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

Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
13
Impact Factor (IF)
0.29
5 Years IF
0.2
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2006 0 0.49 0.03 0 29 29 57 1 1 0 0 1 100 1 0.03 0.22
2007 0.1 0.44 0.08 0.1 31 60 53 5 6 29 3 29 3 3 60 2 0.06 0.2
2008 0.15 0.47 0.14 0.15 23 83 50 12 18 60 9 60 9 4 33.3 1 0.04 0.22
2009 0.2 0.46 0.15 0.14 27 110 38 17 35 54 11 83 12 12 70.6 2 0.07 0.23
2010 0.18 0.46 0.14 0.12 32 142 50 20 55 50 9 110 13 7 35 2 0.06 0.2
2011 0.17 0.5 0.14 0.08 28 170 62 23 78 59 10 142 12 10 43.5 5 0.18 0.23
2012 0.2 0.5 0.17 0.15 28 198 67 33 111 60 12 141 21 22 66.7 1 0.04 0.21
2013 0.23 0.54 0.2 0.17 27 225 76 46 157 56 13 138 24 19 41.3 1 0.04 0.23
2014 0.42 0.53 0.28 0.22 27 252 95 71 228 55 23 142 31 37 52.1 7 0.26 0.22
2015 0.31 0.52 0.22 0.24 27 279 117 60 288 54 17 142 34 18 30 5 0.19 0.22
2016 0.37 0.5 0.24 0.28 26 305 77 74 362 54 20 137 38 20 27 1 0.04 0.2
2017 0.23 0.51 0.18 0.19 27 332 71 61 423 53 12 135 26 11 18 0 0.2
2018 0.34 0.52 0.14 0.26 24 356 49 50 473 53 18 134 35 9 18 2 0.08 0.22
2019 0.59 0.53 0.25 0.42 26 382 50 94 567 51 30 131 55 20 21.3 1 0.04 0.21
2020 0.26 0.63 0.18 0.34 26 408 31 74 641 50 13 130 44 15 20.3 1 0.04 0.3
2021 0.4 0.73 0.2 0.33 25 433 21 87 728 52 21 129 42 22 25.3 2 0.08 0.27
2022 0.18 0.72 0.17 0.27 26 459 9 80 808 51 9 128 35 18 22.5 1 0.04 0.22
2023 0.08 0.67 0.15 0.14 27 486 15 75 883 51 4 127 18 13 17.3 0 0.19
2024 0.19 0.73 0.17 0.2 24 510 7 89 972 53 10 130 26 14 15.7 1 0.04 0.22
2025 0.29 0.96 0.12 0.2 24 534 0 63 1035 51 15 128 25 27 42.9 1 0.04 0.28
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12015Co-integration and error correction: Representation, estimation, and testing. (2015). Engle, Robert ; Granger, Clive. In: Applied Econometrics. RePEc:ris:apltrx:0274.

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51
22016Everything you always wanted to know about bitcoin modelling but were afraid to ask. I. (2016). Fantazzini, Dean ; Sukhanovskaya, Vera ; Ivliev, Sergey ; Nigmatullin, Erik . In: Applied Econometrics. RePEc:ris:apltrx:0301.

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27
32017Energy consumption, oil price and macroeconomic performance in energy dependent African countries. (2017). Mesagan, Ekundayo ; Eregha, Perekunah. In: Applied Econometrics. RePEc:ris:apltrx:0318.

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27
42014Econometric estimation of a structural macroeconomic model for the Russian economy. (2014). Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0227.

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26
52015Specification tests in econometrics. (2015). Hausman, Jerry. In: Applied Econometrics. RePEc:ris:apltrx:0268.

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21
62008Market Discipline and Deposit Insurance. (2008). Peresetsky, Anatoly. In: Applied Econometrics. RePEc:ris:apltrx:0004.

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19
72013Survey on statistical inferences in weakly-identified instrumental variable models. (2013). Mikusheva, Anna. In: Applied Econometrics. RePEc:ris:apltrx:0206.

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18
82014Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests. (2014). Ucar, Nuri ; Omay, Tolga ; Hasanov, Mübariz ; Uar, Nuri . In: Applied Econometrics. RePEc:ris:apltrx:0236.

