Contact information of Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ris:apltrx. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Anatoly Peresetsky (email available below). General contact details of provider: http://appliedeconometrics.cemi.rssi.ru/ .
Content
2014, Volume 35, Issue 3
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
- 3-23 Models for the External Support Component of Moody's Bank Ratings
by Peresetsky, Anatoly
- 24-38 Development and Application of Econometric Models for Forecasting and Analysis of Monetary Policy Scenarios
by Malugin, Vladimir & Demidenko , Mikhail & Kalechits, Dmitry & Miksjuk , Alexei & Tsukarev , Taras
- 39-46 Econometric and Statistical Estimates of Investments into Fixed Capital in Russian Regions
by Mitsek, Sergey & Mitsek, Elena
- 47-56 Analysis of Effectiveness of Water-Ecological Management under Conditions of Intensive Anthropogenic Loading
by Kopnova , Elena & Rosental , Oleg
- 57-73 Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel
by Zakharov, Alexei & Fantazzini, Dean
- 74-99 On Measurement of the Average Unemployment Duration using Russian Longitudinal Monitoring Survey data
by Furmanov, Kirill
- 100-127 Econometric Analysis of Financial Data in Risk Management
by Fantazzini , Dean
2009, Volume 13, Issue 1
- 3-36 Interest Rate Risk Management Based on Copula-GARCH Models
by Penikas, Henry & Simakova, Varvara
- 37-49 Influence of Endogenous Characteristics of Russian Fuel-and-Energy and Metallurgical Companies on their International Financing Operational Factors
by Teslya, Elena & Alexeyeva, Nina & Gracheva, Polina
- 50-69 Analytical and Computational Study of Economic Dynamical Processes by Methods of Wave Dynamics
by Bagdoev, Alexsander & Vardanyan, Sedrak & Karapetyan, Diana & Martirosyan, Hegnar
- 70-88 Modeling Dynamics of Oil Prices under Different Regimes of Oil Market Development
by Varshavsky , Leonid
- 89-104 Statistical Analysis of Inflationary Processes in Manufacturing Sectors of American Economy, 1959-1996
by Slutskin, Lev
- 105-138 Credit Risk Management (Cont.)
by Fantazzini , Dean
2008, Volume 12, Issue 4
2008, Volume 11, Issue 3
2008, Volume 10, Issue 2
- 3-10 An Analysis of the Assets Distribution of Russian Banks
by Andreev, Anton
- 11-20 A Methodological Analysis of Complex Dynamics of Grain Prices
by Bodrikov, Dmitry
- 21-43 An Econometric Macroeconomic Model for Analysis and Forecasting of Key Indicators of the Belarusian Economy
by Kravtsov, Mikhail & Burdyka, Mikalai & Haspadarets, Burdyka & Shynkevich, Natallia & Kartun, Andrei
- 44-64 Graphical Models of Structural Relations between Variables and their Application to Russian Regions (Part One)
by Weinberg Allen, Anna
- 65-74 An Assessment of the Impact of Workers’ Education on their Earnings in Russian Regions
by Koritskiy, Alexey
- 75-90 A Spatial Voting Model of Russia
by Zakharov, Alexei
- 91-137 An Econometric Analysis of Financial Data in Risk Management
by Fantazzini, Dean
2008, Volume 9, Issue 1
2007, Volume 8, Issue 4
- 3-17 Assessment of Multivariate Financial Risks of a Stock Share Portfolio
by Kritski, Oleg & Ulyanova, Marina
- 18-26 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 Investment Risk
by Stikhova , Olga
- 27-41 Estimation of Measures Directed at Management of Factors of Production Inefficiency
by Aivazian, Sergei & Afanasiev, Mikhail
- 45-54 Descriptive Analysis of Matrix-Valued Time-Series
by Antille, Gerard
- 55-66 D-optimal Design for Polynomial Regression: Choice of Degree and Robustness
by Antille, Gerard & Weinberg Allen, Anna
- 67-80 Equity and Health
by Gaillard, Gabrielle
- 81-102 Econometric Modeling and Analysis of Residential Water Demand Based on Unbalanced Panel Data
by Carlevaro, Fabrizio & Schlesser, C. & Binet , M. E. & Paul, M.
- 103-124 Econometric Modeling and Analysis of Residential Water Demand Based on Unbalanced Panel Data
by Carlevaro, Fabrizio & Schlesser, C. & Binet, M. E. & Durand, S. & Paul, M.
- 103-124 Alternative Methodologies for Social Assessment of Environmental Projects
by Gonzalez, Cristian
- 125-132 A Guide to Modern Econometrics
by Verbeek, Marno
2007, Volume 7, Issue 3
Printed from https://ideas.repec.org/s/ris/apltrx2.html