Applied Econometrics

2006 - 2023

Current editor(s): Anatoly Peresetsky

From Russian Presidential Academy of National Economy and Public Administration (RANEPA)
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2023, volume 69

Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation pp. 5-27

Mikhail Makushkin and Victor Lapshin

Price elasticities revisited: The effect of price changes caused by taxation on the amount of alcohol consumed pp. 28-47

Marina Kolosnitsyna and Varvara Sukhanova

Demand estimation and market definition in quality-differentiated products: The case of beer in Argentina pp. 48-64

German Coloma

Estimation of the treatment effect of higher education on health: Comparison of the multivariate recursive probit model and matching pp. 65-90

Elena Kossova and Mariia Kosorukova

Cost of crime in Russia: A compensating variation approach pp. 91-120

Leonid Zhizhin, Alex Knorre, Ruslan Kuchakov and Dmitriy Skougarevskiy

Estimate of shadow economy dynamics in Russia and regions: The inflationary aspect pp. 121-140

Sergey Arzhenovskiy

2022, volume 68

Energy commodities: A study on model selection for estimating Value-at-Risk pp. 5-27

Raphael Amaro and Carlos Pinho

Forecasting oil prices with penalized regressions, variance risk premia and Google data pp. 28-49

Maria Lycheva, Alexey Mironenkov, Alexey Kurbatskii and Dean Fantazzini

MCMC-based credit rating aggregation algorithm to tackle data insufficiency pp. 50-72

Viktor Lapshin and Markov Anton

The impact of foreign trade shocks on well-being of Russian households: Microsimulation approach pp. 73-92

Irina Denisova and Nikita Varioshkin

How costly is exporting? An empirical assessment of trade model with heterogeneous firms pp. 93-116

Sergei Golovan and Natalya Volchkova

Estimating the effect of higher education on abortion pp. 117-139

Sofiia Dolgikh and Bogdan Potanin

2022, volume 67

USD/TRY and foreign banks in Turkey: Evidence by TVP-VAR pp. 5-26

Yakup Arı

Quantifying heterogeneity in the relationship between R&D intensity and growth at innovative Japanese firms: A quantile regression approach pp. 27-45

Galina Besstremyannaya, Richard Dasher and Sergei Golovan

Demographic regional rankings by media activity on maternal (family) capital pp. 46-73

Irina Kalabikhina, Zarina Kazbekova, German Klimenko and Anton Kolotusha

Spatial modelling of voting preferences: The “Mystery” of the Republic of Tatarstan pp. 74-96

Elena Podkolzina, Lada Kuletskaya and Olga Demidova

Analysis of the external shocks impact on the behavior of agents with limited expectations: The case of Russian economy pp. 97-120

Leonid Serkov and Sergey Krasnykh

Estimation of Gaussian multinomial endogenous switching model pp. 121-143

Elena Kossova and Bogdan Potanin

2022, volume 66

On decrease in oil price elasticity of GDP and investment in Russia pp. 5-24

Andrey Polbin and Anton Skrobotov

Assessment of inflation expectations based on internet data pp. 25-38

Diana Petrova

Estimating the impact of terms of trade news shocks on the Russian economy pp. 39-67

Deni Sugaipov

Price multifractality and informational efficiency in the futures markets of the US soybean complex pp. 68-84

Panos Fousekis and Dimitra Tzaferi

Portfolio performance under dynamic systematic risk and conditional betas: The South African unit trust market pp. 85-98

Bwalya Kalima and Thabo Gopane

Relative wage as a determinant of pay satisfaction in Russia pp. 99-117

Anastasia Dubnovitskaya and Kirill Furmanov

Health determinants and the reporting heterogeneity bias in Russia: Anchoring vignettes approach pp. 118-143

Yulia Raskina, Olga Podkorytova and Ruslan Kuchakov

2022, volume 65

Determinants of short-term rental prices in the sharing economy: The case of Airbnb in Moscow pp. 5-28

Ekaterina Bobrovskaya and Andrey Polbin

The impact of the EAEU common labor market on well-being of households of migrants: The case of Armenia pp. 29-44

Irina Denisova, Valeriia Oksinenko and Olga Chudinovskikh

Value of statistical life in Russia: Estimates based on panel microdata for 2010–2020 pp. 45-64

Ekaterina Zubova

Stock market and cryptocurrency market volatility pp. 65-76

Vyacheslav Manevich, Anatoly Peresetsky and Polina Pogorelova

Forecasting the Value-at-Risk of energy commodities: A comparison of models and alternative distribution functions pp. 77-101

Raphael Amaro, Carlos Pinho and Mara Madaleno

Spatial analysis of determinants affecting+ the total number of Covid-19 cases of provinces in Turkey pp. 102-116

Serkan Cahit Dinç and Necati Alp Erilli

Modeling COVID-19 spread in the Russian Federation using global VAR approach pp. 117-138

Andrei Zubarev and Maria Kirillova

2021, volume 64

A study on spatial autocorrelation: Case of Russian regional inflation pp. 5-22

Andrew Kirillov

Estimating intertemporal elasticity of substitution of labor supply for married women in Russia pp. 23-48

Alexey Zamnius and Andrey Polbin

Who is satisfied with their pay? Evidence from the Russian Longitudinal Monitoring Survey pp. 49-69

Anastasia Dubnovitskaya

Measuring heterogeneity with fixed effect quantile regression: Long panels and short panels pp. 70-82

Galina Besstremyannaya and Sergei Golovan

Structural breaks in cointegration models: Multivariate case pp. 83-106

Anton Skrobotov

Methods of spatial econometrics and evaluation of government programs effectiveness pp. 107-134

Olga Demidova

2021, volume 63

The importance of modeling structural breaks in forecasting Russian GDP pp. 5-29

Nikita Fokin

The impact of macroeconomic and oil shocks on India’s non-ferrous metal prices: A structural-VAR approach pp. 30-50

Kshitij Abhay Kakade and Aswini Mishra

Transport infrastructure and geography of regional export in Russia pp. 51-75

Dina Salimova and Yuriy Ponomarev

The influence of investors’ expectations on oil prices pp. 76-90

Bogdan Potanin and Juri Trifonov

Technical efficiency trends of Russian firms in 2013–2018 pp. 91-116

Anna Tsvetkova

Structural breaks in cointegration models pp. 117-141

Anton Skrobotov

2021, volume 62

Gender wage gap decomposition methods: Comparative analysis pp. 5-31

Sergey Roshchin and Natalya Yemelina

What keeps public sector workers in low-paid jobs? The role of self-selection and non-cognitive skills in explaining the public-private wage gap pp. 32-53

Anna Lukyanova

A cross-sectoral analysis of the relation between labor productivity and labor compensation in the European Union pp. 54-65

Achille Fofack and Serge Temkeng

The difference in tax evasion amount among various taxpayers’ groups in Russia pp. 66-84

Sergei Belev, Konstantin Vekerle and Anastasiia Evdokimova

Influence of some ARFIMA model parameters on the accuracy of financial time series forecasting pp. 85-100

Robert Garafutdinov

Corporate governance and information openness in Russian NGOs pp. 101-124

Dmitry Malakhov and Lev Yakobson

Fatherhood, marriage and male labor market outcomes pp. 125-143

Elena Kotyrlo and Ilya Bulgakov