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Content
2016, Volume 43
- 118-141 BVAR mapping
by Demeshev, Boris & Malakhovskaya, Oxana
2016, Volume 42
- 05-29 Technical efficiency as a factor of Russian industrial companies’ risks of financial distress
by Mogilat , Anastasia & Ipatova, Irina
- 30-53 Joint distribution of stock indices: Methodological aspects of construction and selection of copula models
by Knyazev, Alexander & Lepekhin, Oleg & Shemyakin, Arkady
- 54-74 The Deaton–Paxson paradox in the consumption of Russian households
by Berendeeva, Ekaterina & Ratnikova, Tatiana
- 75-99 Empirical analysis of out-of-pocket expenditures on medicine in Russia
by Zasimova, Liudmila & Kossova, Elena
- 100-120 Bayesian binomial zero-coupon bonds model
by Bogomolov, Rostislav & Khametov, Vladimir
- 121-138 Estimating the means and the covariances of fuzzy random variables
by Shvedov, Alexey
2016, Volume 41
- 5-23 Threshold effects of inflation on economic growth in selected African regional economic communities: Evidence from a dynamic panel threshold modeling
by Ndoricimpa, Arcade & Osoro, Nehemiah & Kidane, Asmerom
- 24-46 Clustering methodology of the Russian Federation regions with account of sectoral structure of GRP
by Aivazian, Sergei & Afanasiev, Mikhail & Kudrov, Alexander
- 47-61 The elasticity of labor supply in Russia
by Larin, Alexander & Maksimov, Andrey & Chernova, Daria
- 62-77 The influence of quantity and age of children on working women’ salaries
by Kadreva, Olga
- 78-95 Space-time dynamics of fertility and commuting
by Kotyrlo, Elena
- 96-122 Forecasting of the global migration situation based on the analysis of net migration in the countries
by Lifshits, Marina
- 123-143 Modeling mortgage survival
by Rumyantseva, Ekaterina & Furmanov, Kirill
2015, Volume 40, Issue 4
2015, Volume 39, Issue 3
- 5-17 Inflation, output growth and their uncertainties in South Africa: Empirical evidence from an asymmetric multivariate GARCH-M model
by Ndoricimpa, Arcade
- 18-44 Microeconomic modification of an industry-wide Boone indicator: Market power of Russian banks revisited
by Mamonov, Mikhail
- 45-64 The effect of clubs’ bargaining power on football player’s transfer value
by Orlov, Denis
- 65-83 Underwriting cycle in Russia and macroeconomic indicators
by Tetin, Ilya
- 84-105 Statistical analysis of variable-structure models
by Aivazian, Sergey & Bereznyatskiy, Alexander & Brodsky, Boris & Darkhovsky, Boris
- 106-135 Co-integration and error correction: Representation, estimation, and testing
by Engle, Robert & Granger, Clive
2015, Volume 38, Issue 2
2015, Volume 37, Issue 1
- 3-26 Entrepreneurial activity and economic development: The shape of the relationship
by Larin, Alexander & Tarunina, Elena
- 27-42 Effects of imports on technical efficiency in Russian food industry
by Shchetynin, Yevhenii
- 43-56 Estimation of effects of transport accessibility on housing prices
by Sidorovykh, Aleksandra
- 57-66 Estimation of skill of Russian mutual fund managers
by Parshakov, Petr
- 67-86 Investigation of demand for the foreign workforce in Russian regions using applications for quotas
by Vakulenko, Elena & Leukhin, Roman
- 87-106 On endogeneity of consumer expenditures in the estimation of households demand system
by Timofeeva, Anastasiia
- 107-124 The dynamics of investment in pre-entry coaching and the returns from private tutoring among university applicants in Russia
by Prakhov, Ilya
- 125-138 Fast methods for jackknifing inequality indices
by Karoly, Lynn & Schröder, Carsten
2014, Volume 36, Issue 4
- 3-31 How much monetary policy rules do we need to estimate DSGE model for Russia?
