financeФинансы: теория и практика/Finance: Theory and PracticeFinance: Theory and Practice2587-56712587-7089Financial University under The Government of Russian Federation10.26794/2587-5671-2022-26-6-271-287finance-1878Research ArticleЭКОНОМИКА СОЦИАЛЬНОЙ СФЕРЫECONOMICS OF SOCIAL SPHEREАнализ динамики доходов домохозяйств России на основе базы данных РМЭЗAnalysis of Household Income Dynamics in the Russia Based on the RLMS Databasehttps://orcid.org/0000-0001-6389-8610МартьяноваЕ. В.MartyanovaE. V.

Елизавета Валерьевна Мартьянова – младший научный сотрудник

Москва

Elizaveta V. Martyanova – Jun. Researcher, Institute of Applied Economic Research

Moscow

martyanova-ev@ranepa.ruhttps://orcid.org/0000-0003-4683-8194ПолбинА. В.PolbinA. V.

Андрей Владимирович Полбин – кандидат экономических наук, зав. лабораторией математического моделирования экономических процессов; зам. зав. международной лабораторией математического моделирования экономических процессов

Москва

Andrei V. Polbin – Can. Sci. (Econ.), Head of the Laboratory of Mathematical Modeling of Economic Processes; Deputy Head of the International Laboratory for Mathematical Modeling of Economic Processes

Moscow

apolbin@iep.ruИнститут прикладных экономических исследований РАНХиГСРоссияInstitute of Applied Economic Study, RANEPARussian FederationИнститут прикладных экономических исследований РАНХиГС; Институт ГайдараРоссияInstitute of Applied Economic Study, RANEPA; Gaidar Institute for Economic PolicyRussian Federation202231122022266271287Copyright © Мартьянова Е.В., Полбин А.В., 20222022Мартьянова Е.В., Полбин А.В.Martyanova E.V., Polbin A.V.Данная работа распространяется под лицензией Creative Commons Attribution 4.0.This work is licensed under a Creative Commons Attribution 4.0 License.https://financetp.fa.ru/jour/article/view/1878

Цель исследования заключается в оценке параметров стохастического процесса заработной платы на основе данных Российского мониторинга экономического положения и здоровья населения НИУ ВШЭ (РМЭЗ ВШЭ). Основной метод анализа – эконометрическая оценка, которая включает в себя два шага. На первом шаге авторы оценили регрессию минсеровского типа. На втором шаге – дали оценку параметрам стохастического процесса заработной платы обобщенным методом моментов. В результате коэффициент авторегрессии оказался ниже, а дисперсия шоков выше, чем в аналогичных зарубежных исследованиях. Результаты исследования позволяют сделать вывод, что трудовые доходы в России менее устойчивы во времени и характеризуются большей неопределенностью. Практическая ценность работы заключается в возможности использования полученных оценок при калибровке моделей общего равновесия с гетерогенными агентами, что продемонстрировано в рамках оценки макроэкономических эффектов от гипотетических налоговых маневров на базе канонической модели с гетерогенными агентами.

The goal of the study is to estimate the parameters of the stochastic wage process using data from the Russian Longitudinal Monitoring Survey of Higher School of Economics (RLMS-HSE). The main method of analysis is econometric estimation, which includes two steps. In the first step, the authors estimated a Mincer-type regression. In the second step, they estimated the parameters of the stochastic wage process using the generalized method of moments. As a result, the autoregression coefficient turned out to be lower, and the variance of shocks was higher than in similar foreign studies. The results of the research allow to conclude that labor incomes in Russia are less stable over time and are marked by great uncertainty. The practical value of the work lies in the possibility of using the obtained estimates when calibrating general equilibrium models with heterogeneous agents, which is demonstrated in the framework of estimation of macroeconomic effects from hypothetical tax maneuvers based on the canonical model with heterogeneous agents.

заработная плататрудовые доходыпрофиль заработной платыРМЭЗобобщенный метод моментовмодель общего равновесиягетерогенные агентыwageslabor incomelabor income profileRLMSgeneralized method of momentsgeneral equilibrium modelheterogeneous agentsИсследование на тему «Разработка комплекса моделей общего равновесия с гетерогенными экономическими агентами для российской экономики» выполнено за счет гранта Российского научного фонда № 21–78–10020. РАНХиГС, Москва, Россия.Research on the topic «Development of a set of general equilibrium models with heterogeneous economic agents for the Russian economy» was carried out at the expense of the grant of the Russian Science Foundation № 21–78–10020. Russian Presidential Academy of National Economy and Public Administration (RANEPA), Moscow, Russia.ReferencesKaplan G., Moll B., Violante G. L. Monetary policy according to HANK. American Economic Review. 2018;108(3):697–743. DOI: 10.1257/aer.20160042Kaplan G., Moll B., Violante G. L. 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The authors declare that there are no conflicts of interest present.