Прогнозування реакції економіки України на економічні шоки в сусідніх державах: глобальна векторна авторегресійна модель «Україна-сусіди»

In 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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Alternative title:	Forecasting the Responses of Ukraine to Economic Shocks in the Neighbour-Countries: Global Vector Autoregressive Model “Ukraine-Neighbours”
Year of publication:	2012-01
Authors:	Matkovskyy, Roman
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	global vector autoregressive model (GVAR) \| impulse response function \| shocks transmission mechanism

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C01 - Econometrics ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; E00 - Macroeconomics and Monetary Economics. General ; F47 - Forecasting and Simulation
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011261139