by Shulgin, Andrei
- 32-60 Dutch disease in Russian and Armenian economies
by Aivazian, Sergei & Bereznyatskiy, Alexander & Brodsky, Boris
- 61-78 Is it possible to break the «curse of dimensionality»? Spatial specifications of multivariate volatility models
by Lakshina, Valeriya
- 79-87 The model of volatility of the exchange rate (RUR/USD), based on the fractal characteristics of time series
by Putko, Boris & Didenko, Alexander & Dubovikov, Mikhail
- 88-101 Study of the relationship between innovation and export activity of Russian firms
by Arkhipova, Marina & Aleksandrova, Elena
- 102-117 Econometric cross-country analysis of the living population social comfort
by Leshchaykina, Marina
- 118-132 Comparing quality of admission to universities by the results of olympiads and unified state exams scores
by Poldin, Oleg & Silaeva, Vera & Silaev, Andrey
2014, Volume 35, Issue 3
- 3-17 Estimation of mortgage lending credit risk
by Lozinskaya, Agatha & Ozhegov, Evgeniy
- 18-38 Investment portfolio risk modelling based on hierarchical copulas
by Penikas, Henry
- 39-58 Autocorrelation in the global stochastic trend
by Durdyev, Ruslan & Peresetsky, Anatoly
- 59-85 The construction of hedonic price indices for fauvists’ paintings
by Zhitkov, Konstantin & Ratnikova, Tatiana
- 86-106 Unemployed and out of the labor force: What is the difference? Modeling the probability of finding a job
by Furmanov, Kirill & Shelkovnikova, Irina
- 107-132 Unemployment in East and West Germany: Spatial panel data analysis
by Semerikova, Elena
2014, Volume 34, Issue 2
- 3-18 Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation
by Aivazian, Sergei & Afanasiev, Mikhail & Rudenko, Victoria
- 19-35 Spatial-autoregressive model for the two groups of related regions (eastern and western parts of Russia)
by Demidova, Olga
- 36-55 Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests
by Omay, Tolga & Hasanov, Mübariz & Uçar, Nuri
- 56-79 Individual returns to training: Evidence from Russian firm
by Aistov, Andrey & Aleksandrova, Ekaterina
- 80-94 Student’s social ties and the choice of specialization
by Valeeva, Dilyara & Poldin, Oleg & Yudkevich, Maria
- 95-119 Understanding individual attitudes towards ban on smoking in public places
by Zasimova, Liudmila & Kossova, Elena & Ryazanova, Marina
- 120-136 Comparing «Realized volatility» models in the VaR calculation for the Russian equity market
by Shcherba, Alexandr
2014, Volume 33, Issue 1
- 3-29 Econometric estimation of a structural macroeconomic model for the Russian economy
by Polbin, Andrey
- 30-50 Efficiency of investment stimulation methods in a timber industry complex: An econometric research
by Lapo, Valentina
- 51-70 The impact of the on-the-job training on Russian worker’s salary: The effect of abilities approach
by Travkin, Pavel
- 71-89 Modeling the relationship between subjective economic well-being of citizens and their support for the welfare state institutions in the EU member countries
by Salnikova, Daria
- 90-110 The copula based on multivariate t-distribution with vector of degrees of freedom
by Balaev, Alexey
- 111-123 Oscillatory components in the bell-shaped curves of the product life cycle modeling tool
by Semenychev, Valery & Kurkin, Eugene & Semenychev, Eugene & Danilova, Anastasia
- 125-132 A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
by Newey, Whitney & West, Kenneth
2013, Volume 32, Issue 4
- 3-28 The impact of informality on earnings inequality: Unconditional quantile regressions
by Lukiyanova, Anna
- 29-44 Consumption dynamics in Russia: Estimates on microdata
by Larin, Alexander & Novak, Anna & Khvostova, Irina
- 45-70 Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020)
by Penikas, Henry & Savelyeva, Alina
- 71-92 Technical efficiency of Russian plastic and rubber production firms
by Ipatova, Irina & Peresetsky, Аnatoly
- 93-109 Econometric persistence in innovation and analysis of the patent activity of Russian companies
by Kaneva, Maria
- 110-133 Pair copula constructions in portfolio optimization ploblem
by Travkin, Alexandr
2013, Volume 31, Issue 3
