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Phone:
+7(495) 772-9590
+7(495) 772-9590 доб. 26188
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Address: 26 Shabolovka, office 4330, 4331
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SPIN-RSCI: 5121-9012
ORCID: 0000-0003-3618-3040
ResearcherID: I-7366-2015
Scopus AuthorID: 6507091282
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Fri.: 14.00 - 18.00 p.m., Shabolovka 28, Room 103
Supervisor
S. B. Avdasheva
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Anatoly Peresetsky

  • Anatoly Peresetsky has been at HSE since 2006.

Education, Degrees and Academic Titles

  • 2010

    Doctor of Sciences* in Mathematical and Instrumental Methods in Economics
    Central Institute of Economics and Mathematics of the Russian Academy of Sciences

  • 1988
    Senior Research Fellow
  • 1977

    Candidate of Sciences* (PhD)
    Lomonosov Moscow State University

  • 1971

    Diploma
    Lomonosov Moscow State University

* Candidate of Sciences
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
* Doctor of Sciences
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.

Professional Interests

Awards and Accomplishments

Best Teacher – 2015, 2012

Student Term / Thesis Papers

Full list of of student term / thesis papers

Courses (2017/2018)

Courses (2016/2017)

Courses (2015/2016)

Courses (2014/2015)

Courses (2013/2014)

Courses (2012/2013)

Courses (2010/2011)

Editorial board membership

  • 2010: Deputy Editor-in-chief, Прикладная эконометрика.

  • 2009: Member of the Editorial Board, Журнал Новой экономической ассоциации (New Economic Journal).

Publications21

Education

1971 Moscow State University, Faculty of Mechanics and Mathematics, degree with honours

Professional Interests

  • Numerical methods
  • Software tools
  • Time series analysis
  • Financial market analysis
  • Mathematical regulation

Publications

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1.      Peresetsky A., Karminsky A., (2008). Models for Moody's bank ratings. Proceedings of Second international credit risk & rating conference, 8-10 May 2008, Ankara, Turkey.

2.      Peresetsky A. (2008). Market discipline and deposit insurance in Russia. Bank of Finland, BOFIT Discussion Papers No 14/2008. http://www.bof.fi/NR/rdonlyres/7798B556-844D-410D-A2C5-25BC453809E3/0/dp1408.pdf.

3.      Peresetsky A., Karminsky A. (2008). Models for Moody's bank ratings. Bank of Finland, BOFIT Discussion Papers, No 17/2008. http://www.bof.fi/NR/rdonlyres/458F94F3-CF90-4FF7-85F5-B12878A0B07D/0/DP1708.pdf

 

Books

A. Peresetsky, V.Popov. Macroeconomic Volatility, Institutions and Financial Architectures: The Developing World Experience, editor Fanelli, José M. Chapter "Russia", pp. 190-219. Palgrave MacMillan. (January 11, 2008). http://www.palgrave.com/newsearch/Catalogue.aspx?is=0230542808

 

Reports at conferences and seminars

- The Third Bachelier Colloquium on Mathematical Finance and Stochastic Calculus. Metabief, France, January 6-13, 2008.
1)  Deposit interest rates and deposit insurance. (With A.A. Karminsky).
2)  Modeling Moody's bank ratings. (With A.A. Karminsky). .

- 9th International Scientific Conference "Modernization Of Economy And Globalization", Moscow, April 1-13, 2008.
Russian banks: private deposit interest rates and market discipline. (Карминский А., C.Головань)

Second international credit risk & rating conference, 8-10 May 2008, Ankara, Turkey.
Moody's bank ratings. (With A.A. Karminsky).

The XVII International Tor Vergata Conference on Banking and Finance "Emerging Markets, Currencies, and Financial Stability". Rome, Italy, 3-5 December 2008. "Models for Moody's bank ratings" (с Карминским А.М.).

Bank of Finland Institute for Transition Economies seminars 2008, 2009.

Timetable for today

Full timetable

HSE Nizhny Novgorod Hosts Fourth International Conference in Econometrics

From June 22 – 24, 2017, the 4th international conference in econometrics ‘Modern Econometric Tools and Applications’ took place at HSE in Nizhny Novgorod. Andrey Maximov, Professor, Head of theDepartment of Economic Theory and Econometrics and chair of the conference organizing committee, shared a brief overview of what the event achieved.