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

Forecasting the Responses of Ukraine to Economic Shocks in the Neighbour-Countries: Global Vector Autoregressive Model “Ukraine-Neighbours”

Roman Matkovskyy

MPRA Paper from University Library of Munich, Germany

Abstract: 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.

Keywords: global vector autoregressive model (GVAR); impulse response function; shocks transmission mechanism (search for similar items in EconPapers)
JEL-codes: C01 C32 C51 E00 F47 (search for similar items in EconPapers)
Date: 2012-01, Revised 2012-11
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:44717

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