Applied Econometrics

2006 - 2026

Current editor(s): Anatoly Peresetsky

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

Models for the External Support Component of Moody's Bank Ratings pp. 3-23: Anatoly Peresetsky
Development and Application of Econometric Models for Forecasting and Analysis of Monetary Policy Scenarios pp. 24-38: Vladimir Malugin, Mikhail Demidenko, Dmitry Kalechits, Alexei Miksjuk and Taras Tsukarev
Econometric and Statistical Estimates of Investments into Fixed Capital in Russian Regions pp. 39-46: Sergey Mitsek and Elena Mitsek
Analysis of Effectiveness of Water-Ecological Management under Conditions of Intensive Anthropogenic Loading pp. 47-56: Elena Kopnova and Oleg Rosental
Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel pp. 57-73: Alexei Zakharov and Dean Fantazzini
On Measurement of the Average Unemployment Duration using Russian Longitudinal Monitoring Survey data pp. 74-99: Kirill Furmanov
Econometric Analysis of Financial Data in Risk Management pp. 100-127: Dean Fantazzini

Interest Rate Risk Management Based on Copula-GARCH Models pp. 3-36: Henry Penikas and Varvara Simakova
Influence of Endogenous Characteristics of Russian Fuel-and-Energy and Metallurgical Companies on their International Financing Operational Factors pp. 37-49: Elena Teslya, Nina Alexeyeva and Polina Gracheva
Analytical and Computational Study of Economic Dynamical Processes by Methods of Wave Dynamics pp. 50-69: Alexsander Bagdoev, Sedrak Vardanyan, Diana Karapetyan and Hegnar Martirosyan
Modeling Dynamics of Oil Prices under Different Regimes of Oil Market Development pp. 70-88: Leonid Varshavsky
Statistical Analysis of Inflationary Processes in Manufacturing Sectors of American Economy, 1959-1996 pp. 89-104: Lev Slutskin
Credit Risk Management (Cont.) pp. 105-138: Dean Fantazzini

Forecasting for the Bank's Asset-Liability Management pp. 3-26: Henry Penikas
An Econometric Model for Analysis and Forecasting of Final Consumption Expenditure Components in the Republic of Belarus: Conceptual and Methodological Approaches, Estimation Results pp. 27-41: Ekaterina Rozhkovskaya
Graphical Methods of Structural Relations between Variables and their Application to Russian Regions (Part Two) pp. 42-70: Anna Weinberg Allen
A choice of the regression maximizing an unbiased estimate of the coefficient of determination pp. 71-83: Emil Ershov
Credit Risk Management pp. 84-137: Dean Fantazzini

Market Discipline and Deposit Insurance pp. 3-14: Anatoly Peresetsky
Optimal Balanced Growth of the Open Three-Sector Economy pp. 15-42: Vladimir Kolemajev
Modeling the Income Distribution in the Society pp. 43-51: Igor Tsarev
Structural Changes and Unit Roots: Distinguishing Models of Nonstationary Time Series pp. 52-63: Boris Brodsky
Evaluation of the Distribution Function of Sample Maxima in Stationary Random Sequences with Pseudo-Stationary Trend pp. 64-86: Alexander Kudrov
Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk pp. 87-122: Dean Fantazzini

An Analysis of the Assets Distribution of Russian Banks pp. 3-10: Anton Andreev
A Methodological Analysis of Complex Dynamics of Grain Prices pp. 11-20: Dmitry Bodrikov
An Econometric Macroeconomic Model for Analysis and Forecasting of Key Indicators of the Belarusian Economy pp. 21-43: Mikhail Kravtsov, Mikalai Burdyka, Burdyka Haspadarets, Natallia Shynkevich and Andrei Kartun
Graphical Models of Structural Relations between Variables and their Application to Russian Regions (Part One) pp. 44-64: Anna Weinberg Allen
An Assessment of the Impact of Workers’ Education on their Earnings in Russian Regions pp. 65-74: Alexey Koritskiy
A Spatial Voting Model of Russia pp. 75-90: Alexei Zakharov
An Econometric Analysis of Financial Data in Risk Management pp. 91-137: Dean Fantazzini