Details about Alexander Tsyplakov

Access statistics for papers by Alexander Tsyplakov.

Last updated 2022-04-21. Update your information in the RePEc Author Service.

Short-id: pts2

Working Papers

2015

1. Quasifiltering for time-series modeling
   MPRA Paper, University Library of Munich, Germany
2. Spatial Aspects of Agent-Based Modeling of Large Economy
   ERSA conference papers, European Regional Science Association

2014

3. Theoretical guidelines for a partially informed forecast examiner
   MPRA Paper, University Library of Munich, Germany View citations (10)

2013

4. Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments
   MPRA Paper, University Library of Munich, Germany View citations (2)

2011

5. Evaluating density forecasts: a comment
   MPRA Paper, University Library of Munich, Germany View citations (10)

2010

6. Revealing the arcane: an introduction to the art of stochastic volatility models
   MPRA Paper, University Library of Munich, Germany View citations (4)
7. The links between inflation and inflation uncertainty at the longer horizon
   EERC Working Paper Series, EERC Research Network, Russia and CIS View citations (3)
8. The links between inflation and inflation uncertainty at the longer horizon
   MPRA Paper, University Library of Munich, Germany View citations (2)

2004

9. Constructing Core Inflation Index for Russia
   EERC Working Paper Series, EERC Research Network, Russia and CIS

2001

10. Does Lower Inflation Imply Lower Price Uncertainty?
    EERC Working Paper Series, EERC Research Network, Russia and CIS

Journal Articles

2021

1. Social policy development based on a combination of agent-oriented and inter-industrial approaches
   Journal of the New Economic Association, 2021, 52, (4), 12-36

2018

2. Using a Modified Erev-Roth Algorithm in an Agent-Based Electricity Market Model
   Journal of the New Economic Association, 2018, 39, (3), 55-83 View citations (1)

2016

3. Simulation of the Role of Government in Spatial Agent-Based Model
   Economy of region, 2016, 1, (3), 951 - 965 View citations (2)

2014

4. A mini-dictionary of English econometric terminology III (in Russian)
   Quantile, 2014, (12), 45-51
   Also in Quantile, 2007, (3), 67-72 (2007) View citations (1)
   Quantile, 2008, (5), 41-48 (2008) View citations (1)
5. Agent-based Modeling of Spatial Processes in World Economy
   Journal "Region: Economics and Sociology", 2014, 4

2012

6. Assessment of probabilistic forecasts: Proper scoring rules and moments
   Applied Econometrics, 2012, 27, (3), 115-132

2011

7. An introduction to state space modeling (in Russian)
   Quantile, 2011, (9), 1-24 View citations (1)

2010

8. Revealing the arcane: an introduction to the art of stochastic volatility models (in Russian)
   Quantile, 2010, (8), 69-122 View citations (2)

2009

9. Where to find data on the Web? (in Russian)
   Quantile, 2009, (6), 59-71

2007

10. A guide to the world of instruments (in Russian)
    Quantile, 2007, (2), 21-47 View citations (3)

2006

11. Introduction to prediction in classical time series models (in Russian)
    Quantile, 2006, (1), 3-19 View citations (1)