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Applied Econometrics

2006 - 2017

Current editor(s): Sergei Aivazian

From Publishing House "SINERGIA PRESS"
Series data maintained by Anatoly Peresetsky ().

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2013, volume 31, issue 3

Macroeconometric modeling of Russian and Armenian economies. II. Aggregated macroeconometric models of the national economies of Russia and Armenia pp. 7-31 Downloads
Sergey Aivazian, Boris Brodsky, Edward Sandoyan, Mariam Voskanyan and David Manukyan
The influence of migration and natural reproduction of labor force upon economic growth in the countries of the world pp. 32-51 Downloads
Marina Lifshits
Explaining subjective well-being: The role of victimization, trust, health, and social norms pp. 52-78 Downloads
Salima Douhou and Arthur van Soest
Econometric analysis of the effect of marital status change on wages in Russia pp. 79-98 Downloads
Liliya Rodionova
Marital wage gap pp. 99-114 Downloads
Andrey Aistov
Trend analysis of water use at the metallurgical enterprises of Sverdlovsk region pp. 115-126 Downloads
Elena Kopnova
Sample selection bias as a specification error pp. 129-137 Downloads
James Heckman

2013, volume 30, issue 2

Macroeconometric modeling of the Russian and Armenian economy. I. Peculiarities of macroeconomic situation and theoretical description of dynamic models pp. 3-25 Downloads
Sergey Aivazian, Boris Brodsky, Edward Sandoyan, Mariam Voskanyan and David Manukyan
The economy of Russia in multipolar world pp. 26-48 Downloads
Valentina Lapo
Modeling reasons for Russian bank license withdrawal: Unaccounted factors pp. 49-64 Downloads
Anatoly Peresetsky
Econometric modeling risk of consumer loans pp. 65-76 Downloads
Ludmila Nivorozhkina, Lilia Ovcharova and Tatiana Sinyavskaya
Stress indicator construction for internal money market pp. 77-92 Downloads
Alexander Isakov
Russian Unified National Exams (UNE) and academic performance of ICEF HSE students pp. 93-114 Downloads
Oleg Zamkov and Anatoly Peresetsky
Studying dynamics of indicators of nuclear power stations exploitation (the case of US nuclear power stations) pp. 115-137 Downloads
Leonid Varshavsky

2013, volume 29, issue 1

Problem of orphanhood in Russia: Analysis of cultural, economic and political aspects pp. 3-28 Downloads
Irina Levina
Human capital estimation in professional football pp. 29-44 Downloads
Konstantin Polyakov and Ludmila Zhukova
A copula-based approach to portfolio credit risk modeling pp. 45-66 Downloads
Yaroslav Bologov
Empirical analysis of Russian commercial banks growth dynamics pp. 67-81 Downloads
Denis Kontsevoy
Using news analytics data in GARCH models pp. 82-96 Downloads
Sergei Sidorov, Paresh Date and Vladimir Balash
The determinants of the distribution of foreign direct investment in Russian food industry companies pp. 97-116 Downloads
Anna Gladysheva and Tatiana Ratnikova
Survey on statistical inferences in weakly-identified instrumental variable models pp. 117-131 Downloads
Anna Mikusheva

2012, volume 28, issue 4

Income and health care utilization among the 50+ in Europe and the US pp. 3-22 Downloads
Maria Cristina Majo and Arthur van Soest
The European residents' attitude towards immigrants: A comparative analysis based on the ESS data pp. 23-34 Downloads
Olga Demidova
Optimization of portfolio management based on vector autoregression models and multivariate volatility models pp. 35-62 Downloads
Vladimir Habrov
Effects of fixed capital investments on technical efficiency in food industry pp. 63-84 Downloads
Yevhenii Shchetynin and Eugenia Nazrullaeva
The impact of market power of Russian banks on their credit risk tolerance: A panel study pp. 85-112 Downloads
Mikhail Mamonov
Ecological factors and the price of Moscow apartments pp. 113-123 Downloads
Pavel Katyshev and Yulia Khakimova
A new approach to construction of objective priors: Hellinger information pp. 124-137 Downloads
Arkady Shemyakin

