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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 |
License | |
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) |
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File | Size | Format | Downloads |
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Lytsenko_Marinich.pdf | 26,31 MB | Adobe PDF | 59362879 |
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