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Applied Econometrics

2006 - 2021

Current editor(s): Anatoly Peresetsky

From Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Bibliographic data for series maintained by Anatoly Peresetsky ().

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2021, volume 61

Analysis of the spatial features of regional power consumption in the Russian Federation pp. 5-27
Mikhail Petrov, Leonid Serkov and Konstantin Kozhov
On the applicability of dynamic factor models for forecasting real GDP growth in Armenia pp. 28-46 Downloads
Karen Poghosyan and Ruben Poghosyan
Type I error of t-tests from the simple moving average technical trading rules pp. 47-61 Downloads
Louie Ren and Peter Ren
Approaches to measuring the shadow price of individual wage mobility channels pp. 62-88
Vladimir Karacharovskiy and Elena Vakulenko
Measuring income opportunity inequality: A structural review and meta-analysis pp. 89-109
Zulfiya Ibragimova and Marina Frants
Was there ever a shift: Empirical analysis of structural-shift tests for return volatility pp. 110-139
Andreï Kostyrka and Dmitry Malakhov

2020, volume 60

Electricity consumption forecasting for integrated power system with seasonal patterns pp. 5-25
Agata Lozinskaia, Anastasiia Redkina and Evgeniia Shenkman
Development of financial market activities and economic growth: A cross-country evidence pp. 26-47 Downloads
Kalyan Chakraborty
Loan market markups and noncausal autoregressions pp. 48-69
Viacheslav Kramkov and Andrey Maksimov
Inflation and foreign direct investment in Turkey pp. 70-79 Downloads
Fuat Sekmen and Haşmet Gökirmak
Globalization and socio-economic development in Russia pp. 80-101
Elena Kopnova and Liliya Rodionova
Multivariate probit model for a priori assessment of behavioral risks in audit pp. 102-114
Sergey Arzhenovskiy, Tatiana Sinyavskaya and Andrey Bakhteev
Russians’ spending on sports: Econometric analysis on Levada-Center data pp. 115-138
Konstantin Makshanchikov

2020, volume 59

A dynamic multinomial model of self-employment in the Netherlands pp. 5-32 Downloads
Elisabeth Beusch and Arthur van Soest
Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries pp. 33-54 Downloads
Dean Fantazzini
Urbanization and income inequality: Cause or solution? pp. 55-70 Downloads
Evgeniya Kolomak
Revealing the mood of economic agents based on search queries pp. 71-87
Diana Petrova and Pavel Trunin
Modeling the dynamics of import in the Russian Federation using the error correction model pp. 88-112 Downloads
Andrey Polbin and Nikita Fokin
Comparison of macroeconomic indicators nowcasting methods: Russian GDP case pp. 113-127 Downloads
Ivan Stankevich
Disentanglement of natural interest rate shocks and monetary policy shocks nexus pp. 128-143
Gleb Kurovskiy

2020, volume 58

Is income inequality fair in Russia? Inequality of opportunity and income inequality pp. 5-31 Downloads
Marina Kartseva and Polina Kuznetsova
Copula models of economic capital for life insurance companies pp. 32-54 Downloads
Sydney Benson, Regina Burroughs, Vladimir Ladyzhets, Jessica Mohr, Arkady Shemyakin, David Walczak and Huan Zhang
Estimation of interest rates’ impact on mutual funds’ performance in the USA pp. 55-75 Downloads
Nikita Artamonov, Anna Voronina, Nikita Emelyanov and Aleksei Kurbatskii
Electricity demand elasticity and regional effects: Spatial econometric approach pp. 76-95 Downloads
Elizaveta Gaivoronskaia
Survey on structural breaks and unit root tests pp. 96-141 Downloads
Anton Skrobotov

2020, volume 57

Evaluation of permanent and transitory shocks role in consumption and income dynamics in the Russian Federation pp. 6-29 Downloads
Pavel Koval and Andrey Polbin
Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation pp. 30-52 Downloads
Mikhail Makushkin and Victor Lapshin
Extracting the global stochastic trend from non-synchronous data on the volatility of financial indices pp. 53-71 Downloads
Polina Pogorelova and Anatoly Peresetsky
“Credit view” on monetary policy in Russia pp. 72-88 Downloads
Anna Pestova
Forecasting daily spot prices in the Russian electricity market with the ARFIMA model pp. 89-101 Downloads
Yuri Balagula
Does political orientation affect happiness? The case of South Korea pp. 102-118 Downloads
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 Downloads
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 Downloads
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 Downloads
Sofiia Dolgikh
Modelling interregional mobility of university graduates in Russia pp. 99-122 Downloads
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 Downloads
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
Sergey 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
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