In our paper, we use the gravity model of the international trade to estimate the effect of the future WTO ascension for Russia based on the current WTO effect for Russia's WTO trade partners. Starting from Rose's specification, we constructed several progressively exact models. Nevertheless,...

Statistical evidences that some transmission channels of «resource curse» operate in Russian economy at regional level are received. Incomes from export of power resources and gratuitous federal transfers play a role in increase of officialdom, in distortion of regional elite behavior, and...

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 proposed by Fipro, Fortin and Lemieux (Fipro et al., 2009). Our results...

Russian Abstract: В препринте на основе стохастического анализа SFA предложены оценки технической эффективности 78 регионов России в 2011-2016 годы, учитывающие...

This paper investigates the influence of both concentration and foreign banks expansion in Russian banking sector on the level of its competition. The estimation of competition is based on widely used non-structural methodology of Panzar-Rosse H-statistic (Rosse, Panzar, 1977; Panzar, Rosse, 1987)...

In this study a model framework for the relationship between investment processes and the dynamics of production costs for the period 2005–2009 is developed and tested. Close attention is paid to the dynamics of costs of acquiring raw materials, intermediates, and accessories for production...

Generalized autoregressive conditional heteroscedasticity in-mean model allows accounting for both time-varying variance and risk premium in financial time series data. This paper introduces an extension of this particular model with more flexible parameterization of the way variance enters the...

We continue publishing the four-part consultation of professor of Moscow School of Economics of Lomonosov MSU Dean Fantazzini. The first part, that appeared in 2 (10), 2008 of the journal, dealt with the introduction to the problem (section one: basic concepts and types of financial risks,...

The aim of this paper is to explore the purchasing power parity between the United States and Japan. This is done indirectly by estimating fractional integration orders of the aggregate price series in the two countries and nominal and real exchange rates. Our results suggest that both nominal...

Russian Abstract: Предложен комплекс опережающих индикаторов инновационной динамики России и их многокомпонентные оценки для 78 регионов за период 2005-2017 годов....