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Анализ Влияния Положительных И Отрицательных Шоков Дохода На Потребление Домашних Хозяйств

Author

Listed:
  • Anastasia D. Petaykina

    (Russian Presidential Academy of National Economy and Public Administration)

Abstract

В работе проводится анализ влияния положительных и отрицательных шоков дохода на потребление домашних хозяйств в рамках проверки причин невыполнения классических теорий потребления. Анализ проводится с использованием данных в разрезе отдельных домашних хозяйств, доступных в базе данных RLMS HSE за период с 2006 по 2019 год. Оценивается регрессия изменения потребления в ответ на положительные и отрицательные изменения дохода с включением в нее фактора существования ограничений ликвидности. Различные спецификации модели свидетельствуют в пользу данного фактора как причины невыполнения гипотезы перманентного дохода. Статья подготовлена в рамках выполнения научно-исследовательской работы государственного задания РАНХиГС при Президенте Российской Федерации.

Suggested Citation

  • Anastasia D. Petaykina, 2023. "Анализ Влияния Положительных И Отрицательных Шоков Дохода На Потребление Домашних Хозяйств," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 39-46, January.
    • Handle: RePEc:gai:ruserr:r2305
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    References listed on IDEAS

    as
    1. Marjorie A. Flavin, 1984. "Excess Sensitivity of Consumption to Current Income: Liquidity Constraints or Myopia?," NBER Working Papers 1341, National Bureau of Economic Research, Inc.
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    3. Yuriy Gorodnichenko & Klara Sabirianova Peter & Dmitriy Stolyarov, 2010. "Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(1), pages 209-237, January.
    4. Milton Friedman, 1957. "A Theory of the Consumption Function," NBER Books, National Bureau of Economic Research, Inc, number frie57-1.
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    More about this item

    Keywords

    потребление домашних хозяйств; шоки дохода; ограничение ликвидности; близорукость потребителей; RLMS;
    All these keywords.

    JEL classification:

    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
    • E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
    • P36 - Political Economy and Comparative Economic Systems - - Socialist Institutions and Their Transitions - - - Consumer Economics; Health; Education and Training; Welfare, Income, Wealth, and Poverty

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