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18
92007A Guide to Modern Econometrics. (2007). Verbeek, Marno. In: Applied Econometrics. RePEc:ris:apltrx:0132.

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17
102013Sample selection bias as a specification error. (2013). Heckman, James. In: Applied Econometrics. RePEc:ris:apltrx:0220.

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16
112008Credit Risk Management. (2008). Fantazzini, Dean. In: Applied Econometrics. RePEc:ris:apltrx:0025.

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16
122007Models of Banks Ratings. (2007). Peresetsky, Anatoly ; Karminsky, Alexandr. In: Applied Econometrics. RePEc:ris:apltrx:0005.

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16
132011Modeling registered migration flows between regions of the Russian Federation. (2011). Vakulenko, Elena ; Mkrtchyan, Nikita ; Furmanov, Kirill. In: Applied Econometrics. RePEc:ris:apltrx:0011.

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14
142015Bayesian estimation of monetary policy in Russia. (2015). Lomivorotov, Rodion . In: Applied Econometrics. RePEc:ris:apltrx:0264.

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13
152014Spatial-autoregressive model for the two groups of related regions (eastern and western parts of Russia). (2014). Demidova, Olga. In: Applied Econometrics. RePEc:ris:apltrx:0235.

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12
162018Energy consumption, environmental contaminants, and economic growth: The G8 experience. (2018). Ajide, Kazeem ; Ridwan, Ibrahim. In: Applied Econometrics. RePEc:ris:apltrx:0349.

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12
172006Factors Influencing the Efficiency of the Russian Banks Performance. (2006). Golovan, Sergei. In: Applied Econometrics. RePEc:ris:apltrx:0057.

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11
182016Bank lending channel in Russia: A TVP-FAVAR approach. (2016). Borzykh, Olga. In: Applied Econometrics. RePEc:ris:apltrx:0299.

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10
192006A Model of the Production Potential with Managed Factors of Inefficiency. (2006). Afanasiev, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0018.

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10
202011Analysis of multidimensional probability distributions with copula functions. (2011). Fantazzini, Dean. In: Applied Econometrics. RePEc:ris:apltrx:0077.

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10
212006Macroeconometric modeling: modern trends, problems, an example of the econometric model of the Russian economy. (2006). Aivazian, Sergei ; Brodsky, Boris. In: Applied Econometrics. RePEc:ris:apltrx:0087.

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10
222014A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix. (2014). West, Kenneth ; Newey, Whitney. In: Applied Econometrics. RePEc:ris:apltrx:0233.

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10
232019Modeling real exchange rate of the Russian ruble using Markov regime switching approach. (2019). Shumilov, Andrei ; Polbin, Andrey ; Kulkov, Alexander ; Bedin, Andrei ; Kulikov, Alexander. In: Applied Econometrics. RePEc:ris:apltrx:0373.

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10
242013Modeling reasons for Russian bank license withdrawal: Unaccounted factors. (2013). Peresetsky, Anatoly. In: Applied Econometrics. RePEc:ris:apltrx:0209.

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10
252006Measuring 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). (2006). Stepanov, Vladimir ; Aivazian, Sergei ; Kozlova, Maria. In: Applied Econometrics. RePEc:ris:apltrx:0086.

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10
262011Russian USE and olympiads as instruments for university admission selection. (2011). Peresetsky, Anatoly ; Davtian, Misak . In: Applied Econometrics. RePEc:ris:apltrx:0091.

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10
272012The unified state examination and the determinants of academic achievement: Does investment in pre-entry coaching matter?. (2012). Prakhov, Ilya. In: Applied Econometrics. RePEc:ris:apltrx:0179.

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9
282011Analysis of multidimensional probability distributions with copula functions. III. (2011). Fantazzini, Dean. In: Applied Econometrics. RePEc:ris:apltrx:0105.

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9
292011Analysis of multidimensional probability distributions with copula functions. II. (2011). Fantazzini, Dean. In: Applied Econometrics. RePEc:ris:apltrx:0094.

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9
302018Volatility of ruble exchange rate: Oil and sanctions. (2018). Peresetsky, Anatoly ; Aganin, Artem. In: Applied Econometrics. RePEc:ris:apltrx:0353.

