Informal work is traditionally large in Russia and has further increased in the recent years. We explore the implications of this shift in terms of wage dynamics. Our characterization is based on the estimation of informal pay gaps at the mean and along the wage distribution, relying on the Russian Longitudinal Monitoring Survey for 2003–2017. Our approach comprises three original features: we rely on unconditional quantile effects of informality, we incorporate quantile-specific fixed effects using a tractable approach, and we suggest a treatment of the incidental parameter bias. Over the whole period, informal wage penalties are relatively small and do not suggest heavily segmented labor markets, even at low wage levels. Yet, in the past decade, a substantial negative selection into informal employment and self-employment has taken place, on average and especially at low earnings. Economic downturns and labor market policies have likely contributed to the shakeout of less productive workers in the formal sector, making the low-tier informal sector more of a last resort.

俄罗斯的非正式工作传统上很大，而且近年来进一步增加。我们探讨了这种转变在工资动态方面的影响。我们的描述基于对平均工资分布和工资分布沿线的非正式工资差距的估计，并依赖于 2003-2017 年俄罗斯纵向监测调查。我们的方法包括三个原始特征：我们依赖于无条件的非正式性的分位数效应，我们使用易于处理的方法结合特定于分位数的固定效应，我们建议对偶然参数偏差进行处理。在整个时期内，非正式工资处罚相对较小，并不意味着劳动力市场严重分割，即使在低工资水平下也是如此。然而，在过去十年中，非正规就业和自营职业出现了大量的负面选择，平均而言，尤其是在低收入的情况下。经济下滑和劳动力市场政策可能导致正规部门生产力较低的工人被淘汰，使低层次的非正规部门更像是最后的手段。