Applied Econometrics

2006 - 2025

Current editor(s): Anatoly Peresetsky

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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

Models of Decision Choices of the Tax-Paying Scheme for a Small Enterprise pp. 3-22: Natalya Yegorova and Ivan Khromov
Endogenous (De)Centralization and the Russian Federalism pp. 23-57: Alexander Libman
A Method of Constructing Integrated Structures in the High-Tech Production Complex pp. 58-72: Gennadiy Lavrinov and Oleg Chrustalev
An Integrated Estimate of the Quality and Degree of Ecological Sustainability of the Region Environment (Case of the Mari El Republic) pp. 73-92: Ludmila Bakumenko and Peter Korotkov
Bayesian Methods in Econometrics pp. 93-130: Sergey Aivazian

Assessment of Multivariate Financial Risks of a Stock Share Portfolio pp. 3-17: Oleg Kritski and Marina Ulyanova
Calculation of Stationary Random Sequences Extreme Values Characteristics and their Application to Determination of the Volatility of Russian and Foreign Financial Indices and Estimation of the Investment Risk pp. 18-26: Olga Stikhova
Estimation of Measures Directed at Management of Factors of Production Inefficiency pp. 27-41: Sergey Aivazian and Mikhail Afanasiev
Descriptive Analysis of Matrix-Valued Time-Series pp. 45-54: Gerard Antille
D-optimal Design for Polynomial Regression: Choice of Degree and Robustness pp. 55-66: Gerard Antille and Anna Weinberg Allen
Equity and Health pp. 67-80: Gabrielle Gaillard
Econometric Modeling and Analysis of Residential Water Demand Based on Unbalanced Panel Data pp. 81-102: Fabrizio Carlevaro, C. Schlesser, Marie-Estelle Binet and M. Paul
Econometric Modeling and Analysis of Residential Water Demand Based on Unbalanced Panel Data pp. 103-124: Fabrizio Carlevaro, C. Schlesser, Marie-Estelle Binet, S. Durand and M. Paul
Alternative Methodologies for Social Assessment of Environmental Projects pp. 103-124: Cristian Gonzalez
A Guide to Modern Econometrics pp. 125-132: Marno Verbeek

Structural Liquidity as the Indicator of Interest Rate Policy pp. 3-10: Georgy Gambarov
Econometric Estimation of Credit Rating Transition Matrices pp. 11-26: Anna Chizhova
An Adaptive System of Decision Making for Financial Markets pp. 27-43: Sergey Titov
On Mathematical Models of Extreme Values Probabilities Mixtures pp. 44-52: Eugene Shchetinin and Kirill Nazarenko
On Consequences of Investing into Production of the Additional Income Generated by World Prices Growths on Raw Materials and Energy Resources pp. 53-65: Vladimir Kolemajev
Econometric Estimation of the Wage Penalty for the Motherhood pp. 66-79: Sergey Arzhenovskiy and Darya Artamonova
A Mathematical Economic Model of the Manpower Resource Potential and Cost Characteristics of Demographic Losses pp. 80-94: Karolina Ketova
Discovering Real (Homogenous) Social Groups in the Russian Society: Methods and Results pp. 95-118: Ovsey Shkaratan and Gordey Yastrebov
The Generalized Method of Moments pp. 119-133: Lev Slutskin