Applied Econometrics

2006 - 2024

Current editor(s): Anatoly Peresetsky

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Everything you always wanted to know about bitcoin modelling but were afraid to ask. I pp. 5-24: Dean Fantazzini, Erik Nigmatullin, Vera Sukhanovskaya and Sergey Ivliev
Does India have a stable demand for money function after reforms? A macroeconometric analysis pp. 25-37: Nitin Arora and OsatiEraghi Asghar
Electric power generation and GDP in Russia: Cointegration analysis pp. 38-49: Roman Arkhipov and Pavel Katyshev
The impact of disability status on labor supply in Russia pp. 50-74: Anna Demianova and Anna Lukiyanova
The influence of services trade liberalization on service flows and industry productivity in CIS countries and Russia pp. 75-99: Alexander Knobel
Citation of scholars in co-authorship network: Analysis of Google Scholar data pp. 100-118: Nataliya Matveeva and Oleg Poldin
Do secrets come out? Statistical evaluation of student cheating pp. 119-130: Ekaterina Borisova and Anatoly Peresetsky

Time-distributed difference-in-differences approach: The case of wage returns to training pp. 5-28: Andrey Aistov and Ekaterina Aleksandrova
Using spatial econometric models for regional unemployment forecasting pp. 29-51: Elena Semerikova and Olga Demidova
The earning differential between natives and individuals with immigrant background in Russia: The role of ethnicity pp. 52-72: Evgeniya Polyakova and Larisa Smirnykh
By connection or by competition? Decentralization of decision-making and hiring strategies at Russian firms pp. 73-95: Irina Levina
Bank lending channel in Russia: A TVP-FAVAR approach pp. 96-117: Olga Borzykh
BVAR mapping pp. 118-141: Boris Demeshev and Oxana Malakhovskaya

Technical efficiency as a factor of Russian industrial companies’ risks of financial distress pp. 05-29: Anastasia Mogilat and Irina Ipatova
Joint distribution of stock indices: Methodological aspects of construction and selection of copula models pp. 30-53: Alexander Knyazev, Oleg Lepekhin and Arkady Shemyakin
The Deaton–Paxson paradox in the consumption of Russian households pp. 54-74: Ekaterina Berendeeva and Tatiana Ratnikova
Empirical analysis of out-of-pocket expenditures on medicine in Russia pp. 75-99: Liudmila Zasimova and Elena Kossova
Bayesian binomial zero-coupon bonds model pp. 100-120: Rostislav Bogomolov and Vladimir Khametov
Estimating the means and the covariances of fuzzy random variables pp. 121-138: Alexey Shvedov

Threshold effects of inflation on economic growth in selected African regional economic communities: Evidence from a dynamic panel threshold modeling pp. 5-23: Arcade Ndoricimpa, Nehemiah Osoro and Asmerom Kidane
Clustering methodology of the Russian Federation regions with account of sectoral structure of GRP pp. 24-46: Sergey Aivazian, Mikhail Afanasiev and Alexander Kudrov
The elasticity of labor supply in Russia pp. 47-61: Alexander Larin, Andrey Maksimov and Daria Chernova
The influence of quantity and age of children on working women’ salaries pp. 62-77: Olga Kadreva
Space-time dynamics of fertility and commuting pp. 78-95: Elena Kotyrlo
Forecasting of the global migration situation based on the analysis of net migration in the countries pp. 96-122: Marina Lifshits
Modeling mortgage survival pp. 123-143: Ekaterina Rumyantseva and Kirill Furmanov

Effect of health on labor supply of elderly pp. 6-27: Victor Lyashok and Sergey Roshchin
Analysis of the relationship between regional labour markets in Russia using Okun’s model pp. 28-48: Elena Vakulenko
An empirical analysis of students’ friendship ties formation pp. 49-63: Ekaterina Krekhovets and Oleg Poldin
Age characteristics of the happy life in Russia and Europe: The econometric approach pp. 64-83: Lilia Rodionova
Dynamic optimization of an investment portfolio on European stock markets using pair copulas pp. 84-105: Isuf Atskanov
The estimation of the competitiveness of SME financing programs of development banks in Russia pp. 106-128: Anna Bakaykina
Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability pp. 129-141: Lev Slutskin

Inflation, output growth and their uncertainties in South Africa: Empirical evidence from an asymmetric multivariate GARCH-M model pp. 5-17: Arcade Ndoricimpa
Microeconomic modification of an industry-wide Boone indicator: Market power of Russian banks revisited pp. 18-44: Mikhail Mamonov
The effect of clubs’ bargaining power on football player’s transfer value pp. 45-64: Denis Orlov
Underwriting cycle in Russia and macroeconomic indicators pp. 65-83: Ilya Tetin
Statistical analysis of variable-structure models pp. 84-105: Sergey Aivazian, Alexander Bereznyatskiy, Boris Brodsky and Boris Darkhovsky
Co-integration and error correction: Representation, estimation, and testing pp. 106-135: Robert Engle and Clive Granger

Measuring the effect of health insurance companies on the quality of healthcare systems with kernel and parametric regressions pp. 3-20: Galina Besstremyannaya
The dynamics of total factor productivity and its components: Russian plastic production pp. 21-40: Irina Ipatova
Bayesian estimation of monetary policy in Russia pp. 41-63: Rodion Lomivorotov
The impact of public R&D policy on business-funded R&D (case of OECD countries) pp. 64-82: Svetlana Balashova
Drivers of innovation activity of manufacturing enterprises in Russia pp. 83-110: Grigorii Teplykh
Specification tests in econometrics pp. 112-134: Jerry Hausman

Entrepreneurial activity and economic development: The shape of the relationship pp. 3-26: Alexander Larin and Elena Tarunina
Effects of imports on technical efficiency in Russian food industry pp. 27-42: Yevhenii Shchetynin
Estimation of effects of transport accessibility on housing prices pp. 43-56: Aleksandra Sidorovykh
Estimation of skill of Russian mutual fund managers pp. 57-66: Petr Parshakov
Investigation of demand for the foreign workforce in Russian regions using applications for quotas pp. 67-86: Elena Vakulenko and Roman Leukhin
On endogeneity of consumer expenditures in the estimation of households demand system pp. 87-106: Anastasiia Timofeeva
The dynamics of investment in pre-entry coaching and the returns from private tutoring among university applicants in Russia pp. 107-124: Ilya Prakhov
Fast methods for jackknifing inequality indices pp. 125-138: Lynn Karoly and Carsten Schröder