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Russian Presidential Academy of National Economy and Public Administration (RANEPA)

Applied Econometrics

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Web page: http://appliedeconometrics.cemi.rssi.ru/

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Series handle: RePEc:ris:apltrx

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Content

2008, Volume 10, Issue 2

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

3-22 Models of Decision Choices of the Tax-Paying Scheme for a Small Enterprise
by Yegorova, Natalya & Khromov, Ivan
23-57 Endogenous (De)Centralization and the Russian Federalism
by Libman, Alexander
58-72 A Method of Constructing Integrated Structures in the High-Tech Production Complex
by Lavrinov, Gennadiy & Chrustalev, Oleg
73-92 An Integrated Estimate of the Quality and Degree of Ecological Sustainability of the Region Environment (Case of the Mari El Republic)
by Bakumenko, Ludmila & Korotkov, Peter
93-130 Bayesian Methods in Econometrics
by Aivazian, Sergei

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

3-10 Structural Liquidity as the Indicator of Interest Rate Policy
by Gambarov, Georgy
11-26 Econometric Estimation of Credit Rating Transition Matrices
by Chizhova, Anna
27-43 An Adaptive System of Decision Making for Financial Markets
by Titov, Sergey
44-52 On Mathematical Models of Extreme Values Probabilities Mixtures
by Shchetinin, Eugene & Nazarenko, Kirill
53-65 On Consequences of Investing into Production of the Additional Income Generated by World Prices Growths on Raw Materials and Energy Resources
by Kolemajev, Vladimir
66-79 Econometric Estimation of the Wage Penalty for the Motherhood
by Arzhenovskiy, Sergey & Artamonova, Darya
80-94 A Mathematical Economic Model of the Manpower Resource Potential and Cost Characteristics of Demographic Losses
by Ketova, Karolina
95-118 Discovering Real (Homogenous) Social Groups in the Russian Society: Methods and Results
by Shkaratan, Ovsey & Yastrebov, Gordey
119-133 The Generalized Method of Moments
by Slutskin, Lev

2007, Volume 6, Issue 2

3-12 An Asymptotic Estimation of the Coefficients of the Stochastic Volatility Model
by Lisok, Helen & Kritskiy, Oleg
13-35 An Estimation of the Production Efficiency of Russian Industrial Firms
by Bessonova, Eugenia
36-59 A Stochastic Frontier Model of a Scientist’s Production Potential
by Afanasiev, Mikhail
60-80 The Economic Cost of Smoking: Differences in Wages between Smokers and Non-smokers in Russia
by Lokshin, Mikhail & Sajaia, Zurab
81-94 Corruption and Economic Development of Russia: A Regional Aspect
by Pushkarev, Oleg
95-125 A Construction of a Human Capital Indicator of Social Groups
by Smyslov, Dmitriy
126-135 Stability Tests for Linear Regression Models
by Slutskin , Lev

2007, Volume 5, Issue 1

3-19 Models of Banks Ratings
by Karminsky, Alexandr & Peresetsky, Anatoly
20-29 An Empirical Study of the Stability of Hurst Exponent Behavior Applied to Russian and American Stock Markets
by Zlotnik, Andrey
30-57 A Premium for a Degree in Engineering: An Estimation of Returns to the Field-Specific Education in Russia
by Denisova, Irina & Kartseva, Marina
75-100 An Individual’s Position in the Society: A Socio-Economic Approach
by Krelberg, Julia

2007, Volume 5

58-74 A Microanalysis of Fertility in Russia: The Role of Non-Economic Considerations
by Gorelkina, Olga

2006, Volume 4, Issue 4

3-17 The Equilibrium of USD/RUB Exchange Rate
by Ivanova, Sofia
18-48 The Russian Foreign Exchange Policy on the Wave of Crisis Cycle
by Shulgin, Andrey
49-61 The Spatial Distribution of the Total Monetary Income of the Russian Population: Tendencies and Factors of Dynamics (1995–2003)
by Gerasimova, Irina
62-73 Modification of the K-means Method with an Unknown Number of Classes
by Isakin , Maksim
74-89 A Model of the Production Potential with Managed Factors of Inefficiency
by Afanasiev, Mikhail
90-104 The Influence of the Ruble Real Exchange Rate on the Russian Economy
by Brodsky, Boris
105-134 Microsimulation Analysis of the Consequences of Monetization of Social Benefits in Russia
by Volchkova, Natalya & Lobanov , Sergey & Turdyeva, Natalia & Khaleeva, Julia & Yudaeva, Ksenia

2006, Volume 3, Issue 3

3-8 Efficiency model of Russian banks
by Pavlyuk, Dmitry
9-16 Cooperation Modeling in Processing Industries
by Archipova, Marina
17-67 Stability of Incomes Distribution in Modern Russia (1994–2004)
by Borodkin, Fridrich & Bragin, Vladimir & Shpack, Maria
68-77 Sampling Adjustment-Based Statistical Analysis of Influence of Consumer Characteris-tics on Electric Appliances Demand
by Mkhitaryan, Sergei & Senektutov, Aleksei
78-95 Statistical Research of Risks in Car Insurance
by Kornilov, Igor & Melnichenko, Egor
96-129 Vector Autoregression and Error Correction Models
by Bannikov, V.

2006, Volume 2, Issue 2

3-17 Factors Influencing the Efficiency of the Russian Banks Performance
by Golovan, Sergei
18-84 Measuring the Synthetic Categories of Quality of Life in a Region and Identification of Main Trends to Improve the Social and Economic Policy (Samara Region and its Constituent Territories)
by Aivazian, Sergei & Stepanov, Vladimir & Kozlova, Maria
85-111 Macroeconometric modeling: modern trends, problems, an example of the econometric model of the Russian economy
by Aivazian, Sergei & Brodsky, Boris
112-123 Analysis of the Medium-Term Trends of Inflation Processes in the Russian Economy
by Bagdasarov, Martiros & Bereznyatsky, Alexandr
124-139 On Building Economic Development Patterns for Russia and Belorussia on the Basis of LAM-3 Econometric Model
by Charemza, Wojciech & Makarova , Svetlana & Kharin, Yuriy & Malugin, Vladimir & Huryn , Aliaksandr & Raskina, Julia

2006, Volume 1, Issue 1

4-17 The Process of Forming Bank Credit and Deposit Portfolios
by Babikov, Vladimir
18-24 Application of Enterprises Monitoring Data in the Central Bank of Russia to Multiple Criteria Choice in Banking Crediting
by Starichkov, Michael
25-31 Integral Indicators of the Quality of Life of the Region Population as a Criterion of Efficiency of Socio-Economic Policy Conducted by the Region’s Administration
by Aivazian, Sergei & Isakin, Maxim
32-42 Seasonality Analysis of Budget Expenses Related to Regional Budget Balancing
by Makrushin, Aleksei & Popov, Sergey & Kuzmenko, Tatiana
43-54 Econometric Analysis of Enterprises Investment Activities Based on the Survey Data
by Marakueva, Maria
55-62 Econometric Analysis in the investment projects efficiency evaluation and property valuation theories
by Smolyak, Sergey
63-68 Modeling Company Activities by Econometric Methods
by Archipov, Vladimir & Archipova, Marina
69-74 Economic Summary of 2005: Results of Econometric Analysis
by Brodsky, Boris
75-81 On Educating Economists-Statisticians and Economists-Mathematicians: Trends, Problems, Prospects
by Aivazian, Sergei & Mkhitaryan, Vladimir
82-93 Stability in Stochastic Forecasting of Time Series
by Kharin, Yuriy
94-135 Panel Data Models
by Verbeek, Marno

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