Applied Econometrics

2006 - 2025

Current editor(s): Anatoly Peresetsky

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An Asymptotic Estimation of the Coefficients of the Stochastic Volatility Model pp. 3-12: Helen Lisok and Oleg Kritskiy
An Estimation of the Production Efficiency of Russian Industrial Firms pp. 13-35: Evguenia Bessonova
A Stochastic Frontier Model of a Scientist’s Production Potential pp. 36-59: Mikhail Afanasiev
The Economic Cost of Smoking: Differences in Wages between Smokers and Non-smokers in Russia pp. 60-80: Michael Lokshin and Zurab Sajaia
Corruption and Economic Development of Russia: A Regional Aspect pp. 81-94: Oleg Pushkarev
A Construction of a Human Capital Indicator of Social Groups pp. 95-125: Dmitriy Smyslov
Stability Tests for Linear Regression Models pp. 126-135: Lev Slutskin

Models of Banks Ratings pp. 3-19: Alexandr Karminsky and Anatoly Peresetsky
An Empirical Study of the Stability of Hurst Exponent Behavior Applied to Russian and American Stock Markets pp. 20-29: Andrey Zlotnik
A Premium for a Degree in Engineering: An Estimation of Returns to the Field-Specific Education in Russia pp. 30-57: Irina Denisova and Marina Kartseva
An Individual’s Position in the Society: A Socio-Economic Approach pp. 75-100: Julia Krelberg

A Microanalysis of Fertility in Russia: The Role of Non-Economic Considerations pp. 58-74: Olga Gorelkina

The Equilibrium of USD/RUB Exchange Rate pp. 3-17: Sofia Ivanova
The Russian Foreign Exchange Policy on the Wave of Crisis Cycle pp. 18-48: Andrei Shulgin
The Spatial Distribution of the Total Monetary Income of the Russian Population: Tendencies and Factors of Dynamics (1995–2003) pp. 49-61: Irina Gerasimova
Modification of the K-means Method with an Unknown Number of Classes pp. 62-73: Maksim Isakin
A Model of the Production Potential with Managed Factors of Inefficiency pp. 74-89: Mikhail Afanasiev
The Influence of the Ruble Real Exchange Rate on the Russian Economy pp. 90-104: Boris Brodsky
Microsimulation Analysis of the Consequences of Monetization of Social Benefits in Russia pp. 105-134: Natalya Volchkova, Sergey Lobanov, Natalia Turdyeva, Julia Khaleeva and Ksenia Yudaeva

Efficiency model of Russian banks pp. 3-8: Dmitry Pavlyuk
Cooperation Modeling in Processing Industries pp. 9-16: Marina Archipova
Stability of Incomes Distribution in Modern Russia (1994–2004) pp. 17-67: Fridrich Borodkin, Vladimir Bragin and Maria Shpack
Sampling Adjustment-Based Statistical Analysis of Influence of Consumer Characteris-tics on Electric Appliances Demand pp. 68-77: Sergei Mkhitaryan and Aleksei Senektutov
Statistical Research of Risks in Car Insurance pp. 78-95: Igor Kornilov and Egor Melnichenko
Vector Autoregression and Error Correction Models pp. 96-129: V. Bannikov

Factors Influencing the Efficiency of the Russian Banks Performance pp. 3-17: Sergei Golovan
Measuring the Synthetic Categories of Quality of Life in a Region and Identification of Main Trends to Improve the Social and Economic Policy (Samara Region and its Constituent Territories) pp. 18-84: Sergey Aivazian, Vladimir Stepanov and Maria Kozlova
Macroeconometric modeling: modern trends, problems, an example of the econometric model of the Russian economy pp. 85-111: Sergey Aivazian and Boris Brodsky
Analysis of the Medium-Term Trends of Inflation Processes in the Russian Economy pp. 112-123: Martiros Bagdasarov and Alexandr Bereznyatsky
On Building Economic Development Patterns for Russia and Belorussia on the Basis of LAM-3 Econometric Model pp. 124-139: Wojciech Charemza, Svetlana Makarova, Yuriy Kharin, Vladimir Malugin, Aliaksandr Huryn and Julia Raskina

The Process of Forming Bank Credit and Deposit Portfolios pp. 4-17: Vladimir Babikov
Application of Enterprises Monitoring Data in the Central Bank of Russia to Multiple Criteria Choice in Banking Crediting pp. 18-24: Michael Starichkov
Integral Indicators of the Quality of Life of the Region Population as a Criterion of Efficiency of Socio-Economic Policy Conducted by the Region’s Administration pp. 25-31: Sergey Aivazian and Maksim Isakin
Seasonality Analysis of Budget Expenses Related to Regional Budget Balancing pp. 32-42: Aleksei Makrushin, Sergey Popov and Tatiana Kuzmenko
Econometric Analysis of Enterprises Investment Activities Based on the Survey Data pp. 43-54: Maria Marakueva
Econometric Analysis in the investment projects efficiency evaluation and property valuation theories pp. 55-62: Sergey Smolyak
Modeling Company Activities by Econometric Methods pp. 63-68: Vladimir Archipov and Marina Archipova
Economic Summary of 2005: Results of Econometric Analysis pp. 69-74: Boris Brodsky
On Educating Economists-Statisticians and Economists-Mathematicians: Trends, Problems, Prospects pp. 75-81: Sergey Aivazian and Vladimir Mkhitaryan
Stability in Stochastic Forecasting of Time Series pp. 82-93: Yuriy Kharin
Panel Data Models pp. 94-135: Marno Verbeek