Applied Econometrics

2006 - 2021

Current editor(s): Anatoly Peresetsky

From Russian Presidential Academy of National Economy and Public Administration (RANEPA)
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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

Karen Poghosyan and Ruben Poghosyan

Type I error of t-tests from the simple moving average technical trading rules pp. 47-61

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

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

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

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

Dean Fantazzini

Urbanization and income inequality: Cause or solution? pp. 55-70

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

Andrey Polbin and Nikita Fokin

Comparison of macroeconomic indicators nowcasting methods: Russian GDP case pp. 113-127

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

Marina Kartseva and Polina Kuznetsova

Copula models of economic capital for life insurance companies pp. 32-54

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

Nikita Artamonov, Anna Voronina, Nikita Emelyanov and Aleksei Kurbatskii

Electricity demand elasticity and regional effects: Spatial econometric approach pp. 76-95

Elizaveta Gaivoronskaia

Survey on structural breaks and unit root tests pp. 96-141

Anton Skrobotov

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

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

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