- 7-31 Macroeconometric modeling of Russian and Armenian economies. II. Aggregated macroeconometric models of the national economies of Russia and Armenia
by Aivazian, Sergey & Brodsky , Boris & Sandoyan, Edward & Voskanyan, Mariam & Manukyan, David
- 32-51 The influence of migration and natural reproduction of labor force upon economic growth in the countries of the world
by Lifshits, Marina
- 52-78 Explaining subjective well-being: The role of victimization, trust, health, and social norms
by Douhou, Salima & Van Soest, Arthur
- 79-98 Econometric analysis of the effect of marital status change on wages in Russia
by Rodionova, Lilia
- 99-114 Marital wage gap
by Aistov, Andrey
- 115-126 Trend analysis of water use at the metallurgical enterprises of Sverdlovsk region
by Kopnova, Elena
- 129-137 Sample selection bias as a specification error
by Heckman, James
2013, Volume 30, Issue 2
- 3-25 Macroeconometric modeling of the Russian and Armenian economy. I. Peculiarities of macroeconomic situation and theoretical description of dynamic models
by Aivazian, Sergey & Brodsky, Boris & Sandoyan, Edward & Voskanyan, Mariam & Manukyan, David
- 26-48 The economy of Russia in multipolar world
by Lapo, Valentina
- 49-64 Modeling reasons for Russian bank license withdrawal: Unaccounted factors
by Peresetsky, Anatoly
- 65-76 Econometric modeling risk of consumer loans
by Nivorozhkina, Ludmila & Ovcharova, Lilia & Sinyavskaya, Tatiana
- 77-92 Stress indicator construction for internal money market
by Isakov , Alexander
- 93-114 Russian Unified National Exams (UNE) and academic performance of ICEF HSE students
by Zamkov, Oleg & Peresetsky, Anatoly
- 115-137 Studying dynamics of indicators of nuclear power stations exploitation (the case of US nuclear power stations)
by Varshavsky, Leonid
2013, Volume 29, Issue 1
- 3-28 Problem of orphanhood in Russia: Analysis of cultural, economic and political aspects
by Levina, Irina
- 29-44 Human capital estimation in professional football
by Polyakov, Konstantin & Zhukova, Ludmila
- 45-66 A copula-based approach to portfolio credit risk modeling
by Bologov , Yaroslav
- 67-81 Empirical analysis of Russian commercial banks growth dynamics
by Kontsevoy, Denis
- 82-96 Using news analytics data in GARCH models
by Sidorov, Sergei & Date, Paresh & Balash, Vladimir
- 97-116 The determinants of the distribution of foreign direct investment in Russian food industry companies
by Gladysheva, Anna & Ratnikova, Tatiana
- 117-131 Survey on statistical inferences in weakly-identified instrumental variable models
by Mikusheva, Anna
2012, Volume 28, Issue 4
- 3-22 Income and health care utilization among the 50+ in Europe and the US
by Majo, Maria Cristina & van Soest, Arthur
- 23-34 The European residents' attitude towards immigrants: A comparative analysis based on the ESS data
by Demidova, Olga
- 35-62 Optimization of portfolio management based on vector autoregression models and multivariate volatility models
by Habrov, Vladimir
- 63-84 Effects of fixed capital investments on technical efficiency in food industry
by Shchetynin, Yevhenii & Nazrullaeva, Eugenia
- 85-112 The impact of market power of Russian banks on their credit risk tolerance: A panel study
by Mamonov, Mikhail
- 113-123 Ecological factors and the price of Moscow apartments
by Katyshev, Pavel & Khakimova, Yulia
- 124-137 A new approach to construction of objective priors: Hellinger information
by Shemyakin, Arkady
2012, Volume 27, Issue 3
- 3-19 The role of the timeline in Granger causality test in the presence of daily data non-synchronism
by Grigoryev, Ruslan & Jaffry, Shabbar & Marchenko, German
- 20-35 Market risk valuation modeling for the European countries at the financial crisis of 2008
by Shcherba, Alexandr
- 36-69 Some specification aspects for three-factor models of a company's production potential taking into account intellectual capital
by Aivazian, Sergei & Afanasiev, Mikhail & Rudenko, Victoria
- 70-85 The expected influence of Russian and foreign mergers on competition in metal industry 1999–2011
by Tsytsulina, Dina
- 86-108 The unified state examination and the determinants of academic achievement: Does investment in pre-entry coaching matter?
