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

Maria D. Ermolova and Henry Penikas

MPRA Paper from University Library of Munich, Germany

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.

Keywords: QAIDS; RLMS; pseudo-panel; consumer behaviour; crisis (search for similar items in EconPapers)
JEL-codes: D12 E21 (search for similar items in EconPapers)
Date: 2016-07-18
New Economics Papers: this item is included in nep-cis and nep-mac
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Published in CEUR Workshop Proceeding Experimental Economics and Machine Learning.1627(2016): pp. 48-60

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:82876

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