Applied Econometrics

2006 - 2024

Current editor(s): Anatoly Peresetsky

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Energy commodities: A study on model selection for estimating Value-at-Risk pp. 5-27: Raphael Amaro and Carlos Pinho
Forecasting oil prices with penalized regressions, variance risk premia and Google data pp. 28-49: Maria Lycheva, Alexey Mironenkov, Alexey Kurbatskii and Dean Fantazzini
MCMC-based credit rating aggregation algorithm to tackle data insufficiency pp. 50-72: Viktor Lapshin and Markov Anton
The impact of foreign trade shocks on well-being of Russian households: Microsimulation approach pp. 73-92: Irina Denisova and Nikita Varioshkin
How costly is exporting? An empirical assessment of trade model with heterogeneous firms pp. 93-116: Sergei Golovan and Natalya Volchkova
Estimating the effect of higher education on abortion pp. 117-139: Sofiia Dolgikh and Bogdan Potanin

USD/TRY and foreign banks in Turkey: Evidence by TVP-VAR pp. 5-26: Yakup Ari
Quantifying heterogeneity in the relationship between R&D intensity and growth at innovative Japanese firms: A quantile regression approach pp. 27-45: Galina Besstremyannaya, Richard Dasher and Sergei Golovan
Demographic regional rankings by media activity on maternal (family) capital pp. 46-73: Irina Kalabikhina, Zarina Kazbekova, German Klimenko and Anton Kolotusha
Spatial modelling of voting preferences: The “Mystery” of the Republic of Tatarstan pp. 74-96: Elena Podkolzina, Lada Kuletskaya and Olga Demidova
Analysis of the external shocks impact on the behavior of agents with limited expectations: The case of Russian economy pp. 97-120: Leonid Serkov and Sergey Krasnykh
Estimation of Gaussian multinomial endogenous switching model pp. 121-143: Elena Kossova and Bogdan Potanin

On decrease in oil price elasticity of GDP and investment in Russia pp. 5-24: Andrey Polbin and Anton Skrobotov
Assessment of inflation expectations based on internet data pp. 25-38: Diana Petrova
Estimating the impact of terms of trade news shocks on the Russian economy pp. 39-67: Deni Sugaipov
Price multifractality and informational efficiency in the futures markets of the US soybean complex pp. 68-84: Panos Fousekis and Dimitra Tzaferi
Portfolio performance under dynamic systematic risk and conditional betas: The South African unit trust market pp. 85-98: Bwalya Kalima and Thabo Gopane
Relative wage as a determinant of pay satisfaction in Russia pp. 99-117: Anastasia Dubnovitskaya and Kirill Furmanov
Health determinants and the reporting heterogeneity bias in Russia: Anchoring vignettes approach pp. 118-143: Yulia Raskina, Olga Podkorytova and Ruslan Kuchakov

Determinants of short-term rental prices in the sharing economy: The case of Airbnb in Moscow pp. 5-28: Ekaterina Bobrovskaya and Andrey Polbin
The impact of the EAEU common labor market on well-being of households of migrants: The case of Armenia pp. 29-44: Irina Denisova, Valeriia Oksinenko and Olga Chudinovskikh
Value of statistical life in Russia: Estimates based on panel microdata for 2010–2020 pp. 45-64: Ekaterina Zubova
Stock market and cryptocurrency market volatility pp. 65-76: Vyacheslav Manevich, Anatoly Peresetsky and Polina Pogorelova
Forecasting the Value-at-Risk of energy commodities: A comparison of models and alternative distribution functions pp. 77-101: Raphael Amaro, Carlos Pinho and Mara Madaleno
Spatial analysis of determinants affecting+ the total number of Covid-19 cases of provinces in Turkey pp. 102-116: Serkan Cahit Dinç and Necati Alp Erilli
Modeling COVID-19 spread in the Russian Federation using global VAR approach pp. 117-138: Andrei Zubarev and Maria Kirillova

A study on spatial autocorrelation: Case of Russian regional inflation pp. 5-22: Andrew Kirillov
Estimating intertemporal elasticity of substitution of labor supply for married women in Russia pp. 23-48: Alexey Zamnius and Andrey Polbin
Who is satisfied with their pay? Evidence from the Russian Longitudinal Monitoring Survey pp. 49-69: Anastasia Dubnovitskaya
Measuring heterogeneity with fixed effect quantile regression: Long panels and short panels pp. 70-82: Galina Besstremyannaya and Sergei Golovan
Structural breaks in cointegration models: Multivariate case pp. 83-106: Anton Skrobotov
Methods of spatial econometrics and evaluation of government programs effectiveness pp. 107-134: Olga Demidova

The importance of modeling structural breaks in forecasting Russian GDP pp. 5-29: Nikita Fokin
The impact of macroeconomic and oil shocks on India’s non-ferrous metal prices: A structural-VAR approach pp. 30-50: Kshitij Abhay Kakade and Aswini Mishra
Transport infrastructure and geography of regional export in Russia pp. 51-75: Dina Salimova and Yuriy Ponomarev
The influence of investors’ expectations on oil prices pp. 76-90: Bogdan Potanin and Juri Trifonov
Technical efficiency trends of Russian firms in 2013–2018 pp. 91-116: Anna Tsvetkova
Structural breaks in cointegration models pp. 117-141: Anton Skrobotov

Gender wage gap decomposition methods: Comparative analysis pp. 5-31: Sergey Roshchin and Natalya Yemelina
What keeps public sector workers in low-paid jobs? The role of self-selection and non-cognitive skills in explaining the public-private wage gap pp. 32-53: Anna Lukyanova
A cross-sectoral analysis of the relation between labor productivity and labor compensation in the European Union pp. 54-65: Achille Fofack and Serge Temkeng
The difference in tax evasion amount among various taxpayers’ groups in Russia pp. 66-84: Sergei Belev, Konstantin Vekerle and Anastasiia Evdokimova
Influence of some ARFIMA model parameters on the accuracy of financial time series forecasting pp. 85-100: Robert Garafutdinov
Corporate governance and information openness in Russian NGOs pp. 101-124: Dmitry Malakhov and Lev Yakobson
Fatherhood, marriage and male labor market outcomes pp. 125-143: Elena Kotyrlo and Ilya Bulgakov

Analysis of the spatial features of regional power consumption in the Russian Federation pp. 5-27: Mikhail Petrov, Leonid Serkov and Konstantin Kozhov
On the applicability of dynamic factor models for forecasting real GDP growth in Armenia pp. 28-46: Karen Poghosyan and Ruben Poghosyan
Type I error of t-tests from the simple moving average technical trading rules pp. 47-61: Louie Ren and Peter Ren
Approaches to measuring the shadow price of individual wage mobility channels pp. 62-88: Vladimir Karacharovskiy and Elena Vakulenko
Measuring income opportunity inequality: A structural review and meta-analysis pp. 89-109: Zulfiya Ibragimova and Marina Frants
Was there ever a shift: Empirical analysis of structural-shift tests for return volatility pp. 110-139: Andreï Kostyrka and Dmitry Malakhov