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Voprosy statistiki

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Vol 29, No 5 (2022)
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QUESTIONS OF METHODOLOGY

5-16 505
Abstract

Building upon the author’s prior publications in the journal Voprosy Statistiki (Issues No.4 and No.11 of 2019, Issue No.5 of 2020, and Issue No.3 of 2021), this new article deals with the problems of macroanalysis methodology, with particular reference to aggregated National Transfer Accounts (NTA) as applied to various regions of the Russian Federation with a view to expand the analytical capabilities of statistics.
The introductory section unveils the concept and general principle of constructing the system of aggregated transfer accounts for the readership, summarizing analytical capabilities of the accounts’ usage. It includes infographics for balancing joint estimates of Russia’s economic lifecycle performed by the HSE University for the economy as a whole and across various age cohorts. It also underpins the practicability of developing economic lifecycle account on a regional level.
The main section focuses on the capabilities and limitations of the Russian databases in view of constructing the first account of the NTA system, namely an aggregated economic lifecycle account, based upon the international NTA methodology adapted to the Russian statistics. The paper suggests a methodological approach – encompassing calculation assumptions and employed statistical methods – to constructing regional consumption and labor income profiles. Early results of the empirical calculations, performed across all of Russia’s regions for the year of 2018, demonstrate a wide scattering of resulting economic lifecycle estimates (as a percentage of GRP) ranging from a sizeable surplus to a deficit comparable with the gross regional product, and even surpassing it in a number of cases, and thereby confirming the sharp contrasts between the regions in terms of quality of life.
The concluding section of the article shows that the «financial appeal» of Russia’s regions, as measured by the resulting economic lifecycle account, resonates with the distribution of domestic labour migrants in terms of their work locations. Therefore, the author has verified the hypothesis that the criteria – which impact the resulting economic lifecycle of a certain region and the degree of interregional differences – lie within the geographical structure of production (i.e. key sectors of the region in question) and within the region-specific relationships with the central government.

MATHEMATICAL AND STATISTICAL METHODS IN ANALYSIS AND FORECASTING

17-34 1240
Abstract

The purpose of the research is to assess factors influencing the rescaling of the shadow economy in the Russian Federation (on the example of certain regions). The analysis was carried out using mathematical and statistical methods according to regional statistics for 2013–2019. In particular, a model of multiple indicators and factors (MIMIC) was built. It adapted to the panel data structure. Variables characterizing the tax burden, government regulation and the state of the labor market were used as factors. As indicators of the shadow economy – monetary variables and characteristics of the formal economy.
It is shown that in the conditions of economic difficulties there was a «compression» of the scale of the shadow economy in certain regions. According to the authors, a significant role in reducing the shadow component in the regional economy over the period under review was played by the improvement of the tax administration mechanism in the process of forming regional and local budgets (personal income tax, property taxes) as well as coordination of interdepartmental interaction in order to reliably determine the size of the taxable base. The positive role of preferential taxation regimes, which can be established by regional authorities, was proved. A significant impact on the scale of shadow activity of the structure of the regional economy and conditions in the labor market was discovered: a high share of the extractive industry and an increase in wages in the region compared to the average Russian level create incentives for participation in the formal economy and reducing the scale of the shadow economy.
The modeling results confirmed the relevance of shadow economy indicators: the larger size of the regional shadow economy entails less participation in the labor force and an increase in cash turnover.
The conclusions obtained from a new angle focus on the task of improving the investment climate, reducing pressure on entrepreneurship, and supporting small and medium-sized businesses.

35-45 437
Abstract

The article solves the problem of constructing an econometric model (based on time series of macroeconomic indicators) that reflects the relationship between changes in the current account of the balance of payments and GDP dynamics (on the example of the Republic of Azerbaijan).
In order to assess the correctness of the application of mathematical and statistical methods for analyzing the impact of foreign economic activity on the final results of the country's economic activity, the constructed model was tested. So, to test the hypotheses about the normal distribution of the series, the Jarque–Bera test, the augmented Dickey–Fuller test (ADF), the Kwiatkowski–Phillips–Schmidt–Shin (KPSS) test were used, and histograms and correlograms were constructed.
In the process of studying the time series of the indicators under consideration, their non-stationarity was revealed both according to the results of descriptive statistics, the Jarque–Bera test, histograms, plots of the sample autocorrelation function (ACF) and partial autocorrelation function (PACF), and according to the Dickey–Fuller test. The transition to absolute increments, that is, to the first differences, was applied.
In addition, the Johansen test was performed to identify cointegration relationships. Based on its results, when comparing linear and quadratic trends with similar characteristics, a linear one was chosen, indicating the presence of a cointegration relationship. After carrying out the Trace and Maximum Eigenvalue tests, an alternative hypothesis about the presence of one cointegration vector was accepted.
The results obtained allow us to conclude that the relationship between the indicators of the current account of the balance of payments and Azerbaijan's GDP is of a long-term nature. They can also serve as a basis for building an error correction model.

