Applied Econometrics

2006 - 2026

Current editor(s): Anatoly Peresetsky

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Effect of health on labor supply of elderly pp. 6-27: Victor Lyashok and Sergey Roshchin
Analysis of the relationship between regional labour markets in Russia using Okun’s model pp. 28-48: Elena Vakulenko
An empirical analysis of students’ friendship ties formation pp. 49-63: Ekaterina Krekhovets and Oleg Poldin
Age characteristics of the happy life in Russia and Europe: The econometric approach pp. 64-83: Lilia Rodionova
Dynamic optimization of an investment portfolio on European stock markets using pair copulas pp. 84-105: Isuf Atskanov
The estimation of the competitiveness of SME financing programs of development banks in Russia pp. 106-128: Anna Bakaykina
Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability pp. 129-141: Lev Slutskin

Inflation, output growth and their uncertainties in South Africa: Empirical evidence from an asymmetric multivariate GARCH-M model pp. 5-17: Arcade Ndoricimpa
Microeconomic modification of an industry-wide Boone indicator: Market power of Russian banks revisited pp. 18-44: Mikhail Mamonov
The effect of clubs’ bargaining power on football player’s transfer value pp. 45-64: Denis Orlov
Underwriting cycle in Russia and macroeconomic indicators pp. 65-83: Ilya Tetin
Statistical analysis of variable-structure models pp. 84-105: Sergey Aivazian, Alexander Bereznyatskiy, Boris Brodsky and Boris Darkhovsky
Co-integration and error correction: Representation, estimation, and testing pp. 106-135: Robert Engle and Clive Granger

Measuring the effect of health insurance companies on the quality of healthcare systems with kernel and parametric regressions pp. 3-20: Galina Besstremyannaya
The dynamics of total factor productivity and its components: Russian plastic production pp. 21-40: Irina Ipatova
Bayesian estimation of monetary policy in Russia pp. 41-63: Rodion Lomivorotov
The impact of public R&D policy on business-funded R&D (case of OECD countries) pp. 64-82: Svetlana Balashova
Drivers of innovation activity of manufacturing enterprises in Russia pp. 83-110: Grigorii Teplykh
Specification tests in econometrics pp. 112-134: Jerry Hausman

Entrepreneurial activity and economic development: The shape of the relationship pp. 3-26: Alexander Larin and Elena Tarunina
Effects of imports on technical efficiency in Russian food industry pp. 27-42: Yevhenii Shchetynin
Estimation of effects of transport accessibility on housing prices pp. 43-56: Aleksandra Sidorovykh
Estimation of skill of Russian mutual fund managers pp. 57-66: Petr Parshakov
Investigation of demand for the foreign workforce in Russian regions using applications for quotas pp. 67-86: Elena Vakulenko and Roman Leukhin
On endogeneity of consumer expenditures in the estimation of households demand system pp. 87-106: Anastasiia Timofeeva
The dynamics of investment in pre-entry coaching and the returns from private tutoring among university applicants in Russia pp. 107-124: Ilya Prakhov
Fast methods for jackknifing inequality indices pp. 125-138: Lynn Karoly and Carsten Schröder

How much monetary policy rules do we need to estimate DSGE model for Russia? pp. 3-31: Andrei Shulgin
Dutch disease in Russian and Armenian economies pp. 32-60: Sergey Aivazian, Alexander Bereznyatskiy and Boris Brodsky
Is it possible to break the «curse of dimensionality»? Spatial specifications of multivariate volatility models pp. 61-78: Valeriya Lakshina
The model of volatility of the exchange rate (RUR/USD), based on the fractal characteristics of time series pp. 79-87: Boris Putko, Alexander Didenko and Mikhail Dubovikov
Study of the relationship between innovation and export activity of Russian firms pp. 88-101: Marina Arkhipova and Elena Aleksandrova
Econometric cross-country analysis of the living population social comfort pp. 102-117: Marina Leshchaykina
Comparing quality of admission to universities by the results of olympiads and unified state exams scores pp. 118-132: Oleg Poldin, Vera Silaeva and Andrey Silaev

Estimation of mortgage lending credit risk pp. 3-17: Agatha Lozinskaya and Evgeniy Ozhegov
Investment portfolio risk modelling based on hierarchical copulas pp. 18-38: Henry Penikas
Autocorrelation in the global stochastic trend pp. 39-58: Ruslan Durdyev and Anatoly Peresetsky
The construction of hedonic price indices for fauvists’ paintings pp. 59-85: Konstantin Zhitkov and Tatiana Ratnikova
Unemployed and out of the labor force: What is the difference? Modeling the probability of finding a job pp. 86-106: Kirill Furmanov and Irina Shelkovnikova
Unemployment in East and West Germany: Spatial panel data analysis pp. 107-132: Elena Semerikova

Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation pp. 3-18: Sergey Aivazian, Mikhail Afanasiev and Victoria Rudenko
Spatial-autoregressive model for the two groups of related regions (eastern and western parts of Russia) pp. 19-35: Olga Demidova
Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests pp. 36-55: Tolga Omay, Mübariz Hasanov and Nuri Ucar
Individual returns to training: Evidence from Russian firm pp. 56-79: Andrey Aistov and Ekaterina Aleksandrova
Student’s social ties and the choice of specialization pp. 80-94: Diliara Valeeva, Oleg Poldin and Maria Yudkevich
Understanding individual attitudes towards ban on smoking in public places pp. 95-119: Liudmila Zasimova, Elena Kossova and Marina Ryazanova
Comparing «Realized volatility» models in the VaR calculation for the Russian equity market pp. 120-136: Alexandr Shcherba

Econometric estimation of a structural macroeconomic model for the Russian economy pp. 3-29: Andrey Polbin
Efficiency of investment stimulation methods in a timber industry complex: An econometric research pp. 30-50: Valentina Lapo
The impact of the on-the-job training on Russian worker’s salary: The effect of abilities approach pp. 51-70: Pavel Travkin
Modeling the relationship between subjective economic well-being of citizens and their support for the welfare state institutions in the EU member countries pp. 71-89: Daria Salnikova
The copula based on multivariate t-distribution with vector of degrees of freedom pp. 90-110: Alexey Balaev
Oscillatory components in the bell-shaped curves of the product life cycle modeling tool pp. 111-123: Valery Semenychev, Eugene Kurkin, Eugene Semenychev and Anastasia Danilova
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix pp. 125-132: Whitney Newey and Kenneth West