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9
312011Predicting success in college on the basis of the results of unified national exam. (2011). Poldin, Oleg . In: Applied Econometrics. RePEc:ris:apltrx:0003.

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8
322017Forecast comparison of volatility models on Russian stock market. (2017). Aganin, Artem. In: Applied Econometrics. RePEc:ris:apltrx:0331.

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8
332019The return to non-cognitive skills on the Russian labor market. (2019). Maksimova, Mariia. In: Applied Econometrics. RePEc:ris:apltrx:0361.

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8
342012Some specification aspects for three-factor models of a companys production potential taking into account intellectual capital. (2012). Rudenko, Victoria ; Aivazian, Sergei ; Afanasiev, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0177.

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8
352020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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8
362017Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2. (2017). Fantazzini, Dean ; Sukhanovskaya, Vera ; Ivliev, Sergey ; Nigmatullin, Erik . In: Applied Econometrics. RePEc:ris:apltrx:0308.

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8
372011Estimation of import demand function in Russia. (2011). Knobel, Alexander. In: Applied Econometrics. RePEc:ris:apltrx:0099.

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8
382016Clustering methodology of the Russian Federation regions with account of sectoral structure of GRP. (2016). Kudrov, Alexander ; Afanasiev, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0283.

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8
392012Effects of fixed capital investments on technical efficiency in food industry. (2012). Nazrullaeva, Eugenia ; Shchetynin, Yevhenii . In: Applied Econometrics. RePEc:ris:apltrx:0196.

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7
402008Bayesian Methods in Econometrics. (2008). Aivazian, Sergei. In: Applied Econometrics. RePEc:ris:apltrx:0062.

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7
412009Estimation of the Economic Efficiency of a Shift to the Achievable Production Potential. (2009). Aivazian, Sergei ; Afanasiev, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0036.

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7
422012Basics of copula’s theory. (2012). Blagoveschensky, Yury . In: Applied Econometrics. RePEc:ris:apltrx:0174.

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7
432006The Influence of the Ruble Real Exchange Rate on the Russian Economy. (2006). Brodsky, Boris. In: Applied Econometrics. RePEc:ris:apltrx:0152.

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7
442013Technical efficiency of Russian plastic and rubber production firms. (2013). Peresetsky, Anatoly ; Ipatova, Irina. In: Applied Econometrics. RePEc:ris:apltrx:0224.

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7
452014How much monetary policy rules do we need to estimate DSGE model for Russia?. (2014). Shulgin, Andrei. In: Applied Econometrics. RePEc:ris:apltrx:0247.

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7
462016BVAR mapping. (2016). Malakhovskaya, Oxana ; Demeshev, Boris. In: Applied Econometrics. RePEc:ris:apltrx:0300.

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6
472012Peer effects in exogenously formed student groups. (2012). Yudkevich, Maria ; Poldin, Oleg ; Androushchak, Gregory . In: Applied Econometrics. RePEc:ris:apltrx:0168.

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6
482018Globalization and monetary policy rule in West African Monetary Zone: A generalized method of moment approach. (2018). Eregha, Perekunah ; Egwaikhide, Festus O. In: Applied Econometrics. RePEc:ris:apltrx:0337.

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6
492012Income and health care utilization among the 50+ in Europe and the US. (2012). van soest, arthur ; Majo, Maria Cristina. In: Applied Econometrics. RePEc:ris:apltrx:0193.

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6
502010The price of Moscow apartments. (2010). Peresetsky, Anatoly ; Magnus, Jan. In: Applied Econometrics. RePEc:ris:apltrx:0001.

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6
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015Co-integration and error correction: Representation, estimation, and testing. (2015). Engle, Robert ; Granger, Clive. In: Applied Econometrics. RePEc:ris:apltrx:0274.

Full description at Econpapers || Download paper

15
22015Specification tests in econometrics. (2015). Hausman, Jerry. In: Applied Econometrics. RePEc:ris:apltrx:0268.

Full description at Econpapers || Download paper

7
32014Econometric estimation of a structural macroeconomic model for the Russian economy. (2014). Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0227.

