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Estimations de lois de consommation sur un pseudo-panel d'enquêtes de l'Insee ( 1979,1984,1989)

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  • François Gardes
  • Nilton Cardoso

Abstract

[fre] Estimations de lois de consommation sur un pseudo panel d'enquêtes de l'Insee ( 1979, 1984, 1989) . par Nilton Cardoso et François Gardes . L'estimation de systèmes complets de demande est généralement opérée sur séries temporelles agrégées du fait de la non-disponibilité de données de panel. Ces estimations sont soumises à des biais d'agrégation dès que les spécifications sont non linéaires dans les variables, à l'instabilité des paramètres sur longue période et à l'impossibilité d'estimer des lois de comportement de sous-populations. Un pseudo-panel de trois enquêtes de budgets de familles de l'Insee est constitué par un regroupement des ménages en cellules homogènes dont on pourra comparer les moyennes en trois dates suivant la méthodologie proposée par Deaton(1985). Des apports techniques sont proposés pour traiter de l'hétéroscédasticité et du mode de cellulage. Les élasticités-revenu transversales (en coupe) estimées par un système AI quadratique diffèrent pour deux tiers des postes des élasticités temporelles estimées en différences premières ou en dimension intra (within). Cette différence peut refléter l'endogénéité des effets individuels qui biaisent les élasticités transversales. La diffusion sociale des consommations, telle qu'on l'estime par la comparaison des structures de consommation des ménages riches et pauvres sur une enquête, ne peut donc être utilisée aveuglément pour prévoir les évolutions des consommations au cours du temps [eng] Estimating Consumption Laws on a Pseudo-Panel of INSEE Surveys (1979, 1984 and 1989) . by Nilton Cardoso and François Gardes . Complete demand systems are generally estimated using aggregate time series due to the non-availability of panel data. These estimates are subject to aggregation biases when the specifications are nonlinear in the variables, to instable parameters over a long period and to the inability to estimate sub-population behaviour laws. We construct a pseudo-panel from three Insee family budget surveys by grouping households into homogenous cells to compare their averages on three different dates in accordance with Deaton's methodology (1985). We suggest technical improvements to deal with heteroscedasticity and the cell definition method. Two-thirds of the cross-sectional income elasticities estimated by a quadratic AI equation differ from the first-difference or within dimension estimated time series elasticities. This discrepancy may reflect the endogeny of the individual effects, which bias the cross-sectional elasticities. The social distribution of consumption, such as it is estimated by comparing rich and poor household consumption structures in a survey, can therefore not be used indiscriminately to forecast changes in consumption over time.

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File URL: http://dx.doi.org/doi:10.3406/ecop.1996.5826
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File URL: http://www.persee.fr/articleAsPDF/ecop_0249-4744_1996_num_126_5_5826/ecop_0249-4744_1996_num_126_5_5826.pdf?mode=light
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Bibliographic Info

Article provided by Programme National Persée in its journal Économie & prévision.

Volume (Year): 126 (1996)
Issue (Month): 5 ()
Pages: 111-125

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Handle: RePEc:prs:ecoprv:ecop_0249-4744_1996_num_126_5_5826

Note: DOI:10.3406/ecop.1996.5826
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Web page: http://www.persee.fr/web/revues/home/prescript/revue/ecop

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