-
1Academic Journal
Source: Voprosy statistiki; Том 29, № 4 (2022); 14-32 ; Вопросы статистики; Том 29, № 4 (2022); 14-32 ; 2658-5499 ; 2313-6383
Subject Terms: потребительские ожидания, consumer behavior index, consumer anxiety index, composite indicators of cyclical response, consumer sentiment, consumer expectations, индекс потребительского поведения, индекс потребительского беспокойства, композитные индикаторы циклического реагирования, потребительские настроения
File Description: application/pdf
Relation: https://voprstat.elpub.ru/jour/article/view/1457/906; Katona G. Psychological Analysis of Business Decisions and Expectation // American Economic Review. 1946. Vol. 36. No. 1. P. 44–63.; Katona G. Psychological Analysis of Economic Behaviour. New York: McGraw-Hill, 1951.; Katona G. Rational Behavior and Economic Behavior // Psychological Review. 1953. Vol. 60. Iss. 5. P. 307–318. doi: https://doi.org/10.1037/h0060640.; Katona G. Repetitiousness and Variability of Consumer Behavior // Human Relations. 1959. Vol. 12. Iss. 1. P. 35–49.; Katona G. Consumer Behavior: Theory and Findings on Expectations and Aspirations // American Economic Review. 1968. Vol. 58. No. 2. P. 19–30.; Katona G. Consumer Durable Spending: Explanations and Prediction // Brookings Papers on Economic Activity. 1971. Vol. 1. P. 234–239.; UN. Handbook on Economic Tendency Surveys United Nations. New York: UN, 2015. 145 p.; Китрар Л.А., Липкинд Т.М., Остапкович Г.В. Новый Индекс делового климата в обрабатывающей промышленности России // Вопросы статистики. 2018. Т. 25. № 8. С. 15–24.; Китрар Л., Липкинд Т. Анализ взаимосвязи индикатора экономических настроений и роста ВВП // Экономическая политика. 2020. T. 16. № 6. С. 8–41. doi: https://doi.org/10.18288/1994-5124-2020-6-8-41.; Китрар Л.А., Липкинд Т.М. Развитие композитных индикаторов циклического реагирования в конъюнктурных обследованиях // Вопросы статистики. 2021. Т. 28. № 2. С. 24–41. doi: https://doi.org/10.34023/2313-6383-2021-28-2-24-41.; Китрар Л.А., Липкинд Т.М., Усов Н.А. Прогнозирование роста ВВП с учетом кризисных шоков на основе результатов обследований деловой активно-сти // Вопросы статистики. 2021. Т. 28. № 4. С. 80–95. doi: https://doi.org/10.34023/2313-6383-2021-28-4-80-95.; Friedman M. A Theory of the Consumption Function // National Bureau of Economic Research. Princeton University Press, 1957. P. 20–37.; Campbell J.Y., Mankiw G. Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence // NBER Macroeconomics Annual. Vol. 4. MIT Press, 1989. P. 185–245.; Blanchard O., Fischer S. Lectures on Macroeconomics. Cambridge: MIT Press, 1989. 664 p.; Juster F.Th., Wachtel P. Anticipatory and Objective Models of Durable Goods Demand // Explorations in Economic Research. 1974. Vol. 1. No. 2. P. 136–188.; Mishkin F.S. Consumer Sentiment and Spending on Durable Goods // Brookings Papers on Economic Activity. 1978. Vol. 1. P. 217–232.; Throop A.W. Consumer Sentiment: Its Causes and Effects // Federal Reserve of San Francisco Review. 1992. Vol. 1. P. 35–39.; Fuhrer J.C. What Role Does Consumer Sentiment Play in the U.S. Macroeconomy? // New England Economic Review. 1993. Vol. 1. P. 32–44.; Carroll C.D., Fuhrer J.C., Wilcox D.W. Does Consumer Sentiment Forecast Household Spending? If So, Why? // American Economic Review. 1994. Vol. 84. No. 5. P. 1397–1408.; Bram J., Ludvigson S.C. Does Consumer Confidence Forecast Household Expenditure? A Sentiment Index Horse Race // Economic Policy Review. 1998. Vol. 4. No. 2. P. 59–78.; Lovell M.C. Why Was the Consumer Feeling so Sad? // Brooking Papers on Economic Activity. 1975. Vol. 2. P. 473–479.; Granger С.W.J. Investigating Casual Relations by Econometric Methods and Cross-Spectral Methods // Econometrica. 1969. Vol. 37. No. 3. P. 424–438. doi: https://doi.org/10.2307/1912791.; Howrey E.Ph. The Predictive Power of the Index of Consumer Sentiment // Brookings Papers on Economic Activity. 