Laboratory of the system analysis and management
Head of the laboratory
Academician of NAS RK
The laboratory of system analysis and control has been taking part in development of two programs: «Development and application of the theory of market economy mechanisms’ parametric control» No. 7.718 MES 09 “U” (2009-2011), “Development and application of the theory of market economy evolution’s parametric control “U” No 747. MES.GF.12.5 from 02.03.2012 (2012-2014).
Under the development of these programs, the parametric regulation theory consisting of eight components has been proposed.
The following results have been obtained within the existence condition estimation of optimal solution of the multidomestic dynamic stochastic general equilibrium model agents (hereinafter Model 1):
- the main problems of household agent (lean or wasteful), producer agent and second-tier bank agent Models on maximizing their utility function under appropriate restrictions have been formulated;
- the fulfillment of Sims theorem’s terms about sufficient conditions for solutions existence of these basic problems of Model 1’s agents has been estimated.
Within the development and testing of information technologies (program complex) for extraction and formation (updating) of the database for the models developed at the center, the following results have been achieved:
- the enlarged algorithms for estimating the elements of the social account matrices sets (SAM) that are missing in the GTAP database and which are the input data for a dynamic computable general equilibrium model of the Globe type (Model 2) have been developed. In order to calculate the elements of the cited SAM tables, a computer software in VBA environment has been developed. The developed software has been successfully tested on sets of sample SAM tables for 2004, 2007 and 2011 extracted from the GTAP database;
- a complete set of SAM tables (and other exogenous parameters) has been obtained for 9 regions for calculation of Model 2 from 2004 to 2021;
- an analysis of the theory’s current state, forecasting methods the world price for oil has been done within the pricing mechanisms, taking into account the factors affecting the oil price, by the periods (stages) in the development of the world oil market.
The following issues have been considered within the analysis of the theory’s current state, influence procedure of oil prices on the national economy evolution:
- the influence of oil prices on the CIS economy;
- the influence of oil price rise in 2002 – the first half of 2008 on the economy of industrialized countries;
- the world economy under low oil price;
- the influence of oil price on economy of Kazakhstan.
The current state of price determination modeling in the oil market and assessment of its impact on the evolution of the national economy has been analyzed using a number of specific price formation models in the oil market:
- oil market figure dynamics model in the 1980s and late 1990s;
- model of OPEC influence on the world oil prices;
- econometric model of oil proposal evaluation by non-OPEC countries;
- structural approach in the analysis of oil demand;
- econometric model of oil demand.
Based on the considered models the proposals have been developed on designing the models versions of EEU countries created in the Parametric Control Center to track influence of the world oil price.
The review of new materials on the issues of interaction between the EEU countries among themselves and with the rest of the world within the framework of EEU for 2016 have been done, on the basis of which proposals have been prepared to consider them in the development of mathematical models for EEU description.
124 research papers have been published on the subject of the program, including 5 monographs (two of which were published by in Springer publishing house in the United States, three monographs in the Fizmatlit publishing house, Moscow), 48 articles and reports have been published in the far abroad, 6 publications in the high-ranking journals “Kybernetes” and “Automation and Telemechanics” with high indicators of impact factors.
Obtained invention patent:
The patent for the invention № 2444051. Visual modeling system of economic systems. Patent Owners: V. L.Arlazarov, Z. M. Adilov, A. A. Ashimov, As.A. Ashimov, Y.V.Borovskiy, N.Y.Borovskiy, V.P. Morozov A.V. Morozov, B.T. Sultanov, I. M. Yanishevskiy. Registered in Russian Federation state invention register, February 27 2012.
Implementation: Scientific and technical programme on methods development of formulation and implementation of effective public policy based on the theory of parametrical regulation of market economy mechanisms for 2009-2011.