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Влияние факторов на потребительский спрос в Казахстане: эмпирическая оценка // Factors of the consumer demand: an empirical assessment

Author

Listed:
  • Жузбаев Адам // Zhuzbayev Adam

    (National Bank of Kazakhstan)

  • Сейдахметова Баян // Seidakhmetova Bayan

    (National Bank of Kazakhstan)

Abstract

В рамках исследования были построены и проанализированы уравнения коинтеграции с целью определения долгосрочной взаимосвязи потребительского спроса с макроэкономическими переменными. Рассмотрен широкий спектр макроэкономических переменных, охватывающий различные сектора экономики: показатели реального сектора, финансовые показатели, демографические показатели и показатели рынка труда, показатели уровня жизни, ценовые показатели, показатели бюджетного сектора и показатели внешнего сектора. // In this working paper cointegration equations were constructed and analyzed in order to determine the long-term relationship between consumer demand and macroeconomic variables. A wide range of macroeconomic variables covering various sectors of the economy are considered: indicators of the real sector, financial indicators, demographic indicators and indicators of the labor market, indicators of living standards, price indicators, indicators of the budget sector and indicators of the external sector.

Suggested Citation

  • Жузбаев Адам // Zhuzbayev Adam & Сейдахметова Баян // Seidakhmetova Bayan, 2019. "Влияние факторов на потребительский спрос в Казахстане: эмпирическая оценка // Factors of the consumer demand: an empirical assessment," Working Papers #2019-2, National Bank of Kazakhstan.
    • Handle: RePEc:aob:wpaper:1
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    More about this item

    Keywords

    consumer demand; household expenditures; cointegration; VECM; VAR; impluse response; потребительский спрос; расходы домашних хозяйств; коинтеграция; импульсный отклик;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
    • E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth

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