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Applied Econometrics

2006 - 2024

Current editor(s): Anatoly Peresetsky

From Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Bibliographic data for series maintained by Anatoly Peresetsky ().

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2024, volume 76

COVID‑19, corporate non-performing loans, and corporate lending dynamics: Evidence from Russian regions pp. 5-28 Downloads
Polina Popova
Assessment of the Russian stock market volatility impact on credit spreads of Russian corporate bonds pp. 29-50
Dmitry Patlasov
Application of IRT-models to measuring inequality of opportunity in health pp. 51-69
Marina Frants
Estimating the effect of satisfaction with working conditions on employee health pp. 70-95
Tatiana Rodionova
An estimation of cohort effects in addictive goods consumption pp. 96-119
Anastasia Gergenreter, Elena Kossova and Bogdan Potanin
Time series forecasting under structural breaks pp. 120-139
Anton Skrobotov

2024, volume 75

Does years of schooling matter for economic growth at different development levels? New evidence from China pp. 5-32 Downloads
Juan Huang and Poomthan Rangkakulnuwat
Consumer heterogeneity and the use of cashless payments in Japan in 2007–2020: a latent class approach pp. 33-53
Galina Besstremyannaya, Richard Dasher and Egor Ganaga
Socio-demographic and behavioral factors of carbonated sugar-sweetened beverage consumption among adults in Russia pp. 54-77
Marina Kartseva, Polina Kuznetsova and Alexandra Osavolyuk
Effects of accounting of characteristics heterogeneity in video game price indices pp. 78-97
Mark Arslanov and Tatiana Ratnikova
Household savings through the prism of behavioral characteristics pp. 98-116
Sergey Arzhenovskiy and Sophia Panteeva
The Maternity Capital programs in Russia and the second birth spacing pp. 117-141 Downloads
Dmitriy Gorskiy

2024, volume 74

Monetary surprises and term structure of interest rates: Identification through heteroscedasticity pp. 5-34 Downloads
Viacheslav Kramkov and Andrey Maksimov
Investigation of the impact of uncertainty indices on Bitcoin volatility using the ARDL model pp. 35-50 Downloads
Polina Pogorelova
How regional courts in Russia affected multinational decisions on affiliate size, entry and organization pp. 51-77 Downloads
Evguenia Bessonova and Ksenia Gonchar
Forecast evaluation improving using the simplest methods of individual forecasts’ combination pp. 78-103 Downloads
Ekaterina Astafyeva and Marina Turuntseva
Measuring the impact of economic sanctions on the Russian economy using the synthetic control group method pp. 104-123
Marina Frants
Forming the benefit-oriented official assistance: Cross-country analysis pp. 124-143
Marina Mikitchuk

2024, volume 73

Developing and impulse response matching estimation of the DSGE model for the Russian economy pp. 5-34 Downloads
Andrey Polbin and Sergey Sinelnikov-Murylev
Bank capital and liquidity creation: Evidence from the Russian experience pp. 35-58 Downloads
Aleksei Gorodilov and Vladimir Sokolov
Do non-interest income activities matter for banking sector efficiency? A net interest margin perspective pp. 59-77 Downloads
Kolade Sunday Adesina and Maria Semenova
Using Google Trends to forecast migration from Russia: Search query aggregation and accounting for lag structure pp. 78-101 Downloads
Georgy Bronitsky and Elena Vakulenko
Estimation of the indirect network effect: On the example of television advertising pp. 102-118 Downloads
Veronika Khlyupina
Simple and complex difference-in-differences approach pp. 119-142 Downloads
Elena Kotyrlo

