An Algorithm of Decomposing the Trend and Cyclical Components of FDI Inflows: the Case of Ukraine

Moskalenko, B.A.; Mitev, P.

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Title	An Algorithm of Decomposing the Trend and Cyclical Components of FDI Inflows: the Case of Ukraine
Authors	Moskalenko, B.A. Mitev, P.
ORCID
Keywords	синхронізація ділового циклу синхронизация бизнес-цикла business cycle synchronization інвестиційний потенціал країни инвестиционный потенциал страны country investment potential прямі закордонні інвестиції прямые зарубежные инвестиции foreign direct investment фільтр Годріка-Прескотта фильтр Ходрика-Прескотта Hodrick-Prescott filter національної економіки Национальная экономика national economy
Type	Article
Date of Issue	2020
URI	https://essuir.sumdu.edu.ua/handle/123456789/80779
Publisher	Sumy State University
License	Creative Commons Attribution 4.0 International License
Citation	Moskalenko, B. A., Mitev, P. (2020). An Algorithm of Decomposing the Trend and Cyclical Components of FDI Inflows: the Case of Ukraine. Financial Markets, Institutions and Risks, 4(3), 95-101. https://doi.org/10.21272/fmir.4(3).95-101.2020
Abstract	The article summarizes the arguments within the scientific challenge on improving approaches to country investment potential evaluation. The main objective of the research is to systematize the existing statistical methods of decomposing macroeconomic time series into growth (trend) and cyclical components. Systematization of theoretical and methodological materials on solving the problem of decomposing the trend and cyclical components of time data series showed that the use of filtering series of economic dynamics based on the Hodrick-Prescott filter allows identifying long-term growth trends or recessions.
Appears in Collections:	Financial Markets, Institutions and Risks (FMIR)