Kalman Filter in the Problem of the Exchange and the Inflation Rates Adequacy to Determining Factors

N. S. Gonchar, W. H. Kozyrski, A. S. Zhokhin and O. P. Dovzhyk
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N. S. Gonchar: The N. N. Bogolubov Institute for Theoretical Physics, Kiev, Ukraine
W. H. Kozyrski: The N. N. Bogolubov Institute for Theoretical Physics, Kiev, Ukraine
A. S. Zhokhin: The N. N. Bogolubov Institute for Theoretical Physics, Kiev, Ukraine
O. P. Dovzhyk: The N. N. Bogolubov Institute for Theoretical Physics, Kiev, Ukraine

Noble International Journal of Economics and Financial Research, 2018, vol. 3, issue 3, 31-39

Abstract: Using introduced concept of the exchange and inflation rates adequacy, the relevance of them to the determining factors is found. We established close positive relation between hryvnia / dollar exchange and inflation rates, fiscal deficit, price level of energy sources, and money supply. On this basis, we give proposals for state macroeconomic policy to stabilize Ukrainian economy.

Keywords: Exchange Rate; Forecast; Inflation Targeting; Kalman Filter; Recession. (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:nap:nijefr:2018:p:31-39

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