2001. No. 1. P. 175–216.; Garner C.A. Consumer Confidence After September 11 // Economic Review – Federal Reserve Bank of Kansas City. 2002. Vol. 87. Iss. Q II. P. 1–21.; Nardo M. The Quantification of Qualitative Survey Data: A Critical Assessment // Journal of Economic Surveys. 2003. Vol. 17. Iss. 5. P. 645–668.; Desroches B., Gosselin M.A. Evaluating Threshold Effects in Consumer Sentiment // Southern Economic Journal. 2004. Vol. 70. Iss. 4. P. 942–952.; Ludvigson S.C. Consumer Confidence and Consumer Spending // Journal of Economic Perspectives. 2004. Vol. 18. No. 2. P. 29–50.; Croushore D. Do Consumer-Confidence Indexes Help Forecast Consumer Spending in Real Time? // The North American Journal of Economics and Finance. 2005. Vol. 16. Iss. 3. P. 435–450. doi: https://doi.org/10.1016/j.najef.2005.05.002.; Keyfitz R. US Consumers and the War in Iraq: The Non-Economics of Consumer Confidence // Business Economics. 2004. Vol. 39. No. 2. P. 28–23.; Curtin R.T. Current Research and Development Agenda for the U. S. Consumer Surveys. OECD Workshop, Brussels, Belgium, November 21, 2003.; Curtin R.T. Consumer Sentiment Surveys: Worldwide Review and Assessment // Journal of Business Cycle Measurement and Analysis. 2007. Vol. 3. No. 1. P. 7–42. doi: https://doi.org/10.1787/jbcma-v2007-art2-en.; Curtin R.T. A Consumer Expectations: Micro Foundations and Macro Impact. Cambridge: Cambridge University Press, 2019. 360 p. doi: https://doi.org/10.1017/9780511791598.; Dees S., Soares B.P. Consumer Confidence as a Predictor of Consumption Spending: Evidence for the United States and the Euro Area // International Economics. 2013. Vol. 134. P. 1–14.; Lahiri K., Zhao Y. Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers // Journal of Business Cycle Research. 2016. Vol. 12. Iss. 2. P. 187–215. doi: https://doi.org/10.1007/s41549-016-0010-5.; Malgarini M., Margani P. Psychology, Consumer Sentiment and Household Expenditures // Applied Economics. 2007. Vol. 39. Iss. 13. P. 1719–1729.; Campelo A.Jr., Bittencourt V.S., Malgarini M. Consumers Confidence and Households Consumption in Brazil: Evidence from the FGV Survey // Journal of Business Cycle Research. 2020. Vol. 16. Iss. 1. P. 19–34. doi: https://doi.org/10.1007/s41549-020-00042-2.; Ramalho E.A., Caleiro A., Dionfsio A. Explaining Consumer Confidence in Portugal // Journal of Economic Psychology. 2011. Vol. 32. Iss. 1. P. 25–32.; Jonsson A., Lindén S. The Quest for the Best Consumer Confidence Indicator // European Economy – Economic Papers 372. Brussels: European Commission, 2009. URL: https://ec.europa.eu/economy_finance/publications/pages/publication14353_en.pdf.; Acemoglu D., Scott A. Consumer Confidence and Rational Expectations: Are Agents’ Beliefs Consistent with the Theory? // The Economic Journal. 1994. Vol. 104. Iss. 422. P. 1–19. doi: https://doi.org/10.2307/2234671.; Stock J., Watson M.W. Business Cycle Fluctuations in US Macroeconomic Time Series // Taylor J.B., Woodford M. (eds). Handbook of Macroeconomics. Vol. 1. Part A. North Holland, 1999. P. 3–64.; Gayer C., Genet J. Using Factor Models to Construct Composite Indicators from BCS Data – A Comparison with European Commission Confidence Indicators // Economic Papers No. 240. Brussels: European Commission, 2006. 50 p.; Архипова М.Ю., Сиротин В.П., Сухарева Н.А. Разработка композитного индикатора для измерения величины и динамики цифрового неравенства в России // Вопросы статистики. 2018. Т. 25. № 4. С. 75–87.; Stone M., Brooks R.J. Continuum Regression: Cross‐Validated Sequentially Constructed Prediction Embracing Ordinary Least Squares, Partial Least Squares and Principal Components Regression // Journal of the Royal Statistical Society: Series B (Methodological). 1990. Vol. 52. No. 2. P. 237–258.; Helland I.S. Some Theoretical Aspects of Partial Least Squares Regression // Chemometrics and Intelligent Laboratory Systems. 2001. Vol. 58. Iss. 2. P. 97–107.; Gelper S., Croux C. On the Construction of the European Economic Sentiment Indicator // Oxford Bulletin of Economics and Statistics. 