Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди»
[Forecasting the Responses of Ukraine to Economic Shocks in the Neighbour-Countries: Global Vector Autoregressive Model “Ukraine-Neighbours”]
AbstractIn this article the approach of Global Vector-Autoregressive (GVAR) models has been applied to Ukraine and its neighbour-countries which contiguous to Ukraine: Belarus, Bulgaria, Georgia, Moldova, Romania, Poland, Slovakia, Russia Federation, Turkey and Hungary. The goal of the research is to identify and forecast interactions among these economies, estimate import-export flows, discover the mechanism of the response of Ukraine to inflation and unemployment shocks and also of the shocks transmission mechanism to Ukrainian economy.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 44717.
Date of creation: Jan 2012
Date of revision: Nov 2012
global vector autoregressive model (GVAR); impulse response function; shocks transmission mechanism;
Find related papers by JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E00 - Macroeconomics and Monetary Economics - - General - - - General
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
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