Applied Econometrics

2006 - 2025

Current editor(s): Anatoly Peresetsky

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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

Electricity consumption forecasting for integrated power system with seasonal patterns pp. 5-25: Agata Lozinskaia, Anastasiia Redkina and Evgeniya 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 Lilia 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

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

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

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

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

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

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