2010. Vol. 72. 72. Iss. 1. P. 47–62. doi: https://doi.org/10.1111/j.1468-0084.2009.00574.x.; Nilsson R., Gyomai G. Cycle Extraction: A Comparison of the Phase-Average Trend Method, the Hodrick – Prescott and Christiano – Fitzgerald Filters // OECD Statistics Directorate Working Paper No. 39. 2011. URL: https://ec.europa.eu/economy_finance/db_indicators/surveys/documents/workshops/2008/ec_meeting/nilsson_gyomai_oecd.pdf.; Christiano L.J., Fitzgerald T.J. The Band Pass Filter // National Bureau of Economic Research Working Paper 7257. Cambridge, MA: 1999. URL: https:// www.nber.org/system/files/working_papers/w7257/w7257.pdf.; Harvey D. From Managerialism to Entrepreneurialism: The Transformation in Urban Governance in Late Capitalism // Geografiska Annaler: Series B, Human Geography. 1989. Vol. 71. Iss. 1. P. 3–17.; Koopman S.J., Durbin J. Fast Filtering and Smoothing for Multivariate State Space Models // Journal of Time Series Analysis. 2000. Vol. 21. Iss. 3. P. 281–296.; Китрар Л.А., Липкинд Т.М., Остапкович Г.В. Декомпозиция и совместный анализ циклов роста в динамике индикатора экономического настроения и индекса физического объема валового внутреннего продукта // Вопросы статистики. 2014. № 9. С. 41–46.; https://voprstat.elpub.ru/jour/article/view/1457
-
2Academic Journal
Authors: L. A. Kitrar, T. M. Lipkind, Л. А. Китрар, Т. М. Липкинд
Contributors: The article was prepared as a part of the Basic Research Program of the National Research University Higher School of Economics., Статья подготовлена в ходе проведения исследования в рамках Программы фундаментальных исследований Национального исследовательского университета «Высшая школа экономики» (НИУ ВШЭ).
Source: Voprosy statistiki; Том 28, № 2 (2021); 24-41 ; Вопросы статистики; Том 28, № 2 (2021); 24-41 ; 2658-5499 ; 2313-6383
Subject Terms: индекс реальной занятости, business surveys, business activity indicator, composite indicators of cyclical response, economic vulnerability index, real demand indicator, current output indicator, real employment indicator, конъюнктурные обследования, индекс деловой активности, композитные индикаторы циклического реагирования, индекс экономической уязвимости, индекс реального спроса, индекс фактического выпуска
File Description: application/pdf
Relation: https://voprstat.elpub.ru/jour/article/view/1269/825; Cesaroni T. The Cyclical Behavior of the Italian Business Survey Data // Empirical Economics. 2011. Vol. 41. Iss. 3. P. 747-768. doi: https://doi.org/10.1007/s00181-010-0390-7.; Mourougane A., Roma M. Can Confidence Indicators Be Useful to Predict Short Term Real GDP Growth? // Applied Economics Letters. 2003. Vol. 10. Iss. 8. P. 519–522. doi: https://doi.org/10.1080/1350485032000100305.; Taylor K., McNabb R. Business Cycle and the Role of Confidence: Evidence for Europe // Oxford Bulletin of Economics and Statistics. 2007. Vol. 69. Iss. 2. P. 185–208. doi: https://doi.org/10.1111/j.1468-0084.2007.00472.x.; De Bondt G.J., Schiaffi S. Confidence Matters for Current Economic Growth: Empirical Evidence for the Euro Area and the United States // Social Science Quarterly. 2015. Vol. 96. Iss. 4. P. 1027–1040. doi: https://doi.org/10.1111/ssqu.12181.; Christiansen C., Eriksen J.N., Moller S.V. Forecasting US Recessions: The Role of Sentiment // Journal of Banking and Finance. 2014. Vol. 49. P. 459–468. doi: https://doi.org/10.1016/j.jbankfin.2014.06.017.; Claveria O., Pons E., Ramos R. Business and Consumer Expectations and Macroeconomic Forecasts // International Journal of Forecasting. 2007. Vol. 23. Iss. 1. P. 47–69. doi: https://doi.org/10.1016/j.ijforecast.2006.04.004.; Angeletos G.