by Prakhov, Ilya
- 109-114 Copulas of a special form and their application to the analysis of the financial market
by Bronshtein, Efim & Zinurova, Anna
- 115-132 Assessment of probabilistic forecasts: Proper scoring rules and moments
by Tsyplakov, Alexander
2012, Volume 26, Issue 2
- 3-16 Peer effects in exogenously formed student groups
by Androushchak, Gregory & Poldin, Oleg & Yudkevich, Maria
- 17-36 Informal employment and happiness: Model with endogenous regressors
by Aistov, Andrey & Larin, Alexander & Leonova, Lyudmila
- 37-52 Attitudes towards inclusive education in Russia
by Gorban , Maria
- 53-61 Econometric modeling of determinants of marital partnership form
by Arzhenovskiy, Sergey & Dudkina, Anna
- 62-91 Health and job search in Russia
by Furmanov, Kirill & Chernysheva, Irina
- 92-112 Investigation of the consequences of ignoring daily data non-synchronism in cross-market linkages: BRIC and developed countries
by Grigoryev, Ruslan & Jaffry, Shabbar & Marchenko, German
- 113-130 Basics of copula’s theory
by Blagoveschensky, Yury
2012, Volume 25, Issue 1
- 3-24 Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction
by Frolova, Elvina & Fantazzini, Dean
- 25-50 Migration in Russian cities: Econometric analysis
by Vakulenko, Elena
- 51-69 Quasi-fixed inputs in the Italian manufacturing: The case of the pharmaceutical industry
by Carbonari, Lorenzo
- 70-94 The impact of smoking intensity on wages in Russia
by Ermakov, Stepan
- 95-114 Data frequency and mutual fund performance measures
by Semushin, Anton & Parshakov, Petr
- 115-121 Interval estimation of the parameter of the exponential growth in the short time series: Dynamics of the tumor marker
by Poutko, Boris & Fedorova, Natalya
- 122-137 Identification of product life cycle models by autoregression–moving average models and Groebner’s bases
by Semenychev, Valery & Kurkin, Eugen & Semenychev , Eugene
2011, Volume 24, Issue 4
2011, Volume 23, Issue 3
- 3-12 Scientometric approach to nanotechnology
by Terekhov, Alexander
- 13-40 An approach to ratings mapping
by Aivazian, Sergey & Golovan, Sergey & Karminsky, Alexander & Peresetsky, Anatoly
- 41-56 Russian USE and olympiads as instruments for university admission selection
by Peresetsky, Anatoly & Davtian, Misak
- 57-78 Analysis of two main university rankings
by Varshavsky, Alexander & Komkina, Tatiana
- 79-97 Multivariate skewed t-distribution with degrees of freedom vector and its application to financial modeling
by Balaev , Alexey
- 98-132 Analysis of multidimensional probability distributions with copula functions. II
by Fantazzini, Dean
2011, Volume 22, Issue 2
- 3-21 Copula-Based Price Risk Hedging Models
by Penikas, Henry
- 22-31 Estimation of the interdependence of time series of stocks prices based on copula
by Bronshtein , Efim & Prokudina, Elena & Gerasimova, Anna & Dubinskaya, Ksenya
- 32-47 Statistical analysis of the influence of drinking water quality on population’s health in the regions of Russia
by Bakumenko, Ludmila & Korotkov, Peter
- 48-61 Stochastic methods of data analysis of marketing and social surveys
by Cherepanov, Evgeny
- 62-77 A spatial econometric analysis of the housing market
by Balash, Olga & Balash, Vladimir & Harlamov, Alexander
- 78-92 Nonparametric analysis of stochastic systems with nonlinear functional heterogeneity
by Malugin, Vladimir & Vasilkov, Mikhail
- 93-97 Determination of the nature of growth of the main trends of time series in small quantity of observations
by Poutko, Boris
- 98-134 Analysis of multidimensional probability distributions with copula functions
by Fantazzini, Dean
2011, Volume 21, Issue 1
- 3-15 Variance reduction methods at the pricing of weather options
by Raimova, Gulnora
- 16-34 Quality of VAT administration in OECD countries and Russia
by Knobel, Alexander & Sinelnikov-Murylev, Sergey & Sokolov, Iliya
- 35-55 Modeling registered migration flows between regions of the Russian Federation
by Vakulenko, Elena & Mkrtchyan , Nikita & Furmanov, Kirill
- 56-69 Predicting success in college on the basis of the results of unified national exam
by Poldin, Oleg
- 70-96 Research of higher engineering education quality on the base of students Interviewing data by nonlinear principal components analysis (NLPCA)
by Isakin, Maksim & Teplykh, Grigory
- 97-113 Econometric analysis of the demand for the incoming tourism in Russia
