Applied Econometrics

2006 - 2020

Current editor(s): Anatoly Peresetsky

From Publishing House "SINERGIA PRESS"
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2020, volume 57

Evaluation of permanent and transitory shocks role in consumption and income dynamics in the Russian Federation pp. 6-29

Pavel Koval and Andrey Polbin

Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation pp. 30-52

Mikhail Makushkin and Victor Lapshin

Extracting the global stochastic trend from non-synchronous data on the volatility of financial indices pp. 53-71

Polina Pogorelova and Anatoly Peresetsky

“Credit view” on monetary policy in Russia pp. 72-88

Anna Pestova

Forecasting daily spot prices in the Russian electricity market with the ARFIMA model pp. 89-101

Yuri Balagula

Does political orientation affect happiness? The case of South Korea pp. 102-118

Yunmi Kim, Sang-Wook Lee and Tae-Hwan Kim

Parametric and semiparametric multivariate sample selection models estimators’ accuracy: Comparative analysis on simulated data pp. 119-139

Elena Kossova, Liubov Kupriianova and Bogdan Potanin

2019, volume 56

Tourism-led growth hypothesis pp. 5-24

Andrey Aistov and Tatiana Nikolaeva

Symmetric and asymmetric causality between current account balance and oil prices: The case of BRICS-T pp. 25-44

Mustafa Kırca and Veysel Karagöl

Precondition stock and stock indices volatility modeling based on market diversification potential: Evidence from Russian market pp. 45-61

Artur Nagapetyan

Inferring bank-to-bank competition from dynamic time series analysis of price correlations pp. 62-73

Eduardo Ribeiro and Kamaiaji Castor

The influence of subjective beliefs in luck on the decision-making under risk: TV show analysis pp. 74-98

Sofiia Dolgikh

Modelling interregional mobility of university graduates in Russia pp. 99-122

Victoria Moskvina

The impact of the bonus-malus system on the insurance ratemaking in the system of compulsory insurance of the responsibility of transport owners in Russia pp. 123-141

Aleksander Tsyganov, Valery Baskakov, Andrey Yazykov, Nikolay Sheparnev, Evgeny Yanenko and Yulia Grysenkova

2019, volume 55

The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades pp. 5-31

Dean Fantazzini and Tamara Shangina

Modeling real exchange rate of the Russian ruble using Markov regime switching approach pp. 32-50

Andrey Polbin, Andrei Shumilov, Andrei Bedin and Alexander Kulikov

The effects of compulsory military service on income and wages in Russia pp. 51-72

Tatiana Ratnikova and Vitovt Kopytok

The Italian wage curve revisited: A local and spatial cointegration pp. 73-90

Mohamed Bilel Triki

Econometric analysis of phenomenon of higher education expansion pp. 91-112

Andrey Maksimov and Marina Telezhkina

Motives for internal migration in Russia: what has changed in recent years? pp. 113-138

Elena Vakulenko

2019, volume 54

Inequality of opportunity in the Russian Federation: Measurement and evaluation using micro-data pp. 5-25

Zulfiya Ibragimova and Marina Frants

The impact of the retirement age increase on the poverty level of the Russian population: Microsimulation analysis pp. 26-50

Yury Gorlin, Marina Kartseva and Victor Lyashok

Indicators of the main directions of socio-economic development in the space of characteristics of regional differentiation pp. 51-69

Sergei Aivazian, Mikhail Afanasiev and Alexander Kudrov

Modeling of spatial dependence in the migration flows of graduates of the higher education institutions of the Russian Federation pp. 70-89

Liubov Antosik and Natalya Ivashina

The new KS method for a structural break detection in GARCH(1,1) models pp. 90-104

Dmitriy Borzykh and Artem Yazykov

Modeling the dynamics of income distribution in Russia pp. 105-125

Alan Nartikoev and Anatoly Peresetsky

How to measure the quality of court decisions? A case of commercial courts pp. 126-143

Elena Sidorova, Svetlana Golovanova and Svetlana Avdasheva

2019, volume 53

Estimation of unobserved demand for inward FDI in Russian regions pp. 7-29

Kateryna Anikieieva, Tatiana Ratnikova and Anna Gladysheva

Limits of regional food price differences and invisible hand pp. 30-54

Elizaveta Dobronravova, Yury Perevyshin, Anton Skrobotov and Kira Shemyakina

The return to non-cognitive skills on the Russian labor market pp. 55-72

Mariia Maksimova

Happy together: A regression discontinuity approach pp. 73-99

Andrey Aistov

Unconditional cash transfers, risk attitudes and modern inputs demand pp. 100-118

Ervin Prifti, Silvio Daidone, Noemi Pace and Benjamin Davis

Increasing the accuracy of macroeconomic time series forecast by incorporating functional and correlational dependencies between them pp. 119-137

Nikita Moiseev and Andrei Volodin

2018, volume 52

Volatility of ruble exchange rate: Oil and sanctions pp. 5-21

Artem Aganin and Anatoly Peresetsky

Real and pseudo enter to the bond market in Russia. In search of the determinants pp. 22-45

Tamara Teplova, Kristina Galenskaya and Andrey Teplov

Analysis of the joint distribution of stock and art indices: Attempt of a copular approach pp. 46-61

Nikita Petrov and Tatiana Ratnikova

Child benefits’ impact on poverty: Multivariate probit estimates pp. 62-90

Anna Philippova and Marina Kolosnitsyna

The effect of the unemployment insurance wage replacement rate on reemployment wages: A dynamic discrete time hazard model with unobserved heterogeneity pp. 91-109

Zafar Nazarov

Combination of revealed and stated preferences data pp. 110-131

Alina Ozhegova

2018, volume 51

Modeling Russian social indicators pp. 5-32

Sergey Aivazian, Aleksandr Bereznyatsky and Boris Brodsky

Studying the «vanishing effect» of the impact of financial development on economic growth: From the cross-country to the subnational scale pp. 33-57

Konstantin Krinichansky and Andrej Fatkin

Energy consumption, environmental contaminants, and economic growth: The G8 experience pp. 58-83

Kazeem Ajide and Ibrahim Ridwan

Empirical analysis of municipal peculiarities influence on price outcomes of public purchases pp. 84-101

Anastasia Eremina, Irina Zoroastrova and Andrey Maksimov

Heterogeneity in reporting self-assessed health of the Russians pp. 102-125

Maria Kaneva and Valerii Baidin

The refinement procedure of ICSS algorithm for structural breaks detection in GARCH-models pp. 126-139

Dmitriy Borzykh and Mikhail Khasykov

2018, volume 50

Indicators of economic development in the basis of the characteristics of regional differentiation pp. 4-22

Sergey Aivazian, Mikhail Afanasiev and Alexander Kudrov

Age-earnings profiles of different generations pp. 23-42

Andrey Aistov

Big Data for computing social well-being indices of the Russian population pp. 43-66

Dean Fantazzini, Marina Shakleina and Natalia Yuras

Internet usage and TV and online media trust: Case of Russia pp. 67-89

Dmitry Malakhov

«Multiway data analysis» and the general problem of journals’ ranking pp. 90-113

Alexander Rubinstein and Lev Slutskin

Heckman method and switching regression model multivariate generalization pp. 114-143

Elena Kossova and Bogdan Potanin