-M., Lian Ch. Confidence and the Propagation of Demand Shocks // NBER Working Paper No. 27702. Cambridge, MA: National Bureau of Economic Research, 2020. doi: https://doi.org/10.3386/w27702.; Farboodi M., Kondor P. Rational Sentiments and Economic Cycles // NBER Working Paper No. 27472. Cambridge, MA: National Bureau of Economic Research, 2020. doi: https://doi.org/10.3386/w27472.; Benhabib J., Spiegel M.M. Sentiments and Economic Activity: Evidence from U.S. States // NBER Working Paper No. 23899. Cambridge, MA: National Bureau of Economic Research, 2017. doi: https://doi.org/10.3386/w23899.; Acharya S., Benhabib J., Huo Zh. The Anatomy of Sentiment-Driven Fluctuations // NBER Working Paper No. 23136. Cambridge, MA: National Bureau of Economic Research, 2017. doi: https://doi.org/10.3386/w23136.; Китрар Л., Липкинд Т. Анализ взаимосвязи индикатора экономических настроений и роста ВВП // Экономическая политика. 2020. T. 15. № 6. С. 8–41. doi: https://doi.org/10.18288/1994-5124-2020-6-8-41.; Китрар Л.А., Остапкович Г.В. Интегрированный подход к построению композитных индикаторов со встроенным алгоритмом оценки цикличности в динамике результатов конъюнктурного мониторинга // Вопросы статистики. 2013. № 12. С. 23–34.; Lipkind T., Kitrar L., Ostapkovich G. Russian Business Tendency Surveys by HSE and Rosstat // Business Cycles in BRICS / еd. by S. Smirnov, A. Ozyildirim, P. Picchetti. Springer International Publ., 2019. Ch. 13. P. 233–251. doi: https://doi.org/10.1007/978-3-319-90017-9.; International Monetary Fund. World Economic Outlook Update. January 2021. URL: https://www.imf.org/-/media/Files/Publications/WEO/2021/Update/January/English/text.ashx.; The World Bank. Russia: Recession and Growth Under the Shadow of a Pandemic. Special Focus: Education. Russia Economic Report, No. 43, July 2020. Washington, DC: World Bank, 2020. URL: http://hdl.handle.net/10986/34219.; The World Bank. Russia's Economy Loses Momentum Amidst COVID-19 Resurgence; Awaits Relief from Vaccine. Russia Economic Report, No. 44, December 2020. Washington, DC: World Bank, 2020. URL: http://hdl.handle.net/10986/34950.; Китрар Л.А., Липкинд Т.М., Остапкович Г.В. Квантификация качественных признаков в конъюнктурных обследованиях // Вопросы статистики. 2018. Т. 25. № 4. С. 49–63.; European Commission. The Joint Harmonised EU Programme of Business and Consumer Surveys. User Guide (Updated February 2020). URL: https://ec.europa.eu/info/sites/info/files/bcs_user_guide_2020_02_en.pdf.; United Nations Economic Commission for Europe. Guidelines on Producing Leading, Composite and Sentiment Indicators. Geneva: UN, 2019. URL: https://www.unece.org/fileadmin/DAM/stats/publications/2019/ECECESSTAT20192.pdf.; Китрар Л.А., Липкинд Т.М., Остапкович Г.В. Новый Индекс делового климата в обрабатывающей промышленности России // Вопросы статистики. 2018. Т. 25. № 8. С. 15–24.; Malgarini M. Industrial Production and Confidence after the Crisis: What’s Going on? // Munich Personal RePEc Archive Paper No. 53813. 2012. URL: https://mpra.ub.uni-muenchen.de/53813/.; European Commission. European Business Cycle Indicators – 2nd Quarter 2017. ESI and other BCS indicators vs PMI – Properties and Empirical Performance. Technical Papers 17. Luxembourg: Publication Office of the European Union, 2017. doi: https://doi.org/10.2765/283995.; OECD. OECD System of Composite Leading Indicators. April 2012. URL: http://www.oecd.org/std/leading-indicators/41629509.pdf.; Hodrick R.J., Prescott E.C. Postwar U.S. Business Cycles: An Empirical Investigation // Journal of Money Credit and Banking. 1997. Vol. 29. No. 1. P. 1–16.; Nilsson R., Gyomai G. Cycle Extraction. A Comparison of the PAT Method, the Hodrick-Prescott and Christiano-Fitzgerald Filters. OECD Statistics Directorate Working Paper No. 39. 2011. URL: https://ec.europa.eu/economy_finance/db_indicators/surveys/documents/workshops/2008/ec_meeting/nilsson_gyomai_oecd.pdf.; European Commission. European Business Cycle Indicators – 4th Quarter 2019. A New Employment Index for the Euro Area Based on Sectoral Employment Expectations. Technical Papers 37. Luxembourg: Publication Office of the European Union, 2019. doi: https://doi.org/10.2765/548029.; https://voprstat.elpub.ru/jour/article/view/1269