评价俄罗斯联邦消费和收入动态中的永久性和暂时性冲击的作用

Q3 Economics, Econometrics and Finance

Applied Econometrics Pub Date : 2020-01-01 DOI:10.22394/1993-7601-2020-57-6-29

P. Koval, A. Polbin

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引用次数: 2

摘要

本文利用RLMS微观数据估计了居民消费对永久性和暂时性收入冲击的敏感性参数，以及冲击方差随时间的演变。对不同类型的收入和消费以及社会群体进行了估计。与小家庭相比，5人以上的大家庭对永久性冲击的敏感性较低，对暂时性冲击的敏感性较高。户主超过60岁的家庭对永久性收入冲击的敏感度更高。城市人口消费对短期冲击的反应较小，对永久性冲击的反应较大。与户主没有受过教育的家庭相比，户主受过高等教育的家庭对永久性收入冲击不那么敏感。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Evaluation of permanent and transitory shocks role in consumption and income dynamics in the Russian Federation

In this paper we estimated the parameters of household consumption sensitivity to permanent and transitory income shocks, as well as the evolution of the shocks’ variance over time, using RLMS micro-data. Estimations were conducted for various types of income and consumption, as well as social groups. Large families, which are consist of more than five members, have a reduced sensitivity to permanent shock and an increased sensitivity to transitory one, comparing to small families. Households with a head over 60 show increased sensitivity to permanent income shocks. The reaction of urban population consumption is less for transitory shocks and greater for permanent one. Households with a high-educated head are less sensitive to permanent income shocks compared to those with a non-educated head.

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来源期刊

Applied Econometrics Economics, Econometrics and Finance-Economics, Econometrics and Finance (miscellaneous)

CiteScore

0.70

自引率

0.00%

发文量

期刊介绍： The Journal of Applied Econometrics is an international journal published bi-monthly, plus 1 additional issue (total 7 issues). It aims to publish articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis. The emphasis is on the careful and rigorous application of econometric techniques and the appropriate interpretation of the results. The economic content of the articles is stressed. A special feature of the Journal is its emphasis on the replicability of results by other researchers. To achieve this aim, authors are expected to make available a complete set of the data used as well as any specialised computer programs employed through a readily accessible medium, preferably in a machine-readable form. The use of microcomputers in applied research and transferability of data is emphasised. The Journal also features occasional sections of short papers re-evaluating previously published papers. The intention of the Journal of Applied Econometrics is to provide an outlet for innovative, quantitative research in economics which cuts across areas of specialisation, involves transferable techniques, and is easily replicable by other researchers. Contributions that introduce statistical methods that are applicable to a variety of economic problems are actively encouraged. The Journal also aims to publish review and survey articles that make recent developments in the field of theoretical and applied econometrics more readily accessible to applied economists in general.