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Applied Econometrics

2006 - 2023

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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2023, volume 69

Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation pp. 5-27
Mikhail Makushkin and Victor Lapshin
Price elasticities revisited: The effect of price changes caused by taxation on the amount of alcohol consumed pp. 28-47 Downloads
Marina Kolosnitsyna and Varvara Sukhanova
Demand estimation and market definition in quality-differentiated products: The case of beer in Argentina pp. 48-64 Downloads
German Coloma
Estimation of the treatment effect of higher education on health: Comparison of the multivariate recursive probit model and matching pp. 65-90
Elena Kossova and Mariia Kosorukova
Cost of crime in Russia: A compensating variation approach pp. 91-120 Downloads
Leonid Zhizhin, Alex Knorre, Ruslan Kuchakov and Dmitriy Skougarevskiy
Estimate of shadow economy dynamics in Russia and regions: The inflationary aspect pp. 121-140
Sergey Arzhenovskiy

2022, volume 68

Energy commodities: A study on model selection for estimating Value-at-Risk pp. 5-27 Downloads
Raphael Amaro and Carlos Pinho
Forecasting oil prices with penalized regressions, variance risk premia and Google data pp. 28-49 Downloads
Maria Lycheva, Alexey Mironenkov, Alexey Kurbatskii and Dean Fantazzini
MCMC-based credit rating aggregation algorithm to tackle data insufficiency pp. 50-72 Downloads
Viktor Lapshin and Markov Anton
The impact of foreign trade shocks on well-being of Russian households: Microsimulation approach pp. 73-92 Downloads
Irina Denisova and Nikita Varioshkin
How costly is exporting? An empirical assessment of trade model with heterogeneous firms pp. 93-116 Downloads
Sergei Golovan and Natalya Volchkova
Estimating the effect of higher education on abortion pp. 117-139 Downloads
Sofiia Dolgikh and Bogdan Potanin

2022, volume 67

USD/TRY and foreign banks in Turkey: Evidence by TVP-VAR pp. 5-26 Downloads
Yakup Arı
Quantifying heterogeneity in the relationship between R&D intensity and growth at innovative Japanese firms: A quantile regression approach pp. 27-45 Downloads
Galina Besstremyannaya, Richard Dasher and Sergei Golovan
Demographic regional rankings by media activity on maternal (family) capital pp. 46-73 Downloads
Irina Kalabikhina, Zarina Kazbekova, German Klimenko and Anton Kolotusha
Spatial modelling of voting preferences: The “Mystery” of the Republic of Tatarstan pp. 74-96 Downloads
Elena Podkolzina, Lada Kuletskaya and Olga Demidova
Analysis of the external shocks impact on the behavior of agents with limited expectations: The case of Russian economy pp. 97-120 Downloads
Leonid Serkov and Sergey Krasnykh
Estimation of Gaussian multinomial endogenous switching model pp. 121-143 Downloads
Elena Kossova and Bogdan Potanin

2022, volume 66

On decrease in oil price elasticity of GDP and investment in Russia pp. 5-24 Downloads
Andrey Polbin and Anton Skrobotov
Assessment of inflation expectations based on internet data pp. 25-38 Downloads
Diana Petrova
Estimating the impact of terms of trade news shocks on the Russian economy pp. 39-67 Downloads
Deni Sugaipov
Price multifractality and informational efficiency in the futures markets of the US soybean complex pp. 68-84 Downloads
Panos Fousekis and Dimitra Tzaferi
Portfolio performance under dynamic systematic risk and conditional betas: The South African unit trust market pp. 85-98 Downloads
Bwalya Kalima and Thabo Gopane
Relative wage as a determinant of pay satisfaction in Russia pp. 99-117 Downloads
Anastasia Dubnovitskaya and Kirill Furmanov
Health determinants and the reporting heterogeneity bias in Russia: Anchoring vignettes approach pp. 118-143 Downloads
Yulia Raskina, Olga Podkorytova and Ruslan Kuchakov

2022, volume 65

Determinants of short-term rental prices in the sharing economy: The case of Airbnb in Moscow pp. 5-28 Downloads
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 Downloads
Irina Denisova, Valeriia Oksinenko and Olga Chudinovskikh
Value of statistical life in Russia: Estimates based on panel microdata for 2010–2020 pp. 45-64 Downloads
Ekaterina Zubova
Stock market and cryptocurrency market volatility pp. 65-76 Downloads
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 Downloads
Andrei Zubarev and Maria Kirillova

2021, volume 64

A study on spatial autocorrelation: Case of Russian regional inflation pp. 5-22 Downloads
Andrew Kirillov
Estimating intertemporal elasticity of substitution of labor supply for married women in Russia pp. 23-48 Downloads
Alexey Zamnius and Andrey Polbin
Who is satisfied with their pay? Evidence from the Russian Longitudinal Monitoring Survey pp. 49-69 Downloads
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 Downloads
Dina Salimova and Yuriy Ponomarev
The influence of investors’ expectations on oil prices pp. 76-90 Downloads
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
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