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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 22, issue 2, 2011

Copula-Based Price Risk Hedging Models pp. 3-21 Downloads
Henry Penikas
Estimation of the interdependence of time series of stocks prices based on copula pp. 22-31 Downloads
Efim Bronshtein, Elena Prokudina, Anna Gerasimova and Ksenya Dubinskaya
Statistical analysis of the influence of drinking water quality on population’s health in the regions of Russia pp. 32-47 Downloads
Ludmila Bakumenko and Peter Korotkov
Stochastic methods of data analysis of marketing and social surveys pp. 48-61 Downloads
Evgeny Cherepanov
A spatial econometric analysis of the housing market pp. 62-77 Downloads
Olga Balash, Vladimir Balash and Alexander Harlamov
Nonparametric analysis of stochastic systems with nonlinear functional heterogeneity pp. 78-92 Downloads
Vladimir Malugin and Mikhail Vasilkov
Determination of the nature of growth of the main trends of time series in small quantity of observations pp. 93-97 Downloads
Boris Poutko
Analysis of multidimensional probability distributions with copula functions pp. 98-134 Downloads
Dean Fantazzini

Volume 21, issue 1, 2011

Variance reduction methods at the pricing of weather options pp. 3-15 Downloads
Gulnora Raimova
Quality of VAT administration in OECD countries and Russia pp. 16-34 Downloads
Alexander Knobel, Sergey Sinelnikov-Murylev and Ilya Sokolov
Modeling registered migration flows between regions of the Russian Federation pp. 35-55 Downloads
Elena Vakulenko, Nikita Mkrtchyan and Kirill Furmanov
Predicting success in college on the basis of the results of unified national exam pp. 56-69 Downloads
Oleg Poldin
Research of higher engineering education quality on the base of students Interviewing data by nonlinear principal components analysis (NLPCA) pp. 70-96 Downloads
Maksim Isakin and Grigorii Teplykh
Econometric analysis of the demand for the incoming tourism in Russia pp. 97-113 Downloads
Maria Bednova and Tatiana Ratnikova
Modeling of public trust in basic social and political institutions: A comparative econometric analysis pp. 114-132 Downloads
Olga Demidova

Volume 20, issue 4, 2010

Testing for Competition in the Russian Banking Sector within Panzar-Rosse approach: theoretical and empirical framework pp. 3-27 Downloads
Mikhail Mamonov
Nonparametric estimates of technical efficiency of Russian banks and crisis impact pp. 28-52 Downloads
Vladimir Nazin
Methodological basis of modeling evolution of markets of products with long life cycle: a study of the civil aircrafts’ market pp. 53-74 Downloads
Leonid Varshavsky
Stochastic frontier in non-profit associations’ performance assessment (the case of homeowners’ associations) pp. 75-101 Downloads
Ekaterina Borisova, Anatoly Peresetsky and Leonid Polishchuk
Estimation of hedonistic price function for Claude Monet's pictures pp. 102-118 Downloads
Tatiana Ratnikova and Elena Sergeeva
Bayesian analysis in the case of an estimated parameter following a stochastic process pp. 119-131 Downloads
Lev Slutskin

Volume 19, issue 3, 2010

The smoothing of financial markets indices time series with polygonal numbers method pp. 3-8 Downloads
Yury Agranovich, Natalya Kontsevaya and Vladimir Khatskevich
Impact of exchange rate on prices in the presence of structural breaks pp. 9-22 Downloads
Maxim Kadyrov
Russian stock market in the period of world crisis 2008-2009 pp. 23-37 Downloads
Ivan Lukashin
Modeling the relationship between investment processes and costs structure applied to Russian economic activities in 2005-2009 pp. 38-61 Downloads
Eugenia Nazrullaeva
Comparison of objectivistic and subjectivist approaches to measurement of synthetic la-tent categories of Quality of Life of the population: results of the empirical analysis of Russian data pp. 62-90 Downloads
Maria Volkova
Forecast of facilities stock for the consequences elimination of the anthropogenic accidents pp. 91-100 Downloads
Vladimir Mkhitaryan, Vladimir Shishov and Andrey Kozlov
Modeling a response function to frequency of advertising pp. 101-111 Downloads
Igor Lutoshkin
Drop in consumption associated with retirement. The regression discontinuity design approach pp. 112-126 Downloads
Ludmila Nivorozhkina, Anton Nivorozhkin and Kamilla Abazieva
Minimax estimations in a method of principal components pp. 127-139 Downloads
Nikolai Kiselev

Volume 18, issue 2, 2010

Spatial concentration of production and investor expectations: the analysis of branch attraction of investments into regions pp. 3-19 Downloads
Valentina Lapo
Optimal problem and econometric estimates of investment from profit in Russian economy pp. 20-31 Downloads
Sergey Mitsek and Elena Mitsek
Net migration to Russia — Factors, prospects and conclusions for migration policy pp. 32-52 Downloads
Marina Lifshits
Level of alcohol consumption and worker’s labor market position. Multivariate probit model approach pp. 53-77 Downloads
Vitaly Kim
Estimating the innovations impact on country’s economic welfare pp. 78-89 Downloads
Ekaterina Yu. Borisova
Economic analysis of environmental management of fishery resources pp. 90-100 Downloads
Elena Kopnova and Oleg Rosental
Tendencies of changing of the mutual life insurance companies’ activity pp. 101-110 Downloads
Irina Logvinova
Mobile telecommunications’ diffusion in Russia pp. 111-122 Downloads
Andrey Rachinskiy
Smooth monotonous functions reconstruction pp. 123-139 Downloads
Sergey Smolyak

Volume 17, issue 1, 2010

The Law of One Price in the Russian Economic Space pp. 3-19 Downloads
Konstantin Gluschenko
The impact of oil price dynamics on the macroeconomic indicators of the Russian economy pp. 20-29 Downloads
Roman Melnikov
Crisis of financial system and evolution of commodities market pp. 30-44 Downloads
Leonid Varshavsky
A Smooth Transition GARCH-M Model pp. 45-61 Downloads
Oleg Tsatsura
Copula-Models in Foreign Exchange Risk-Management of a Bank pp. 62-87 Downloads
Henry Penikas
The price of Moscow apartments pp. 89-105 Downloads
Jan Magnus and Anatoly Peresetsky
Efficiency of Manufacturing in Russia: Effect of Domestic Competition and FDI pp. 106-127 Downloads
Eugenia Bessonova
Access to Higher Education: Empirical Analysis of Data on Large Families pp. 128-137 Downloads
Maria Gorban

Volume 16, issue 4, 2009

Detection of Structural Breaks in Copula Models pp. 3-15 Downloads
Boris Brodsky, Henry Penikas and Irina Safaryan
Methods of Evaluating the Liquidity Level for the Banking Sector pp. 16-33 Downloads
Georgy Gambarov and Evgeny Rumyantsev
Special Features of the World System Long-Term Economic Dynamics: Analysis of the Statistical Data pp. 34-45 Downloads
Igor Kirilyuk, Sergey Malkov and Artemy Malkov
Economic Efficiency Estimation of Banks’ Activities Directed at Loans Products Advertisement pp. 46-59 Downloads
Sergey 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 Downloads
Irina Gerasimova
Analysis of Net Migration Factors as the Basis for an Optimal Migration Policy pp. 85-115 Downloads
Marina Lifshits
Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations pp. 116-133 Downloads
Alexander Varshavsky
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