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"Simulation of the financial flows, recorded in the capital account of the Russian Federation."

Student: Aleksandr Semisalov

Supervisor: Nikolay Pilnik

Faculty: Faculty of Economic Sciences

Educational Programme: Bachelor

Year of Graduation: 2014

"Simulation of the financial flows, recorded in the capital account of the Russian Federation."Semisalov A. A. vFaculty of Economics Department of Mathematical Economies and Econometrics, group 41 MMAE, 2014ABSTRACTThe aim of this work is analyzing and modeling of capital flows between non-residents , who interact with the Russian economic agents and the economy of the Russian Federation . The object of the study is the balance of payments of Russia, namely the capital account and financial instruments (hereinafter CRS) from 1994 to 2013.The main objective is an attempt to reduce the degree of freedom of the account ( CRS) by detecting interactions between its individual parts. Previously problems of collection and processing of statistical data for the last 20 years have been solved, all necessary revaluations resulting from changes in the national currency have been done and the problem of accounting seasonal fluctuations of selected indicators have been solved.The study analyzed the literature related with the topic " capital flight " from Russia. There is also a summary of the balance of payments of Russia items and , especially , capital account has been examined.To perform the work a set of balance of payments data for Russia 1994 - 2013 years has been assembled from the official website of the Central Bank of Russia, which was then converted to provide a comparison of the static information from various sources. Several procedures that can make the revaluation of ruble indicators have been performed and have also got integrated performance reserves (instead of quarterly changes) , it was necessary to simulate the SOC .The analysis of dynamics of assets / liabilities of each agent has revealed the general trends of behavior during the crisis, confirming the outflow of capital and profitability analysis of assets and liabilities showed the necessity of SOC yield fluctuations smoothing procedure , which was carried out using the moving average method .To solve the main objective of reducing the degrees of freedom of the capital account by discovering relationships between items that were obtained by an automated algorithm for finding the smallest deviation in the enumeration of all possible combinations of values and SOC accounts .This algorithm showed stable operation for testing data CSB . The results have shown that for certain combinations of account balance is possible to obtain nearly identical series having the minimum deviation.

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