Applied Econometrics
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Published By The Russian Presidential Academy Of National Economy And Public Administration

1993-7601

2021 ◽  
Vol 63 ◽  
pp. 76-90
Author(s):  
Bogdan Potanin ◽  
◽  
Juri Trifonov ◽  
Keyword(s):  


2021 ◽  
Vol 62 ◽  
pp. 85-100
Author(s):  
Robert Garafutdinov ◽  

The influence of ARFIMA model parameters on the accuracy of financial time series forecasting on the example of artificially generated long memory series and daily log returns of RTS index is investigated. The investigated parameters are deviation of the integration order value from its «true» value, as well as the memory «length» considered by the model. Based on the research results, some practical recommendations for modeling using ARFIMA have been formulated.



2021 ◽  
Vol 62 ◽  
pp. 5-31
Author(s):  
Sergey Roshchin ◽  
◽  
Natalya Yemelina ◽  

This study introduces a comparative analysis of the gender wage gap decomposition methods with the Russian Longitudinal Monitoring Survey (RLMS) data for 2018. To decompose the differences in average wages, approaches based on the Oaxaca–Blinder decomposition are used. Apart from the mean wages, the study focuses on other distribution statistics. Using the quantile regressions, the wage gap between men and women is decomposed for the distribution parameters such as median, lower and upper deciles. The decomposition estimates of conditional and unconditional (based on recentered influence functions) quantile regressions are compared.



2021 ◽  
Vol 61 ◽  
pp. 62-88
Author(s):  
V.V. Karacharovskiy ◽  
◽  
E.S. Vakulenko ◽  
Keyword(s):  


2021 ◽  
Vol 62 ◽  
pp. 125-143
Author(s):  
Elena Kotyrlo ◽  
◽  
Ilya Bulgakov ◽  

We explore the relationship between fatherhood and marriage and male labour outcomes. We challenge the direction of causality. The difference in differences method for three periods (before, per year, and after an event in family life) allows establishing whether changes in family life follow changes in work life or vice versa. The results are obtained using data from RLMS‐HSE for individuals and households in the period 2014–2017. We find limited confirmation of individual effects. They can be attributed to both direct and inverse relationships between male labour outcome and changes in family life.



2021 ◽  
Vol 63 ◽  
pp. 117-141
Author(s):  
A.A. Skrobotov ◽  
Keyword(s):  


2021 ◽  
Vol 63 ◽  
pp. 30-50
Author(s):  
K.A. Kakade ◽  
◽  
A. K. Mishra ◽  


2021 ◽  
Vol 63 ◽  
pp. 91-116
Author(s):  
A.N. Tsvetkova ◽  
Keyword(s):  


2021 ◽  
Vol 62 ◽  
pp. 101-124
Author(s):  
Dmitry Malakhov ◽  
◽  
Lev Yakobson ◽  

According to the NGO theory, the main comparative advantage of these organizations is the high level of trust, provided primarily by the peculiarities of corporate governance and information openness. In Russia, these features of NGOs are still relatively weak, but they are gradually being mastered by the non‐profit sector. Based on the data of an all‐Russian representative survey of 1001 NGOs, using the exogenous differences in the requirements of the legislation for the organization of corporate governance in different legal forms of NGOs, it is shown that if an NGO at the time of creation has a board of trustees and/or a supervisory board, then it has a statically significant positive effect on the information openness. This result seems to be important in the context of the development of the non‐profit sector in Russia.



2021 ◽  
Vol 64 (4) ◽  
pp. 107-134
Author(s):  
Olga Demidova ◽  

The article provides an overview of the main spatial-econometric models and notes the shortcomings that limit their application to the description of the processes taking place in large heterogeneous countries, such as Russia. The main approaches and modifications of the models are given, which make it possible to take into account Russian conditions, and a brief description of the basic articles is given in which spatial-econometric toolkit is applied to Russian data. A very promising direction in the development of spatial-econometric methods is the improvement of methods for assessing of government programs, therefore, the article describes the main approaches how to do this.



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