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”]
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References listed on IDEAS
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More about this item
Keywordsglobal vector autoregressive model (GVAR); impulse response function; shocks transmission mechanism;
- 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; State Space Models
- 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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