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Applied Econometrics

2006 - 2015

Current editor(s): Sergei Aivazian

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

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Volume 37, issue 1, 2015

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

Volume 36, issue 4, 2014

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
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
Marina Arkhipova and Elena Aleksandrova
Econometric cross-country analysis of the living population social comfort pp. 102-117
Marina Leshchaykina
Comparing quality of admission to universities by the results of olympiads and unified state exams scores pp. 118-132
Oleg Poldin, Vera Silaeva and Andrey Silaev

Volume 35, issue 3, 2014

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
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
Kirill Furmanov and Irina Shelkovnikova
Unemployment in East and West Germany: Spatial panel data analysis pp. 107-132
Elena Semerikova

Volume 34, issue 2, 2014

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
Dilyara 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

Volume 33, issue 1, 2014

Econometric estimation of a structural macroeconomic model for the Russian economy pp. 3-29 Downloads
Andrey Polbin
Efficiency of investment stimulation methods in a timber industry complex: An econometric research pp. 30-50 Downloads
Valentina Lapo
The impact of the on-the-job training on Russian worker’s salary: The effect of abilities approach pp. 51-70 Downloads
Pavel Travkin
Modeling the relationship between subjective economic well-being of citizens and their support for the welfare state institutions in the EU member countries pp. 71-89 Downloads
Daria Salnikova
The copula based on multivariate t-distribution with vector of degrees of freedom pp. 90-110 Downloads
Alexey Balaev
Oscillatory components in the bell-shaped curves of the product life cycle modeling tool pp. 111-123 Downloads
Valery Semenychev, Eugene Kurkin, Eugene Semenychev and Anastasia Danilova
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix pp. 125-132 Downloads
Whitney Newey and Kenneth West

Volume 32, issue 4, 2013

The impact of informality on earnings inequality: Unconditional quantile regressions pp. 3-28 Downloads
Anna Lukiyanova
Consumption dynamics in Russia: Estimates on microdata pp. 29-44 Downloads
Alexander Larin, Anna Novak and Irina Khvostova
Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020) pp. 45-70 Downloads
Henry Penikas and Alina Savelyeva
Technical efficiency of Russian plastic and rubber production firms pp. 71-92 Downloads
Irina Ipatova and Anatoly Peresetsky
Econometric persistence in innovation and analysis of the patent activity of Russian companies pp. 93-109 Downloads
Maria Kaneva
Pair copula constructions in portfolio optimization ploblem pp. 110-133 Downloads
Alexandr Travkin

Volume 31, issue 3, 2013

Macroeconometric modeling of Russian and Armenian economies. II. Aggregated macroeconometric models of the national economies of Russia and Armenia pp. 7-31 Downloads
Sergey Aivazian, Boris Brodsky, Edward Sandoyan, Mariam Voskanyan and David Manukyan
The influence of migration and natural reproduction of labor force upon economic growth in the countries of the world pp. 32-51 Downloads
Marina Lifshits
Explaining subjective well-being: The role of victimization, trust, health, and social norms pp. 52-78 Downloads
Salima Douhou and Arthur van Soest
Econometric analysis of the effect of marital status change on wages in Russia pp. 79-98 Downloads
Liliya Rodionova
Marital wage gap pp. 99-114 Downloads
Andrey Aistov
Trend analysis of water use at the metallurgical enterprises of Sverdlovsk region pp. 115-126 Downloads
Elena Kopnova
Sample selection bias as a specification error pp. 129-137 Downloads
James Heckman

Volume 30, issue 2, 2013

Macroeconometric modeling of the Russian and Armenian economy. I. Peculiarities of macroeconomic situation and theoretical description of dynamic models pp. 3-25 Downloads
Sergey Aivazian, Boris Brodsky, Edward Sandoyan, Mariam Voskanyan and David Manukyan
The economy of Russia in multipolar world pp. 26-48 Downloads
Valentina Lapo
Modeling reasons for Russian bank license withdrawal: Unaccounted factors pp. 49-64 Downloads
Anatoly Peresetsky
Econometric modeling risk of consumer loans pp. 65-76 Downloads
Ludmila Nivorozhkina, Lilia Ovcharova and Tatiana Sinyavskaya
Stress indicator construction for internal money market pp. 77-92 Downloads
Alexander Isakov
Russian Unified National Exams (UNE) and academic performance of ICEF HSE students pp. 93-114 Downloads
Oleg Zamkov and Anatoly Peresetsky
Studying dynamics of indicators of nuclear power stations exploitation (the case of US nuclear power stations) pp. 115-137 Downloads
Leonid Varshavsky
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