Applied Econometrics

2006 - 2026

Current editor(s): Anatoly Peresetsky

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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 Invest 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

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