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Applied Econometrics

2006 - 2024

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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2024, volume 73

Developing and impulse response matching estimation of the DSGE model for the Russian economy pp. 5-34
Andrey Polbin and Sergey Sinelnikov-Murylev
Bank capital and liquidity creation: Evidence from the Russian experience pp. 35-58 Downloads
Aleksei Gorodilov and Vladimir Sokolov
Do non-interest income activities matter for banking sector efficiency? A net interest margin perspective pp. 59-77 Downloads
Kolade Sunday Adesina and Maria Semenova
Using Google Trends to forecast migration from Russia: Search query aggregation and accounting for lag structure pp. 78-101
Georgy Bronitsky and Elena Vakulenko
Estimation of the indirect network effect: On the example of television advertising pp. 102-118 Downloads
Veronika Khlyupina
Simple and complex difference-in-differences approach pp. 119-142 Downloads
Elena Kotyrlo

2023, volume 72

Finance and growth: Nonlinearity and structural shifts pp. 5-22 Downloads
Konstantin Krinichansky and Maksim Yurevich
Nonlinearity in emerging market indices: A comprehensive study of stock exchange market dynamics pp. 23-37 Downloads
Jamilu Said Babangida
Interregional air passenger flows determinants in Russia pp. 38-57
Kseniia Rostislav, Dina Salimova and Yuri Ponomarev
Estimating the effect of Russia’s development policy in the Far Eastern region: The synthetic control approach pp. 58-72 Downloads
Alexander Goryunov, Elena Ageshina, Igor Lavrentev and Polina Peretyatko
Impact of COVID-19 on household consumption in Russia pp. 73-99 Downloads
Valentin Voytenkov and Olga Demidova
Regional analysis of registered unemployment duration pp. 100-120
Anna Maigur
Job satisfaction in Russia: Wages, working conditions and promotion opportunities pp. 121-139 Downloads
Anastasia Dubnovitskaya and Kirill Furmanov

2023, volume 71

Modeling the risk premium in the Russian stock market considering the asymmetry effect pp. 5-19 Downloads
Juri Trifonov
Determinants of risk, profitability and default probability of Russian banks pp. 20-38 Downloads
Olga Bekirova and Andrey Zubarev
Income gradient in children's health in Russia: An empirical analysis pp. 39-62 Downloads
Marina Kartseva
Assessing the effects of terrorism on female health outcomes: Evidence from sub-Saharan African countries pp. 63-75 Downloads
Achille Dargaud Fofack, Gbolahan Olowu and Olakunle Olusola Sarumi
The effects of occupational hazards and health-related behavior on workers’ health: A multivariate probit approach pp. 76-98 Downloads
Evgeniy Zazdravnykh, Tatiana Rodionova, Elena Taraskina and Farida Garipova
Determinants of commuting flows in Germany pp. 99-127 Downloads
Anastasiia Piliuk, Elena Semerikova and Andreas Nastansky
Assessing the accuracy of efficiency rankings obtained from a stochastic frontier model pp. 128-142 Downloads
Ilya Nikolskiy and Kirill Furmanov

2023, volume 70

Revenues and expenditures of Russian regional budgets: Granger causality analysis pp. 5-33 Downloads
Natalia Krasnopeeva
Technology firms and capital structure adjustment: Application of two-step system generalised method of moments pp. 34-54 Downloads
Thabo J. Gopane, Tanyaradzwa Gandanhamo and John-Baptiste Mabejane
Daily labor mobility and the timing of entry into motherhood pp. 55-71 Downloads
Elena Kotyrlo
A bubble in the housing market? Analysis based on the repeat-sales method for the secondary market in Moscow and Saint Petersburg pp. 72-88 Downloads
Anastasia Kosyakina
Ambiguous high scores: The All-Russian Olympiad in economics during the COVID-19 pandemic pp. 89-108 Downloads
Timur Magzhanov and Anna Sagradyan
Asymmetric loss function in product-level sales forecasting: An empirical comparison pp. 109-121 Downloads
Stepan Gogolev and Evgeniy Ozhegov
Application of Markov-Switching MIDAS models to nowcasting of GDP and its components pp. 122-143 Downloads
Ivan Stankevich

2023, volume 69

Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation pp. 5-27 Downloads
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 Downloads
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 Downloads
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
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