Podrobný výpis o publikaci

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.