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Applied Econometrics
2006 - 2012
Edited by Sergei Aivazian
from Publishing House "SINERGIA PRESS"
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Volume 18, issue 2 , 2010
Spatial concentration of production and investor expectations: the analysis of branch attraction of investments into regions pp. 3-19 Valentina Lapo Optimal problem and econometric estimates of investment from profit in Russian economy pp. 20-31 Sergey Mitsek and Elena Mitsek Net migration to Russia — Factors, prospects and conclusions for migration policy pp. 32-52 Marina Lifshits Level of alcohol consumption and worker’s labor market position. Multivariate probit model approach pp. 53-77 Vitaly Kim Estimating the innovations impact on country’s economic welfare pp. 78-89 Ekaterina Yu. Borisova Economic analysis of environmental management of fishery resources pp. 90-100 Elena Kopnova and Oleg Rosental Tendencies of changing of the mutual life insurance companies’ activity pp. 101-110 Irina Logvinova Mobile telecommunications’ diffusion in Russia pp. 111-122 Andrey Rachinskiy Smooth monotonous functions reconstruction pp. 123-139 Sergey Smolyak Volume 17, issue 1 , 2010
The Law of One Price in the Russian Economic Space pp. 3-19 Konstantin Gluschenko The impact of oil price dynamics on the macroeconomic indicators of the Russian economy pp. 20-29 Roman Melnikov Crisis of financial system and evolution of commodities market pp. 30-44 Leonid Varshavsky A Smooth Transition GARCH-M Model pp. 45-61 Oleg Tsatsura Copula-Models in Foreign Exchange Risk-Management of a Bank pp. 62-87 Henry Penikas The price of Moscow apartments pp. 89-105 Jan Magnus and Anatoly Peresetsky Efficiency of Manufacturing in Russia: Effect of Domestic Competition and FDI pp. 106-127 Eugenia Bessonova Access to Higher Education: Empirical Analysis of Data on Large Families pp. 128-137 Maria Gorban Volume 16, issue 4 , 2009
Detection of Structural Breaks in Copula Models pp. 3-15 Boris Brodsky , Henry Penikas and Irina Safaryan Methods of Evaluating the Liquidity Level for the Banking Sector pp. 16-33 Georgy Gambarov and Evgeny Rumyantsev Special Features of the World System Long-Term Economic Dynamics: Analysis of the Statistical Data pp. 34-45 Igor Kirilyuk , Sergey Malkov and Artemy Malkov Economic Efficiency Estimation of Banks’ Activities Directed at Loans Products Advertisement pp. 46-59 Sergey Arutyunovich Aivazian , Mikhail Afanasiev and Alexander Afanasyev Sources of Income as a Factor of Interregional Social Economic Differentiation of the Russia’s Population (1995-2007) pp. 60-84 Irina Gerasimova Analysis of Net Migration Factors as the Basis for an Optimal Migration Policy pp. 85-115 Marina Lifshits Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations pp. 116-133 Alexander Varshavsky Volume 15, issue 3 , 2009
Application of Statistical Methods and Neural Networks to Analysis of Factors of Small Business Development (the Case of China) pp. 3-15 Natalya Egorova , Albert Bakhtizin and Yang Xuan Inflation and Stock Market: CPI and S&P pp. 16-22 Vladimir Mayevsky and Lev Naumovich Slutskin Intensity of Russian Companies’ Mergers & Acquisitions (M&A) Processes, 2001-2004: Econometric Estimation pp. 23-42 Maria Musatova Estimation of the Economic Efficiency of a Shift to the Achievable Production Potential pp. 43-55 Sergey Arutyunovich Aivazian and Mikhail Afanasiev Identification and Forecast of Generalized Indicators of Regional Economic System Development pp. 56-71 Karolina Ketova and Ivan Rusiak Overweight: What Are its Costs and What Could Be Done? pp. 72-93 Marina Kolosnitsyna and Arina Berdnikova Volatility Models: from Conditional Heteroscedasticity to Cascades at Multiple Horizons pp. 94-138 Alexandre Subbotin Volume 14, issue 2 , 2009
Models for the External Support Component of Moody's Bank Ratings pp. 3-23 Anatoly Peresetsky Development and Application of Econometric Models for Forecasting and Analysis of Monetary Policy Scenarios pp. 24-38 Vladimir Malugin , Mikhail Demidenko , Dmitry Kalechits , Alexei Miksjuk and Taras Tsukarev Econometric and Statistical Estimates of Investments into Fixed Capital in Russian Regions pp. 39-46 Sergey Mitsek and Elena Mitsek Analysis of Effectiveness of Water-Ecological Management under Conditions of Intensive Anthropogenic Loading pp. 47-56 Elena Kopnova and Oleg Rosental Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel pp. 57-73 Alexei Zakharov and Dean Fantazzini On Measurement of the Average Unemployment Duration using Russian Longitudinal Monitoring Survey data pp. 74-99 Kirill Furmanov Econometric Analysis of Financial Data in Risk Management pp. 100-127 Dean Fantazzini Volume 13, issue 1 , 2009
Interest Rate Risk Management Based on Copula-GARCH Models pp. 3-36 Henry Penikas and Varvara Simakova Influence of Endogenous Characteristics of Russian Fuel-and-Energy and Metallurgical Companies on their International Financing Operational Factors pp. 37-49 Elena Teslya , Nina Alexeyeva and Polina Gracheva Analytical and Computational Study of Economic Dynamical Processes by Methods of Wave Dynamics pp. 50-69 Alexsander Bagdoev , Sedrak Vardanyan , Diana Karapetyan and Hegnar Martirosyan Modeling Dynamics of Oil Prices under Different Regimes of Oil Market Development pp. 70-88 Leonid Varshavsky Statistical Analysis of Inflationary Processes in Manufacturing Sectors of American Economy, 1959-1996 pp. 89-104 Lev Naumovich Slutskin Credit Risk Management (Cont.) pp. 105-138 Dean Fantazzini Volume 12, issue 4 , 2008
Forecasting for the Bank's Asset-Liability Management pp. 3-26 Henry Penikas An Econometric Model for Analysis and Forecasting of Final Consumption Expenditure Components in the Republic of Belarus: Conceptual and Methodological Approaches, Estimation Results pp. 27-41 Ekaterina Rozhkovskaya Graphical Methods of Structural Relations between Variables and their Application to Russian Regions (Part Two) pp. 42-70 Anna Weinberg Allen A choice of the regression maximizing an unbiased estimate of the coefficient of determination pp. 71-83 Emil Ershov Credit Risk Management pp. 84-137 Dean Fantazzini Volume 11, issue 3 , 2008
Market Discipline and Deposit Insurance pp. 3-14 Anatoly Peresetsky Optimal Balanced Growth of the Open Three-Sector Economy pp. 15-42 Vladimir Kolemajev Modeling the Income Distribution in the Society pp. 43-51 Igor Tsarev Structural Changes and Unit Roots: Distinguishing Models of Nonstationary Time Series pp. 52-63 Boris Brodsky Evaluation of the Distribution Function of Sample Maxima in Stationary Random Sequences with Pseudo-Stationary Trend pp. 64-86 Alexander Kudrov Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk pp. 87-122 Dean Fantazzini
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