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Эмпирическая оценка гетерогенности потребительского спроса к доходам населения по регионам Казахстана // An Empirical Assessment of Consumer Demand Heterogeneity to Household Income by Regions of Kazakhstan

Author

Listed:
  • Самат Молдир // Samat Moldir

    (National Bank of Kazakhstan)

Abstract

Ввиду различия социально-экономического положения, сложившихся устоев и привычек домохозяйств потребительское поведение может отличаться не только по странам, но и внутри одной экономики. В данной работе анализируется наличие такой гетерогенной реакции потребительского спроса на несколько шоков по регионам Казахстана. Результаты построенных структурных моделей векторных авторегрессий свидетельствуют о наличии различного отклика потребительского спроса по регионам на шоки доходов и кредитования. // Due to differences in socio-economic status, established attitudes and habits of households, consumer behavior may differ not only across countries, but also within the same economy. This paper analyzes the presence of such heterogeneous response of consumer demand to several shocks across the regions of Kazakhstan. The results of the constructed structural vector autoregression models indicate the presence of different responses of consumer demand from region to region to income and credit shocks.

Suggested Citation

  • Самат Молдир // Samat Moldir, 2024. "Эмпирическая оценка гетерогенности потребительского спроса к доходам населения по регионам Казахстана // An Empirical Assessment of Consumer Demand Heterogeneity to Household Income by Regions of Kaza," Working Papers #2024-4, National Bank of Kazakhstan.
    • Handle: RePEc:aob:wpaper:53
    as

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    References listed on IDEAS

    as
    1. Hall, Robert E, 1978. "Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence," Journal of Political Economy, University of Chicago Press, vol. 86(6), pages 971-987, December.
    2. Kilian,Lutz & Lütkepohl,Helmut, 2018. "Structural Vector Autoregressive Analysis," Cambridge Books, Cambridge University Press, number 9781107196575, October.
    3. Edmund Crawley & Andreas Kuchler, 2020. "Consumption Heterogeneity: Micro Drivers and Macro Implications," Finance and Economics Discussion Series 2020-005, Board of Governors of the Federal Reserve System (U.S.).
    4. Davidson, James E H, et al, 1978. "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, vol. 88(352), pages 661-692, December.
    5. Flavin, Marjorie A, 1981. "The Adjustment of Consumption to Changing Expectations about Future Income," Journal of Political Economy, University of Chicago Press, vol. 89(5), pages 974-1009, October.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    потребительский спрос; модель структурной векторной авторегрессии; гетерогенность спроса по регионам; импульсные отклики; consumer demand; structural vector autoregression model; demand heterogeneity by regions; impulse responses;
    All these keywords.

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
    • E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment

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