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Applied Econometrics

2006 - 2018

Current editor(s): Sergei Aivazian

From Publishing House "SINERGIA PRESS"
Bibliographic data for series maintained by Anatoly Peresetsky ().

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2018, volume 49

Health and labor force participation of elderly Russians pp. 5-29 Downloads
Maxim Bakhtin and Ekaterina Aleksandrova
Evaluation of economic consequences of the choice of educational field in modern Russian conditions pp. 30-56
Roman Melnikov
Globalization and monetary policy rule in West African Monetary Zone: A generalized method of moment approach pp. 57-66 Downloads
Perekunah Eregha and Festus O. Egwaikhide
Modelling technical efficiency of firms under one-step and two-step approaches (the case of commercial banks) pp. 67-90
Andrei Vernikov and Mikhail Mamonov
The macroeconomic and institutional determinants of the profit efficiency frontier for Russian banks pp. 91-114
Veronika Belousova, Alexander Karminsky and Ilya Kozyr
Bayesian identification of structural vector autoregression models pp. 115-142
Nikolay Arefiev and Ramis Khabibullin

2017, volume 48

The Moscow market in the country’s economic space pp. 5-21
Konstantin Gluschenko
Realisation of mortgage property: Survival analysis pp. 22-43
Ekaterina Rumyantseva and Kirill Furmanov
K-anonymity: A note on the trade-off between data utility and data security pp. 44-62 Downloads
Tatiana Komarova, Denis Nekipelov, Ahnaf Rafi and Evgeny Yakovlev
Forecast comparison of volatility models on Russian stock market pp. 63-84 Downloads
Artem Aganin
Current incomes and financial behavior of households: Who loses more in a crisis? pp. 85-96
Ludmila Nivorozhkina
Analysis of people territorial distribution in regions of the Volga Federal District on the base of Zipf and Gibrat laws pp. 97-121
Vsevolod Andreev, Violetta Lukiyanova and Evgenii Kadyshev
Simulation of the socio-economic system of the Eurasian continent using the agent-based models pp. 122-139 Downloads
Valerii Makarov, Albert Bakhtizin, Elena Sushko and Alina Ageeva

2017, volume 47

Macroeconomic modeling of the Russian economy pp. 5-27 Downloads
Sergey Aivazian, Aleksandr Bereznyatsky and Boris Brodsky
On dependence between housing value and school characteristics pp. 28-48 Downloads
Evgeniy Ozhegov, Nikita Kosolapov and Iuliia Pozolotina
The price index for the paintings of Henri Matisse: The sensitivity to the method of construction and connection with stock market and art indices pp. 49-73 Downloads
Nikita Petrov and Tatiana Ratnikova
Social network sites: What users post and to whom they address. Some approaches to the study pp. 74-99 Downloads
Elena Kotyrlo
Returns to schooling in Russia and Ukraine: Comparative analysis pp. 100-122 Downloads
Marina Arkhipova, Alexey Egorov and Viacheslav Sirotin
Performance of Russian football clubs: Econometric analysis of panel data pp. 123-133 Downloads
Sergey Arzhenovskiy and Svetlana Churikova

2017, volume 46

Measuring income equity in the demand for healthcare with finite mixture models pp. 5-29 Downloads
Galina Besstremyannaya
The dynamics of unrecorded income of Russian households pp. 30-54 Downloads
Yaroslav Murashov and Tatiana Ratnikova
Demand for electricity and weather conditions: Nonparametric analysis pp. 55-73 Downloads
Evgeniy Ozhegov and Evgeniya Popova
Energy consumption, oil price and macroeconomic performance in energy dependent African countries pp. 74-89 Downloads
Perekunah Eregha and Ekundayo Mesagan
Testing time series for the bubbles (with application to Russian data) pp. 90-103 Downloads
Elena Sinelnikova-Muryleva and Anton Skrobotov
Modeling of innovative investment in Russian regions pp. 104-125 Downloads
Grigorii Teplykh and Amal Galimardanov
Estimating the demand for money in Libya: An application of the Lagrange multiplier structural break unit root test and the ARDL cointegration approach pp. 126-138 Downloads
Issa Ali