2012, volume 27, issue 3

The role of the timeline in Granger causality test in the presence of daily data non-synchronism pp. 3-19 Downloads
Ruslan Grigoryev, Shabbar Jaffry and German Marchenko
Market risk valuation modeling for the European countries at the financial crisis of 2008 pp. 20-35 Downloads
Alexandr Shcherba
Some specification aspects for three-factor models of a company's production potential taking into account intellectual capital pp. 36-69 Downloads
Sergey Aivazian, Mikhail Afanasiev and Victoria Rudenko
The expected influence of Russian and foreign mergers on competition in metal industry 1999–2011 pp. 70-85 Downloads
Dina Tsytsulina
The unified state examination and the determinants of academic achievement: Does investment in pre-entry coaching matter? pp. 86-108 Downloads
Ilya Prakhov
Copulas of a special form and their application to the analysis of the financial market pp. 109-114 Downloads
Efim Bronshtein and Anna Zinurova
Assessment of probabilistic forecasts: Proper scoring rules and moments pp. 115-132 Downloads
Alexander Tsyplakov

2012, volume 26, issue 2

Peer effects in exogenously formed student groups pp. 3-16 Downloads
Gregory Androushchak, Oleg Poldin and Maria Yudkevich
Informal employment and happiness: Model with endogenous regressors pp. 17-36 Downloads
Andrey Aistov, Alexander Larin and Lyudmila Leonova
Attitudes towards inclusive education in Russia pp. 37-52 Downloads
Maria Gorban
Econometric modeling of determinants of marital partnership form pp. 53-61 Downloads
Sergey Arzhenovskiy and Anna Dudkina
Health and job search in Russia pp. 62-91 Downloads
Kirill Furmanov and Irina Chernysheva
Investigation of the consequences of ignoring daily data non-synchronism in cross-market linkages: BRIC and developed countries pp. 92-112 Downloads
Ruslan Grigoryev, Shabbar Jaffry and German Marchenko
Basics of copula’s theory pp. 113-130 Downloads
Yury Blagoveschensky

2012, volume 25, issue 1

Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction pp. 3-24 Downloads
Elvina Frolova and Dean Fantazzini
Migration in Russian cities: Econometric analysis pp. 25-50 Downloads
Elena Vakulenko
Quasi-fixed inputs in the Italian manufacturing: The case of the pharmaceutical industry pp. 51-69 Downloads
Lorenzo Carbonari
The impact of smoking intensity on wages in Russia pp. 70-94 Downloads
Stepan Ermakov
Data frequency and mutual fund performance measures pp. 95-114 Downloads
Anton Semushin and Petr Parshakov
Interval estimation of the parameter of the exponential growth in the short time series: Dynamics of the tumor marker pp. 115-121 Downloads
Boris Poutko and Natalya Fedorova
Identification of product life cycle models by autoregression–moving average models and Groebner’s bases pp. 122-137 Downloads
Valery Semenychev, Eugen Kurkin and Eugene Semenychev

2011, volume 24, issue 4

Estimation of import demand function in Russia pp. 3-26 Downloads
Alexander Knobel
Econometric analysis of Russian market of mergers and acquisitions pp. 27-47 Downloads
Maria Polikarpova
Decision to make a HOA: Empirical evidence pp. 48-57 Downloads
Ekaterina Borisova
Comparison of VaR estimation methods for different forecasting samples for Russian stocks pp. 58-70 Downloads
Alexandr Shcherba
Influence of regional factors on expansion of retail chains in the Russian Federation pp. 71-84 Downloads
Svetlana Balashova and Olga Zueva
New coefficients of econometrics models quality estimation pp. 85-99 Downloads
Ivan Svetunkov
Analysis of multidimensional probability distributions with copula functions. III pp. 100-130 Downloads
Dean Fantazzini
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