Igor Fedotenkov

Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA)

Vernadskogo Prospect 82

Sredny av. V.O., 57/43

Moscow, St. Petersburg 119571

Russia

SCHOLARLY PAPERS

8

DOWNLOADS

395

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

A Simple Nonparametric Test for the Existence of Finite Moments

Number of pages: 8 Posted: 18 Jan 2013 Last Revised: 25 May 2013
Igor Fedotenkov
Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA)
Downloads 85 (364,097)

Abstract:

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heavy tails, tail index, finite moment, test, consistency

2.

Population Ageing and Inflation with Endogenous Money Creation

Netspar Discussion Paper No. 03/2016-013
Number of pages: 28 Posted: 13 Mar 2016
Igor Fedotenkov
Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA)
Downloads 78 (382,979)

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Population ageing, inflation, OLG model, inside money, credits

3.

Consistency of AUC Maximization as an Estimator of Binary Choice Models

Fedotenkov I. Consistency of the estimator of binary response models based on AUC maximization. Statistical Methods & Applications 22(3), Springer, 2013, p. 381-390.
Number of pages: 10 Posted: 25 Jan 2012 Last Revised: 27 Aug 2015
Igor Fedotenkov
Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA)
Downloads 65 (423,136)

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ROC, AUC maximization, consistency, binary choice model

4.

Public Policies over the Life Cycle: A Large Scale OLG Model for France, Italy and Sweden

Netspar Discussion Paper No. 12/2015-041
Number of pages: 54 Posted: 23 Dec 2015
University of Verona - Department of Economics, University of Verona - Department of Economics, Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA), University of Verona - Department of Economics, University of Verona, University of Verona and Universite Catholique de Louvain - Institut de Recherches Economiques et Sociales (IRES)
Downloads 45 (499,832)
Citation 2

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Redistribution, fiscal policy, computable OLG models

5.

Bootstrap for Testing the Existence of Finite Moments: A Caution for Possible Misapplication

Published as "Fedotenkov I., (2014). A note on the bootstrap method for testing the existence of finite moments. Statistica 74(4), p. 447-453"
Number of pages: 6 Posted: 26 May 2013 Last Revised: 30 Jan 2018
Igor Fedotenkov
Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA)
Downloads 44 (504,314)

Abstract:

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Bootstrap, finite moment, heavy tails, tail index, test

6.

Pension Reform, Factor Mobility and Trade with Country-Specific Goods

Fedotenkov I., (2014). Pension reform, factor mobility and trade with country-specific goods, De Economist 162(3), p. 247-262
Number of pages: 15 Posted: 02 Apr 2012 Last Revised: 27 Aug 2015
Igor Fedotenkov
Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA)
Downloads 36 (542,616)

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Social security reform, mobile production factors, capital flows, elasticity of substitution

7.

Coordination of Pension Systems if Technologies are Di fferent

Fedotenkov I. Coordination of pension systems if technologies are different. CESifo Economic Studies 60(1), Oxford University Press, 2014, p. 246-256.
Number of pages: 7 Posted: 26 Jan 2012 Last Revised: 27 Aug 2015
Igor Fedotenkov
Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA)
Downloads 24 (613,392)

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Pensions, policy coordination, technological differences, factor mobility, optimality

8.

Optimal Asymmetric Taxation in a Two-Sector Model with Population Ageing

Netspar Discussion Paper No. 10/2014-047
Number of pages: 21 Posted: 30 Oct 2014
Igor Fedotenkov
Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA)
Downloads 18 (655,536)

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Two sectors, factor mobility, asymmetric taxation, optimality