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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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2013, volume 30, issue 2

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

2013, volume 29, issue 1

Problem of orphanhood in Russia: Analysis of cultural, economic and political aspects pp. 3-28 Downloads
Irina Levina
Human capital estimation in professional football pp. 29-44 Downloads
Konstantin Polyakov and Ludmila Zhukova
A copula-based approach to portfolio credit risk modeling pp. 45-66 Downloads
Yaroslav Bologov
Empirical analysis of Russian commercial banks growth dynamics pp. 67-81 Downloads
Denis Kontsevoy
Using news analytics data in GARCH models pp. 82-96 Downloads
Sergei Sidorov, Paresh Date and Vladimir Balash
The determinants of the distribution of foreign direct investment in Russian food industry companies pp. 97-116 Downloads
Anna Gladysheva and Tatiana Ratnikova
Survey on statistical inferences in weakly-identified instrumental variable models pp. 117-131 Downloads
Anna Mikusheva

2012, volume 28, issue 4

Income and health care utilization among the 50+ in Europe and the US pp. 3-22 Downloads
Maria Cristina Majo and Arthur van Soest
The European residents' attitude towards immigrants: A comparative analysis based on the ESS data pp. 23-34 Downloads
Olga Demidova
Optimization of portfolio management based on vector autoregression models and multivariate volatility models pp. 35-62 Downloads
Vladimir Habrov
Effects of fixed capital investments on technical efficiency in food industry pp. 63-84 Downloads
Yevhenii Shchetynin and Eugenia Nazrullaeva
The impact of market power of Russian banks on their credit risk tolerance: A panel study pp. 85-112 Downloads
Mikhail Mamonov
Ecological factors and the price of Moscow apartments pp. 113-123 Downloads
Pavel Katyshev and Yulia Khakimova
A new approach to construction of objective priors: Hellinger information pp. 124-137 Downloads
Arkady Shemyakin

2012, volume 27, issue 3

The role of the timeline in Granger causality test in the presence of daily data non-synchronism pp. 3-19 Downloads
Ruslan Grigoryev, Shabbar Jaffry and German Marchenko
Market risk valuation modeling for the European countries at the financial crisis of 2008 pp. 20-35 Downloads
Alexandr Shcherba
Some specification aspects for three-factor models of a company's production potential taking into account intellectual capital pp. 36-69 Downloads
Sergey Aivazian, Mikhail Afanasiev and Victoria Rudenko
The expected influence of Russian and foreign mergers on competition in metal industry 1999–2011 pp. 70-85 Downloads
Dina Tsytsulina
The unified state examination and the determinants of academic achievement: Does investment in pre-entry coaching matter? pp. 86-108 Downloads
Ilya Prakhov
Copulas of a special form and their application to the analysis of the financial market pp. 109-114 Downloads
Efim Bronshtein and Anna Zinurova
Assessment of probabilistic forecasts: Proper scoring rules and moments pp. 115-132 Downloads
Alexander Tsyplakov

2012, volume 26, issue 2

Peer effects in exogenously formed student groups pp. 3-16 Downloads
Gregory Androushchak, Oleg Poldin and Maria Yudkevich
Informal employment and happiness: Model with endogenous regressors pp. 17-36 Downloads
Andrey Aistov, Alexander Larin and Lyudmila Leonova
Attitudes towards inclusive education in Russia pp. 37-52 Downloads
Maria Gorban
Econometric modeling of determinants of marital partnership form pp. 53-61 Downloads
Sergey Arzhenovskiy and Anna Dudkina
Health and job search in Russia pp. 62-91 Downloads
Kirill Furmanov and Irina Chernysheva
Investigation of the consequences of ignoring daily data non-synchronism in cross-market linkages: BRIC and developed countries pp. 92-112 Downloads
Ruslan Grigoryev, Shabbar Jaffry and German Marchenko
Basics of copula’s theory pp. 113-130 Downloads
Yury Blagoveschensky

2012, volume 25, issue 1

Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction pp. 3-24 Downloads
Elvina Frolova and Dean Fantazzini
Migration in Russian cities: Econometric analysis pp. 25-50 Downloads
Elena Vakulenko
Quasi-fixed inputs in the Italian manufacturing: The case of the pharmaceutical industry pp. 51-69 Downloads
Lorenzo Carbonari
The impact of smoking intensity on wages in Russia pp. 70-94 Downloads
Stepan Ermakov
Data frequency and mutual fund performance measures pp. 95-114 Downloads
Anton Semushin and Petr Parshakov
Interval estimation of the parameter of the exponential growth in the short time series: Dynamics of the tumor marker pp. 115-121 Downloads
Boris Poutko and Natalya Fedorova
Identification of product life cycle models by autoregression–moving average models and Groebner’s bases pp. 122-137 Downloads
Valery Semenychev, Eugen Kurkin and Eugene Semenychev

2011, volume 24, issue 4

Estimation of import demand function in Russia pp. 3-26 Downloads
Alexander Knobel
Econometric analysis of Russian market of mergers and acquisitions pp. 27-47 Downloads
Maria Polikarpova
Decision to make a HOA: Empirical evidence pp. 48-57 Downloads
Ekaterina Borisova
Comparison of VaR estimation methods for different forecasting samples for Russian stocks pp. 58-70 Downloads
Alexandr Shcherba
Influence of regional factors on expansion of retail chains in the Russian Federation pp. 71-84 Downloads
Svetlana Balashova and Olga Zueva
New coefficients of econometrics models quality estimation pp. 85-99 Downloads
Ivan Svetunkov
Analysis of multidimensional probability distributions with copula functions. III pp. 100-130 Downloads
Dean Fantazzini

2011, volume 23, issue 3

Scientometric approach to nanotechnology pp. 3-12 Downloads
Alexander Terekhov
An approach to ratings mapping pp. 13-40 Downloads
Sergey Aivazian, Sergey Golovan, Alexandr Karminsky and Anatoly Peresetsky
Russian USE and olympiads as instruments for university admission selection pp. 41-56 Downloads
Anatoly Peresetsky and Misak Davtian
Analysis of two main university rankings pp. 57-78 Downloads
Alexander Varshavsky and Tatiana Komkina
Multivariate skewed t-distribution with degrees of freedom vector and its application to financial modeling pp. 79-97 Downloads
Alexey Balaev
Analysis of multidimensional probability distributions with copula functions. II pp. 98-132 Downloads
Dean Fantazzini
Page updated 2017-07-28