Applied Econometrics

2006 - 2026

Current editor(s): Anatoly Peresetsky

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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

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

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

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

Peer effects in exogenously formed student groups pp. 3-16: Gregory Androushchak, Oleg Poldin and Maria Yudkevich
Informal employment and happiness: Model with endogenous regressors pp. 17-36: Andrey Aistov, Alexander Larin and Lyudmila Leonova
Attitudes towards inclusive education in Russia pp. 37-52: Maria Gorban
Econometric modeling of determinants of marital partnership form pp. 53-61: Sergey Arzhenovskiy and Anna Dudkina
Health and job search in Russia pp. 62-91: 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: Ruslan Grigoryev, Shabbar Jaffry and German Marchenko
Basics of copula’s theory pp. 113-130: Yury Blagoveschensky

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: Elvina Frolova and Dean Fantazzini
Migration in Russian cities: Econometric analysis pp. 25-50: Elena Vakulenko
Quasi-fixed inputs in the Italian manufacturing: The case of the pharmaceutical industry pp. 51-69: Lorenzo Carbonari
The impact of smoking intensity on wages in Russia pp. 70-94: Stepan Ermakov
Data frequency and mutual fund performance measures pp. 95-114: 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: Boris Poutko and Natalya Fedorova
Identification of product life cycle models by autoregression–moving average models and Groebner’s bases pp. 122-137: Valery Semenychev, Eugen Kurkin and Eugene Semenychev