Review of foreign experience in assessing the impact of qualitative indicators on economic processes using vector autoregression models

Обзор зарубежного опыта по оценке влияния качественных показателей на экономические процессы с использованием моделей векторной авторегрессии

Shapor, Maria (Шапор, Мария)
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Shapor, Maria (Шапор, Мария): The Russian Presidential Academy of National Economy and Public Administration

Working Papers from Russian Presidential Academy of National Economy and Public Administration

Abstract: This paper provides an overview of foreign experience in using panel data to assess various economic phenomena and processes. Note that this paper presents two types of models panel vector autoregression model and vector autoregression model.

Keywords: vector autoregressive models; qualitative indicators; economic phenomena; economic processes (search for similar items in EconPapers)
Pages: 60 pages
Date: 2021-12-14
New Economics Papers: this item is included in nep-ger
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Persistent link: https://EconPapers.repec.org/RePEc:rnp:wpaper:w20220200

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