Applied Econometrics

2006 - 2025

Current editor(s): Anatoly Peresetsky

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A causal link analysis from oil price to the Russian stock market pp. 5-24: Oleg Sviridov and Alexander Skorobogatov
Assessing the predictability of market interest rate changes on Central Bank of Russia press release days pp. 25-45: Viktoriia Bannikova and Sofya Kolesnik
Stablecoins and credit risk: when do they stop being stable? pp. 46-73: Dean Fantazzini and Elena Korobova
Can Ethereum predict Bitcoin’s volatility? pp. 74-90: Maksim Teterin and Anatoly Peresetsky
Application of spatial econometric methods to analyze factors attracting young faculty to Russian universities pp. 91-115: Anastasia Byvaltseva-Stankevich and Anna Panova
Analysis of non-cognitive characteristics of marital status in Russia pp. 116-143: Elena Kopnova, Liliya Rodionova and Marina Ivanova

COVID‑19, corporate non-performing loans, and corporate lending dynamics: Evidence from Russian regions pp. 5-28: Polina Popova
Assessment of the Russian stock market volatility impact on credit spreads of Russian corporate bonds pp. 29-50: Dmitry Patlasov
Application of IRT-models to measuring inequality of opportunity in health pp. 51-69: Marina Frants
Estimating the effect of satisfaction with working conditions on employee health pp. 70-95: Tatiana Rodionova
An estimation of cohort effects in addictive goods consumption pp. 96-119: Anastasia Gergenreter, Elena Kossova and Bogdan Potanin
Time series forecasting under structural breaks pp. 120-139: Anton Skrobotov

Does years of schooling matter for economic growth at different development levels? New evidence from China pp. 5-32: Juan Huang and Poomthan Rangkakulnuwat
Consumer heterogeneity and the use of cashless payments in Japan in 2007–2020: a latent class approach pp. 33-53: Galina Besstremyannaya, Richard Dasher and Egor Ganaga
Socio-demographic and behavioral factors of carbonated sugar-sweetened beverage consumption among adults in Russia pp. 54-77: Marina Kartseva, Polina Kuznetsova and Alexandra Osavolyuk
Effects of accounting of characteristics heterogeneity in video game price indices pp. 78-97: Mark Arslanov and Tatiana Ratnikova
Household savings through the prism of behavioral characteristics pp. 98-116: Sergey Arzhenovskiy and Sophia Panteeva
The Maternity Capital programs in Russia and the second birth spacing pp. 117-141: Dmitriy Gorskiy

Monetary surprises and term structure of interest rates: Identification through heteroscedasticity pp. 5-34: Viacheslav Kramkov and Andrey Maksimov
Investigation of the impact of uncertainty indices on Bitcoin volatility using the ARDL model pp. 35-50: Polina Pogorelova
How regional courts in Russia affected multinational decisions on affiliate size, entry and organization pp. 51-77: Evguenia Bessonova and Ksenia Gonchar
Forecast evaluation improving using the simplest methods of individual forecasts’ combination pp. 78-103: Ekaterina Astafyeva and Marina Turuntseva
Measuring the impact of economic sanctions on the Russian economy using the synthetic control group method pp. 104-123: Marina Frants
Forming the benefit-oriented official assistance: Cross-country analysis pp. 124-143: Marina Mikitchuk

Developing and impulse response matching estimation of the DSGE model for the Russian economy pp. 5-34: Andrey Polbin and Sergey Sinelnikov-Murylev
Bank capital and liquidity creation: Evidence from the Russian experience pp. 35-58: Aleksei Gorodilov and Vladimir Sokolov
Do non-interest income activities matter for banking sector efficiency? A net interest margin perspective pp. 59-77: Kolade Sunday Adesina and Maria Semenova
Using Google Trends to forecast migration from Russia: Search query aggregation and accounting for lag structure pp. 78-101: Georgy Bronitsky and Elena Vakulenko
Estimation of the indirect network effect: On the example of television advertising pp. 102-118: Veronika Khlyupina
Simple and complex difference-in-differences approach pp. 119-142: Elena Kotyrlo

Finance and growth: Nonlinearity and structural shifts pp. 5-22: Konstantin Krinichansky and Maksim Yurevich
Nonlinearity in emerging market indices: A comprehensive study of stock exchange market dynamics pp. 23-37: Jamilu Babangida
Interregional air passenger flows determinants in Russia pp. 38-57: Kseniia Rostislav, Dina Salimova and Yuri Ponomarev
Estimating the effect of Russia’s development policy in the Far Eastern region: The synthetic control approach pp. 58-72: Alexander Goryunov, Elena Ageshina, Igor Lavrentev and Polina Peretyatko
Impact of COVID-19 on household consumption in Russia pp. 73-99: Valentin Voytenkov and Olga Demidova
Regional analysis of registered unemployment duration pp. 100-120: Anna Maigur
Job satisfaction in Russia: Wages, working conditions and promotion opportunities pp. 121-139: Anastasia Dubnovitskaya and Kirill Furmanov

Modeling the risk premium in the Russian stock market considering the asymmetry effect pp. 5-19: Juri Trifonov
Determinants of risk, profitability and default probability of Russian banks pp. 20-38: Olga Bekirova and Andrey Zubarev
Income gradient in children's health in Russia: An empirical analysis pp. 39-62: Marina Kartseva
Assessing the effects of terrorism on female health outcomes: Evidence from sub-Saharan African countries pp. 63-75: Achille Dargaud Fofack, Gbolahan Olowu and Olakunle Olusola Sarumi
The effects of occupational hazards and health-related behavior on workers’ health: A multivariate probit approach pp. 76-98: Evgeniy Zazdravnykh, Tatiana Rodionova, Elena Taraskina and Farida Garipova
Determinants of commuting flows in Germany pp. 99-127: Anastasiia Piliuk, Elena Semerikova and Andreas Nastansky
Assessing the accuracy of efficiency rankings obtained from a stochastic frontier model pp. 128-142: Ilya Nikolskiy and Kirill Furmanov

Revenues and expenditures of Russian regional budgets: Granger causality analysis pp. 5-33: Natalia Krasnopeeva
Technology firms and capital structure adjustment: Application of two-step system generalised method of moments pp. 34-54: Thabo J. Gopane, Tanyaradzwa Gandanhamo and John-Baptiste Mabejane
Daily labor mobility and the timing of entry into motherhood pp. 55-71: Elena Kotyrlo
A bubble in the housing market? Analysis based on the repeat-sales method for the secondary market in Moscow and Saint Petersburg pp. 72-88: Anastasia Kosyakina
Ambiguous high scores: The All-Russian Olympiad in economics during the COVID-19 pandemic pp. 89-108: Timur Magzhanov and Anna Sagradyan
Asymmetric loss function in product-level sales forecasting: An empirical comparison pp. 109-121: Stepan Gogolev and Evgeniy Ozhegov
Application of Markov-Switching MIDAS models to nowcasting of GDP and its components pp. 122-143: Ivan Stankevich