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Applied Econometrics

2006 - 2017

Current editor(s): Sergei Aivazian

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

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2017, volume 45

Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 pp. 5-28 Downloads
Dean Fantazzini, Erik Nigmatullin, Vera Sukhanovskaya and Sergey Ivliev
To the question about parameterization of national innovation system pp. 29-49
Sergey Aivazian, Mikhail Afanasiev, Alexander Kudrov and Maria Lysenkova
Ownership concentration, corporate governance development and firm performance in Russian listed companies pp. 50-74
Anna Bykova, Mariya Molodchik and Ekaterina Shamilova
Extreme movements of the Russian stock market and their consequences for management and economic modeling pp. 75-92
Andrei Ankudinov, Rustam Ibragimov and Oleg Lebedev
Estimating the demand function for differentiated product with endogenous characteristics and heterogeneity of preferences: The case of mortgage loans pp. 93-116
Evgeniy Ozhegov
Using data from universities with different structure of academic year to model student attrition pp. 116-135
Elena Gorbunova, Vladimir Ulyanov and Kirill Furmanov
The demand for cigarette in Tanzania: A temporal approach pp. 136-143 Downloads
Asmerom Kidane, Aloyce Hepelwa, Kenneth Mdadila, Ernest Ngeh and Teh Wei Hu

2016, volume 44

Everything you always wanted to know about bitcoin modelling but were afraid to ask. I pp. 5-24 Downloads
Dean Fantazzini, Erik Nigmatullin, Vera Sukhanovskaya and Sergey Ivliev
Does India have a stable demand for money function after reforms? A macroeconometric analysis pp. 25-37 Downloads
Nitin Arora and OsatiEraghi Asghar
Electric power generation and GDP in Russia: Cointegration analysis pp. 38-49
Roman Arkhipov and Pavel Katyshev
The impact of disability status on labor supply in Russia pp. 50-74
Anna Demianova and Anna Lukiyanova
The influence of services trade liberalization on service flows and industry productivity in CIS countries and Russia pp. 75-99
Alexander Knobel
Citation of scholars in co-authorship network: Analysis of Google Scholar data pp. 100-118 Downloads
Nataliya Matveeva and Oleg Poldin
Do secrets come out? Statistical evaluation of student cheating pp. 119-130 Downloads
Ekaterina Borisova and Anatoly Peresetsky

2016, volume 43

Time-distributed difference-in-differences approach: The case of wage returns to training pp. 5-28 Downloads
Andrey Aistov and Ekaterina Aleksandrova
Using spatial econometric models for regional unemployment forecasting pp. 29-51 Downloads
Elena Semerikova and Olga Demidova
The earning differential between natives and individuals with immigrant background in Russia: The role of ethnicity pp. 52-72 Downloads
Evgeniya Polyakova and Larisa Smirnykh
By connection or by competition? Decentralization of decision-making and hiring strategies at Russian firms pp. 73-95 Downloads
Irina Levina
Bank lending channel in Russia: A TVP-FAVAR approach pp. 96-117 Downloads
Olga Borzykh
BVAR mapping pp. 118-141 Downloads
Boris Demeshev and Oxana Malakhovskaya

2016, volume 42

Technical efficiency as a factor of Russian industrial companies’ risks of financial distress pp. 05-29 Downloads
Anastasia Mogilat and Irina Ipatova
Joint distribution of stock indices: Methodological aspects of construction and selection of copula models pp. 30-53 Downloads
Alexander Knyazev, Oleg Lepekhin and Arkady Shemyakin
The Deaton–Paxson paradox in the consumption of Russian households pp. 54-74 Downloads
Ekaterina Berendeeva and Tatiana Ratnikova
Empirical analysis of out-of-pocket expenditures on medicine in Russia pp. 75-99 Downloads
Liudmila Zasimova and Elena Kossova
Bayesian binomial zero-coupon bonds model pp. 100-120 Downloads
Rostislav Bogomolov and Vladimir Khametov
Estimating the means and the covariances of fuzzy random variables pp. 121-138 Downloads
Alexey Shvedov

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 Downloads
Arcade Ndoricimpa, Nehemiah Osoro and Asmerom Kidane
Clustering methodology of the Russian Federation regions with account of sectoral structure of GRP pp. 24-46 Downloads
Sergey Aivazian, Mikhail Afanasiev and Alexander Kudrov
The elasticity of labor supply in Russia pp. 47-61 Downloads
Alexander Larin, Andrey Maksimov and Daria Chernova
The influence of quantity and age of children on working women’ salaries pp. 62-77 Downloads
Olga Kadreva
Space-time dynamics of fertility and commuting pp. 78-95 Downloads
Elena Kotyrlo
Forecasting of the global migration situation based on the analysis of net migration in the countries pp. 96-122 Downloads
Marina Lifshits
Modeling mortgage survival pp. 123-143 Downloads
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 Downloads
Elena Vakulenko
An empirical analysis of students’ friendship ties formation pp. 49-63 Downloads
Ekaterina Krekhovets and Oleg Poldin
Age characteristics of the happy life in Russia and Europe: The econometric approach pp. 64-83 Downloads
Liliya Rodionova
Dynamic optimization of an investment portfolio on European stock markets using pair copulas pp. 84-105 Downloads
Isuf Atskanov
The estimation of the competitiveness of SME financing programs of development banks in Russia pp. 106-128 Downloads
Anna Bakaykina
Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability pp. 129-141 Downloads
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 Downloads
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 Downloads
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
Page updated 2017-06-27