PAVEL K. KATYSHEV

Central Economics and Mathematics  Institute
Russian Academy of Sciences,
New Economic School
Nakhimovsky Prospekt, 47
Moscow 117418 Russia
Phone: +7 (495) 129-4611
Fax: +7 (495) 310-7015
E-mail: pkatish@nes.ru

SPECIALIZATION

PROBABILITY THEORY: Controlled stochastic processes, coding theory in white Gaussian channels

MATHEMATICAL ECONOMICS: Stochastic models of economic dynamics and equilibrium, Information structure in stochastic models, Bargaining models

ECONOMETRICS

EDUCATION

Moscow State University BA in Mathematics 1971
Moscow State University PhD in Probability Theory and Math. Statistics 1976
Title: “Transmission of Gaussian Messages through White Gaussian Channels with feedback”, Advisor: Prof. Albert A. Shiryaev

ACADEMIC EMPLOYMENT

Central Economics and Mathematics Senior Researcher 1975-present
Institute (CEMI), Russian Academy of Sciences

Moscow Institute of Aviation and Assistant Professor 1988-1989
Technology of Mathematics
Moscow State University Assistant Professor of Economics 1989-1994

New Economic School, Assistant Professor, 1993-present
Moscow, Russia Professor of Econometrics

Northwestern University, Evanston, Visiting Researcher 1992
Illinois, USA

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

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

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

COURSES TAUGHT

Undergraduate

Mathematical Analysis 1987-1989
Economic Informatics 1989-1994

Graduate

Probability Theory and Mathematical Statistics 1986-present
Econometrics 1993-present

RESEARCH PROJECTS

Russian Foundation for “Mathematical Analysis 1993-1996
Basic Researches of Transition Economy”,
Fellowship, Grant 93-06-10356
Russian Foundation for “Controlled Random Processes”, 1994- present
Basic Researches Principal Investigator,
Grant 94-01-01609
Russian Foundation for “The problems of Controlled 1994-present
Basic Researches Random Fields”,
Fellowship, Grant 94-01-00393

SCHOLARSHIP

Selected published papers

1. “Transmission of Gaussian process through the channel with feedback”, Problems of Information Transmission, 1976, 12, 112-118.

2. “On the problem of control stochastic process arising in information theory”, in: Stochastic processes and Control, ed. V.I.Arkin, Moscow, “Nauka”, 1978, 75-93 (in Russian).

3. “Equilibrium trajectories in stochastic models of economic dynamics” (joint with I.V.Evstigneev), Probability Theory and Applications, 1982, 27, 120-128.

4. “On some trends in mathematical economics” (joint with L.V.Kantorovich, A.Ya.. Kiruta, V.M.Polterovich), in: Modern Problems in Mathematics, ed. R.V.Gamkrelidze, VINITI, Moscow, 1982, 3-23 (in Russian).

5. “A model of mutual insurance” (joint with V.I.Rotar), Economics and Mathematical Methods, 1983, 19, 183-193 (in Russian).

6. “Stochastic equilibrium models” (joint with N.Ya.Petrakov), Economics and Mathematical Methods, 1984, 20, 141-160 (in Russian).

7. “The design of R&D program in the presence of common blocks” (joint with I.M.Sonin), in: Probability and Mathematical Economics, ed. V.I.Arkin, CEMI, Moscow, 1988 (in Russian).

8. “The sharing of expenditures on realisation of common blocks’ (joint with I.M.Sonin), in: Stochastic Models in Mathematical Economics, ed. V.I.Arkin, CEMI, Moscow, 1990 (in Russian).

9. “On uniformly optimal coding of Gaussian messages in white Gaussian channels with feedback”, in: New Trends in Probability and Statistics, eds. V.Sazonov, T.Shervashidze Moscow, 1991, 436-444.

10. “On coding in white Gaussian channels with feedback”, Problems of Information Transmission, 1993, 29, 37-48 (in Russian).

11. “Informational structure and its influence on equilibrium states”, Economics and Mathematical Methods Economics and Mathematical Methods, 1995, 31, (in Russian).

Papers under review

“Uniformly optimal coding scheme of transmission of Gaussian messages”, submitted to Problems of Information Transmission (in Russian). Monographs

1. J.Magnus, P.Katyshev, A.Peresetsky Econometrics. Initial course (in Russian). Moscow, “Delo”, 1^st and 2^nd editions, 1997, 1998.

2. P.Katyshev, A.Peresetsky Econometrics. Initial course. Collection of problems (in Russian).Moscow, “Delo”, 1999.

Presentations at the Conferences

1. International Conference on Probability Theory and Mathematical Statistics, “Optimal coding of Gaussian messages in white Gaussian channels with feedback”, Vilnius, USSR, 1977.

2. International Conference on Econometrics and Macromodelling, “Equilibrium trajectories in stochastic models of economic dynamics”, Lodz, Poland, 1982.

3. 4^th Soviet-Japan Symposium on Probability Theory and Mathematical Statistics, “On transmission of Gaussian messages through the channel with feedback”, Tbilisi, USSR, 1982.

4. International Symposium on Mathematical Theory of Networks and Systems, “Stochastic equilibrium models”, Stockholm, Sweden, 1985.

5. 5^th Soviet-Japan Symposium on Probability Theory and Mathematical Statistics, “On uniformly optimal coding in white Gaussian channels”, Kyoto, Japan, 1986.

6. 6^th World Congress of the Econometric Society, “Project selection in the presence of common blocks”, Barcelona, Spain, 1990.

7. German-Russian Conference “New Developments in Economic Theory and Policy”, “A model of mutual insurance”, Berlin, Germany, 1994.

Referee for journals:

1. Probability Theory and Applications.

2. Economics and Mathematical Methods.

3. Referee Journal of the All Union Institute of Scientific and Technical Information.

Translations of the books from English into Russian:

1. D.Fleming, W.Rishel, Deterministic and Stochastic Optimal Control, 1979.

2. C.Aliprantis, D. Brown, O.Burkinshaw, Existence and Optimality of CompetitiveEquilibria, 1994.

3. A.G.Ramm, Random Fields. Estimation Theory, 1994.

PERSONAL

Born: October, 18, 1948.
Citizenship: Russia