Full description at Econpapers || Download paper

6
42023Application of Markov-Switching MIDAS models to nowcasting of GDP and its components. (2023). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0474.

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4
52022Stock market and cryptocurrency market volatility. (2022). Peresetsky, Anatoly ; Manevich, Vyacheslav ; Pogorelova, Polina. In: Applied Econometrics. RePEc:ris:apltrx:0439.

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4
62016Everything you always wanted to know about bitcoin modelling but were afraid to ask. I. (2016). Fantazzini, Dean ; Sukhanovskaya, Vera ; Ivliev, Sergey ; Nigmatullin, Erik . In: Applied Econometrics. RePEc:ris:apltrx:0301.

Full description at Econpapers || Download paper

4
72021Structural breaks in cointegration models. (2021). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0429.

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3
82018Volatility of ruble exchange rate: Oil and sanctions. (2018). Peresetsky, Anatoly ; Aganin, Artem. In: Applied Econometrics. RePEc:ris:apltrx:0353.

Full description at Econpapers || Download paper

3
92017Energy consumption, oil price and macroeconomic performance in energy dependent African countries. (2017). Mesagan, Ekundayo ; Eregha, Perekunah. In: Applied Econometrics. RePEc:ris:apltrx:0318.

Full description at Econpapers || Download paper

3
102018Energy consumption, environmental contaminants, and economic growth: The G8 experience. (2018). Ajide, Kazeem ; Ridwan, Ibrahim. In: Applied Econometrics. RePEc:ris:apltrx:0349.

Full description at Econpapers || Download paper

3
112021Structural breaks in cointegration models: Multivariate case. (2021). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0434.

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3
122013Sample selection bias as a specification error. (2013). Heckman, James. In: Applied Econometrics. RePEc:ris:apltrx:0220.

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3
132020Comparison of macroeconomic indicators nowcasting methods: Russian GDP case. (2020). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0402.

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3
142013Survey on statistical inferences in weakly-identified instrumental variable models. (2013). Mikusheva, Anna. In: Applied Econometrics. RePEc:ris:apltrx:0206.

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2
152021Estimating intertemporal elasticity of substitution of labor supply for married women in Russia. (2021). Zamnius, Alexey ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0431.

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2
162020Modeling the dynamics of import in the Russian Federation using the error correction model. (2020). Polbin, Andrey ; Fokin, Nikita. In: Applied Econometrics. RePEc:ris:apltrx:0401.

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2
172014Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests. (2014). Ucar, Nuri ; Omay, Tolga ; Hasanov, Mübariz ; Uar, Nuri . In: Applied Econometrics. RePEc:ris:apltrx:0236.

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2
182023Revenues and expenditures of Russian regional budgets: Granger causality analysis. (2023). Krasnopeeva, Natalia. In: Applied Econometrics. RePEc:ris:apltrx:0468.

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2
192018Age-earnings profiles of different generations. (2018). Aistov, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0342.

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2
202017Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2. (2017). Fantazzini, Dean ; Sukhanovskaya, Vera ; Ivliev, Sergey ; Nigmatullin, Erik . In: Applied Econometrics. RePEc:ris:apltrx:0308.

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2
212021Methods of spatial econometrics and evaluation of government programs effectiveness. (2021). Demidova, Olga. In: Applied Econometrics. RePEc:ris:apltrx:0435.

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2
222019Unconditional cash transfers, risk attitudes and modern inputs demand. (2019). Prifti, Ervin ; Pace, Noemi ; Davis, Benjamin ; Daidone, Silvio. In: Applied Econometrics. RePEc:ris:apltrx:0363.

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2
232019The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. (2019). Fantazzini, Dean ; Shangina, Tamara. In: Applied Econometrics. RePEc:ris:apltrx:0372.

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2
242014A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix. (2014). West, Kenneth ; Newey, Whitney. In: Applied Econometrics. RePEc:ris:apltrx:0233.

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2
252017The price index for the paintings of Henri Matisse: The sensitivity to the method of construction and connection with stock market and art indices. (2017). Ratnikova, Tatiana ; Petrov, Nikita. In: Applied Econometrics. RePEc:ris:apltrx:0324.

