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@inproceedings{32036, author = {Krkošková, Radmila}, address = {Jindřichův Hradec}, booktitle = {36th International Conference on Mathematical Methods in Economics}, keywords = {ADF test of stationarity; Cointegration relation; Granger causality; VAR model; VEC model}, howpublished = {elektronická verze "online"}, language = {eng}, location = {Jindřichův Hradec}, isbn = {978-80-7378-371-6}, pages = {264-269}, publisher = {MatfyzPress}, title = {Analysis of the Slovak economy using VAR models}, url = {https://mme2018.fm.vse.cz/}, year = {2018} }
TY - JOUR ID - 32036 AU - Krkošková, Radmila PY - 2018 TI - Analysis of the Slovak economy using VAR models PB - MatfyzPress CY - Jindřichův Hradec SN - 9788073783716 KW - ADF test of stationarity KW - Cointegration relation KW - Granger causality KW - VAR model KW - VEC model UR - https://mme2018.fm.vse.cz/ N2 - The paper aims to analyse and model chose macroeconomic variables of the Slovak economy and their dynamics using VAR models. This article shows the application of selected model on real-time series of chosen macroeconomic indica-tors using four variables (R - interest rate, M - money supply (M2), P - price level (CPI), Y - GDP). We identify and test four long-run relationships. There are de-scribed Granger causality, impulse response function, cointegration and error correc-tion models. The estimation outputs are interpreted. The quality econometric model for modelling macroeconomic time series in Slovak economy is discussed. The cal-culations used EViews software version 9. The structural model is estimated for the Slovak economy. The data used have the character of a quarterly time series in the period from Q1/2005 to Q4/2017. The data source was the National Bank of Slova-kia and the Eurostat database. ER -
KRKOŠKOVÁ, Radmila. Analysis of the Slovak economy using VAR models. Online. In \textit{36th International Conference on Mathematical Methods in Economics}. Jindřichův Hradec: MatfyzPress, 2018, s.~264-269. ISBN~978-80-7378-371-6.
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