Economics at your fingertips  

Applied Econometrics

2006 - 2016

Current editor(s): Sergei Aivazian

From Publishing House "SINERGIA PRESS"
Series data maintained by Anatoly Peresetsky ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2016, volume 41

Threshold effects of inflation on economic growth in selected African regional economic communities: Evidence from a dynamic panel threshold modeling pp. 5-23
Arcade Ndoricimpa, Nehemiah Osoro and Asmerom Kidane
Clustering methodology of the Russian Federation regions with account of sectoral structure of GRP pp. 24-46
Sergey Aivazian, Mikhail Afanasiev and Alexander Kudrov
The elasticity of labor supply in Russia pp. 47-61
Alexander Larin, Andrey Maksimov and Daria Chernova
The influence of quantity and age of children on working women’ salaries pp. 62-77
Olga Kadreva
Space-time dynamics of fertility and commuting pp. 78-95
Elena Kotyrlo
Forecasting of the global migration situation based on the analysis of net migration in the countries pp. 96-122
Marina Lifshits
Modeling mortgage survival pp. 123-143
Ekaterina Rumyantseva and Kirill Furmanov

2015, volume 40, issue 4

Effect of health on labor supply of elderly pp. 6-27 Downloads
Victor Lyashok and Sergey Roshchin
Analysis of the relationship between regional labour markets in Russia using Okun’s model pp. 28-48
Elena Vakulenko
An empirical analysis of students’ friendship ties formation pp. 49-63
Ekaterina Krekhovets and Oleg Poldin
Age characteristics of the happy life in Russia and Europe: The econometric approach pp. 64-83
Liliya Rodionova
Dynamic optimization of an investment portfolio on European stock markets using pair copulas pp. 84-105
Isuf Atskanov
The estimation of the competitiveness of SME financing programs of development banks in Russia pp. 106-128
Anna Bakaykina
Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability pp. 129-141
Lev Slutskin

2015, volume 39, issue 3

Inflation, output growth and their uncertainties in South Africa: Empirical evidence from an asymmetric multivariate GARCH-M model pp. 5-17 Downloads
Arcade Ndoricimpa
Microeconomic modification of an industry-wide Boone indicator: Market power of Russian banks revisited pp. 18-44
Mikhail Mamonov
The effect of clubs’ bargaining power on football player’s transfer value pp. 45-64 Downloads
Denis Orlov
Underwriting cycle in Russia and macroeconomic indicators pp. 65-83
Ilya Tetin
Statistical analysis of variable-structure models pp. 84-105 Downloads
Sergey Aivazian, Alexander Bereznyatskiy, Boris Brodsky and Boris Darkhovsky
Co-integration and error correction: Representation, estimation, and testing pp. 106-135 Downloads
Robert Engle and Clive Granger

2015, volume 38, issue 2

Measuring the effect of health insurance companies on the quality of healthcare systems with kernel and parametric regressions pp. 3-20 Downloads
Galina Besstremyannaya
The dynamics of total factor productivity and its components: Russian plastic production pp. 21-40 Downloads
Irina Ipatova
Bayesian estimation of monetary policy in Russia pp. 41-63 Downloads
Rodion Lomivorotov
The impact of public R&D policy on business-funded R&D (case of OECD countries) pp. 64-82 Downloads
Svetlana Balashova
Drivers of innovation activity of manufacturing enterprises in Russia pp. 83-110 Downloads
Grigorii Teplykh
Specification tests in econometrics pp. 112-134 Downloads
Jerry Hausman

2015, volume 37, issue 1

Entrepreneurial activity and economic development: The shape of the relationship pp. 3-26 Downloads
Alexander Larin and Elena Tarunina
Effects of imports on technical efficiency in Russian food industry pp. 27-42 Downloads
Yevhenii Shchetynin
Estimation of effects of transport accessibility on housing prices pp. 43-56 Downloads
Aleksandra Sidorovykh
Estimation of skill of Russian mutual fund managers pp. 57-66 Downloads
Petr Parshakov
Investigation of demand for the foreign workforce in Russian regions using applications for quotas pp. 67-86 Downloads
Elena Vakulenko and Roman Leukhin
On endogeneity of consumer expenditures in the estimation of households demand system pp. 87-106 Downloads
Anastasiia Timofeeva
The dynamics of investment in pre-entry coaching and the returns from private tutoring among university applicants in Russia pp. 107-124 Downloads
Ilya Prakhov
Fast methods for jackknifing inequality indices pp. 125-138 Downloads
Lynn Karoly and Carsten Schröder

2014, volume 36, issue 4

How much monetary policy rules do we need to estimate DSGE model for Russia? pp. 3-31 Downloads
Andrei Shulgin
Dutch disease in Russian and Armenian economies pp. 32-60 Downloads
Sergey Aivazian, Alexander Bereznyatskiy and Boris Brodsky
Is it possible to break the «curse of dimensionality»? Spatial specifications of multivariate volatility models pp. 61-78 Downloads
Valeriya Lakshina
The model of volatility of the exchange rate (RUR/USD), based on the fractal characteristics of time series pp. 79-87 Downloads
Boris Putko, Alexander Didenko and Mikhail Dubovikov
Study of the relationship between innovation and export activity of Russian firms pp. 88-101 Downloads
Marina Arkhipova and Elena Aleksandrova
Econometric cross-country analysis of the living population social comfort pp. 102-117 Downloads
Marina Leshchaykina
Comparing quality of admission to universities by the results of olympiads and unified state exams scores pp. 118-132 Downloads
Oleg Poldin, Vera Silaeva and Andrey Silaev

2014, volume 35, issue 3

Estimation of mortgage lending credit risk pp. 3-17 Downloads
Agatha Lozinskaya and Evgeniy Ozhegov
Investment portfolio risk modelling based on hierarchical copulas pp. 18-38 Downloads
Henry Penikas
Autocorrelation in the global stochastic trend pp. 39-58 Downloads
Ruslan Durdyev and Anatoly Peresetsky
The construction of hedonic price indices for fauvists’ paintings pp. 59-85 Downloads
Konstantin Zhitkov and Tatiana Ratnikova
Unemployed and out of the labor force: What is the difference? Modeling the probability of finding a job pp. 86-106 Downloads
Kirill Furmanov and Irina Shelkovnikova
Unemployment in East and West Germany: Spatial panel data analysis pp. 107-132 Downloads
Elena Semerikova

2014, volume 34, issue 2

Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation pp. 3-18 Downloads
Sergey Aivazian, Mikhail Afanasiev and Victoria Rudenko
Spatial-autoregressive model for the two groups of related regions (eastern and western parts of Russia) pp. 19-35 Downloads
Olga Demidova
Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests pp. 36-55 Downloads
Tolga Omay, Mübariz Hasanov and Nuri Ucar
Individual returns to training: Evidence from Russian firm pp. 56-79 Downloads
Andrey Aistov and Ekaterina Aleksandrova
Student’s social ties and the choice of specialization pp. 80-94 Downloads
Diliara Valeeva, Oleg Poldin and Maria Yudkevich
Understanding individual attitudes towards ban on smoking in public places pp. 95-119 Downloads
Liudmila Zasimova, Elena Kossova and Marina Ryazanova
Comparing «Realized volatility» models in the VaR calculation for the Russian equity market pp. 120-136 Downloads
Alexandr Shcherba
Page updated 2016-05-29