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Ivan Kitov
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I am a Doctor of Physics and Mathematics, Lead Researcher at the Institute for the Geospheres' Dynamics, Russian Academy of Sciences. Founding member of the Society for the Study of Economic Inequality Published three monographs in economics and finances: Deterministic mechanics of pricing... More
My company:
Stock Market Science
My blog:
Economics as Classical Mechanics
My book:
Deterministic mechanics of pricing
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  • Predicting ConocoPhillips and Exxon Mobil stock price
    Journal of Applied Research in Finance has published my paper in its 2009 winter issue:

    Predicting ConocoPhillips and Exxon Mobil stock price

    Abstract
    Exxon Mobil and ConocoPhillips stock price has been predicted using the difference between core and headline CPI in the United States. Linear trends in the CPI difference allow accurate prediction of the prices at a five to ten-year horizon.
    Key words: stock price, Exxon Mobil, ConocoPhillips, prediction, CPI
    JEL classification: G1, E3


    Disclosure: No positions
    Tags: COP, XOM
    Mar 20 1:23 PM | Link | Comment!
  • MODELLING THE EVOLUTION OF REAL GDP PER CAPITA DURING THE TRANSITION FROM A SOCIALIST TO CAPITALIST ECONOMIC SYSTEM
    Journal of Applied Economic Sciences published my paper in its winter 2009 issue:

    Ivan O. KITOV, 2009. "Modelling The Evolution Of Real Gdp Per Capita During The Transition From A Socialist To Capitalist Economic System," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(4(10)_Win), pages 526-548



    Abstract
    The transition of former socialist countries to capitalist economic system is modelled. The transition is entirely defined by three empirical parameters and the model describes only the evolution of real GDP per capita since the start of the disintegration of socialism. It is found that the transition has practically finished in many Centraland Eastern European countries and their economic evolution is driven by forces associated with capitalist system. In the long run, the future evolution of the former socialist countries has to follow the same path as observed in other developed countries in the past. Even in the case of perfect economic performance, the studied countries will never catch up the most advanced countries. In Russia and some countries of the Former Soviet Union, the transition process has not been completed.
     
    Key words: socialism, capitalism, transition, economic modelling, GDP per capita
     
    JEL Classification: O12, P10, P27


    Disclosure: No positions
    Mar 20 1:19 PM | Link | Comment!
  • PREDICTING REAL ECONOMIC GROWTH IN FRANCE, GERMANY, NEW ZEALAND, AND THE UNITED KINGDOM
    Journal of Applied Economic Sciences (JAES) has published the spring  issue my paper:

    Ivan O. KITOV, 2010. "Predicting Real Economic Growth In France, Germany, New Zealand, And The United Kingdom," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(1(11)_Spr), pages 48-54.


    Abstract
    The growth rate of real GDP per capita is modeled and predicted at various time horizons for France, Germany, New Zealand, and the United Kingdom. The rate of growth is represented by a sum of two components – a gradually decreasing trend and fluctuations related to the change in country-specific age population. The trend is an inverse function of real GDP per capita with constant numerator. Previously, similar models were developed and validated for the USA and Japan.

    Keywords: real GDP per capita, modeling, prediction, population

    JEL classification: E1, E3, O4, O5

    Disclosure: No positions
    Mar 20 1:14 PM | Link | Comment!
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