of Banking & Finance, 2007, 31, (8), 2303-2323 View citations (11)

2003

9. A baseline model of industry evolution
   Journal of Evolutionary Economics, 2003, 13, (4), 355-383 View citations (41)
   See also Working Paper A Baseline Model of Industry Evolution, LEM Papers Series (2003) View citations (42) (2003)
10. On bubbling dynamics generated by a stochastic model of herd behavior
    Journal of Evolutionary Economics, 2002, 12, (5), 525-538

2002

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

2000

12. 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
13. Adaptive Dynamics in Games Played by Heterogeneous Populations
    Games and Economic Behavior, 2000, 31, (1), 50-96 View citations (15)
14. Modeling industrial dynamics with innovative entrants
    Structural Change and Economic Dynamics, 2000, 11, (3), 255-293 View citations (38)
    See also Working Paper Modeling Industrial Dynamics with Innovative Entrants, LEM Papers Series (1999) (1999)

1995

15. Learning Dynamics in Games with Stochastic Perturbations
    Games and Economic Behavior, 1995, 11, (2), 330-363 View citations (57)

1994

16. Generalized urn schemes and technological dynamics
    Journal of Mathematical Economics, 1994, 23, (1), 1-19 View citations (65)
17. 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 (16)

1987

18. Path-dependent processes and the emergence of macro-structure
    European Journal of Operational Research, 1987, 30, (3), 294-303 View citations (115)

Chapters

2017

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

2006

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