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Applied Econometrics

2006 - 2022

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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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 Downloads
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 Downloads
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 Downloads
Galina Besstremyannaya and Sergei Golovan
Structural breaks in cointegration models: Multivariate case pp. 83-106 Downloads
Anton Skrobotov
Methods of spatial econometrics and evaluation of government programs effectiveness pp. 107-134 Downloads
Olga Demidova

2021, volume 63

The importance of modeling structural breaks in forecasting Russian GDP pp. 5-29 Downloads
Nikita Fokin
The impact of macroeconomic and oil shocks on India’s non-ferrous metal prices: A structural-VAR approach pp. 30-50 Downloads
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 Downloads
Anna Tsvetkova
Structural breaks in cointegration models pp. 117-141 Downloads
Anton Skrobotov

2021, volume 62

Gender wage gap decomposition methods: Comparative analysis pp. 5-31 Downloads
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 Downloads
Anna Lukyanova
A cross-sectoral analysis of the relation between labor productivity and labor compensation in the European Union pp. 54-65 Downloads
Achille Fofack and Serge Temkeng
The difference in tax evasion amount among various taxpayers’ groups in Russia pp. 66-84 Downloads
Sergei Belev, Konstantin Vekerle and Anastasiia Evdokimova
Influence of some ARFIMA model parameters on the accuracy of financial time series forecasting pp. 85-100 Downloads
Robert Garafutdinov
Corporate governance and information openness in Russian NGOs pp. 101-124 Downloads
Dmitry Malakhov and Lev Yakobson
Fatherhood, marriage and male labor market outcomes pp. 125-143 Downloads
Elena Kotyrlo and Ilya Bulgakov

2021, volume 61

Analysis of the spatial features of regional power consumption in the Russian Federation pp. 5-27 Downloads
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 Downloads
Vladimir Karacharovskiy and Elena Vakulenko
Measuring income opportunity inequality: A structural review and meta-analysis pp. 89-109 Downloads
Zulfiya Ibragimova and Marina Frants
Was there ever a shift: Empirical analysis of structural-shift tests for return volatility pp. 110-139 Downloads
Andreï Kostyrka and Dmitry Malakhov

2020, volume 60

Electricity consumption forecasting for integrated power system with seasonal patterns pp. 5-25 Downloads
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 Downloads
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 Downloads
Elena Kopnova and Lilia Rodionova
Multivariate probit model for a priori assessment of behavioral risks in audit pp. 102-114 Downloads
Sergey Arzhenovskiy, Tatiana Sinyavskaya and Andrey Bakhteev
Russians’ spending on sports: Econometric analysis on Levada-Center data pp. 115-138 Downloads
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 Downloads
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 Downloads
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
Page updated 2022-05-26