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Of all publications in the section: 178
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Article
Смирных Л. И., Полякова Е. Ю. Прикладная эконометрика. 2016. № 43 (3). С. 52-72.

In this paper we analyze the role of ethnicity in the earning differential between individuals with immigrant background and native workers in Russia using nationally representative data of Russian longitudinal monitoring survey from 2004–2012. The results show that not ethnically Russian individuals with immigrant background in average earn less than native workers and ethnically Russian individuals with immigration background.

Added: Oct 4, 2016
Article
Аистов А. В. Прикладная эконометрика. 2018. Т. 50. С. 23-42.

In this paper we compare age-earnings profiles between generations. Our empirical estimates are based on the Russia Longitudinal Monitoring Survey of HSE (RLMS-HSE), 1994–2015. Using intrinsic estimator, we overcome age-period-cohort problem inherent in Mincer-type earnings functions. Comparison presented in the work revealed that some male generations’ income is less than that of the young cohorts and the opposite effect for some generations of women.

 

Added: Jul 19, 2018
Article
Теплых Г. В. Прикладная эконометрика. 2015. Т. 38. № 2. С. 83-110.

The increase of corporate innovation activity is a passport to success in modernization of the Russian economy. The current paper reveals key factors that impact on investment of Russian companies in innovations. The study is based on a sample of 474 industrial enterprises in 2005-2010. The panel data structure improves the quality of the analysis and also allows to identify intertemporal changes in the specific of innovative activity. Unlike many studies on the topic, the data is based on publicly-accessible objective indicators about firms.

Added: Oct 24, 2014
Article
Замков О. О., Пересецкий А. А. Прикладная эконометрика. 2013. Т. 30. № 2. С. 93-114.

Starting from 2008, the admission to the BSc program at the ICEF (NRU HSE) is done by the UNE results. 2008 was a transition year: both UNE and internal HSE exams results were counted. Since 2009 the regulations stay stable — only the UNE and Olympiads’ results have been taken into account. In the article the academic success factors for the students admitted in 2009–2011, after 1, 2, and 3 years of study, are analyzed. It has been shown that the students — Olympiads’ winners consistently show better results than other students, other factors equal. The UNE results are still significant for academic performance forecast after 3 years of study. But the final rating of the student after the first year accumulates almost completely the information which the UNE and Olympiads results contain. Region of a student’s school is not significant and gender is marginally significant for future academic performance.

Added: Jun 3, 2013
Article
Прахов И. А. Прикладная эконометрика. 2012. Т. 27. № 3. С. 86-108.

This paper examines the effects of pre-entry coaching on achievement of Russian high school graduates as measured by the results of the Unified state examination (USE). We estimate the factors which determine the final USE results. Parental education, family income, student’s abilities and the fact of graduation from a gymnasium or magnet school are significant predictors of USE results in Russian, Mathematics and the average USE score. Attendance of pre-entry courses has positive influence on USE scores, but the effect is moderate. Attending classes with tutors has a significant (but still moderate) effect only on the USE score in Russian

Added: Sep 9, 2012
Article
Фурманов К. К., Чернышева И. К. Прикладная эконометрика. 2012. № 2. С. 62-91.

This paper studies the influence of various health indicators on the position in the labor market. The source used in the research is the Russian Longitudinal Monitoring Survey for the period 2000-2008. We analyze the factors related to individuals decision on whether to look for a job or to give up seeking. For those willing to be employed, the duration model is estimated and the impact of health indicators on the individuals probability to get a job and leave the labor force is revealed.

