Please use this identifier to cite or link to this item: http://essuir.sumdu.edu.ua/handle/123456789/68631
Or use following links to share this resource in social networks: Recommend this item
Title Econometric modeling of nonstationary processes
Authors Lytsenko, M.
Marynych, Tetiana Oleksandrivna  
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)

Views

China China
1
Germany Germany
1
Greece Greece
1
Lithuania Lithuania
1
Netherlands Netherlands
346
Sweden Sweden
1
Ukraine Ukraine
100
United Kingdom United Kingdom
691
United States United States
47469
Unknown Country Unknown Country
17518
Vietnam Vietnam
2536

Downloads

Lithuania Lithuania
1
Ukraine Ukraine
82
United Kingdom United Kingdom
1
United States United States
47468
Unknown Country Unknown Country
6
Vietnam Vietnam
1

Files

File Size Format Downloads
Lytsenko_Marinich.pdf 26,31 MB Adobe PDF 47559

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.