MIGRATION STATISTICS

46-60 669
Abstract

The increasing role of migration in the world makes the integration of migrants into host societies a crucial social process. In the long run, integration is closely related to the topic of the second generation of migrants and their relative well-being in society. In Russia, which attracts a large number of migrants, the integration of the second generation is also very important but the understanding of it is fragmented due to the small number of relevant studies. The task of obtaining relevant data on migrants' descendants and their participation in social and economic life requires taking into account the wealth of foreign experience in studying this topic.
This paper provides an overview of approaches to the study of the second generation of migrants in the United States, Canada and Western European countries. The review is based on analytical and methodological publications of national statistical agencies and international organizations (UN, OECD, Eurostat), metadata from special sample surveys and a number of academic articles. The authors discusses the main data sources used to estimate the number of second-generation migrants and to provide information on their socio-economic characteristics, such as censuses and microcensuses, regular labour force surveys and ad hoc sample surveys. The article describes nuances in the definition and evolution of the concept of «second generation» in the national statistical systems. The results of studies on the social mobility of descendants of immigrants are summarised.
In conclusion, we offer practical recommendations for modernizing the system of statistical recording of migration in Russia based on the long-term foreign experience of studying the second generation of migrants.

61-71 361
Abstract

The purpose of this work is to examine the characteristics of households in the Republic of Armenia that send migrants to Russia compared with households that do not have migrants or that are not in Russia. The author used data from the sample survey – the Household’s Integrated Living Conditions Survey in the Republic of Armenia. The relevance of the study is emphasized, in particular, in connection with Armenia's accession to the EAEU and the creation of a single labor market.
The article focuses on the survey programme, which includes questions that allow to characterize households by various parameters (in particular by household size, average per capita income, level of education, proportion of women, children and elderly in a household, migration component).
The paper analyses households included in the survey (with household members who emigrated to the Russian Federation). Comparing this group with households without migrants or with migrants in other countries and regions shows that Russia is mainly chosen by labor migrants from households that live in rural areas, have a relatively small proportion of children, women, and the elderly. At the same time, such households are more numerous, the age of their heads is within the limits of the senior working age, and the proportion of working members is higher than in other households. Statistical analysis based on the data of the sample survey under consideration suggests that emigration to Russia is chosen mainly by households with a relatively low level of financial well-being. Thus, for a certain part of Armenian households, participation in labor migration to Russia is, in their opinion, a keyway to obtain a livelihood or an opportunity to increase the level of financial well-being of the entire household.

REGIONAL STATISTICS

72-86 342
Abstract

The paper presents a methodology of statistical analysis to assess efficiency of initiative budgeting at the regional level, which is one of the most urgent areas for improvement of the mechanism for managing socio-economic development of territories. The introductory part of the article explains the relevance of applying mathematical and statistical methods of analysis to improve the efficiency of initiative budgeting in the regions, and also describes theoretical and methodological provisions and information sources implemented in the author's own methodological studies designed to assess the efficiency of initiative budgeting on the example of the Stavropol Territory – pilot region for the implementation of the Local Initiatives Support Program (LISP).
While analyzing structural and dynamic relationships of indicators associated with financing and results of LISP implementation, the authors applied two versions of cluster analysis:
– clustering of municipal units of the studied region by the values of indicators of financing and LISP performance, ensuring the allocation of statistically homogeneous groups of administrative and territorial entities;
– clustering of indicators characterizing the volume of funding and LISP performance at the municipal level, which gave an idea of the multi-level interdependence of these indicators and was taken into account when building multi-factor models of the effectiveness of initiative budgeting programs in the region.
The article concludes that the indicators of infrastructure development using LISP funds are very important from the standpoint of socio-economic development of the territories, but are dependent on the living standards of the population, which provides the necessary degree of public initiative for «inclusion» of the LISP mechanism. In addition, the identified and assessed patterns, although they are common for the considered pilot region for the implementation of LISP, have specific manifestations in certain groups of municipalities, which requires finer targeted “tuning” of LISP by substantiating its projects to obtain socio-economic results, most relevant to each municipality.

