• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site
Language Proficiency
English
French
Contacts
Phone:
+7 (495) 772-95-90
27514
Address: 11 Pokrovsky Bulvar, Pokrovka Complex, room S540
Timetable
SPIN-RSCI: 5121-9012
ORCID: 0000-0003-3618-3040
ResearcherID: I-7366-2015
Scopus AuthorID: 6507091282
Google Scholar
Supervisor
S. B. Avdasheva
Printable version

 

Have you spotted a typo?
Highlight it, click Ctrl+Enter and send us a message. Thank you for your help!
To be used only for spelling or punctuation mistakes.

Anatoly Peresetsky

  • Tenured Professor (2018)
  • Anatoly Peresetsky has been at HSE University 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

    Degree
    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

Courses (2021/2022)

Courses (2020/2021)

Courses (2019/2020)

Courses (2018/2019)

Courses (2017/2018)

Statistics (Bachelor’s programme; International College of Economics and Finance; 2 year, 1-4 module)Eng

Editorial board membership

  • 2010: Deputy Editor-in-chief, Прикладная эконометрика (Applied Econometrics).

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

Publications38

Employment history

Academic Employment

National Research University                Professor                                  1.09.2010-present
Higher School of Economics,                Econometrics
Moscow, Russia

New Economic School,                         Associate Professor                   1992–2012
Moscow, Russia.                                   Mathematical Statistics,
                                                              Econometrics

Central Economics and                         Leading Research                      1991-present
Mathematics Institute of the                  Scientist
Russian Academy of Sciences
(CEMI RAS), Moscow, Russia.

International College of Economics       Lecturer                                   Fall 1997 - present
and Finance. Higher School of              Informational computer
Economics and London School of         systems. Statistics
Economics.                                            (in English)

 

Moscow State Institute of                     Professor                                              2008-2009
International Relations (University)       Scientific leader of the
of the Ministry of Foreign Affairs            chair of econometrics
of the Russian Federation

Higher School of Economics,                Professor                                  Fall 1997 - 2000
State University, Moscow,                     Econometrics
Russia

Business and Economics School,           Lecturer                                   Jan-Feb 1996/97
Moscow. (affiliated with                           Course in Time Series
California State University,                      Analysis for the MBA program.
Hayward)

International College,                           Professor                                  Sep 1996-1997
Moscow State University  (affiliated      Statistics for economists with
with Colorado University, Denver)        computer applications,
                                                              Econometrics    (both courses                                                                                                                       are taught in English)

Radiotechnics and Electronics               Research Scientists                   1971-1973
Institute of the
Russian Academy of Sciences.

 

Academic Employment (visting)

Institute for Economies in Transition    Visiting Researcher                   August 1-30, 2012
Bank of Finland, Helsinki, Finland

Institute for Economies in Transition    Visiting Researcher                   August-November 2004
Bank of Finland, Helsinki, Finland

Center for Economic Research              Visiting Researcher                   August 2004
Tilburg University,
The Netherlands

Center for Economic Research              Visiting Researcher                   August 2002
Tilburg University,
The Netherlands

School of Mathematics                         Visiting associate Professor       Fall semester 2000
Georgia Institute of Technology             courses in Probability
Atlanta, GA, USA                                   Theory and Statistics

Center for Economic Research              Visiting Researcher                   August 2000
Tilburg University,
The Netherlands

Center for Economic Research              Visiting Researcher                   August 1999
Tilburg University, The Netherlands

School of Mathematics                          Visiting professor                      March-June 1999
Georgia Institute of Technology              courses in Probability
Atlanta, GA, USA                                    Theory and Statistics

Genetic laboratory,                              Visiting Researcher                   Nov 1996-Jan 1997
Ghent University,                                 Applications of mathematical
Belgium                                               statistics to molecular genetics.

Center for Economic Research              Visiting Researcher                   Fall 1995
Tilburg University, The Netherlands

Center for Economic Research              Visiting Researcher                   Fall 1994
Tilburg University,
The Netherlands

Georgia Institute of Technology,           Visiting Researcher,                  Fall 1993
Atlanta, USA.                                        School of Biology.
                                                              Applications of mathematical
                                                              statistics to molecular genetics.

Moscow State University,                     Visiting Researcher,                  Fall 1990
                                                              School of Biology.
                                                              Cluster-analysis methods
                                                               in EEG.

Non-Academic Employment and Consulting

Citibank                                   Lectures in statistics and econometrics              2010.

ACNielsen                                Lectures in statistics and econometrics              2008.

SUNInterbrew                          Lectures in forecasting methods                                    fall 2005

COMCON,                               Consultant for marketing research                     2004
Moscow, Russia

Glaxo-Wellcome,                      Consultant                                                       1996-2000
Moscow office,                          Statistical analysis of the comparative
                                                  medicine research.

StatDialogue,                            Leader of the Project                                         1992-1994
Moscow,  Russia                       Mesosaur-Windows,
                                                  a software package for time series analysis.

Central Scientific Research                Senior Research                                    1977-1991
Institute for Industrial                           Scientist
Buildings and Structures.
Moscow, Russia

 

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

<!--[endif]-->

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

Statistics Explain Why Less-Competent People Tend to Overestimate Themselves

Why do people sometimes overestimate their knowledge—more often than not, those who are not well-versed in the subject at hand? Twenty years ago, two researchers studied this phenomenon and tried to explain it from a psychological point of view. This phenomenon is now known as the Dunning-Kruger effect after the names of the researchers. According to a report presented at a seminar of the HSE Department of Applied Economics, this effect has a purely statistical explanation.

‘The Opening of the Full-time Advanced Doctoral Programme Was a Gift from Fate for Me’

In 2010, HSE University launched the Full-time Advanced Doctoral Programme, an innovative programme for doctoral students at that time. At the beginning of 2021, an alumna of the programme’s first cohort became the first programme graduate to earn her Doctor of Sciences degree: Elena Vakulenko, Assistant Professor at HSE University’s Faculty of Economic Sciences. In an interview with HSE News Service, the professor discussed her academic career.

Defending a Doctor of Science Thesis at HSE University under New Procedure

Dean Fantazzini, Deputy Head of the Department of Econometrics and Mathematical Methods in Economics at Moscow School of Economics in Moscow State University and Visiting Scholar at the HSE ICEF, was the first foreigner to defend his DSc thesis at HSE University. We spoke with Dean Fantazzini about his research and cooperation with HSE.

HSE Staff Members Receive University Medals and Notes of Acknowledgement

On October 22, some university staff members were awarded HSE medals and notes of acknowledgement from the Rector.

HSE Staff Members Awarded Status of Tenured Professor

On June 22, several HSE lecturers and staff members were awarded the status of Tenured Professor at a meeting of HSE Academic Council. Sixteen HSE staff members became Distinguished Professors at the Higher School of Economics for the first time.

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.