A Joint Programme of Friedrich Schiller University and the Max Planck Institute of Economics, Jena
Ivan Savin

Dr. Ivan Savin

We do not need a perfect hammer, the question is where to put the nail. GMS


This webpage is not maintained anymore. I moved to KIT/BETA research group

My current research interests include:

  • Economics of Innovation,
  • Agent-Based Modeling,
  • Computational Econometrics,
  • Optimal Control of Dynamic Econometric Models,
  • Social Network Analysis.

You can find my papers at my IDEAS, SSRN or Research Gate profiles

Feel free to add me in your Linkedin and/or Xing networks.

Here you can find installation software files for Octave and QtOctave.

More about me in Curriculum Vitae


Society for Computational Economics
German Network on New Economic Dynamics (GENED)
Econometric Society
International Association for Statistical Computing

Latest news:

On 10th of February 2015 there was a TEDx conference at the Friedrich Schiller University. My talk devoted to the role of networking in creating new knowledge is online!

Joint research project with Johannes Herrmann on "Evolution of the electricity market in Germany: Identifying policy implications by an agent-based model" I will present this year at the OFCE/SKEMA Seminar Series in Nice and the BRICK Seminar Series in Turin

This semester I am teaching the course "Economics of Innovation I" for Master students at the FSU Jena

Under the following link you can find photos taken at the 15th International Schumpeter Society Conference in Jena this July.

Within the program of the FSU supporting applications for third party funding I obtained a grant which will help me to better apply to DFG/FWF together with Dmitri Blueschke from the University of Klagenfurt.

This spring I again teach Monte Carlo simulation methods at the University of Insubria (Varese, Italy) but also Economics of Innovation at the Tbilisi State University

So when is it actually beneficial to cooperate? A new paper (joint with Abiodun Egbetokun) Absorptive capacity and innovation: when is it better to cooperate? is available at http://ideas.repec.org/a/spr/joevec/v24y2014i2p399-420.html

On why classical optimal control algorithms may be wrong and what one can do with it read my new WP (joint with Dmitri Blueschke) Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization

Starting from October 2013 I am a Visiting Lecturer at the Graduate School of Economics and Management at the Ural Federal University in Yekaterinburg

In the winter term 2013-14 I am giving an MA course on Advanced Microeconomics at the FSU Jena. More details at http://www.microtheory.uni-jena.de/teaching/courses/advanced-microeconomics/

Laboratory of Economics and Management (LEM) Seminar Series 2013 in Scuola Superiore Sant'Anna in Pisa: on 3rd of December I will present there some of my current research results! http://www.lem.sssup.it/seminars.html

A new research network (German Network on New Economic Dynamics, GENED) on computational economics is set up. The first meeting takes place in Bielefeld between 23rd and 27th of September 2013. More details at http://www.gened.de/

Lasso and Heuristics... On what is the better model selection method and under what conditions in my new(ly published) paper A Comparative Study of the Lasso-type and Heuristic Model Selection Methods http://ideas.repec.org/a/jns/jbstat/v233y2014i4p526-549.html

A new Working Paper on Emergence of Innovation Networks from R&D Cooperation with Endogenous Absorptive Capacity is now available for download here and here.

The joint research with Abiodun Egbetokun on Emergence of Innovation Networks from R&D Cooperation with Endogenous Absorptive Capacity will be presented at 19th International Conference Computing in Economics and Finance in Vancouver, European Economic Association Congress in Gothenburg and IFIP TC 7 conference on System Modelling and Optimization in Klagenfurt

The joint paper with Dmitri and Viktoria Blueschke on New Insights into Optimal Control of Nonlinear Dynamic Econometric Models: Application of a Heuristic Approach won the first price Award for Excellence in Publishing from the Faculty of Management and Economics of the Alpen-Adria-Universität Klagenfurt

The joint paper with Dmitri and Viktoria Blueschke on New Insights into Optimal Control of Nonlinear Dynamic Econometric Models: Application of a Heuristic Approach is accepted for publication in Journal of Economic Dynamics and Control

The joint research with Abiodun Egbetokun was presented at the Centre Emile Bernheim (CEB) and the Solvay Brussels School of Economics and Management within the 'Research Seminar in Applied Economics and Management' (RSAEM)

My first book based on PhD thesis is available for ordering at http://www.peterlang.com/index.cfm?event=cmp.ccc.seitenstruktur.detailseiten&seitentyp=produkt&pk=71849&cid=5&concordeid=263993. Feel free to order one for yourself, your colleagues or institution/university.

Photos from 6th Jena Summer Academy on Innovation and Uncertainty.

Papers on A comparative study of the Lasso-type and heuristic model selection methods and Heuristic model selection for leading indicators in Russia and Germany appear soon in Journal of Economics and Statistics and Journal of Business Cycle Measurement and Analysis, respectively.

Ivan Savin and Simone Vannuccini have been elected to the board of the Graduate Academy of Friedrich Schiller University as representatives of postdocs and doctoral candidates.

Contact information:

DFG Research Training Program „The Economics of Innovative Change“
Friedrich Schiller University Jena and the Max Planck Institute of Economics
Bachstrasse 18k Room 216
D-07743 Jena

phone: +49 (0) 3641-9 43275
fax: +49 (0) 3641-9 43202