2017, volume 45

Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 pp. 5-28 Downloads
Dean Fantazzini, Erik Nigmatullin, Vera Sukhanovskaya and Sergey Ivliev
To the question about parameterization of national innovation system pp. 29-49 Downloads
Sergey Aivazian, Mikhail Afanasiev, Alexander Kudrov and Maria Lysenkova
Ownership concentration, corporate governance development and firm performance in Russian listed companies pp. 50-74 Downloads
Anna Bykova, Mariya Molodchik and Ekaterina Shamilova
Extreme movements of the Russian stock market and their consequences for management and economic modeling pp. 75-92 Downloads
Andrei Ankudinov, Rustam Ibragimov and Oleg Lebedev
Estimating the demand function for differentiated product with endogenous characteristics and heterogeneity of preferences: The case of mortgage loans pp. 93-115 Downloads
Evgeniy Ozhegov
Using data from universities with different structure of academic year to model student attrition pp. 116-135 Downloads
Elena Gorbunova, Vladimir Ulyanov and Kirill Furmanov
The demand for cigarette in Tanzania: A temporal approach pp. 136-143 Downloads
Asmerom Kidane, Aloyce Hepelwa, Kenneth Mdadila, Ernest Ngeh and Teh Wei Hu

2016, volume 44

Everything you always wanted to know about bitcoin modelling but were afraid to ask. I pp. 5-24 Downloads
Dean Fantazzini, Erik Nigmatullin, Vera Sukhanovskaya and Sergey Ivliev
Does India have a stable demand for money function after reforms? A macroeconometric analysis pp. 25-37 Downloads
Nitin Arora and OsatiEraghi Asghar
Electric power generation and GDP in Russia: Cointegration analysis pp. 38-49 Downloads
Roman Arkhipov and Pavel Katyshev
The impact of disability status on labor supply in Russia pp. 50-74 Downloads
Anna Demianova and Anna Lukiyanova
The influence of services trade liberalization on service flows and industry productivity in CIS countries and Russia pp. 75-99 Downloads
Alexander Knobel
Citation of scholars in co-authorship network: Analysis of Google Scholar data pp. 100-118 Downloads
Nataliya Matveeva and Oleg Poldin
Do secrets come out? Statistical evaluation of student cheating pp. 119-130 Downloads
Ekaterina Borisova and Anatoly Peresetsky

2016, volume 43

Time-distributed difference-in-differences approach: The case of wage returns to training pp. 5-28 Downloads
Andrey Aistov and Ekaterina Aleksandrova
Using spatial econometric models for regional unemployment forecasting pp. 29-51 Downloads
Elena Semerikova and Olga Demidova
The earning differential between natives and individuals with immigrant background in Russia: The role of ethnicity pp. 52-72 Downloads
Evgeniya Polyakova and Larisa Smirnykh
By connection or by competition? Decentralization of decision-making and hiring strategies at Russian firms pp. 73-95 Downloads
Irina Levina
Bank lending channel in Russia: A TVP-FAVAR approach pp. 96-117 Downloads
Olga Borzykh
BVAR mapping pp. 118-141 Downloads
Boris Demeshev and Oxana Malakhovskaya

2016, volume 42

Technical efficiency as a factor of Russian industrial companies’ risks of financial distress pp. 05-29 Downloads
Anastasia Mogilat and Irina Ipatova
Joint distribution of stock indices: Methodological aspects of construction and selection of copula models pp. 30-53 Downloads
Alexander Knyazev, Oleg Lepekhin and Arkady Shemyakin
The Deaton–Paxson paradox in the consumption of Russian households pp. 54-74 Downloads
Ekaterina Berendeeva and Tatiana Ratnikova
Empirical analysis of out-of-pocket expenditures on medicine in Russia pp. 75-99 Downloads
Liudmila Zasimova and Elena Kossova
Bayesian binomial zero-coupon bonds model pp. 100-120 Downloads
Rostislav Bogomolov and Vladimir Khametov
Estimating the means and the covariances of fuzzy random variables pp. 121-138 Downloads
Alexey Shvedov
Page updated 2018-06-17