Applied Econometrics

2006 - 2025

Current editor(s): Anatoly Peresetsky

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Variance reduction methods at the pricing of weather options pp. 3-15: Gulnora Raimova
Quality of VAT administration in OECD countries and Russia pp. 16-34: Alexander Knobel, Sergey Sinelnikov-Murylev and Ilya Sokolov
Modeling registered migration flows between regions of the Russian Federation pp. 35-55: Elena Vakulenko, Nikita Mkrtchyan and Kirill Furmanov
Predicting success in college on the basis of the results of unified national exam pp. 56-69: Oleg Poldin
Research of higher engineering education quality on the base of students Interviewing data by nonlinear principal components analysis (NLPCA) pp. 70-96: Maksim Isakin and Grigorii Teplykh
Econometric analysis of the demand for the incoming tourism in Russia pp. 97-113: Maria Bednova and Tatiana Ratnikova
Modeling of public trust in basic social and political institutions: A comparative econometric analysis pp. 114-132: Olga Demidova

Testing for Competition in the Russian Banking Sector within Panzar-Rosse approach: theoretical and empirical framework pp. 3-27: Mikhail Mamonov
Nonparametric estimates of technical efficiency of Russian banks and crisis impact pp. 28-52: Vladimir Nazin
Methodological basis of modeling evolution of markets of products with long life cycle: a study of the civil aircrafts’ market pp. 53-74: Leonid Varshavsky
Stochastic frontier in non-profit associations’ performance assessment (the case of homeowners’ associations) pp. 75-101: Ekaterina Borisova, Anatoly Peresetsky and Leonid Polishchuk
Estimation of hedonistic price function for Claude Monet's pictures pp. 102-118: Tatiana Ratnikova and Elena Sergeeva
Bayesian analysis in the case of an estimated parameter following a stochastic process pp. 119-131: Lev Slutskin

The smoothing of financial markets indices time series with polygonal numbers method pp. 3-8: Yury Agranovich, Natalya Kontsevaya and Vladimir Khatskevich
Impact of exchange rate on prices in the presence of structural breaks pp. 9-22: Maxim Kadyrov
Russian stock market in the period of world crisis 2008-2009 pp. 23-37: Ivan Lukashin
Modeling the relationship between investment processes and costs structure applied to Russian economic activities in 2005-2009 pp. 38-61: Eugenia Nazrullaeva
Comparison of objectivistic and subjectivist approaches to measurement of synthetic la-tent categories of Quality of Life of the population: results of the empirical analysis of Russian data pp. 62-90: Maria Volkova
Forecast of facilities stock for the consequences elimination of the anthropogenic accidents pp. 91-100: Vladimir Mkhitaryan, Vladimir Shishov and Andrey Kozlov
Modeling a response function to frequency of advertising pp. 101-111: Igor Lutoshkin
Drop in consumption associated with retirement. The regression discontinuity design approach pp. 112-126: Ludmila Nivorozhkina, Anton Nivorozhkin and Kamilla Abazieva
Minimax estimations in a method of principal components pp. 127-139: Nikolai Kiselev

Spatial concentration of production and investor expectations: the analysis of branch attraction of investments into regions pp. 3-19: Valentina Lapo
Optimal problem and econometric estimates of investment from profit in Russian economy pp. 20-31: Sergey Mitsek and Elena Mitsek
Net migration to Russia — Factors, prospects and conclusions for migration policy pp. 32-52: Marina Lifshits
Level of alcohol consumption and worker’s labor market position. Multivariate probit model approach pp. 53-77: Vitaly Kim
Estimating the innovations impact on country’s economic welfare pp. 78-89: Ekaterina Yu. Borisova
Economic analysis of environmental management of fishery resources pp. 90-100: Elena Kopnova and Oleg Rosental
Tendencies of changing of the mutual life insurance companies’ activity pp. 101-110: Irina Logvinova
Mobile telecommunications’ diffusion in Russia pp. 111-122: Andrey Rachinskiy
Smooth monotonous functions reconstruction pp. 123-139: Sergey Smolyak

The Law of One Price in the Russian Economic Space pp. 3-19: Konstantin Gluschenko
The impact of oil price dynamics on the macroeconomic indicators of the Russian economy pp. 20-29: Roman Melnikov
Crisis of financial system and evolution of commodities market pp. 30-44: Leonid Varshavsky
A Smooth Transition GARCH-M Model pp. 45-61: Oleg Tsatsura
Copula-Models in Foreign Exchange Risk-Management of a Bank pp. 62-87: Henry Penikas
The price of Moscow apartments pp. 89-105: Jan Magnus and Anatoly Peresetsky
Efficiency of Manufacturing in Russia: Effect of Domestic Competition and FDI pp. 106-127: Evguenia Bessonova
Access to Higher Education: Empirical Analysis of Data on Large Families pp. 128-137: Maria Gorban

Detection of Structural Breaks in Copula Models pp. 3-15: Boris Brodsky, Henry Penikas and Irina Safaryan
Methods of Evaluating the Liquidity Level for the Banking Sector pp. 16-33: Georgy Gambarov and Evgeny Rumyantsev
Special Features of the World System Long-Term Economic Dynamics: Analysis of the Statistical Data pp. 34-45: Igor Kirilyuk, Sergey Malkov and Artemy Malkov
Economic Efficiency Estimation of Banks’ Activities Directed at Loans Products Advertisement pp. 46-59: Sergey Aivazian, Mikhail Afanasiev and Alexander Afanasyev
Sources of Income as a Factor of Interregional Social Economic Differentiation of the Russia’s Population (1995-2007) pp. 60-84: Irina Gerasimova
Analysis of Net Migration Factors as the Basis for an Optimal Migration Policy pp. 85-115: Marina Lifshits
Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations pp. 116-133: Alexander Varshavsky

Application of Statistical Methods and Neural Networks to Analysis of Factors of Small Business Development (the Case of China) pp. 3-15: Natalya Egorova, Albert Bakhtizin and Yang Xuan
Inflation and Stock Market: CPI and S&P pp. 16-22: Vladimir Mayevsky and Lev Slutskin
Intensity of Russian Companies’ Mergers & Acquisitions (M&A) Processes, 2001-2004: Econometric Estimation pp. 23-42: Maria Musatova
Estimation of the Economic Efficiency of a Shift to the Achievable Production Potential pp. 43-55: Sergey Aivazian and Mikhail Afanasiev
Identification and Forecast of Generalized Indicators of Regional Economic System Development pp. 56-71: Karolina Ketova and Ivan Rusiak
Overweight: What Are its Costs and What Could Be Done? pp. 72-93: Marina Kolosnitsyna and Arina Berdnikova
Volatility Models: from Conditional Heteroscedasticity to Cascades at Multiple Horizons pp. 94-138: Alexandre Subbotin