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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
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
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
Arora Nitin 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
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
Elena Semerikova and Olga Demidova
The earning differential between natives and individuals with immigrant background in Russia: The role of ethnicity pp. 52-72
Evgeniya Polyakova and Larisa Smirnykh
By connection or by competition? Decentralization of decision-making and hiring strategies at Russian firms pp. 73-95
Irina Levina
Bank lending channel in Russia: A TVP-FAVAR approach pp. 96-117
Olga Borzykh
BVAR mapping pp. 118-141
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
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