This file describes the data, results and procedures used in “Inequality and volatility moderation in Russia: Evidence from micro-level panel data on consumption and income” by Yuriy Gorodnichenko, Klara Sabirianova Peter, and Dmitriy Stolyarov. The data used in the paper is Russian Longitudinal Monitoring Survey (RLMS). These data are proprietary and available for purchase at http://www.cpc.unc.edu/rlms/. The attached code is organized in steps where the final step produces Figures and Tables reported in the paper. The attached Excel file contains numerical data that go into figures and tables reported in the paper.