Об одной задаче коинтеграции торговых связей Азербайджана, России, Беларуси и Казахстана

This article, based on annual data from 1994 to 2018, considers trade and economic processes between Azerbaijan, Russia, Belarus and Kazakhstan through the GDP integration indicators of Azerbaijan and foreign trade turnover with these countries.The purpose of the research. The purpose of the study is to find cointegration relationships between the studied macroeconomic indicators and correct application of the vector model of error correction to describe the equilibrium relationship between the considered data of intercountry interaction and to develop sound economically informative recommendations in the sphere of intercountry trade and economic interaction.Materials and methodology. Official statistics of the State Statistics Committee of Azerbaijan, scientific works of scientists-economists on the inter-country integration processes in the post-soviet region are used. Statistical methods of information processing are applied in relation to the empirical analysis of non-stationary time series of the studied statistical data, and correctly tested modern econometric methods and all the necessary econometric testing procedures are used to build co-integration relations and the vector model of error correction taking into account the effects of external shocks. All the calculations are made in Microsoft Excel and Eviews 8 application software packages.Results. The properties of applying the econometric methodology of studying the statistical relationship between multidimensional nonstationary time series are investigated. For this data, the authors' approach is to use the co-integration tool and the mechanism of vector error correction, which are practically not applicable by economists in Azerbaijan to date. A new specification of the model with respect to the logarithms of the source variables is defined. Based on the minimization of the mean square error, estimates of the model parameters are found. The Granger connection causality is investigated. The Johansen tests are implemented to find the cointegration area, after which the vector error correction model is built, which describes the long-term equilibrium relationship between the studied indicators and the path of returning to the equilibrium trajectory if it deviates from it. When modeling, we used all the necessary statistical procedures required to identify and evaluate the parameters of the model and verify its adequacy and the accuracy of short-term and long-term forecast values by applying Microsoft Excel and Eviews 8 tools.Conclusion. As a result of the study, econometrically sound recommendations are developed, which allow to conduct dynamic analyzes for effective state regulation of export-import operations between the four countries in order to balance the trade and improve the relevant inclusive parameters of the long-term sustainable development of these states.В данной статье по годовым данным с 1994 г. по 2018 г. торгово-экономические процессы между Азербайджаном, Россией, Беларусью и Казахстаном рассматриваются через показатели интегрированности ВВП Азербайджана, оборота внешней торговли с этими странами. Цель исследования.Целью исследования явлются нахождения коинтеграционных соотношений между изучаемыми макроэкономическими показателями, корректное применение векторной модели коррекции ошибок для описания равновесного соотношения между рассмотренными данными межстранового взаимодействия и выработки обоснованные экономически содержательные рекомендации в сфере межстранового торгово-экономического взаимодействия.Материалы и методология. Использованы официальные статистические данные Госкомстата Азербайджана, научные труды ученых-экономистов, посвященные межстрановым интеграционным процессам на постсоветском пространстве. Применены статистические методы обработки информаций, применительно к эмпирическому анализу нестационарных временных рядов изучаемых статистических данных, корректно использованы аппробированные современные эконометрические методы и все необходимые процедуры эконометрического тестирования для построения коинтеграционных соотношений и векторной модели коррекции ошибок с учетом воздействий внешних шоков. Все расчеты проводились в пакетах прикладных программ Microsoft Excel и Eviews 8.Результаты. Исследованы особенности применения эконометрической методологии изучения статистической взаимосвязи между многомерными нестационарными временными рядами. Для этих данных подход авторов состоит в применении коинтеграционного аппарата и механизма векторной коррекции ошибок, практические неприменяемые эконономистами в Азербайджане до настоящего времени. Определена новая спецификация модели относительно логарифмов исходных переменных. На основе минимизации среднеквадратической ошибки найдены оценки параметров модели. Исследованы причинности связи по Грэйнджеру. Реализованы тесты Йохансена для нахождения коинтеграционного пространства, после чего, построена векторная модель коррекции ошибок, описывающая долгосрочное равновесное соотношение между изучаемыми показателями и пути возвращения к равновесной траектории в случае отклонения от нее. При моделировании использовались все необходимые статистические процедуры, требуемые для идентификации и оценки параметров модели и проверки ее адекватности, точности краткосрочных и долгосрочных прогнозных значений с использованием инструментов Microsoft Excel и Eviews 8.Заключение. В результате проведенного исследования разработаны эконометрически обоснованные рекомендации, позволяющие провести динамические анализы для эффективного государственного регулирования экспортно-импортных операций между четырьмя странами для балансирования торговли и улучшения соответствующих инклюзивных параметров долгосрочного устойчивого развития этих государств