by Bednova, Maria & Ratnikova, Tatiana
- 114-132 Modeling of public trust in basic social and political institutions: A comparative econometric analysis
by Demidova, Olga
2010, Volume 20, Issue 4
2010, Volume 19, Issue 3
- 3-8 The smoothing of financial markets indices time series with polygonal numbers method
by Agranovich, Yury & Kontsevaya, Natalya & Khatskevich, Vladimir
- 9-22 Impact of exchange rate on prices in the presence of structural breaks
by Kadyrov, Maxim
- 23-37 Russian stock market in the period of world crisis 2008-2009
by Lukashin, Ivan
- 38-61 Modeling the relationship between investment processes and costs structure applied to Russian economic activities in 2005-2009
by Nazrullaeva, Eugenia
- 62-90 Comparison of objectivistic and subjectivist approaches to measurement of synthetic la-tent categories of Quality of Life of the population: results of the empirical analysis of Russian data
by Volkova, Maria
- 91-100 Forecast of facilities stock for the consequences elimination of the anthropogenic accidents
by Mkhitaryan, Vladimir & Shishov, Vladimir & Kozlov, Andrey
- 101-111 Modeling a response function to frequency of advertising
by Lutoshkin, Igor
- 112-126 Drop in consumption associated with retirement. The regression discontinuity design approach
by Nivorozhkina, Ludmila & Nivorozhkin, Anton & Abazieva, Kamilla
- 127-139 Minimax estimations in a method of principal components
by Kiselev, Nikolai
2010, Volume 18, Issue 2
- 3-19 Spatial concentration of production and investor expectations: the analysis of branch attraction of investments into regions
by Lapo, Valentina
- 20-31 Optimal problem and econometric estimates of investment from profit in Russian economy
by Mitsek, Sergey & Mitsek, Elena
- 32-52 Net migration to Russia — Factors, prospects and conclusions for migration policy
by Lifshits, Marina
- 53-77 Level of alcohol consumption and worker’s labor market position. Multivariate probit model approach
by Kim, Vitally
- 78-89 Estimating the innovations impact on country’s economic welfare
by Borisova, Ekaterina Yu.
- 90-100 Economic analysis of environmental management of fishery resources
by Kopnova, Elena & Rosental, Oleg
- 101-110 Tendencies of changing of the mutual life insurance companies’ activity
by Logvinova, Irina
- 111-122 Mobile telecommunications’ diffusion in Russia
by Rachinskiy, Andrey
- 123-139 Smooth monotonous functions reconstruction
by Smolyak , Sergey
2010, Volume 17, Issue 1
2009, Volume 16, Issue 4
- 3-15 Detection of Structural Breaks in Copula Models
by Brodsky, Boris & Penikas, Henry & Safaryan, Irina
- 16-33 Methods of Evaluating the Liquidity Level for the Banking Sector
by Gambarov, Georgy & Rumyantsev, Evgeny
- 34-45 Special Features of the World System Long-Term Economic Dynamics: Analysis of the Statistical Data
by Kirilyuk, Igor & Malkov, Sergey & Malkov, Artemy
- 46-59 Economic Efficiency Estimation of Banks’ Activities Directed at Loans Products Advertisement
by Aivazian , Sergei & Afanasiev , Mikhail & Afanasyev, Alexander
- 60-84 Sources of Income as a Factor of Interregional Social Economic Differentiation of the Russia’s Population (1995-2007)
by Gerasimova, Irina
- 85-115 Analysis of Net Migration Factors as the Basis for an Optimal Migration Policy
by Lifshits, Marina
- 116-133 Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations
by Varshavsky, Alexander
2009, Volume 15, Issue 3
- 3-15 Application of Statistical Methods and Neural Networks to Analysis of Factors of Small Business Development (the Case of China)
by Egorova, Natalya & Bakhtizin, Albert & Xuan, Yang
- 16-22 Inflation and Stock Market: CPI and S&P
by Mayevsky, Vladimir & Slutskin, Lev
- 23-42 Intensity of Russian Companies’ Mergers & Acquisitions (M&A) Processes, 2001-2004: Econometric Estimation
by Musatova, Maria
- 43-55 Estimation of the Economic Efficiency of a Shift to the Achievable Production Potential
by Aivazian, Sergei & Afanasiev, Mikhail
- 56-71 Identification and Forecast of Generalized Indicators of Regional Economic System Development
by Ketova, Karolina & Rusiak, Ivan
- 72-93 Overweight: What Are its Costs and What Could Be Done?
by Kolosnitsyna, Marina & Berdnikova, Arina
- 94-138 Volatility Models: from Conditional Heteroscedasticity to Cascades at Multiple Horizons
by Subbotin, Alexandre
2009, Volume 14, Issue 2
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