2023, volume 72

Finance and growth: Nonlinearity and structural shifts pp. 5-22 Downloads
Konstantin Krinichansky and Maksim Yurevich
Nonlinearity in emerging market indices: A comprehensive study of stock exchange market dynamics pp. 23-37 Downloads
Jamilu Babangida
Interregional air passenger flows determinants in Russia pp. 38-57 Downloads
Kseniia Rostislav, Dina Salimova and Yuri Ponomarev
Estimating the effect of Russia’s development policy in the Far Eastern region: The synthetic control approach pp. 58-72 Downloads
Alexander Goryunov, Elena Ageshina, Igor Lavrentev and Polina Peretyatko
Impact of COVID-19 on household consumption in Russia pp. 73-99 Downloads
Valentin Voytenkov and Olga Demidova
Regional analysis of registered unemployment duration pp. 100-120 Downloads
Anna Maigur
Job satisfaction in Russia: Wages, working conditions and promotion opportunities pp. 121-139 Downloads
Anastasia Dubnovitskaya and Kirill Furmanov

2023, volume 71

Modeling the risk premium in the Russian stock market considering the asymmetry effect pp. 5-19 Downloads
Juri Trifonov
Determinants of risk, profitability and default probability of Russian banks pp. 20-38 Downloads
Olga Bekirova and Andrey Zubarev
Income gradient in children's health in Russia: An empirical analysis pp. 39-62 Downloads
Marina Kartseva
Assessing the effects of terrorism on female health outcomes: Evidence from sub-Saharan African countries pp. 63-75 Downloads
Achille Dargaud Fofack, Gbolahan Olowu and Olakunle Olusola Sarumi
The effects of occupational hazards and health-related behavior on workers’ health: A multivariate probit approach pp. 76-98 Downloads
Evgeniy Zazdravnykh, Tatiana Rodionova, Elena Taraskina and Farida Garipova
Determinants of commuting flows in Germany pp. 99-127 Downloads
Anastasiia Piliuk, Elena Semerikova and Andreas Nastansky
Assessing the accuracy of efficiency rankings obtained from a stochastic frontier model pp. 128-142 Downloads
Ilya Nikolskiy and Kirill Furmanov

2023, volume 70

Revenues and expenditures of Russian regional budgets: Granger causality analysis pp. 5-33 Downloads
Natalia Krasnopeeva
Technology firms and capital structure adjustment: Application of two-step system generalised method of moments pp. 34-54 Downloads
Thabo J. Gopane, Tanyaradzwa Gandanhamo and John-Baptiste Mabejane
Daily labor mobility and the timing of entry into motherhood pp. 55-71 Downloads
Elena Kotyrlo
A bubble in the housing market? Analysis based on the repeat-sales method for the secondary market in Moscow and Saint Petersburg pp. 72-88 Downloads
Anastasia Kosyakina
Ambiguous high scores: The All-Russian Olympiad in economics during the COVID-19 pandemic pp. 89-108 Downloads
Timur Magzhanov and Anna Sagradyan
Asymmetric loss function in product-level sales forecasting: An empirical comparison pp. 109-121 Downloads
Stepan Gogolev and Evgeniy Ozhegov
Application of Markov-Switching MIDAS models to nowcasting of GDP and its components pp. 122-143 Downloads
Ivan Stankevich

2023, volume 69

Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation pp. 5-27 Downloads
Mikhail Makushkin and Victor Lapshin
Price elasticities revisited: The effect of price changes caused by taxation on the amount of alcohol consumed pp. 28-47 Downloads
Marina Kolosnitsyna and Varvara Sukhanova
Demand estimation and market definition in quality-differentiated products: The case of beer in Argentina pp. 48-64 Downloads
German Coloma
Estimation of the treatment effect of higher education on health: Comparison of the multivariate recursive probit model and matching pp. 65-90 Downloads
Elena Kossova and Mariia Kosorukova
Cost of crime in Russia: A compensating variation approach pp. 91-120 Downloads
Leonid Zhizhin, Alex Knorre, Ruslan Kuchakov and Dmitriy Skougarevskiy
Estimate of shadow economy dynamics in Russia and regions: The inflationary aspect pp. 121-140 Downloads
Sergey Arzhenovskiy
Page updated 2024-12-22