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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 Downloads
Andrey Aistov and Tatiana Nikolaeva
Symmetric and asymmetric causality between current account balance and oil prices: The case of BRICS-T pp. 25-44 Downloads
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 Downloads
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 Downloads
Dean Fantazzini and Tamara Shangina
Modeling real exchange rate of the Russian ruble using Markov regime switching approach pp. 32-50 Downloads
Andrey Polbin, Andrei Shumilov, Andrei Bedin and Alexander Kulikov
The effects of compulsory military service on income and wages in Russia pp. 51-72 Downloads
Tatiana Ratnikova and Vitovt Kopytok
The Italian wage curve revisited: A local and spatial cointegration pp. 73-90 Downloads
Mohamed Bilel Triki
Econometric analysis of phenomenon of higher education expansion pp. 91-112 Downloads
Andrey Maksimov and Marina Telezhkina
Motives for internal migration in Russia: what has changed in recent years? pp. 113-138 Downloads
Elena Vakulenko

2019, volume 54

Inequality of opportunity in the Russian Federation: Measurement and evaluation using micro-data pp. 5-25 Downloads
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 Downloads
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 Downloads
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 Downloads
Liubov Antosik and Natalya Ivashina
The new KS method for a structural break detection in GARCH(1,1) models pp. 90-104 Downloads
Dmitriy Borzykh and Artem Yazykov
Modeling the dynamics of income distribution in Russia pp. 105-125 Downloads
Alan Nartikoev and Anatoly Peresetsky
How to measure the quality of court decisions? A case of commercial courts pp. 126-143 Downloads
Elena Sidorova, Svetlana Golovanova and Svetlana Avdasheva

2019, volume 53

Estimation of unobserved demand for inward FDI in Russian regions pp. 7-29 Downloads
Kateryna Anikieieva, Tatiana Ratnikova and Anna Gladysheva
Limits of regional food price differences and invisible hand pp. 30-54 Downloads
Elizaveta Dobronravova, Yury Perevyshin, Anton Skrobotov and Kira Shemyakina
The return to non-cognitive skills on the Russian labor market pp. 55-72 Downloads
Mariia Maksimova
Happy together: A regression discontinuity approach pp. 73-99 Downloads
Andrey Aistov
Unconditional cash transfers, risk attitudes and modern inputs demand pp. 100-118 Downloads
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 Downloads
Nikita Moiseev and Andrei Volodin

2018, volume 52

Volatility of ruble exchange rate: Oil and sanctions pp. 5-21 Downloads
Artem Aganin and Anatoly Peresetsky
Real and pseudo enter to the bond market in Russia. In search of the determinants pp. 22-45 Downloads
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 Downloads
Nikita Petrov and Tatiana Ratnikova
Child benefits’ impact on poverty: Multivariate probit estimates pp. 62-90 Downloads
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 Downloads
Zafar Nazarov
Combination of revealed and stated preferences data pp. 110-131 Downloads
Alina Ozhegova

2018, volume 51

Modeling Russian social indicators pp. 5-32 Downloads
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 Downloads
Konstantin Krinichansky and Andrej Fatkin
Energy consumption, environmental contaminants, and economic growth: The G8 experience pp. 58-83 Downloads
Kazeem Ajide and Ibrahim Ridwan
Empirical analysis of municipal peculiarities influence on price outcomes of public purchases pp. 84-101 Downloads
Anastasia Eremina, Irina Zoroastrova and Andrey Maksimov
Heterogeneity in reporting self-assessed health of the Russians pp. 102-125 Downloads
Maria Kaneva and Valerii Baidin
The refinement procedure of ICSS algorithm for structural breaks detection in GARCH-models pp. 126-139 Downloads
Dmitriy Borzykh and Mikhail Khasykov

2018, volume 50

Indicators of economic development in the basis of the characteristics of regional differentiation pp. 4-22 Downloads
Sergey Aivazian, Mikhail Afanasiev and Alexander Kudrov
Age-earnings profiles of different generations pp. 23-42 Downloads
Andrey Aistov
Big Data for computing social well-being indices of the Russian population pp. 43-66 Downloads
Dean Fantazzini, Marina Shakleina and Natalia Yuras
Internet usage and TV and online media trust: Case of Russia pp. 67-89 Downloads
Dmitry Malakhov
«Multiway data analysis» and the general problem of journals’ ranking pp. 90-113 Downloads
Alexander Rubinstein and Lev Slutskin
Heckman method and switching regression model multivariate generalization pp. 114-143 Downloads
Elena Kossova and Bogdan Potanin
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