Anatoly Peresetsky
- Research Professor: Faculty of Economic Sciences / Department of Applied Economics
- Senior Research Fellow: Faculty of Economic Sciences / Laboratory for Macro-Structural Modeling of the Russian Economy
- lecturer: International College of Economics and Finance
- Tenured Professor (2018)
- Anatoly Peresetsky has been at HSE University since 2006.
Education, Degrees and Academic Titles
Central Institute of Economics and Mathematics of the Russian Academy of Sciences
Lomonosov Moscow State University
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.
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.
Awards and Accomplishments
Best Teacher — 2015, 2012
Courses (2024/2025)
- Econometrics (Advanced Level) (Master’s programme; Faculty of Economic Sciences; 1 year, 3, 4 module)Rus
- Past Courses
Courses (2023/2024)
- Econometrics (Advanced Level) (Master’s programme; Faculty of Economic Sciences; 1 year, 3, 4 module)Rus
- Statistics (Bachelor’s programme; International College of Economics and Finance; 2 year, 1-4 module)Eng
Courses (2022/2023)
- Advanced Statistics, ICEF Academia (Optional course (faculty); 1-3 module)Eng
- Econometrics (Advanced Level) (Master’s programme; Faculty of Economic Sciences; 1 year, 3, 4 module)Rus
- Statistics (Bachelor’s programme; International College of Economics and Finance; 2 year, 1-4 module)Eng
Courses (2021/2022)
- Econometrics (Advanced Level) (Master’s programme; Faculty of Economic Sciences; 1 year, 3, 4 module)Rus
- Statistics (Bachelor’s programme; International College of Economics and Finance; 2 year, 1-4 module)Eng
Courses (2020/2021)
- Econometrics (Advanced Level) (Master’s programme; International College of Economics and Finance; 1 year, 1-4 module)Eng
- Econometrics (Advanced Level) (Master’s programme; Faculty of Economic Sciences; 1 year, 3, 4 module)Rus
- Research Project Seminar (Optional course (faculty); Faculty of Economic Sciences; 1-3 module)Rus
- Statistics (Bachelor’s programme; International College of Economics and Finance; 2 year, 1-4 module)Eng
- Topics in Statistics (Optional course (faculty); International College of Economics and Finance; 1-3 module)Rus
Editorial board membership
Supervisor of the following Doctoral theses
- 1N. A. Krasnopeeva Modeling fiscal policy at the regional level, 2024
- 2P. Pogorelova Modeling cryptocurrency volatility using financial market volatility, 2024
- 3Econometric models for analysis of efficiency of economic agents, 2024
- 4A. Tsvetkova Productivity divergence at the firm level, 2022
- 5Modelling volatility of financial time series with the help of multidimensional GARCH and HAR models, 2020
- 6The Examination of the Growing Interdependence between Crypto and Equity Markets
- 7M. Teterin Analysis of Impact of Internet Data on Cryptocurrencies Price Volatility
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
Professional Interests
- Numerical methods
- Software tools
- Time series analysis
- Financial market analysis
- Mathematical regulation
Publications
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.
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.