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List of publications on a keyword: «econometric modeling»

  • Transformation of the national innovation system into an ecosystem format: econometric analysis of personnel determinism and institutional lags

    Book Chapter
    Principles of building a new ecosystem: social, economic and legal aspects
    Author:
    Olga I. Khudiakova
    Work direction:
    Глава 9
    Abstract:
    The chapter examines the systemic imbalances of Russia's national innovation system (NIS) in the context of ensuring technological sovereignty. Based on an analysis of time series data for 2000–2024 using cointegration analysis and vector autoregressions, it is established that the NIS operates asymmetrically: there is no statistically significant impact of the created infrastructure on the generation of intellectual property, nor is there feedback – patents do not stimulate the immediate creation of new institutions. The only sustainable driver of inventive activity is high-level human capital – researchers with advanced degrees. Expanding staff numbers is the main trigger for the bureaucratic growth in the number of legal entities in the R&D sector. The scientific novelty lies in the econometric substantiation of the concept of “institutional lag,” demonstrating the absence of cointegration between scientific outputs and infrastructure; quantitatively differentiating the determinant factors of the two NIS circuits (elite quality vs. physical labor volume); and showing the ineffectiveness of relative budget indicators for forecasting micro-shocks in the innovation process. The conclusion is drawn that a paradigm shift in governance is necessary: a transition from directive construction of research institutes to targeted support for degree-holding research teams and the creation of flexible legal mechanisms.
    Keywords:
    intellectual property, technological sovereignty, national innovation system, ecosystem approach in science management, vector autoregression, Granger causality, institutional lags, econometric modeling of science and innovation
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  • Transformation of the Russian Fuel and energy Complex's export model: from raw material dependence to structural adaptation

    Book Chapter
    Development of the Russian socio-economic system: challenges and prospects
    Author:
    Olga I. Khudiakova
    Work direction:
    Глава 5
    Abstract:
    The chapter presents a comprehensive econometric analysis of the factors determining the dynamics of export revenues of Russia's key energy commodities – oil, gas, and coal – amid global volatility and geopolitical transformation. Based on Rosstat data over the past 25 years, regression models are constructed to quantify the contribution of macroeconomic factors (GDP, production, energy prices, exchange rate) and geopolitical risks. Comparative analysis using standardized coefficients and delta coefficients revealed fundamental differences in the revenue structure and vulnerability of the sectors: oil and gas exports are characterized by extreme dependence on global price conditions, while the coal sector demonstrates a more complex structure where the exchange rate and sanctions pressure play a dominant role. Key adaptation mechanisms of Russian foreign trade are identified: price adaptation, geographical reorientation of exports, and the use of the national currency devaluation effect.
    Keywords:
    econometric modeling, fuel and energy complex, oil, exchange rate, sanctions pressure, regression analysis, correlation analysis, export revenue, natural gas, coal, and adaptation mechanisms
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