Electronic properties and phase transitions in low-dimensional semiconductors

We present the first review of the current state of the literature on electronic properties and phase transitions in TlX and TlMX2 (M = Ga, In; X = Se, S, Te) compounds. These chalcogenides belong to a family of the low-dimensional semiconductors possessing chain or layered structure. They are of significant interest because of their highly anisotropic properties, semi- and photoconductivity, non-linear effects in their I-V characteristics (including a region of negative differential resistance), switching and memory effects, second harmonic optical generation, relaxor behavior and potential applications for optoelectronic devices. We review the crystal structure of TlX and TlMX2 compounds, their transport properties under ambient conditions, experimental and theoretical studies of the electronic structure, transport properties and semiconductor-metal phase transitions under high pressure, and sequences of temperature-induced structural phase transitions with intermediate incommensurate states. Electronic nature of the ferroelectric phase transitions in the above-mentioned compounds, as well as relaxor behavior, nanodomains and possible occurrence of quantum dots in doped and irradiated crystals is discussed.Comment: 70 pages, 38 figure

On One Co-Integration Issue of Trade Links of Azerbaijan, Russia, Belarus and Kazakhstan

This article, based on annual data from 1994 to 2018, considers trade and economic processes between Azerbaijan, Russia, Belarus and Kazakhstan through the GDP integration indicators of Azerbaijan and foreign trade turnover with these countries.The purpose of the research. The purpose of the study is to find cointegration relationships between the studied macroeconomic indicators and correct application of the vector model of error correction to describe the equilibrium relationship between the considered data of intercountry interaction and to develop sound economically informative recommendations in the sphere of intercountry trade and economic interaction.Materials and methodology. Official statistics of the State Statistics Committee of Azerbaijan, scientific works of scientists-economists on the inter-country integration processes in the post-soviet region are used. Statistical methods of information processing are applied in relation to the empirical analysis of non-stationary time series of the studied statistical data, and correctly tested modern econometric methods and all the necessary econometric testing procedures are used to build co-integration relations and the vector model of error correction taking into account the effects of external shocks. All the calculations are made in Microsoft Excel and Eviews 8 application software packages.Results. The properties of applying the econometric methodology of studying the statistical relationship between multidimensional nonstationary time series are investigated. For this data, the authors' approach is to use the co-integration tool and the mechanism of vector error correction, which are practically not applicable by economists in Azerbaijan to date. A new specification of the model with respect to the logarithms of the source variables is defined. Based on the minimization of the mean square error, estimates of the model parameters are found. The Granger connection causality is investigated. The Johansen tests are implemented to find the cointegration area, after which the vector error correction model is built, which describes the long-term equilibrium relationship between the studied indicators and the path of returning to the equilibrium trajectory if it deviates from it. When modeling, we used all the necessary statistical procedures required to identify and evaluate the parameters of the model and verify its adequacy and the accuracy of short-term and long-term forecast values by applying Microsoft Excel and Eviews 8 tools.Conclusion. As a result of the study, econometrically sound recommendations are developed, which allow to conduct dynamic analyzes for effective state regulation of export-import operations between the four countries in order to balance the trade and improve the relevant inclusive parameters of the long-term sustainable development of these states