Econometric modeling of nonstationary processes

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Title	Econometric modeling of nonstationary processes
Authors	Lytsenko, M. Marynych, Tetiana Oleksandrivna
ORCID	http://orcid.org/0000-0002-1393-7607
Keywords	nonstationary time series causality cointegration vector autoregression vector error correction model scenario analysis
Type	Conference Papers
Date of Issue	2015
URI	http://essuir.sumdu.edu.ua/handle/123456789/68631
Publisher	Karazin National University
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Citation	Marynych, T.O. Econometric modeling of nonstationary processes / T.O. Marynych, M. Lytsenko // Труды ХVII Международного симпозиума “Методы дискретных особенностей в задачах математической физики” (м. Харків, 8-13 июня 2015 г.). – Харьков-Сумы: ХНУ им. В.Н Каразина, 2015. – С. 138-141.
Abstract	Econometric research of nonstationary time series on causality, cointegration relation and adequate simulation methods was conducted. VAR and VEC models were found to be the most appropriate ways to make reliable prediction and scenario analysis of macro financial data under unstable economic conditions. These econometric techniques were approbated on the financial indicators of Ukrainian economy.
Appears in Collections:	Наукові видання (ЕлІТ)