Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'

Dean Fantazzini

MPRA Paper from University Library of Munich, Germany

Abstract: This double-issue contains 11 papers invited for the first special issue on “Computational methods for Russian economic and financial modelling”. It was an attempt to explore and bring together practical, state-of-the-art applications of computational techniques with a particular focus on Russia and the Commonwealth of Independent States. The response was beyond expectations and managed to cover a wide range of issues, so that a double-issue was considered: the first dealing with Finance and the second with Economics.

Keywords: Forecasting; oil price; Google; Russian stock market; T-distribution with vector degrees of freedom; portfolio management; Fund manager; Russian banking sector; Credit Risk; DSGE; Russia; Immigrants; Intertemporal general equilibrium model; Intertemporal equilibrium; Inflation; Inflation expectations (search for similar items in EconPapers)
JEL-codes: C02 C11 C22 C32 C61 C68 E5 G1 G2 J0 J1 (search for similar items in EconPapers)
Date: 2014
New Economics Papers: this item is included in nep-cis, nep-cmp, nep-for, nep-mac and nep-tra
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Published in International Journal of Computational Economics and Econometrics 4.1-2(2014): pp. 1-3

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:55430

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