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

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  • C01 - Econometrics
  • C32 - Time-Series Models
  • Dynamic Quantile Regressions
  • Dynamic Treatment Effect Models
  • C51 - Model Construction And Estimation
  • E00 - General
  • F47 - Forecasting And Simulation: Models And Applications
  • Economics


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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