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2
262023Demand estimation and market definition in quality-differentiated products: The case of beer in Argentina. (2023). Coloma, German. In: Applied Econometrics. RePEc:ris:apltrx:0464.

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2
272021The importance of modeling structural breaks in forecasting Russian GDP. (2021). Fokin, Nikita. In: Applied Econometrics. RePEc:ris:apltrx:0424.

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2
282014The construction of hedonic price indices for fauvists’ paintings. (2014). Ratnikova, Tatiana ; Zhitkov, Konstantin . In: Applied Econometrics. RePEc:ris:apltrx:0244.

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2
292014Spatial-autoregressive model for the two groups of related regions (eastern and western parts of Russia). (2014). Demidova, Olga. In: Applied Econometrics. RePEc:ris:apltrx:0235.

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2
Citing documents used to compute impact factor: 15
YearTitle
2025Socioeconomic gradient in children’s health in Russia: Inequality formation in early childhood. (2025). Khabibullina, Alina. In: Applied Econometrics. RePEc:ris:apltrx:021847.

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2025Market definition through demand-and-supply estimations, with an application to the Argentine dishwashing detergent industry. (2025). Coloma, Germn. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:913.

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2025Determinants of the Yield on Russian Sovereign Bonds with Floating Coupons. (2025). Makushkin, M S. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:250501:p:8-25.

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2025Does the Shadow Sector Affect the Profitability of Organizations: A Regional Perspective. (2025). Barabanova, L V ; Arzhenovskiy, S V ; Tumanyants, K A ; Antosik, L V. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:250503:p:40-58.

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2025Leveraging Success: The Hidden Peak in Debt and Firm Performance. (2025). Alkhawaja, Abdallah ; Bhatia, Dharmesh ; Mathias, Franklin ; Kathavarayan, Krishnamoorthy ; Dsouza, Suzan. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:23-:d:1675444.

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2025Evaluation of continuous treatment. (2025). Kotyrlo, Elena. In: Applied Econometrics. RePEc:ris:apltrx:021848.

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2025A causal link analysis from oil price to the Russian stock market. (2025). Skorobogatov, Alexander ; Sviridov, Oleg. In: Applied Econometrics. RePEc:ris:apltrx:0513.

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2025Impact of COVID-19 on outputs of small and medium enterprises in Russia: A spatial view. (2025). Sherubneva, Anastasia. In: Applied Econometrics. RePEc:ris:apltrx:021524.

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2025Nowcasting and forecasting Russian GDP and its components using quantile models. (2025). Shumilov, Andrei ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:021519.

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2025The impact of the official statistics revision on the accuracy of the Russian macroeconomic indicators nowcasting models. (2025). Makeeva, Natalia. In: Applied Econometrics. RePEc:ris:apltrx:021520.

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2025Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables. (2025). Eliseev, Alexander. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:3:p:63-93.

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2025Application of MF-PVAR Model for Nowcasting Gross Regional Products in Russia. (2025). Pankratova, Anastasia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:47-62.

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2025Web Reviews as a New Leading Indicator for Nowcasting Travel Expenditure in Balance of Payments Statistics. (2025). Bruha, Jan ; Kucharcukova, Oxana Babecka ; Sterba, Petr. In: Working Papers. RePEc:cnb:wpaper:2025/13.

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2025The oil and coke prices forecast evaluation using the different forecasting scheme. (2025). Turuntseva, Marina ; Koloskov, Daniil. In: Applied Econometrics. RePEc:ris:apltrx:021844.

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2025Some approaches to estimating treatment effects and empirical investigation of the robustness of the estimates to sampling design. (2025). Ratnikova, Tatiana ; Belikova, Nina. In: Applied Econometrics. RePEc:ris:apltrx:0519.

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Recent citations
Recent citations received in 2024
YearCiting document
2024Estimation of Multidimensionality of Monetary Policy Using High-Frequency Data. (2024). Bannikova, Victoria. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:3-26.

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Recent citations received in 2023
YearCiting document

Recent citations received in 2022
YearCiting document
2022Energy commodities: A study on model selection for estimating Value-at-Risk. (2022). Amaro, Raphael ; Pinho, Carlos. In: Applied Econometrics. RePEc:ris:apltrx:0456.

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