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QAIDS Model Based on Russian Pseudo - Panel Data: Impact of 1998 and 2008 Crises

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  • Ermolova, Maria D.
  • Penikas, Henry I.

Abstract

The aim of this work is to compare shifts in the consumer behaviour of Russian households since the mid - nineties till nowadays. The research considers the consumer behaviour of the Russians over almost the maximum possible available data RLMS period, focusing on the crisis years. Special attention is paid to analysis of the effects of crises in 1998 and 2008. To reveal effects as shifts in consumer behaviour in the aftermath of two crises panel data analysis is used to estimate QAIDS model. Due to the complete sample attrition observed in RLMS dataset since 1994, pseudo-panel approach is used.

Suggested Citation

  • Ermolova, Maria D. & Penikas, Henry I., 2016. "QAIDS Model Based on Russian Pseudo - Panel Data: Impact of 1998 and 2008 Crises," MPRA Paper 82876, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:82876
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    File URL: https://mpra.ub.uni-muenchen.de/82876/1/paper4.pdf
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    References listed on IDEAS

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    1. Gardes, Francois & Duncan, Greg J. & Gaubert, Patrice & Gurgand, Marc & Starzec, Christophe, 2005. "Panel and Pseudo-Panel Estimation of Cross-Sectional and Time Series Elasticities of Food Consumption: The Case of U.S. and Polish Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 242-253, April.
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    4. François Gardes & Greg J, Duncan & Patrice Gaubert & Christophe Starzec, 2002. "Panel and Pseudo-Panel Estimation of Cross-Sectional and Time Series Elasticities of Food Consumption : The Case of American and Polish Data," Working Papers 2002-02, Center for Research in Economics and Statistics.
    5. Deaton, Angus, 1985. "Panel data from time series of cross-sections," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 109-126.
    6. James Banks & Richard Blundell & Arthur Lewbel, 1997. "Quadratic Engel Curves And Consumer Demand," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 527-539, November.
    7. Ainhoa Oguiza Tovar & Inmaculada Gallastegui Zulaica & Vicente Núñez-Antón, 2012. "Analysis of pseudo-panel data with dependent samples," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(9), pages 1921-1937, May.
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    More about this item

    Keywords

    QAIDS; RLMS; pseudo-panel; consumer behaviour; crisis;
    All these keywords.

    JEL classification:

    • D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
    • E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth

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