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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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