Applied Econometrics

2006 - 2025

Current editor(s): Anatoly Peresetsky

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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

The impact of informality on earnings inequality: Unconditional quantile regressions pp. 3-28: Anna Lukiyanova
Consumption dynamics in Russia: Estimates on microdata pp. 29-44: Alexander Larin, Anna Novak and Irina Khvostova
Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020) pp. 45-70: Henry Penikas and Alina Savelyeva
Technical efficiency of Russian plastic and rubber production firms pp. 71-92: Irina Ipatova and Anatoly Peresetsky
Econometric persistence in innovation and analysis of the patent activity of Russian companies pp. 93-109: Maria Kaneva
Pair copula constructions in portfolio optimization ploblem pp. 110-133: Alexandr Travkin

Macroeconometric modeling of Russian and Armenian economies. II. Aggregated macroeconometric models of the national economies of Russia and Armenia pp. 7-31: 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: Marina Lifshits
Explaining subjective well-being: The role of victimization, trust, health, and social norms pp. 52-78: Salima Douhou and Arthur van Soest
Econometric analysis of the effect of marital status change on wages in Russia pp. 79-98: Lilia Rodionova
Marital wage gap pp. 99-114: Andrey Aistov
Trend analysis of water use at the metallurgical enterprises of Sverdlovsk region pp. 115-126: Elena Kopnova
Sample selection bias as a specification error pp. 129-137: James Heckman

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