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Estimation of own- and cross-price elasticities of disaggregated imported and domestic goods in Russia

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Author Info
Ivanova Nadezhda ()
Abstract

The paper employs panel data analysis to estimate price and income elasticities for disaggregated domestic and imported goods using the Budget Survey of Russian households and prices of imported and domestic goods in Russia. The project is implemented using two types of data: the national level data for average households and households differentiated by income, and the data for the average regional households. Three different specifications of the demand equations: the double-logarithmic, the Linear Approximation to the AIDS, and the specification derived from the maximization of the CES utility function, are estimated for eight categories of traded non-food goods. The application of the instrumental-variable estimators to the regional data enables the endogeneity biases of the elasticity coefficients to be substantially corrected. The results of estimations of elasticities of demand for domestic and imported goods obtained for households differentiated by income indicate certain differences between estimated elasticities. This fact may be important for evaluating the impact of implementation of price and tariff policies on consumers with different levels of income.

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Publisher Info
Paper provided by EERC Research Network, Russia and CIS in its series EERC Working Paper Series with number 05-13e.

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Date of creation: 18 Oct 2005
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Handle: RePEc:eer:wpalle:05-13e

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Related research
Keywords: Russia imported and import-competing domestic goods price and income elasticities of demand Armington elasticities household expenditures Russian regions income deciles.

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Find related papers by JEL classification:
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
F14 - International Economics - - Trade - - - Country and Industry Studies of Trade
I32 - Health, Education, and Welfare - - Welfare and Poverty - - - Measurement and Analysis of Poverty
R15 - Urban, Rural, and Regional Economics - - General Regional Economics - - - Econometric and Input-Output Models; Other Methods

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Glushchenko Konstantin, 2002. "Common Russian Market: Myth rather than Reality," EERC Working Paper Series 01-11e, EERC Research Network, Russia and CIS. [Downloadable!]
  2. Deaton, A., 1990. "Price Elasticities From Surveys Data: Extensions And Indonesian Results," Papers 69, World Bank - Living Standards Measurement.
    Other versions:
  3. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003. [Downloadable!]
    Other versions:
  4. Clinton R. Shiells & Kenneth A. Reinert, 1993. "Armington Models and Terms-of-Trade Effects: Some Econometric Evidence for North America," Canadian Journal of Economics, Canadian Economics Association, vol. 26(2), pages 299-316, May. [Downloadable!] (restricted)
  5. Shah, Shekhar & Mishra, Deepak & Panagariya, Arvind, 1996. "Demand elasticities in international trade : are they really low?," Policy Research Working Paper Series 1712, The World Bank. [Downloadable!]
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  6. Varian, Hal R, 1982. "The Nonparametric Approach to Demand Analysis," Econometrica, Econometric Society, vol. 50(4), pages 945-73, July. [Downloadable!] (restricted)
  7. Winters, L. Alan, 1984. "Separability and the specification of foreign trade functions," Journal of International Economics, Elsevier, vol. 17(3-4), pages 239-263, November. [Downloadable!] (restricted)
  8. Athukorala, Premachandra & Riedel, James, 1994. "Demand and Supply Factors in the Determination of NIE Exports: A Simultaneous Error-Correction Model for Hong Kong: A Comment," Economic Journal, Royal Economic Society, vol. 104(427), pages 1411-14, November. [Downloadable!] (restricted)
  9. Deaton, Angus, 1987. "Estimation of own- and cross-price elasticities from household survey data," Journal of Econometrics, Elsevier, vol. 36(1-2), pages 7-30. [Downloadable!] (restricted)
  10. Riedel, James, 1988. "The Demand for LDC Exports of Manufactures: Estimates from Hong Kong," Economic Journal, Royal Economic Society, vol. 98(389), pages 138-48, March. [Downloadable!] (restricted)
  11. Aivazian Sergey & Kolenikov Stanislav, 2001. "Poverty and Expenditure Differentiation of the Russian Population," EERC Working Paper Series 01-01e, EERC Research Network, Russia and CIS. [Downloadable!]
  12. Brown, J David & Earle, John S, 2001. "Competition Enhancing Policies and Infrastructure: Evidence from Russia," CEPR Discussion Papers 3022, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  13. Deaton, Angus S & Muellbauer, John, 1980. "An Almost Ideal Demand System," American Economic Review, American Economic Association, vol. 70(3), pages 312-26, June. [Downloadable!] (restricted)
  14. Stavrev, Emil & Kambourov, Gueorgui, 1999. "Estimation of Income, Own- and Cross-Price Elasticities. An Application for Bulgaria," Transition Economics Series 6, Institute for Advanced Studies. [Downloadable!]
  15. Stavrev, Emil & Kambourov, Gueorgui, 1999. "Share Equations versus Double Logarithmic Functions in the Estimation of Income, Own- and Cross-Price Elasticities," Transition Economics Series 7, Institute for Advanced Studies. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Sosunov, Kirill & Zamulin, Oleg, 2006. "The inflationary consequences of real exchange rate targeting via accumulation of reserves," BOFIT Discussion Papers 11/2006, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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