Added: Dec 2, 2012
Article
Пеникас Г. И. Прикладная эконометрика. 2014. Т. 35. № 3. С. 18-38.
Paper is devoted to comparison of various copula models application to investment portfolio risk measurement. Elliptical, Archimedean and hierarchical copulas are considered in the research. The analysis undertaken has shown that hierarchical Clayton model enables to evaluate investment portfolio risks more precisely given the criteria of risk measures such as expected shortfall (ES) and Value-at-Risk (VaR). Statistically justified approach to hierarchical copula definition is also proposed.
Added: Sep 21, 2014
Article
Колосницына М. Г., Бердникова А. В. Прикладная эконометрика. 2009. №  3 (15). С. 72-93.
Added: Nov 11, 2009
Article
Пересецкий А. А. Прикладная эконометрика. 2009. № 2. С. 3-23.
Added: Oct 6, 2010
Article
Лукьянова А. Л. Прикладная эконометрика. 2013. Т. 32. № 4. С. 3-28.

In this paper, we investigate the impact of informality on earnings inequality in Russia using the RLMS–HSE data for 2000–2010. We apply decompositions based on the recentered influence functions of unconditional quantiles. Our results confirm that informality increases the earnings polarization widening both tails of the distribution. This effect, albeit small, is statistically significant. Changes in structure and wage effects of informality did not have significant contribution to the decline in overall earnings inequality in 2000–2010, except for a group of workers without permanent job.

Added: Nov 13, 2013
Article
Малахов Д. И. Прикладная эконометрика. 2018. Т. 50. С. 67-89.

Media affects greatly many spheres of civil society life, however, preferences of people can shift with time due to technological innovations and cultural changes. In this paper using data from all-Russian survey provided in March 2017 I shown that internet usage is strongly associated with lowering of trust to main TV channels (-9.2%) and increase in trust to online media to the same level. Therefore, main TV channels and online media could be interpreted as substitutes.

Added: Jun 28, 2018
Article
Семерикова Е. В., Демидова О. А. Прикладная эконометрика. 2016. № 43. С. 29-51.

We consider forecasting unemployment in Russian and German region with the help of econometric panel data models. Using regional data from 2005 till 2012 we show that spatial panel data models perform better in terms of forecasting accuracy than other models (on average and at least for some distinct regions) such as non-spatial panel data models, pooled OLS, models without exploratory variables and naive forecasts (average value for one or several previous periods).

Added: Oct 1, 2016
Article
Ратникова Т. А., Гладышева А. А. Прикладная эконометрика. 2013. № 29. С. 96-116.

What do foreign companies take into account when they invest in Russian food industry enterprises? The sample of about 5000 enterprises of the food industry from different Russian regions is analyzed to give the answer to this question. The most interesting points for the investigation are formulated as two hypotheses. The first one is connected with the level of economic development of a region where the particular company is situated, the other one is about the foreign direct investment during previous periods in this region and the neighboring ones. To test the hypotheses on the base of the idea of spatial effects of analyzed factors several special variables are constructed. The estimation of a multilevel binary model gives the idea for the possible explanation of the problem discovered above.

Added: Apr 3, 2013
Article
Пеникас Г. И., Савельева А.В. Прикладная эконометрика. 2013. № 32 (4). С. 45-70.

The research contains the estimation of Revealed Comparative Advantage indices for food exporters and structural shifts in the global composition of food trade. The finding about the income elasticity of consumption for imported food have been done on the basis of AIDS and QAIDS models. At the final stage of the paper the authors implement the сombined  forecast of the share of expenditures on imported food in total expenditures on food and the income elasticity of imported food consumption in Russia and Brazil till 2020. The key implication is that food (both imported and produced domestically) is a second need good.

Added: Dec 5, 2013
Article
Исакин М. А., Теплых Г. В. Прикладная эконометрика. 2011. № 1. С. 70-96.

The paper explores a suitability of higher education quality measurement from student's point of view, and analyses results of interviewing of students from engineering specialties in Perm universities. Nonlinear Principal Components Analysis (NLPCA) in interpretation of Gifi system was used as the tool for data processing. It takes into account a dissimilar statistical nature of questionnaire indicators. The method can be very promising for various socio-economic researches.

Added: Aug 18, 2012
Article
Вакуленко Е. С., Леухин Р. С. Прикладная эконометрика. 2015. Т. 37. № 1. С. 67-86.