IMPACT OF THE COVID-19 PANDEMIC ON SOCIO-ECONOMIC PROCESSES

87-95 525
Abstract

The purpose of the article is to analyze the impact of the COVID-19 pandemic on the labor markets of Russian regions in 2020 and to identify the main factors that determined regional differentiation. The empirical basis of the analysis is the data of Federal State Statistics Service (Labor Force Survey) and Federal Service for Labor and Employment. We analyze the dynamics of employment rate, general and registered unemployment rates, and changes in the proportion of employees who are absent from work for economic reasons. Data analysis was performed using descriptive, cluster and regression methods.
It was revealed that the adaptation of the labor markets of Russian regions to the negative consequences of the pandemic had a regionally differentiated character. Five groups of regions have been identified according to the specific features of adaptation to the corona crisis. The dynamics of employment and unemployment was determined by the level of socio-economic development of the region, primarily by the state of its labor market and the level of poverty of the population. Regression estimates showed that the higher the general unemployment rate in the region in 2019 and the share of the population with incomes below the subsistence level were, the greater the decline in employment rate and the growth of general unemployment in 2020 were. The dynamics of registered unemployment rate in 2020 was determined by the share of the population with incomes below the subsistence level, the share of workers in the informal sector and the share of youth in the labor market. This connection is due to the fact that the unemployment benefit in 2020 primarily performed the function of social support for the population with a low level of individual and family incomes.
It is shown that the Russian regions, whose labor markets had high employment rates and low unemployment rates, went through the crisis of 2020 retaining their advantages and quickly reached the pre-pandemic state. Regions with a tense situation in labor markets, having experienced a noticeable decline in employment and a significant increase in unemployment in 2020, are recovering from the crisis slowly. The consequence of such dynamics may be an even greater strengthening of regional differentiation.

96-109 413
Abstract

The purpose of this study is to investigate how the COVID-19 pandemic affected the stability of Russian banks. To achieve this goal, an economic and statistical analysis of the risk and liquidity indicators of the Russian banking sector for the period 2008–2020 was performed. The analysis was based on the methodology for assessing the financial stability of deposit institutions developed by the International Monetary Fund.
The analysis includes the following steps: determining the level and dynamics of sustainability indicators in 2020 in comparison to the pre-pandemic levels in 2019; constructing historical trends of the indicators over the last 12 years, including the pandemic crisis, applying the Hodrick – Prescott method used in macroeconomics to filter time series; identifying deviations of the indicators’ actual values from the trends, which made it possible to detect cyclicity in the indicators’ dynamics.
The findings revealed that the pandemic crisis of 2020 did not lead to a deterioration in the stability of the Russian banking sector, moreover, the liquidity risk indicators improved in comparison to the pre-crisis period. At the same time, the historical trends for the period 2008–2020 showed an increase in risks in the banking sector, however, this was caused by a sharp "outlier" of risk indicators during the previous crises of 2009 and 2015. The identified deviations of the indicators from the trends allowed us to conclude that the risk raises and the liquidity increases in the sector during recession of the credit cycle and crises, and vice versa during the cycle expansion and credit boom, with the exception of 2016–2018 and 2020, which is explained, respectively, by the structural changes in the banking sector and the pandemic crisis.
The results of this study could be valuable for analysts and regulators in the course of macroeconomic analysis and forecasting, as well as for banks when improving internal risk management procedures to address the economic cyclicity concern.

110-118 512
Abstract

The author analyzed problems related to the prevalence of smoking and the need to combat the tobacco epidemic in Russia on the basis of current statistics and special surveys. Despite the fact that the number of smokers in Russia has been decreasing since 2009, there are new challenges for the authorities and society in their efforts to reduce the prevalence of smoking due to the emergence of new alternative tobacco and nicotine products, as well as changes in consumption habits due to the crisis caused by the COVID-19 pandemic. According to surveys carried out by the National Research University Higher School of Economics (from 2017 to 2020) and Rosstat (from 2011 to 2020), changes in tobacco consumption and smoking preferences have been identified, especially during the period of economic instability and the COVID-19 pandemic.
The article explains the author’s position that despite the general decrease in the number of smokers (up to a quarter of adult population – according to data for 2020), their population is heterogeneous, and within it there were various processes, depending on the sex of the smoker, the intensity of smoking, preferences for nicotine-containing products. Firstly, over the period under review, the proportion of former smokers who have relinquished the habit has increased; secondly, the proportion of heavy smokers who used to consume a pack of cigarettes per day has decreased, and, conversely, the proportion of those who smoke about a quarter of a pack per day has increased. Smoking among women has two characteristics: lowering the age of onset of smoking to 19 years, along with increasing the daily consumption of cigarettes to an average of 12. Men, on the other hand, tend to reduce the daily consumption of cigarettes to 16 cigarettes on average. The proportion of smokeless tobacco products and electronic nicotine delivery systems is beginning to grow, but is still not a complete substitute for conventional cigarettes, which smoke about 95% of smokers. Finally, owing to the pandemic and crises in economy, the trend towards self-isolation has increased the number of people who smoke for the first time at a sufficiently mature age (30 years and older).
Therefore, the results of the study revealed both certain patterns in tobacco consumption over the years preceding the pandemic and the impact of COVID-19 on social and economic processes involved in smoking that governance structures now need to take into account.



ISSN 2313-6383 (Print)
ISSN 2658-5499 (Online)