Articles by : Alimpiev Ye. № 4/2010
Methodological aspects of analytical research
ALIMPIEV Ye. 1
1University of Economics and Law «KROK»
Modeling financial-monetary transmission in the economy
| Ekon. prognozuvannâ 2010; 4:126-140 | |
ABSTRACT ▼
The article analyzes opportunities of studying fiscal and monetary transmission with the use of vector autoregressive models. The author examines peculiarities and interactions of fiscal and monetary transmission channels in the economy of Ukraine. It is step-by-step shown how to select, process and test time series of macroeconomic data in order to create a vector autore-gressive model. The author reveals the impact of fiscal and monetary shocks on the evolution of output and prices in Ukraine
Keywords:
| Article in Ukrainian (pp. 126 - 140) | Download | Downloads :208 |
REFERENCES ▼
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