In this paper we analyse the demand for the foreign workforce in Russian regions. We use the Russian Ministry of Labour (Rostrud) data on migrant applications and the dataset on Russian firms provided by the Bureau van Dijk. We show features of the demanded migrant labour and also find that the inflow of internal migrants significantly reduces the demand for the foreign workforce. The demand for immigrants is higher in resource and economically developed regions, and in regions with low population density. Most of migrant applications were proposed by construction and manufacturing industries. Employers prefer to hire low-skilled migrants with secondary education and with work experience of 1 year. Using the econometric model, we found that main factors of the demand for immigrants are the individual characteristics of migrants (education and experience) and their professional groups. We conclude that the Russian migrant quota system doesn’t pay enough attention to features of regions’ economies.

Added: Mar 1, 2015
Article
Сидорова Е. Е., Голованова С. В., Авдашева С. Б. Прикладная эконометрика. 2019. Т. 54. № 2. С. 126-143.

The research proposes an econometric model for assessing the factors, influencing the quality of court decisions, including time judge spends on the case, on the example of cases on antitrust law violations. We use two types of models: the basic binary choice model, where the dependent variable is the quality indicator of the court decision, and the two-step method for evaluating the binary choice probit model with the instrumental variable of the costs of the case consideration in the court of the first instance and the inclusion of such control variables as regional, time and industrial effects. Empirical results are robust among model modifications, the analysis shows that time spent on a case consideration does not influence the quality of decisions judge makes.

Added: Oct 4, 2019
Article
Борзых (Зюзина) О. А. Прикладная эконометрика. 2016. Т. 43. № 3. С. 96-117.

Implementation of inflation targeting by the Bank of Russia depends on the effectiveness of the chan-nels of monetary policy transmission mechanism. In this article we use a TVP-FAVAR model to examine the bank lending channel. This channel describes the connection between monetary policy impulses and the amount of bank loans that are among the main sources of investments in Russia. In order to answer the main question we analyze the connection between the amount of bank loans and the money market interest rate MIACR which is the main operational target of the Bank of Russia. The use of TVP-FAVAR model allowed to solve a problem of omitted variables and to take into account gradual changes which occurred in the Rus-sian economy during the period from January 2004 to December 2015. It is shown that the bank lending chan-nel works only through the group of big banks that does not include biggest state-owned banks.

Added: Nov 14, 2016
Article
Демешев Б. Б., Малаховская О. А. Прикладная эконометрика. 2016. Т. 43. С. 118-141.

This paper reviews estimation and forecasting with Bayesian vector autoregressions (BVARs). In the first part of the paper, we propose a clear classification of the most frequently used prior distributions and we show how the parameters of posterior distributions can be computed for the priors  we consider in the paper.   A separate section describes the endogenous choice of prior  hyperparameters that is currently a key step to estimate a BVAR in a data-rich environment.

The second part of this paper is devoted to forecasting with BVARs. We review both point and density forecasting.

We also developed a package bvarr for statistical environment R with the same notations as in this review. The bvarr package can be freely used for research and educational purposes.

Added: Oct 14, 2016
Article
Вакуленко Е. С., Назруллаева Е. Ю. Прикладная эконометрика. 2011. № 1. С. 133-137.
Added: Feb 28, 2011
Article
Быкова А. А., Молодчик М. А., Шамилова Е. Г. Прикладная эконометрика. 2017. № 45. С. 50-74.

This study is devoted to the analysis of ownership concentration as the mechanism of corporate governance and its impact on corporate performance. We estimated the concentration through the Herfindahl-Hirshman Index, whereas corporate performance indicators are measured trough ROA and Tobin’s Q. Based on the data of Russian public companies during 2004-2013 years, we found out that high concentrated companies outperform firms who have distributed shareholders. According to the results ownership concentration could be considered as the instrument compensating drawbacks of the institutional environment on emerging markets.

Added: Feb 21, 2017