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Прогнозирование Изменений Потребления Домашних Хозяйств С Использованием Нейронных Сетей

Author

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  • Anastasia D. Petaykina

    (Russian Presidential Academy of National Economy and Public Administration)

Abstract

Статья посвящена исследованию влияния изменений дохода на потребление домашних хозяйств России – в частности, ставится задача разработать и обучить нейронную сеть, способную построить прогноз изменения потребления на основе данных об изменении дохода, индивидуальных характеристик домашних хозяйств, а также фактора существования ограничений ликвидности. Актуальность использования нейронной сети объясняется предположением о нелинейной взаимосвязи между потреблением и факторами, способными объяснить его изменение. Исследование проводится с использованием данных в разрезе отдельных домашних хозяйств, доступных в базе данных RLMS HSE за период с 2006 по 2019 гг. По результатам исследования было выявлено, что применение нейронных сетей позволяет улучшить прогнозные свойства модели по сравнению с использованием линейной регрессии, что свидетельствует в пользу существования нелинейных связей между показателями. Статья подготовлена в рамках выполнения научно-исследовательской работы государственного задания РАНХиГС при Президенте Российской Федерации.

Suggested Citation

  • Anastasia D. Petaykina, 2023. "Прогнозирование Изменений Потребления Домашних Хозяйств С Использованием Нейронных Сетей," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 7, pages 42-53, July.
    • Handle: RePEc:gai:ruserr:r2358
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    References listed on IDEAS

    as
    1. Marjorie A. Flavin, 1984. "Excess Sensitivity of Consumption to Current Income: Liquidity Constraints or Myopia?," NBER Working Papers 1341, National Bureau of Economic Research, Inc.
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    3. Yuriy Gorodnichenko & Klara Sabirianova Peter & Dmitriy Stolyarov, 2010. "Inequality and Volatility Moderation in Russia: Evidence from Micro-Level Panel Data on Consumption and Income," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(1), pages 209-237, January.
    4. Milton Friedman, 1957. "A Theory of the Consumption Function," NBER Books, National Bureau of Economic Research, Inc, number frie57-1, July.
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    More about this item

    Keywords

    потребление домашних хозяйств; нейронные сети; многослойный персептрон; RLMS;
    All these keywords.

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth

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